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warning/0006/math0006110.html	ar5iv	text	# First Fundamental Theorem of Invariant Theory for covariants of classical groups. ## 1 Main theorem. Let $`V`$ be a finite-dimensional vector space over an algebraically closed field $`𝐤`$ of characteristic zero. Let $`HGL(V)`$ be an algebraic subgroup. For any $`l𝐍`$, we denote by $`lV`$ the direct sum of $`l`$ copies of $`V`$; similarly, we define $`mV^{}`$ for any $`m𝐍`$. Consider the natural action of $`H`$ on $`W=lVmV^{}`$ and assume that the algebra $`𝐤[W]^H`$ of invariants is finitely generated for any $`l,m`$. Then First Fundamental Theorem of Invariant Theory of $`H`$ refers to a description of a minimal system of homogeneous generators of $`𝐤[W]^H`$ for all $`l,m`$. Such a description exists when $`H`$ is classical, i.e., $`H`$ is one of groups $`GL(V)`$, $`SL(V)`$, $`O(V)`$, $`SO(V)`$, $`Sp(V)`$ (see e.g. \[PV, $`\mathrm{\S }`$9\]). Let now $`G`$ be one of the groups $`GL(V),O(V),Sp(V)`$; let $`U(G)`$ be a maximal unipotent subgroup of $`G`$. By \[PV, Theorem 3.13\], the algebra $`𝐤[W]^{U(G)}`$ is finitely generated. Also the invariants of $`U(G)`$ are linear combinations of highest vectors of irreducible factors for $`G`$-module $`𝐤[W]`$. So the $`U(G)`$-invariants are the $`G`$-covariants and the First Fundamental Theorem for covariants of $`G`$ means that for the invariants of $`H=U(G)`$. Using a result (and some ideas) of \[Ho\], we prove in this paper First Fundamental Theorem for covariants of each of the above classical $`G`$. Note that for $`G=Sp(V),O(V)`$, $`V`$ and $`V^{}`$ are isomorphic as $`G`$-modules, hence, as $`U(G)`$-modules. Therefore we may assume $`m=0`$ in these cases. Elements of $`^kV^{}^kV^{}𝐤[kV]`$, $`kdimV`$ are said to be multilinear anisymmetric functions as well as their analogs in $`𝐤[kV^{}]`$. ###### Theorem 1 The algebra $`𝐤[W]^{U(G)}`$ is generated by the subalgebra $`𝐤[W]^G`$ and multilinear antisymmetric invariants. Moreover, a set $``$ described below is a minimal system of homogeneous generators of $`𝐤[W]^{U(G)}`$. We describe a minimal system $``$ of homogeneous generators of $`𝐤[W]^{U(G)}`$ in a coordinate form. Set $`n=dimV`$, choose a basis of $`V`$ and denote by $`\overline{V}`$ the corresponding $`n\times l`$-matrix of coordinates on $`lV`$. Similarly, denote by $`\overline{V^{}}`$ the $`m\times n`$-matrix of coordinates on $`mV^{}`$, in the dual basis of $`V^{}`$. A minor of order $`k`$ of a matrix is said to be left, if it involves the first $`k`$ columns. Analogeously, we call it lower, if it involves the last $`k`$ rows. A) Let $`G=GL(V)`$ and define $`U(GL)=U(GL(V))`$ to be the subgroup of the strictly upper triangular matrices, in the above basis. Then $``$ is: $``$ the matrix elements of the product $`\overline{V^{}}\overline{V}`$ $``$ the lower minor determinants of order $`k`$ of $`\overline{V}`$, $`k=1,\mathrm{},\mathrm{min}\{l,n\}`$. $``$ the left minor determinants of order $`p`$ of $`\overline{V^{}}`$, $`p=1,\mathrm{},\mathrm{min}\{m,n\}`$. Let $`T(GL)`$ be the diagonal matrices in the above basis. Then $`T(GL)`$ is a maximal torus of $`G`$ normalizing $`U(GL)`$. The pair $`T(GL),U(GL)`$ defines a system of simple roots of $`T(GL)`$. Here and in what follows, we use the enumeration of simple roots of simple groups as in \[OV\] and denote by $`\phi _1,\mathrm{},\phi _n`$ the fundamental weights. The torus $`T(GL)`$ acts on $`𝐤[W]^{U(GL)}`$ and the elements of $``$ are weight vectors of $`T(GL)`$. The set of their degrees and weights is (for $`l,mn`$): $$(2,0),(1,\phi _1),(2,\phi _2),\mathrm{},(n,\phi _n),$$ $$(1,\phi _{n1}\phi _n),(2,\phi _{n2}\phi _n),\mathrm{},(n1,\phi _1\phi _n),(n,\phi _n).$$ Furthermore, let $`Q`$ be a bilinear symmetric (antisymmetric) form having in the above basis a matrix with $`\pm 1`$ on the secondary diagonal and with zero entries outside it. Define $`G=O(V)`$ ($`G=Sp(V)`$) to be the stabilizer of this form. Then $`U(G)=GU(GL)`$ is a maximal unipotent subgroup in $`G`$. Moreover, set $`T(O)=T(GL)SO(V)`$, $`T(Sp)=T(GL)Sp(V)`$. Then $`T(G)`$ is a maximal torus of $`G`$ of rank $`r=[`$$`\frac{n}{2}`$$`]`$. Denote by $`\phi _1,\mathrm{},\phi _r`$ the fundamental weights of $`T(G)`$ with respect to $`U(G)`$. For $`xW=lV`$, denote by $`v_i`$ the projections of $`x`$ on the $`i`$-th $`V`$-factor, $`i=1,\mathrm{},l`$. B) Let $`n=2r+1,G=O(V)`$. Then $``$ is: $``$ $`Q(v_i,v_j),1ijl`$, $``$ the lower minor determinants of order $`k`$ of $`\overline{V}`$, $`k=1,\mathrm{},\mathrm{min}\{l,n\}`$, The set of degrees and weights of the above generators is (for $`ln`$): $$(2,0),(1,\phi _1),\mathrm{},(r1,\phi _{r1}),(r,2\phi _r),(r+1,2\phi _r),\mathrm{},(n1,\phi _1),(n,0).$$ C) Let $`G=Sp(V)`$. Then $``$ is: $``$ $`Q(v_i,v_j),1i<jl`$, $``$ the lower minor determinants of order $`k`$ of $`\overline{V}`$, $`k=1,\mathrm{},\mathrm{min}\{l,r\}`$. The set of degrees and weights of the above generators is (for $`lr`$): $$(2,0),(1,\phi _1),(2,\phi _2),\mathrm{},(r,\phi _r).$$ Note that the lower minor determinants of order $`k`$ of $`\overline{V}`$ with $`k>r`$ are $`U(Sp)`$-invariant, too. It is not hard to check that these can be expressed in the above generators. D) Let $`n=2r,G=O(V)`$. Then $``$ is: $``$ $`Q(v_i,v_j),1ijl`$, $``$ the lower minor determinants of order $`k`$ of $`\overline{V}`$, $`k=1,\mathrm{},\mathrm{min}\{l,n\}`$, $``$ for $`lr`$, the minor determinants of order $`r`$, involving the $`r`$-th row and the last $`r1`$ rows of $`\overline{V}`$. The set of degrees and weights of the above generators is (for $`ln`$): $$(2,0),(1,\phi _1),\mathrm{},(r2,\phi _{r2}),(r1,\phi _{r1}+\phi _r),(r,2\phi _{r1}),(r,2\phi _r),$$ $$(r+1,\phi _{r1}+\phi _r),\mathrm{},(n1,\phi _1),(n,0).$$ ## 2 Proof of Theorem 1. First we state a result of \[Ho\] that is a starting point of our proof. We keep the notation of loc.cit. but consider a slightly more general setting. Let $`W`$ be a finite dimensional $`𝐤`$-vector space. Denote by $$𝔤𝔯=𝔤𝔯_{(2,0)}𝔤𝔯_{(1,1)}𝔤𝔯_{(0,2)}\mathrm{End}𝐤[W]$$ the linear subspace of differential operators with the prescribed by the index degree and order. Namely, $`𝔤𝔯_{(2,0)}`$ are the homogeneous regular functions on $`W`$ of degree 2 acting on $`𝐤[W]`$ by multiplication; $`𝔤𝔯_{(0,2)}`$ are the constant coefficients differential operators of order 2; $`𝔤𝔯_{(1,1)}`$ is nothing but the Lie algebra $`𝔤𝔩(W)`$. Clearly, $`𝔤𝔯`$ is a Lie subalgebra in $`\mathrm{End}𝐤[W]`$, and moreover, $`𝔤𝔯`$ is isomorphic to $`𝔰𝔭(WW^{})`$, with respect to the natural symplectic form on $`WW^{}`$. Assume now that $`GGL(W)`$ is a reductive subgroup. Then $`G`$ acts on $`𝔤𝔯`$; consider the invariants: $$\mathrm{\Gamma }^{}=𝔤𝔯^G,\mathrm{\Gamma }_{}^{}{}_{(2,0)}{}^{}=𝔤𝔯_{(2,0)}^G,\mathrm{\Gamma }_{}^{}{}_{(1,1)}{}^{}=𝔤𝔯_{(1,1)}^G,\mathrm{\Gamma }_{}^{}{}_{(0,2)}{}^{}=𝔤𝔯_{(0,2)}^G.$$ Clearly, $`\mathrm{\Gamma }^{}=\mathrm{\Gamma }_{}^{}{}_{(2,0)}{}^{}\mathrm{\Gamma }_{}^{}{}_{(1,1)}{}^{}\mathrm{\Gamma }_{}^{}{}_{(0,2)}{}^{}`$ is also a Lie subalgebra in $`\mathrm{End}𝐤[W]`$. Let $`𝐤[W]=\underset{k=1}{\overset{\mathrm{}}{}}I_k`$ be the decomposition of $`G`$-module $`𝐤[W]`$ into isotypic components. Let $`I`$ be one of $`I_k`$. Clearly, $`I`$ is stable under the action of $`\mathrm{\Gamma }^{}`$. ###### Theorem 2 \[Ho, Theorem 8\]) Assume that the algebra $`𝐤[WW^{}]^G`$ of invariants is generated by elements of degree 2. Then $`I`$ is an irreducible joint $`(G,\mathrm{\Gamma }^{})`$-module. By the First Fundamental Theorem for the classical groups, the assumption of Theorem 2 holds for the pairs $`(G,W)`$ from section 1. For these particular cases the above Theorem is (a part of) Theorem 8 of \[Ho\]. However, one can see that the proof in loc.cit. works whenever the assumption of Theorem 2 holds. Note that for the classical $`(G,W)`$ we have: $`\mathrm{\Gamma }_{(1,1)}^{}=𝔤𝔩_l𝔤𝔩_m`$, $$\mathrm{\Gamma }^{}𝔤𝔩_{l+m},\mathrm{if}G=GL(V),\mathrm{\Gamma }^{}𝔰𝔭_{2l},\mathrm{if}G=O(V),\mathrm{\Gamma }^{}𝔬_{2l},\mathrm{if}G=Sp(V).$$ We now show that Theorem 2 reduces Theorem 1 to a more simple statement. The below reasoning is an analog of that from the proof of Theorem 9 in loc.cit. Clearly, $`I`$ is a homogeneous submodule of $`𝐤[W]`$; denote by $`I^{min}`$ the subspace of the elements of $`I`$ of minimal degree. Let $`A𝐤[W]^U`$ be the subalgebra generated by $``$. Let $`Z𝐤[W]`$ be the $`G`$-submodule generated by $`A`$. Then Theorem 1 can be reformulated as follows: $`Z=𝐤[W]`$. Assume that $`X=ZI^{min}`$ is nonzero. Since the system $``$ of generators of $`A`$ is symmetric with respect to permutations of isomorphic $`G`$-factors of $`W`$, $`A`$ is $`GL_l\times GL_m`$-stable, i.e., $`\mathrm{\Gamma }_{(1,1)}^{}`$-stable. Hence, $`Z`$ and $`X`$ are stable with respect to both $`G`$ and $`\mathrm{\Gamma }_{(1,1)}^{}`$. Let $`R,R_{(2,0)}`$ etc. be the subalgebras in $`\mathrm{End}𝐤[W]`$ generated by $`\mathrm{\Gamma }^{},\mathrm{\Gamma }_{}^{}{}_{(2,0)}{}^{}`$ etc. Consider $`R`$ as a representation of the universal enveloping algebra of $`\mathrm{\Gamma }^{}`$. Using the PBW theorem, we obtain (1) $$R=R_{(2,0)}R_{(1,1)}R_{(0,2)}.$$ Differentiating a polynomial, we decrease its degree; hence, $`\mathrm{\Gamma }_{}^{}{}_{(0,2)}{}^{}I^{min}=0`$. Therefore $`R_{(0,2)}X=X`$. Moreover, since $`X`$ is $`\mathrm{\Gamma }_{(1,1)}^{}`$-stable, we have by ( 1): $`RX=R_{(2,0)}X=𝐤[W]^GX`$. On the other hand, $`RX`$ is a non-zero joint $`(G,\mathrm{\Gamma }^{})`$-submodule of $`I`$. By Theorem 2, $`I=RX=𝐤[W]^GXZ`$. Thus to prove Theorem 1, we need to check for any isotypic component $`I`$: (2) $$AI^{min}\{0\}.$$ Note that it is sufficient to prove Theorem 1 with $`l,mn`$, in the case $`G=GL(V)`$, and with $`ln,m=0`$, in the case $`G=O(V),Sp(V)`$. Denote by $`G^0`$ the connected component of the unity of $`G`$; $`GL(V)`$ and $`Sp(V)`$ are connected, but for $`G=O(V)`$, $`G^0=SO(V)`$. Recall that the irreducible finite dimensional $`G^0`$-modules are in one-to-one correspondence with their highest weights with respect to $`U(G)`$ and $`T(G)`$. Denote by $`P`$ the set of highest weights of irreducible factors for $`G^0`$-module $`𝐤[W]`$. For any graded algebra $`B`$ and $`t𝐍`$, we denote by $`B_t`$ the subspace of the elements of degree $`t`$. For any $`\chi P`$ we set: $`R(\chi )`$ is the irreducible representation of $`G^0`$ with highest weight $`\chi `$ $`I_\chi `$ is the $`R(\chi )`$-isotypic component of $`G^0`$-module $`𝐤[W]`$ $`m(\chi )=\mathrm{min}\{t\|𝐤[W]_tI_\chi 0\}`$. $`n(\chi )=\mathrm{min}\{t\|A_tI_\chi 0\}`$. By definition, $`n(\chi )m(\chi )`$. For $`G=GL(V),Sp(V)`$ the condition ( 2) is equivalent to $`n(\chi )=m(\chi )`$ for any $`\chi P`$. ###### Lemma 1 For any $`\chi P,c𝐍`$ we have: $`n(c\chi )=cn(\chi )`$. Denote by $`𝔱`$ the Lie algebra of $`T(G)`$. Let $`𝒞𝔱^{}`$ be the Weyl chamber corresponding to $`U(G)`$. Consider the set $$\mathrm{\Delta }=\{\frac{\chi ^{}}{t}\|I(\chi )𝐤[W]_t0\}𝒞,$$ where $`\chi ^{}`$ denotes the highest weight of the $`G^0`$-module dual to that with highest weight $`\chi `$. By \[Br87\], if $`𝐤`$ is the field $`𝐂`$ of complex numbers, then $`\mathrm{\Delta }`$ is the set of rational points in the momentum polytope for the action of the maximal compact subgroup $`KG^0`$ on the projective space $`𝐏(W)`$. Further, we set: $$\stackrel{~}{\mathrm{\Delta }}=\{\frac{\chi ^{}}{t}\|I(\chi )Z_t0\}\mathrm{\Delta }.$$ Let now $`\mathrm{\Phi }𝔱^{}`$ be the convex hull over the rational numbers of the weights for the action $`T(G):W`$. ###### Lemma 2 $`\stackrel{~}{\mathrm{\Delta }}\mathrm{\Phi }𝒞`$. By definition, we have: $`\mathrm{\Delta }\mathrm{\Phi }𝒞`$. Therefore $`\mathrm{\Delta }=\stackrel{~}{\mathrm{\Delta }}=\mathrm{\Phi }𝒞`$ <sup>1</sup><sup>1</sup>1 For $`𝐤=𝐂`$, one can directly prove for the moment polytope $`\mathrm{\Delta }𝐑=(\mathrm{\Phi }𝐑)𝒞`$.. Suppose that $`𝐤[W]^{U(G)}`$ contains an element of degree $`t`$ and weight $`\chi `$. Then by definition, $`\frac{\chi ^{}}{t}`$$`\mathrm{\Delta }`$. Hence, the equality $`\mathrm{\Delta }=\stackrel{~}{\mathrm{\Delta }}`$ implies that for some $`c𝐍`$ there exists an element of $`A`$ of degree $`ct`$ and weight $`c\chi `$. Thus $`ctn(c\chi )=cn(\chi )`$ and $`tn(\chi )`$. In other words, $`m(\chi )n(\chi )`$, hence $`m(\chi )=n(\chi )`$. This completes (modulo Lemmas 1 and 2) the proof of Theorem for $`G=GL(V),Sp(V)`$. Let $`G`$ be $`O(V)`$; to prove Theorem, we apply induction on $`n=dimV`$. For $`n=2`$, $`U(O)`$ is trivial and one can see $`A=𝐤[W]`$. For $`n=3`$, $`(SO_3,𝐤^3)(SL_2,S^2𝐤^2)`$. Since the stabilizer of a point on the dense orbit for the action $`SL_2:𝐤^2`$ is a maximal unipotent subgroup in $`SL_2`$, we obtain an isomorphism: $$𝐤[𝐤^2+l𝐤^3]^{SL_2}𝐤[W]^{U(O)}.$$ ###### Lemma 3 There exists an isomorphism $`𝐤[𝐤^2+l𝐤^3]^{SL_2}𝐤[(l+1)𝐤^3]^{SO_3}/(d)`$, where $`d=Q(v_{l+1},v_{l+1})`$. Proof: Consider the morphism $$\phi :𝐤^2+l𝐤^3(l+1)𝐤^3,\phi (e,Q_1,\mathrm{},Q_l)=(Q_1,\mathrm{},Q_l,e^2).$$ Clearly, $`\phi `$ is $`SL_2`$-equivariant; moreover, $`\phi `$ is the quotient map with respect to the center of $`SL_2`$. Furthermore, the image of $`\phi `$ is the zero level of $`d`$. This completes the proof.$`\mathrm{}`$ Using Lemma 3 and the well-known description of $`𝐤[(l+1)𝐤^3]^{SO_3}`$, one easily deduces the Theorem for $`n=3`$. The step of induction. Assume that Theorem is proven for $`n2`$. We apply now the Theorem of local structure of Brion-Luna-Vust ( \[BLV\]) to get a local version of the assertion of Theorem. Denote by $`x_i^j=\overline{V}_i^j`$ the $`i`$-th coordinate of $`v_j`$. Set $`f=x_n^1𝐤[W]^U`$, $`W_f=\{xW\|f(x)0\}`$. Define a mapping: $$\psi _f:W_f𝔬(V)^{},\psi (x)(\xi )=\frac{(\xi f)(x)}{f(x)}.$$ Denote by $`P_f`$ the stabilizer in $`SO(V)`$ of the line $`f`$. Clearly, $`P_f`$ is a parabolic subgroup in $`SO(V)`$ containing $`U(O)`$ and $`\psi _f`$ is $`P_f`$-equivariant. Furthermore, we denote by $`e_i^j`$ the $`i`$-th element of the above basis in the $`j`$-th copy of $`V`$, $`x=e_n^1`$, $`\mathrm{\Sigma }=\psi _f^1(\psi _f(x))`$. Denote by $`L`$ the stabilizer of $`\psi _f(x)`$ in $`P_f`$. By \[BLV\], $`L`$ is a Levi subgroup of $`P_f`$ and the natural morphism $$P_f_L\mathrm{\Sigma }W_f,(p,\sigma )p\sigma $$ is a $`P_f`$-equivariant isomorphism. Therefore we have: $$𝐤[W]_f^{U(O)}𝐤[W_f]^{U(O)}𝐤[P_f_L\mathrm{\Sigma }]^{U(O)}.$$ Also, $`P_f=U(O)L`$. Hence, $$𝐤[P_f_L\mathrm{\Sigma }]^{U(O)}𝐤[\mathrm{\Sigma }]^{U(O)L}=𝐤[\mathrm{\Sigma }]^{U(L)},$$ where $`U(L)`$ is a maximal unipotent subgroup in $`L`$. Calculating, we have: $$(L,\mathrm{\Sigma })(SO_2\times SO_{n2},e_1^1,e_n^1_f\times (l1)V).$$ In other words, $$𝐤[W]_{x_n^1}^{U(O)}𝐤[x_1^1,x_n^1,x_1^2,x_n^2,\mathrm{},x_1^l,x_n^l]_{x_n^1}𝐤[(l1)𝐤^{n2}]^{U(O_{n2})}.$$ The induction hypothesis yields the generators of $`𝐤[(l1)𝐤^{n2}]^{U(O_{n2})}`$. Restricting the elements of $``$ to $`\mathrm{\Sigma }`$, one can easily deduce: (3) $$𝐤[W]_{x_n^1}^{U(O)}=A_{x_n^1}.$$ We return to our consideration of the isotypic components of $`O(V):𝐤[W]`$. Consider an irreducible representation $`\rho `$ of $`O(V)`$ and its restriction $`\rho ^{}`$ to $`SO(V)`$. Here two cases occur: $``$ either $`\rho ^{}`$ is also irreducible, $`\rho ^{}=R(\chi )`$ for some $`\chi P`$ $``$ or else $`n=2r`$, $`\rho ^{}=R(\chi )+R(\tau (\chi ))`$, where $`\tau `$ is the automorphism of the system of simple roots of $`O(V)`$ interchanging the $`r1`$-th and the $`r`$-th roots. The latter case is more simple: elements of minimal degree in the $`\rho `$-isotypic component are the elements of minimal degree in both $`I(\chi )`$ and $`I(\tau (\chi ))`$ (clearly, $`n(\chi )=n(\tau (\chi ))`$ and $`m(\chi )=m(\tau (\chi ))`$). Hence, the above equality $`n(\chi )=m(\chi )`$ implies the assertion for such an isotypic component. Now consider the former case. Here for any $`\rho ^{}=R(\chi )`$ there exist two possibilities for $`\rho `$: $`R(\chi _+)`$ and $`R(\chi _{})=R(\chi _+)det`$, where $`det`$ is the unique nontrivial character of $`O(V)`$. Moreover, we define explicitly $`R(\chi _+)`$ and $`R(\chi _{})`$ as follows. Let $`\theta O(V)SO(V)`$ be an element normalizing $`T(O)`$ as follows. For $`n`$ odd, $`\theta =Id`$. For $`n`$ even, $`\theta `$ is the operator interchanging the $`r`$-th and the $`r+1`$-th elements of the above basis and acting trivially on the other basis elements. Note that in both cases $`\theta (\chi )=\chi `$ for any $`\chi `$, if $`n`$ is odd and for all $`\chi `$ such that $`\tau (\chi )=\chi `$, if $`n`$ is even. Now we define $`R(\chi _\pm )`$ by the condition: $$R(\chi _\pm )(\theta )(u_\chi )=\pm u_\chi $$ for the highest vector $`u_\chi `$ of $`T(O)`$ and $`U(O)`$ in $`R(\chi )`$. For instance, if $`n`$ is even, $`kr2`$, minor determinants of order $`k`$ of $`\overline{V}`$ generate $`R(\phi _{k+})`$ and minor determinants of order $`nk`$ generate $`R(\phi _k)`$. Moreover, multiplying two highest vectors of $`𝐤[W]`$, we add their weights and multiply as usual their $`\pm `$ subscripts. Thus we control the structure of the $`O(V)`$-module $`Z`$. Define $`m(\chi _\pm ),n(\chi _\pm )`$ as above. Then the condition ( 2) is equivalent to the equality $`m(\chi _\pm )=n(\chi _\pm )`$ for any $`\chi P`$ ($`\tau `$-invariant for $`n`$ even). For any $`\chi =_{i=1}^qk_i\phi _i,k_q>0`$, set $`t=r1`$, if $`q=r,n=2r`$ and $`t=q`$ otherwise. Then we have: (4) $$\mathrm{min}\{n(\chi _+),n(\chi _{})\}=n(\chi ),\|n(\chi _+)n(\chi _{})\|=n2t.$$ Let $`g`$ be a highest vector of $`𝐤[W]`$ generating $`R(\chi _{})`$. Then by ( 3), for some even $`j`$ we have:$`(x_n^1)^jgA`$. Since $`(x_n^1)^jg`$ generates $`R((\chi +j\phi _1)_{})`$, we have: $`\mathrm{deg}g+jn((\chi +j\phi _1)_{})`$. Clearly, $`n(\chi +j\phi _1)=n(\chi )+j`$ (see formulae ( 5),( 6) below). Hence, ( 4) yields $`n((\chi +j\phi _1)_{})=n(\chi _{})+j`$. Thus we have $`\mathrm{deg}gn(\chi _{})`$ implying $`m(\chi _{})=n(\chi _{})`$. The same is true for $`\chi _+`$. This completes the proof of Theorem for $`G=O(V)`$.$`\mathrm{}`$ Thus we reduced Theorem 1 to Lemma 1 and Lemma 2. Both are properties of degrees and weights of the given generators, and we consider case by case. ## 3 Proof of Lemmas 1 and 2. Proof of Lemma 1. Recall that $`n(\chi )`$ is the minimum of degree of the monomials in the elements of $``$ having weight $`\chi `$. Clearly, we should not involve the $`G`$-invariants in a monomial of minimal degree. Then for $`G=Sp(V),O(V)`$ we have no much choice for such a monomial and we can write down formulae for $`n(\chi )`$ as follows. Let $`\chi =k_1\phi _1+\mathrm{}+k_r\phi _r`$. For $`G=Sp(V)`$, we have: $`n(\chi )=k_1+2k_2+\mathrm{}+rk_r`$. For $`G=O(V),n=2r+1`$, $`k_r`$ is even for $`\chi P`$, and we have: (5) $$n(\chi )=k_1+2k_2+\mathrm{}+(r1)k_{r1}+r\frac{k_r}{2}.$$ For $`G=O(V),n=2r`$, $`k_{r1}+k_r`$ is even for $`\chi P`$, and we have: (6) $$n(\chi )=k_1+2k_2+\mathrm{}+(r2)k_{r2}+r\frac{k_{r1}+k_r}{2}\mathrm{min}(k_r,k_{r1}).$$ These formulae yield the assertion of Lemma. Consider the case $`G=GL(V)`$. The elements of $``$ with non-zero weights have the following weights endowed with degrees: $$\alpha _i=\phi _i,\mathrm{deg}\alpha _i=i,i=1,\mathrm{},n,$$ $$\beta _j=\phi _j\phi _n,\mathrm{deg}\beta _j=nj,j=1,\mathrm{},n1,\beta _n=\phi _n,\mathrm{deg}\beta _n=n.$$ For $`\chi =k_1\phi _1+\mathrm{}+k_n\phi _n`$ consider the presentations of $`\chi `$ as linear combinations of the above weights with positive integer coefficients. Define the degree of such a combination as the sum of degrees of the summands. We claim that there is a unique presentation of minimal degree. For any $`j=1,\mathrm{},n1`$, all the presentations of $`\chi `$ contain $`k_j`$ summands $`\alpha _j`$ or $`\beta _j`$. Set $`r=[`$$`\frac{n}{2}`$$`]`$. The linear combination $$\chi ^{}=k_1\alpha _1+\mathrm{}+k_r\alpha _r+k_{r+1}\beta _{r+1}+\mathrm{}+k_{n1}\beta _{n1}$$ has the minimal degree among the linear combinations equal to $`\chi `$ modulo $`\phi _n`$. If $`\chi ^{}=\chi `$, then this presentation of $`\chi `$ has the minimal degree and no presentation of the same degree exists. Otherwise, we can: (a) replace some $`\alpha _i`$ by $`\beta _i`$, (b) add $`\beta _n`$, (c) replace some $`\beta _j`$ by $`\alpha _j`$, (d) add $`\alpha _n`$. The steps (a),(b) decrease the $`n`$-th coordinate by 1, the steps (c),(d) increase it by 1. The increasing of the degree is: $`n`$ for (b),(d), $`n2i`$ for (a), $`2jn`$ for (c). If $`\chi ^{}=\chi +t\phi _n`$, then to obtain the minimal presentation, we apply $`t`$ times (a) and (b), if $`t>0`$, and we apply $`t`$ times (c) and (d), if $`t<0`$. Clearly, there exists a unique sequence of steps giving $`\chi `$ with the minimal possible degree. Therefore the presentation of $`\chi `$ with the minimal degree is unique. Moreover, from its construction follows that the presentation of $`c\chi `$ with the minimal degree is just the sum of $`c`$ minimal presentations for $`\chi `$. This completes the proof.$`\mathrm{}`$ Proof of Lemma 2. Consider the case $`G=GL(V)`$. Let $`\epsilon _1,\mathrm{},\epsilon _n`$ be the weights of $`T`$ acting on $`V`$, a basis of the character lattice of $`T`$. let $`\chi _1,\mathrm{},\chi _n`$ be the dual basis. The fundamental weights are: $`\phi _i=\epsilon _1+\mathrm{}+\epsilon _i,i=1,\mathrm{},n`$. Furthermore, $`𝒞`$ is given by the inequalities $`\chi _1\chi _2\mathrm{}\chi _n`$, $`\mathrm{\Phi }=\mathrm{conv}(\pm \epsilon _1,\mathrm{},\pm \epsilon _n),`$ and $`\stackrel{~}{\mathrm{\Delta }}`$ is the convex hull of $$\epsilon _1,\frac{\epsilon _1+\epsilon _2}{2},\mathrm{},\frac{\epsilon _1+\mathrm{}+\epsilon _n}{n},\epsilon _n,\frac{\epsilon _n\epsilon _{n1}}{2},\mathrm{},\frac{\epsilon _n\mathrm{}\epsilon _1}{n}.$$ For $`\chi \epsilon _1,\mathrm{},\epsilon _n_𝐐`$, set $`\alpha _i=\chi _i(\xi )`$. First assume (7) $$\alpha _1\alpha _2\mathrm{}\alpha _n0,\alpha _1+\mathrm{}+\alpha _n1.$$ Then we can rewrite: $$\xi =(\alpha _1\alpha _2)\phi _1+(\alpha _2\alpha _3)\phi _2+\mathrm{}+(\alpha _{n1}\alpha _n)\phi _{n1}+\alpha _n\phi _n.$$ So $`\xi `$ is a linear combination of $`\frac{\phi _i}{i}`$,$`i=1,\mathrm{},n`$ with non-negative coefficients. Now we sum the coefficients: $$(\alpha _1\alpha _2)+2(\alpha _2\alpha _3)+\mathrm{}+(n1)(\alpha _{n1}\alpha _n)+n\alpha _n=\alpha _1+\mathrm{}+\alpha _n1.$$ Therefore we get: $$\xi \mathrm{conv}(0,\epsilon _1,\frac{\epsilon _1+\epsilon _2}{2},\mathrm{},\frac{\epsilon _1+\mathrm{}+\epsilon _n}{n})\stackrel{~}{\mathrm{\Delta }}.$$ Analogously, assuming (8) $$0\alpha _1\mathrm{}\alpha _n,\alpha _1+\mathrm{}+\alpha _n1,$$ we obtain $$\xi \mathrm{conv}(0,\epsilon _n,\frac{\epsilon _n\epsilon _{n1}}{2},\mathrm{},\frac{\epsilon _n\mathrm{}\epsilon _1}{n})\stackrel{~}{\mathrm{\Delta }}.$$ Now assume $`\xi \mathrm{\Phi }𝒞`$. Then $`\xi \mathrm{\Phi }`$ implies $`\|\alpha _1\|+\mathrm{}+\|\alpha _n\|1`$. If all the $`\alpha _i`$ are of the same sign, then either ( 7) or ( 8) holds and we are done. Otherwise for some $`q<n`$ we have $$\alpha _1\mathrm{}\alpha _q0\alpha _{q+1}\mathrm{}\alpha _n.$$ Then set: $$t=\underset{i=1}{\overset{q}{}}\alpha _i1,\xi _+=\frac{_{i=1}^q\alpha _i\epsilon _i}{t},\xi _{}=\frac{_{j=q+1}^n\alpha _j\epsilon _j}{1t}.$$ Clearly, ( 7) holds for $`\xi _+`$ and ( 8) holds for $`\xi _{}`$. Hence, $`\xi _+,\xi _{}\stackrel{~}{\mathrm{\Delta }}`$, and $`\xi =t\xi _++(1t)\xi _{}[\xi _+,\xi _{}]\stackrel{~}{\mathrm{\Delta }}`$. For $`G=Sp(V),O(V)`$, we let $`\epsilon _1,\mathrm{},\epsilon _r`$ to be basic characters of $`T(G)`$ and keep the notation of $`\chi _i`$-s. Then the fundamental weights are (see e.g. \[OV\]): for $`G=Sp(V)`$, $`\phi _i=\epsilon _1+\mathrm{}+\epsilon _i,`$ for $`i=1,\mathrm{},r`$, for $`G=O(V)`$, $`n=2r+1`$, $`\phi _i=\epsilon _1+\mathrm{}+\epsilon _i,`$ for $`i=1,\mathrm{},r1`$, $`\phi _r=\frac{1}{2}(\epsilon _1+\mathrm{}+\epsilon _r),`$ for $`G=O(V)`$, $`n=2r`$, $`\phi _i=\epsilon _1+\mathrm{}+\epsilon _i,`$ for $`i=1,\mathrm{},r2`$, $`\phi _{r1}=\frac{1}{2}(\epsilon _1+\mathrm{}+\epsilon _r),`$ $`\phi _r=\frac{1}{2}(\epsilon _1+\mathrm{}+\epsilon _{r1}\epsilon _r).`$ For the cases $`G=Sp(V)`$, $`n=2r`$ or $`G=SO(V)`$, $`n=2r+1`$, we have: $`𝒞`$ is given by the inequalities $`\chi _1\chi _2\mathrm{}\chi _m0`$, $$\mathrm{\Phi }=\mathrm{conv}(\pm \epsilon _1,\mathrm{},\pm \epsilon _r),\stackrel{~}{\mathrm{\Delta }}=\mathrm{conv}(0,\epsilon _1,\frac{\epsilon _1+\epsilon _2}{2},\mathrm{},\frac{\epsilon _1+\mathrm{}+\epsilon _r}{r}).$$ Therefore for $`\xi 𝒞\mathrm{\Phi }`$ the assumption ( 7) holds, hence $`\xi \stackrel{~}{\mathrm{\Delta }}`$. For the case $`G=O(V),n=2r`$, we have: $`\mathrm{\Phi }=\mathrm{conv}(\pm \epsilon _1,\mathrm{},\pm \epsilon _r)`$, $$\stackrel{~}{\mathrm{\Delta }}=\mathrm{conv}(0,\epsilon _1,\frac{\epsilon _1+\epsilon _2}{2},\mathrm{},\frac{\epsilon _1+\mathrm{}+\epsilon _r}{r},\frac{\epsilon _1+\mathrm{}+\epsilon _{r1}\epsilon _r}{r}).$$ If $`\xi 𝒞`$, then we can write: $$\xi =\alpha _1\epsilon _1+\alpha _2\frac{\epsilon _1+\epsilon _2}{2}+\mathrm{}+\alpha _r\frac{\epsilon _1+\mathrm{}+\epsilon _r}{r}+\beta \frac{\epsilon _1+\mathrm{}+\epsilon _{r1}\epsilon _r}{r},$$ where $`\alpha _1,\mathrm{},\alpha _r,\beta 0`$, $`\alpha _r\beta =0`$. Assume $`\xi \mathrm{\Phi }`$. If $`\alpha _r=0`$, then, taking into account the inequality $`\chi _1(\xi )+\mathrm{}+\chi _{r1}(\xi )\chi _r(\xi )1`$, we obtain $`\alpha _1+\mathrm{}+\alpha _{r1}+\beta 1`$. Therefore $`\xi \stackrel{~}{\mathrm{\Delta }}`$. Similarly, we consider the case $`\beta =0`$. This completes the proof of Lemma 2.$`\mathrm{}`$ ## 4 Syzygies. Since we found the generators of $`𝐤[W]^{U(G)}`$, a natural question is to describe their syzygies. This is a subject of the Second Fundamental Theorem of Invariant Theory for the linear group $`(U(G),V)`$. In this section we present some results for $`G=GL(V)`$. Of course, syzygies that we present are also syzygies for the orthogonal and symplectic cases, if the involved generators are. Set $`U=U(GL)`$ and denote by $`W_U`$ the spectrum of $`𝐤[W]^U`$. Moreover, denote by $`\pi _{U,W}`$ the quotient map $`\pi _{U,W}:WW_U`$ corresponding to the inclusion $`𝐤[W]^U𝐤[W]`$. For any $`p,l𝐍,1pl`$, set $`L=𝐤^l^2𝐤^l\mathrm{}^p𝐤^l`$. Let $`_{p,l}`$ denote the set of all $`(q_1,q_2,\mathrm{},q_p)`$ in $`L`$ such that for $`i=2,\mathrm{},p`$, the $`i`$-vector $`q_i`$ is decomposable, and $`Ann(q_{i1})Ann(q_i)`$, where $`Ann(q)=\{xV\|qx=0\}`$. The subset $`_{p,l}`$ is not closed in $`L`$. In fact, assume $`(q_1,\mathrm{},q_p)_{p,l}`$ is such that $`q_20`$. Then for any $`t𝐤^{}`$ the collection $`(tq_1,q_2,\mathrm{},q_p)`$ also belongs to $`_{p,l}`$. But the limit $`(0,q_2,\mathrm{},q_p)`$ of such collections does not belong to $`_{p,l}`$. Denote by $`\overline{_{p,l}}`$ the Zariski closure of $`_{p,l}`$, Note that the subset $`_{p,l}`$ is stable under the natural action of the group $`GL_l`$ on $`L`$. Therefore $`_{p,l}`$ is acted upon by $`GL_l`$. ###### Theorem 3 For $`W=lV`$, set $`p=\mathrm{min}\{l,n\},q=np+1`$. Consider the rows $`u_1,\mathrm{},u_n`$ of the matrix $`\overline{V}`$ as the coordinates of some vectors in $`𝐤^l`$. Then the map $`W\overline{_{p,l}}L`$ taking a tuple of vectors to the element with coordinates $$(u_n,u_{n1}u_n,\mathrm{},u_qu_{q+1}\mathrm{}u_n)$$ is the $`GL_L`$-equivariant quotient map $`\pi _{U,W}`$ and its image is $`_{p,l}`$. Proof. We only need to prove that the Plücker coordinates of the antisymmetric forms $`u_q\mathrm{}u_n,\mathrm{},u_{n1}u_n,u_n`$ generate $`𝐤[W]^U`$. But these are just the lower minor determinants of $`\overline{V}`$ and Theorem 1 implies Theorem 3. A different proof of both Theorems for this case is as follows. Let the maximal unipotent subgroup $`U^{}GL_l`$ consist of all the strictly upper triangular matrices, in the chosen basis of $`𝐤^l`$. It is well known (see e.g. \[Kr, 3.7\]) that $`𝐤[W]^{U\times U^{}}`$ is generated by the left lower minor determinants of $`\overline{V}`$. Therefore the algebra $`A`$ generated by all the lower minor determinants contains $`𝐤[W]^{U\times U^{}}`$. In other words, $`A^U^{}=(𝐤[W]^U)^U^{}`$. Since $`A`$ is $`GL_l`$-stable, we obtain $`A=𝐤[W]^U`$.$`\mathrm{}`$ Thus the syzygies of the set of lower minor determinants of $`\overline{V}`$ are the generators of the ideal in $`𝐤[L]`$ vanishing on $`_{p,l}`$. These are the Plücker relations saying that each $`q_i`$ is decomposable, and the incidence relations saying $`Ann(q_i)Ann(q_j)`$ for any $`1i<jp`$. The syzygies can be written down explicitly. For instance, if $`i+jp`$, then we construct a $`(i+j)\times l`$ matrix of the last $`i`$ rows and the last $`j`$ rows of $`\overline{V}`$. Clearly, any minor determinant of order $`i+j`$ of such a matrix is zero. This is a bilinear syzygy among the lower minor determinants of order $`i`$ and $`j`$. There is also a $`GL_l`$-equivariant description of the ideal of syzygies, in the form of \[Br85\]. For $`1ijp`$, let $`M_{i,j}`$ be the $`GL_l`$-stable complementary subspace to the highest vector irreducible factor of $`(^i𝐤^l)^{}(^j𝐤^l)^{}𝐤[L]`$, if $`i<j`$, or of $`S^2(^i𝐤^l)^{}𝐤[L]`$, if $`j=i`$. Let $`J`$ be the ideal generated by $`M_{i,j}`$, for all $`1ijp`$. ###### Lemma 4 The ideal in $`𝐤[L]`$ vanishing on $`_{p,l}`$ is $`J`$. Proof: Clearly, we have: $`\overline{_{p,l}}=GL_l(L^U^{})`$. Then by the Theorem of \[Br85, p.382\], the set of zeros of $`J`$ is $`\overline{_{p,l}}`$. Moreover, by the same theorem, $`J`$ is radical. This completes the proof.$`\mathrm{}`$ ###### Corollary 1 All the syzygies are of degree 2. Clearly, for arbitrary $`l`$ and $`m`$, similar Plücker and incidence relations hold for the left minor determinants of $`\overline{V^{}}`$. ###### Theorem 4 Suppose that $`l>0,m>0`$ and set $`W=lV+mV^{}`$. Then the ideal of syzygies for the generators of $`𝐤[W]^U`$ is generated by the Plücker and the incidence relations for the lower minor determinants of $`\overline{V}`$ and for the left minor determinants of $`\overline{V^{}}`$ if and only if $`l+mn`$. Proof: To prove the ”if” part, it is sufficient to consider the case $`l+m=n`$. Recall that by Theorem 1, the generators of $`𝐤[W]^U`$ are the lower minor determinants of $`\overline{V}`$, the left minor determinants of $`\overline{V^{}}`$, and the elements of the matrix $`C=\overline{V^{}V}`$. Let $`_\alpha a_\alpha c^\alpha =0`$ be a relation among the generators, where $`c^\alpha `$ is a monomial in the $`C_i^j`$-s, $`a_\alpha `$ is a polynomial in the minor determinants. The assertion of the Theorem amounts to prove that $`a_\alpha `$ belongs to the ideal of syzygies, for any $`\alpha `$. This will be proven if we check for generic fibers $`F=\pi _{U,lV}^1(\xi ),\xi _{l,l}`$ and $`F^{}=\pi _{U,mV^{}}^1(\eta ),\eta _{m,m}`$ that the restrictions of the matrix elements of $`C`$ to $`F\times F^{}`$ are algebraically independent. Fix a tuple of vectors in a generic fiber $`F`$ such that $`\overline{V}`$ has the form $$\left(\begin{array}{ccc}& l& \\ & & \\ & & \\ & & \\ a_1& 0& 0\\ & \mathrm{}& 0\\ & & a_l\end{array}\right)$$ with $`a_1a_2\mathrm{}a_l0`$ and fix generic elements of the first $`m`$ columns of $`\overline{V^{}}`$. Then, varying the $`lm`$ elements in the last $`l=nm`$ columns of $`\overline{V^{}}`$, we do not change the minor determinants and we can obtain any $`m\times l`$ matrix as $`C`$. Thus the ”if” part is proven. The ”only if” part. Take $`l,m`$ such that $`1l,mn,l+m>n`$ and set $`s=l+mn,r=nl+1`$. Denote by $`a_i^j,b_i^j,c_i^j`$ the element in the $`i`$-th row and the $`j`$-th column of the matrix $`\overline{V^{}},\overline{V}`$, and $`C`$, respectively. Denote by $`\epsilon ^{a\mathrm{}b}`$ and $`\epsilon _{a\mathrm{}b}`$ the determinant tensors. In this notation, $`\epsilon ^{i_1\mathrm{}i_m}a_{i_1}^1\mathrm{}a_{i_m}^m`$ is the left minor determinant of order $`m`$ of $`\overline{V^{}}`$ and $`\epsilon _{j_1\mathrm{}j_l}b_r^{j_1}\mathrm{}b_n^{j_l}`$ is the lower minor determinant of order $`l`$ of $`\overline{V}`$. We claim that the following relation holds<sup>2</sup><sup>2</sup>2This relation with $`m=n`$ was indicated to us by E. B. Vinberg.: (9) $$\epsilon ^{i_1\mathrm{}i_m}a_{i_1}^1\mathrm{}a_{i_m}^m\epsilon _{j_1\mathrm{}j_l}b_r^{j_1}\mathrm{}b_n^{j_l}=$$ $$=\frac{1}{s!}\epsilon ^{i_1\mathrm{}i_m}a_{i_1}^1\mathrm{}a_{i_{r1}}^{r1}\epsilon _{j_1\mathrm{}j_l}b_{m+1}^{j_{s+1}}\mathrm{}b_n^{j_l}c_{i_r}^{j_1}\mathrm{}c_{i_m}^{j_s}.$$ To prove this formula, we rewrite the right hand side, using $`c_i^j=a_i^kb_k^j`$: (10) $$\frac{1}{s!}\epsilon ^{i_1\mathrm{}i_m}a_{i_1}^1\mathrm{}a_{i_{r1}}^{r1}a_{i_r}^{k_1}\mathrm{}a_{i_m}^{k_s}\epsilon _{j_1\mathrm{}j_l}b_{k_1}^{j_1}\mathrm{}b_{k_s}^{j_s}b_{m+1}^{j_{s+1}}\mathrm{}b_n^{j_l}.$$ Let $`S(k_1,\mathrm{},k_s)`$ denote the sum of terms in formula ( 10) with fixed $`k_1,\mathrm{},k_s`$. Clearly, if $`\{k_1,\mathrm{},k_s\}\{r,r+1,\mathrm{},m\}`$, then $`S(k_1,\mathrm{},k_s)=0`$. Moreover, if $`\{k_1,\mathrm{},k_s\}=\{r,\mathrm{},m\}`$, then $`S(k_1,\mathrm{},k_s)`$ equals the left hand side of ( 9). Therefore, the relation ( 9) holds. Clearly, the right hand side is a polynomial in the left minor determinants of order $`ms`$ of $`\overline{V^{}}`$, the lower minor determinants of order $`ls`$ of $`\overline{V}`$, and the matrix elements of $`C`$. It is not hard to check that this relation among the generators of $`𝐤[W]^U`$ can not be obtained from relations of smaller degrees.$`\mathrm{}`$ Remark. Theorems 34 yield an independent proof of Theorem 1 for the case $`l+mn`$. Indeed, we prove in Theorem 4 that, in the case $`l+mn`$, the syzygies among the elements of the set $``$ are generated by those for $`lV`$ and those for $`mV^{}`$. We did not use Theorem 1 for this. Hence, by Theorem 3 (that we also prove independently of Theorem 1), $`\mathrm{Spec}A(lV)_U\times (mV^{})_U`$. Since for an action of an algebraic group $`H`$ on a normal affine variety $`X`$, the algebra $`𝐤[X]^H`$ is integrally closed, $`\mathrm{Spec}A`$ is normal. Furthermore, as we did it for $`O(V)`$, one can prove $`𝐤[W]_f^U=A_f`$ for all linear $`U`$-invariants $`f`$. Then any $`g𝐤[W]^U`$ gives rise to a rational function on $`\mathrm{Spec}A`$, regular outside the intersection of the divisors of these linear $`U`$-invariants. Since $`\mathrm{Spec}A`$ is normal, we get $`gA`$.
warning/0006/math0006123.html	ar5iv	text	# DGBV Algebras and Mirror Symmetry ## 1. Introduction According to Getzler , topological string theory is conformal field theorist’s algebraic topology. Indeed, ideas from cohomology theory has also been used extensively by physicists, especially in the two widely used quantization schemes: the BRST formalism and the BV formalism. On the other hand, infinite algebra structures and the notion of operad originally developed in homotopy theory, have also shown up in many places in string theory. A well-known connection between the cohomology theory and the homotopy theory is provided by the rational homotopy theory. One naturally speculates that such a connection should have its counterpart in string theory. Here we report some recent work on mirror symmetry which reflects this connection. The mirror symmetry is one of the mysteries in string theory. For its history and backgrounds, see Yau and Greene-Yau . In physicist’s language, given a Calabi-Yau manifold, one can define two kinds of superconformal field theories on it: the A-type theories and the B-type theories. The mirror symmetry conjecture says for certain Calabi-Yau manifolds $`M`$, there exist Calabi-Yau manifolds $`\widehat{M}`$, such that a certain A-type theory on $`M`$ can be identified with a certain B-type theory on $`\widehat{M}`$. There are three issues involved in this conjecture: * the construction of the mirror manifolds; * the mathematical formulations of the A and B-type theories; * the identifications of the relevant theories. Most of researches so far has focused on (a) and (b). We present here an approach which deals with (b) and (c) in the same framework. According to physicists, an A-type theory should be sensitive to the deformation of the Kähler structure, but is independent of the complex structure, while a B-type theory should be sensitive to the deformation of the complex structure, but is independent of the Kähler structure. So it is reasonable to speculate that such theories are related to the deformation theories of the Kähler structure and the complex structure respectively. It will be clear from below that it is more natural to consider the deformation of the Poisson structure defined by the Kähler structure. In deformation theory, the following principle due to Deligne is well-known (see e.g. Goldman-Millson ): “In characteristic zero a deformation problem is controlled by a differential graded Lie algebra with the property that quasi-isomorphic differential graded Lie algebras give the same deformation theory.” In this principle, one finds many objects in the rational homotopy theory. The notion of quasi-isomorphism was used in Sullivan’s minimal model theory approach to rational homotopy theory . As suggested by the BV quantization scheme, the consideration of the extended deformation problem is necessary. As a modification of Deligne’s principle, one notices that such problems are usually governed by a differential Gerstenhaber (or Poisson) algebra. For example, the extended deformation problems of the complex structure and the Poisson structure of a Calabi-Yau manifold are controlled by two differential Gerstenhaber-Batalin-Vilkovisky (DGBV) algebras in the title. Such algebras are combinations of differential graded algebras (DGA’s) and differential graded Lie algebras (DGLA’s). Chen developed a theory for DGA’s to compute the (co)homology of loop spaces. Hain generalized it to DGLA’s and showed that Chen’s theory is an alternative to Sullivan’s theory. Our approach to (b) uses a construction of formal Frobenius manifolds from DGBV algebras in which the formal power series connection on a DGLA is used. We have defined in a notion of quasi-isomorphisms of DGBV algebras, and have shown that formal Frobenius manifolds obtained from quasi-isomorphic DGBV algebras can be identified with each other. This is our approach to (c). ## 2. Frobenius algebras and formal Frobenius manifolds ### 2.1. Frobenius algebras Throughout this paper, $`𝐤`$ will be a commutative $``$-algebra. An invariant metric on a commutative algebra $`(H,)`$ over $`𝐤`$ is a non-degenerate bilinear map $`\eta :H\times H𝐤`$ such that (1) $`\eta (X,Y)=\eta (Y,X),`$ (2) $`\eta (XY,Z)=\eta (X,YZ),`$ for $`X,Y,ZH`$. The triple $`(H,,\eta )`$ is called a Frobenius algebra. Suppose that $`H`$ is free as $`𝐤`$-module, and fix a basis $`\{e_a\}`$ of $`H`$. Then there are elements $`\varphi _{ab}^c𝐤`$, such that $$e_ae_b=\varphi _{ab}^ce_c.$$ Let $`\eta _{ab}=\eta (e_a,e_b)`$ and $`\varphi _{abc}=\eta (e_ae_b,e_c)=\varphi _{ab}^p\eta _{pc}`$. From (1) and (2), one easily sees that $`\varphi _{abc}`$ is symmetric in all three indices. Denote by $`(\eta ^{ab})`$ the inverse matrix of $`(\eta _{ab})`$, then $`\varphi _{ab}^c=\varphi _{abp}\eta ^{pc}`$. The associativity of the multiplication is equivalent to the following system of equations (3) $`\varphi _{abp}\eta ^{pq}\varphi _{qcd}=\varphi _{bcp}\eta ^{pq}\varphi _{aqd}.`$ When $`(H,)`$ has an identity $`1`$, only $`\varphi `$ is needed. In fact, one can take $`e_0=1`$. Then from (2), one gets $`\eta _{ab}=\varphi _{0ab}`$. To summarize, the structure of a Frobenius algebra with identity is determined by the symmetric $`3`$-tensor $`\varphi `$ such that $`\eta _{ab}=\varphi _{0ab}`$. One can easily generalize this discussion to the graded case. ###### Example 2.1. Let $`M`$ be an oriented connected closed $`n`$-dimensional smooth manifold, then the de Rham cohomology $`H^{}(M)`$ with the wedge product $``$ is a graded commutative algebra over $``$. Let $`_M:H^{}(M)`$ be defined by integrations of the top degree components. Then Poincaré duality implies that $`_M`$ induces a Frobenius algebra structure on $`(H^{}(M),)`$. ### 2.2. WDVV equations and formal Frobenius manifold structures Denote by $`\{x^a\}`$ the linear coordinates in the basis $`\{e_a\}`$. Consider a family of commutative associative multiplications $`_x`$ on $`H`$, one for each $`xH`$, such that $$\eta (X_xY,Z)=\eta (X,Y_xZ),$$ for all $`X,Y,Z,xH`$. We then have a family of $`3`$-tensors $`\varphi _{abc}(x)`$. Such families with the property that $$\frac{}{x^d}\varphi _{abc}=\frac{}{x^c}\varphi _{abd}$$ are particularly interesting to physicists (see e.g. Dijkgraaf-Verlinde-Verlinde ). Given such a family, one can find a function $`\mathrm{\Phi }:H𝐤`$, such that $$\varphi _{abc}=\frac{^3\mathrm{\Phi }}{x^ax^bx^c}.$$ By (3), $`\mathrm{\Phi }`$ satisfies the Witten-Dijkgraaf-E. Verlinde-H. Verlinde (WDVV) equations: (4) $`{\displaystyle \frac{^3\mathrm{\Phi }}{x^ax^bx^p}}\eta ^{pq}{\displaystyle \frac{^3\mathrm{\Phi }}{x^qx^cx^d}}={\displaystyle \frac{^3\mathrm{\Phi }}{x^bx^cx^p}}\eta ^{pq}{\displaystyle \frac{^3\mathrm{\Phi }}{x^ax^qx^d}}.`$ The function $`\mathrm{\Phi }`$ is called the potential function for the family. A formal Frobenius manifold structure on $`(H,,\eta )`$ is a formal power series $`\mathrm{\Phi }`$ which satisfies the WDVV equations (Manin ). We refer to $`(H,)`$ as the initial data for the WDVV equations. If $`(H,)`$ has an identify $`1=e_0`$ which is also an identity for all of $`_x`$, then we have (5) $`\eta _{ab}={\displaystyle \frac{^3\mathrm{\Phi }}{x^0x^ax^b}}.`$ If a formal Frobenius manifold structure $`\mathrm{\Phi }`$ satisfies (5), it is called a structure of formal Frobenius manifold with identity. Again, it is straightforward to generalize the above discussions to the graded case. ## 3. Some notions from rational homotopy theory ### 3.1. Quasi-isomorphisms A quasi-isomorphism between two DGA’s $`𝒜`$ and $``$ is a series of DGAs $`𝒜_0,\mathrm{},𝒜_n`$, and DGA-homomorphisms either $`f_i:𝒜_i𝒜_{i+1}`$, or $`f_i:𝒜_{i+1}𝒜_i`$ for $`0in1`$, such that $`𝒜_0=𝒜`$, $`𝒜_n=`$ and each $`f_i`$ induces isomorphism on cohomology. A DGA $`𝒜`$ is called formal if it is quasi-isomorphic to its cohomology algebra (regarded as a DGA with zero differential). Every simply connected DGA has a minimal model and quasi-isomorphic DGAs have the same minimal model (see e.g. Giffiths-Morgan ). ### 3.2. Formal power series connections Given a differential graded Lie algebra (DGLA) $`(,[,],𝔡)`$, fix a decomposition $`=𝔡MM`$, such that $`\mathrm{Ker}𝔡`$, the natural map $`H(,𝔡)`$ is an isomorphism and $`𝔡\|_M`$ is injective. Such a decomposition is called a cohomological decomposition. Fix a homogeneous basis $`\{\alpha _j\}`$, denote by $`\{X^j\}`$ the dual basis. Each $`X^j`$ is given the degree $`\|\alpha _j\|+1`$. The dual space of $``$ with such a grading is denoted by $`s^1^t`$. Let $`\overline{S}(s^1^t)=S^n(s^1^t)`$. Modifying the method in Chen , Hain inductively constructed a differential $`b`$ on $`\overline{S}(s^1^t)`$ and a formal power series connection of the form $$\omega =\alpha _iX^i+\mathrm{}+\alpha _{i_1\mathrm{}i_n}X^{i_1}\mathrm{}X^{i_n}+\mathrm{},$$ where $`\alpha _{i_1\mathrm{}i_n}`$ has degree $`1\|X^{i_1}\|\mathrm{}\|X^{i_n}\|`$, such that $$b\omega +𝔡\omega +\frac{1}{2}[\omega ,\omega ]=0.$$ Here we have naturally extended $`b`$, $`𝔡`$ and $`[,]`$ on $`\overline{S}(s^1^t)`$. ## 4. Formal Frobenius manifold structures from DGBV algebras ### 4.1. DGBV algebras A Gerstenhaber algebra (G-algebra) is a graded commutative algebra $`(𝒜,)`$ over $`𝐤`$ together with a bilinear map $`[]:𝒜𝒜𝒜`$ of degree $`1`$, such that $`[ab]=(1)^{(\|a\|1)(\|b\|1)}[ba],`$ $`[a[bc]]=[[ab]c]+(1)^{(\|a\|1\|)(\|b\|1)}[b[ac]],`$ $`[a(bc)]=[ab]c+(1)^{(\|a\|1\|)\|b\|}b[ac],`$ for homogeneous $`a,b,c𝒜`$. For any linear operator $`\mathrm{\Delta }:𝒜𝒜`$ of degree $`1`$, define $$[ab]_\mathrm{\Delta }=(1)^{\|a\|}(\mathrm{\Delta }(ab)(\mathrm{\Delta }a)b(1)^{\|a\|}a\mathrm{\Delta }b),$$ for homogeneous elements $`a,b𝒜`$. If $`\mathrm{\Delta }^2=0`$ and $`[a(bc)]_\mathrm{\Delta }=[ab]_\mathrm{\Delta }c+(1)^{(\|a\|1)\|b\|}b[ac]_\mathrm{\Delta },`$ for all homogeneous $`a,b,c𝒜`$, then $`(𝒜,,\mathrm{\Delta },[]_\mathrm{\Delta })`$ is a Gerstenhaber-Batalin-Vilkovisky (GBV) algebra. When there is no confusion, we will simply write $`[]`$ for $`[]_\mathrm{\Delta }`$. It can be checked that a GBV algebra is a $`G`$-algebra (cf. Koszul , Getzler and Manin ). A DGBV algebra is a GBV algebra with a differential $`\delta `$ with respect to $``$, such that $`\delta \mathrm{\Delta }+\mathrm{\Delta }\delta =0`$ (hence $`\delta `$ is also a differential of $`[]_\mathrm{\Delta }`$). ### 4.2. Nice integrals A $`𝐤`$-linear functional $`:𝒜𝐤`$ on a DGBV algebra $`(𝒜,,\delta ,\mathrm{\Delta },[])`$ is called an integral if for all homogeneous $`a,b𝒜`$, (6) $`{\displaystyle (\delta a)}b`$ $`=`$ $`(1)^{\|a\|+1}{\displaystyle a}\delta b,`$ (7) $`{\displaystyle (\mathrm{\Delta }a)}b`$ $`=`$ $`(1)^{\|a\|}{\displaystyle a}\mathrm{\Delta }b.`$ Given an integral, $`\eta (\alpha ,\beta )=\alpha \beta `$ defines a graded symmetric bilinear form $`\eta `$ on $`H(𝒜,\delta )`$. If $`\eta `$ is non-degenerate, we say that the integral is nice. Therefore, if $`𝒜`$ has a nice integral, then $`(H(𝒜,\delta ),,\eta )`$ is a Frobenius algebra. ### 4.3. Formal Frobenius manifold structure on the cohomology of a DGBV algebra Let $`(𝒜,,\delta ,\mathrm{\Delta },[])`$ be a DGBV algebra satisfying the following conditions: * The cohomology algebra $`H(𝒜,\delta )=\mathrm{Ker}\delta /\mathrm{Im}\delta `$ is free and of finite rank as a $`𝐤`$-module. * There is a nice integral on $`𝒜`$. * The inclusions $`(Ker\mathrm{\Delta },\delta )(𝒜,\delta )`$ and $`(Ker\delta ,\mathrm{\Delta })(𝒜,\mathrm{\Delta })`$ induce isomorphisms of cohomology. Then there is a canonical construction of a formal Frobenius manifold structure with identity on $`H(𝒜,\delta )`$. This construction was implicit in Bershadsky-Cecotti-Ooguri-Vafa in the special case of the extended deformation theory of Calabi-Yau manifolds based on the work of Tian and Todorov . It was mathematically formulated by Barannikov and Kontsevich . The details for general DGBV algebras can be found in Manin . Here we give a description in terms of Chen’s construction of formal power series connections. Since $`(s𝒜,\delta ,[])`$ is a DGLA, by §3.2 one gets a universal formal power series connection $`\mathrm{\Gamma }`$ and a derivation $``$ on $`K=\overline{S}(H(𝒜,\delta )^t)`$, such that $$\mathrm{\Gamma }+\delta \mathrm{\Gamma }+\frac{1}{2}[\mathrm{\Gamma }\mathrm{\Gamma }]=0.$$ However, the condition (iii) above implies that $`=0`$. Such a method was first used in Tian and Todorov . Therefore, $`\mathrm{\Gamma }`$ satisfies (8) $`\delta \mathrm{\Gamma }+{\displaystyle \frac{1}{2}}[\mathrm{\Gamma }\mathrm{\Gamma }]=0,`$ Furthermore, one can take $`\mathrm{\Gamma }=\mathrm{\Gamma }_1+\mathrm{\Delta }B`$, where $`\mathrm{\Gamma }_1=\alpha _jX^j`$. Set $`\delta _\mathrm{\Gamma }=\delta +[\mathrm{\Gamma }]`$, then $`\delta _\mathrm{\Gamma }`$ is a derivation of $`𝒜_K=(𝒜K,)`$. Now $$\delta _\mathrm{\Gamma }^2=[(\delta \mathrm{\Gamma }+\frac{1}{2}[\mathrm{\Gamma }\mathrm{\Gamma }])]=0.$$ It can be proved that $`H(𝒜_K,\delta _\mathrm{\Gamma })H(𝒜,\delta )K`$, hence the multiplication in $`H(𝒜_K,\delta _\mathrm{\Gamma })`$ induces a deformation of the multiplication in $`H(𝒜,\delta )`$. Given $`XH(𝒜,\delta )`$, the contraction with $`X`$ from the right induces a right derivation of degree $`\|X\|`$ on $`K`$ and hence also on $`𝒜_K`$. For $`\alpha 𝒜_K`$, denote by $`X\alpha `$ the contraction by $`X`$ of $`\alpha `$. Now applying contraction by $`X`$ on both sides of (8), one gets $$\delta (X\mathrm{\Gamma })+[\mathrm{\Gamma }(X\mathrm{\Gamma })]=0.$$ So $`X\mathrm{\Gamma }`$ represents a class in $`H(𝒜_K,\delta _\mathrm{\Gamma })`$. Following Bershadsky et al , set (9) $`\mathrm{\Phi }={\displaystyle \frac{1}{6}\mathrm{\Gamma }^3}{\displaystyle \frac{1}{2}}\delta B\mathrm{\Delta }B.`$ A calculation in Barannikov-Kontsevich and Manin shows that $$X^3\mathrm{\Phi }=(X\mathrm{\Gamma })(X\mathrm{\Gamma })(X\mathrm{\Gamma }),$$ i.e. $`\mathrm{\Phi }`$ is the potential function of the deformation. ### 4.4. Gauge invariance We recall some results proved in Cao-Zhou . Let $`𝔪`$ be the maximal ideal of $`K`$. Consider the group $`𝒢=\mathrm{exp}(s𝒜𝔪)^e,`$ with the multiplication $`e^Ae^B=e^C`$ defined by the Campbell-Baker-Hausdorff formula. Assume $`(𝒜,,\delta ,\mathrm{\Delta },[])`$ is a DGBV algebra which satisfies the conditions (i)-(iii) in §4.3. Then it is shown in that given any two universal normalized solutions $`\mathrm{\Gamma }`$ and $`\overline{\mathrm{\Gamma }}`$, there exists an odd element $`A(\mathrm{Im}\mathrm{\Delta }𝔪)`$, such that $`e^A\mathrm{\Gamma }=\overline{\mathrm{\Gamma }}`$. Furthermore, the potential function $`\mathrm{\Phi }`$ is gauge invariant: $`\mathrm{\Phi }(e^A\mathrm{\Gamma })=\mathrm{\Phi }(\mathrm{\Gamma })`$. ### 4.5. Invariance under quasi-isomorphisms A homomorphism between two DGBV algebras with nice integrals over $`𝐤`$, $`(𝒜_i,_i,\delta _i,\mathrm{\Delta }_i,[]_i,_i)`$, $`i=1,2`$, is a homomorphism of graded algebras $`f:𝒜_1𝒜_2`$ such that $`f\delta _1=\delta _2f`$, $`f\mathrm{\Delta }_1=\mathrm{\Delta }_2f`$, and $`_2f(\alpha )=_1\alpha `$ for all $`\alpha 𝒜`$. It is a quasi-isomorphism if $`f`$ induced isomorphisms $`H(𝒜_1,\delta _1)H(𝒜_2,\delta _2)`$ and $`H(𝒜_2,\mathrm{\Delta }_2)H(𝒜_2,\mathrm{\Delta }_2)`$. We prove in the following result: If there is a quasi-isomorphism between two DGBV algebras with nice integrals which satisfy the conditions (i)-(iii) in §4.3, then the formal Frobenius manifolds constructed from them as in §4.3 can be naturally identified with each other. ## 5. DGBV algebras from symplectic and complex geometries ### 5.1. GBV algebra structure on the space of polyvector fields Denote by $`\mathrm{\Omega }^{}(M)=\mathrm{\Gamma }(M,\mathrm{\Lambda }^{}TM)`$ the space of polyvector fields on $`M`$. The Lie bracket $`[,]`$ of vector fields can be extended to the Schouten-Nijenhuis bracket $`[,]_S:\mathrm{\Omega }^{}(M)\times \mathrm{\Omega }^{}(M)\mathrm{\Omega }^{}(M)`$ of degree $`1`$ given locally by $`[X_1\mathrm{}X_p,Y_1\mathrm{}Y_q]_S`$ $`=`$ $`{\displaystyle \underset{i=1}{\overset{p}{}}}{\displaystyle \underset{j=1}{\overset{q}{}}}(1)^{i+j+p+1}[X_i,Y_j]X_1\mathrm{}\widehat{X}_i\mathrm{}X_pY_1\mathrm{}\widehat{Y}_j\mathrm{}Y_q,`$ for local vector fields $`X_1,\mathrm{},X_p,Y_1,\mathrm{},Y_q`$. Then $`(\mathrm{\Omega }^{}(M),,[,]_S)`$ becomes a G-algebra. There are two methods to make it a GBV algebra. The first method due to Koszul uses the generalized divergence operator for any torsion free connection, while the second method due to Witten uses any volume form in a way similar to earlier construction in Tian and Todorov (see §5.5). ### 5.2. DGBV algebras from Poisson geometry A Poisson structure on a manifold $`M`$ is an element $`w\mathrm{\Omega }^2(M)`$ such that $`[w,w]_S=0`$. On a Poisson manifold $`(M,w)`$, define $`\sigma :\mathrm{\Omega }^{}(M)\mathrm{\Omega }^{(+1)}(M)`$ by $`\sigma (P)=[w,P]`$. Then $`(\mathrm{\Omega }^{}(M),,\sigma ,[,]_S)`$ is a differential G-algebra. If a Poisson manifold $`(M,w)`$ is regular, i.e., $`w`$ has constant rank, then there is a (not unique) torsion free connection for which the Poisson structure $`w`$ is parallel. If $`\mathrm{\Delta }`$ is the generalized divergence operator for such a connection, then $`[\mathrm{\Delta },\sigma ]=0`$ and $`(\mathrm{\Omega }^{}(M),,\sigma ,\mathrm{\Delta },[,]_S)`$ is a DGBV algebra. There is another DGBV algebra associated with a Poisson manifold $`(M,w)`$. Koszul defined an operator $`\mathrm{\Delta }=[i(w),d]:\mathrm{\Omega }^{}(M)\mathrm{\Omega }^1(M)`$, where $`i(w)`$ denotes the contraction by $`w`$. He proved $`[d,\mathrm{\Delta }]=\mathrm{\Delta }^2=0`$ and $`[]_\mathrm{\Delta }`$ satisfies $$[\alpha (\beta \gamma )]_\mathrm{\Delta }=[[\alpha \beta ]_\mathrm{\Delta }\gamma +(1)^{(\|\alpha \|1)\|\beta \|}\beta [\alpha \gamma ]_\mathrm{\Delta },$$ hence $`(\mathrm{\Omega }^{}(M),,d,\mathrm{\Delta },[]_\mathrm{\Delta })`$ is a DGBV algebra. ### 5.3. DGBV algebras from Symplectic manifolds A symplectic manifold $`M`$ is automatically a Poisson manifold, hence there are associated DGBV algebras from it. Indeed, the symplectic form $`\omega `$ induces isomorphisms $`\mathrm{}:\mathrm{\Omega }^{}(M)\mathrm{\Omega }^{}(M)`$ and $`\mathrm{}:\mathrm{\Omega }^{}(M)\mathrm{\Omega }^{}(M)`$. Using the Darboux theorem, it can be easily seen that the bivector filed $`w=\omega ^{\mathrm{}}`$ is a Poisson structure. Furthermore, it can be seen that $`d=[\omega ]_\mathrm{\Delta }`$. The symplectic form induces an isomorphism of DGBV algebras $`(\mathrm{\Omega }^{}(M),,\sigma ,\mathrm{\Delta },[,]_S)(\mathrm{\Omega }^{}(M),,d,\mathrm{\Delta },[]_\mathrm{\Delta })`$. ### 5.4. Differential G-algebras from complex manifolds Given a complex $`n`$-manifold $`M`$, let $`\mathrm{\Omega }^,(M)={\displaystyle \underset{p,q0}{}}\mathrm{\Omega }^{p,q}(M)={\displaystyle \underset{p,q0}{}}\mathrm{\Gamma }(M,\mathrm{\Lambda }^pT^{1,0}M\mathrm{\Lambda }^qT^{0,1}M).`$ Similarly define $`\mathrm{\Omega }^,(M)`$ and $`\mathrm{\Omega }^,(M)`$. Since $`\mathrm{\Omega }^,(M)=\mathrm{\Omega }^{}(M)`$, it is a complex G-algebra. From $`[\mathrm{\Omega }^{1,0}(M),\mathrm{\Omega }^{1,0}(M)]\mathrm{\Omega }^{1,0}(M)`$, one sees that $`\mathrm{\Omega }^{,0}(M)`$ is G-subalgebra of $`\mathrm{\Omega }^,(M)`$. Using local coordinates, it is easy to see that the Schouten-Nijenhuis bracket on $`\mathrm{\Omega }^{,0}(M)`$ can be extended to a G-algebra structure on $`\mathrm{\Omega }^,(M)`$. Since $`\mathrm{\Omega }^,(M)`$ is the space of $`(0,)`$-form with values in the holomorphic bundle $`\mathrm{\Lambda }^{}T^{1,0}M`$, there is an operator $`\overline{}`$ acting on it. The tuple $`(\mathrm{\Omega }^,(M),,[,]_S,\overline{})`$ is a differential G-algebra. ### 5.5. DGBV algebras from Calabi-Yau manifolds Recall that a Kähler manifold is called a Calabi-Yau manifold if it admits a parallel holomorphic volume form. The terminology comes from Yau’s solution to Calabi’s conjecture . Such manifolds are very important in string theory. Given a Calabi-Yau $`n`$-fold $`M`$, the holomorphic volume form $`\mathrm{\Omega }`$ defines an isomorphism $`\mathrm{\Omega }^,(M)\mathrm{\Omega }^{n,}(M)`$. Let $`\mathrm{\Delta }:\mathrm{\Omega }^,(M)\mathrm{\Omega }^{(1),}(M)`$ be the conjugation of $``$ by this isomorphism. A formula in Tian shows that $`[]_\mathrm{\Delta }=[,]_S`$, hence $`\mathrm{\Delta }`$ gives a GBV algebra structure on $`\mathrm{\Omega }^,(M)`$. From $`\overline{}\mathrm{\Omega }=0`$, one sees that $`\overline{}\mathrm{\Delta }+\mathrm{\Delta }\overline{}=0`$. Hence $`(\mathrm{\Omega }^,(M),,\overline{},\mathrm{\Delta },[,])`$ is a DGBV algebra. ## 6. Deformations of complex and Poisson structures ### 6.1. Deformation of complex structures Given a complex manifold $`M`$, the small deformations of the complex structure can be studied via the Maurer-Cartan equation (10) $`\overline{}\omega +{\displaystyle \frac{1}{2}}[\omega ,\omega ]=0,`$ where $`\omega \mathrm{\Omega }^{1,1}(M)`$. Fix a Hermitian metric on $`M`$, let $`\overline{}^{}`$ be the formal adjoint of $`\overline{}`$ and $`\mathrm{}_\overline{}=\overline{}\overline{}^{}+\overline{}^{}\overline{}`$. As a consequence of the Hodge decomposition $$\mathrm{\Omega }^,(M)=_\overline{}^,(M)\mathrm{Im}\overline{}\mathrm{Im}\overline{}^{},$$ we have $`H^,(M)_\overline{}^,(M)`$. Take a basis $`\{\alpha _j\}`$ of $`_\overline{}^{1,1}`$, and let $`\{t^j\}`$ be coordinates in this basis. Let $`\omega (t)=\omega _1(t)+\mathrm{}+\omega _n(t)+\mathrm{}`$ be a formal power series, such that $`\omega _1(t)=_j\alpha _jt^j`$, and $`\omega _n`$ is homogeneous of degree $`n`$ in $`t^j`$’s. Then (10) is equivalent to a sequence of equations $$\overline{}\omega _n=\frac{1}{2}\underset{p+q=n}{}[\omega _p,\omega _q].$$ Suppose that $`\omega _1,\mathrm{},\omega _n`$ have been defined, a calculation shows that $$\overline{}(\frac{1}{2}\underset{p+q=n+1}{}[\omega _p,\omega _q])=0.$$ Let $`Q=G_\overline{}\overline{}^{}`$, where $`G_\overline{}`$ is the Green’s operator of $`\mathrm{}_\overline{}`$. Take $$\omega _{n+1}=\frac{1}{2}Q\underset{p+q=n+1}{}[\omega _p,\omega _q].$$ This is equivalent to (11) $`\omega +{\displaystyle \frac{1}{2}}Q[\omega ,\omega ]=\omega _1.`$ Following Kodaira-Spencer , one can show that for small $`t`$, $`\omega (t)`$ is convergent. Taking $`\overline{}`$ on both sides of (11), one gets $$\overline{}\omega +\frac{1}{2}[\omega ,\omega ]=\frac{1}{2}[\omega ,\omega ]^H,$$ where $`[\omega ,\omega ]^H`$ is the harmonic part of $`[\omega ,\omega ]`$. When $`H^{1,2}(M)=0`$, a neighborhood of $`0`$ in $`H^{1,1}(M)`$ then parameterizes the small deformations. This is the construction by Kodaira-Spencer of a complete family when $`H^{1,2}(M)=0`$. When $`H^{1,2}(M)0`$, one gets a map from $`U_\overline{}^{1,1}(M)`$ to $`_\overline{}^{1,2}(M)`$ given by $`t=(t^j)[\omega (t),\omega (t)]^H`$, its zero set gives solutions $`\omega `$ to the Maurer-Cartan equation. This is due to Kuranishi (see e.g. ). The extended deformation problem in this case is to find solutions to the Maurer-Cartan equation with $`\omega \mathrm{\Omega }^,(M)`$. The Hodge decomposition gives the cohomological splitting, and the above iterative method of $`\omega `$ corresponds to Chen’s construction of formal power series connection modified by Hain for DGLA’s. The formal power series $`\frac{1}{2}[\omega (t),\omega (t)]^H`$ corresponds to the differential $`b`$ (see §3.2), where $`\{t^j\}`$ are the coordinates of $`^,(M)`$ in a homogeneous basis. ### 6.2. Formal Frobenius manifolds from Calabi-Yau manifolds Motivated by a result of Bogomolov , Tian (see also Todorov ) introduced an ingenious method to prove that the deformations of complex structures on Calabi-Yau manifolds are unobstructed. This includes the introduction of the operator $`\mathrm{\Delta }`$ in §5.5, showing $`[]_\mathrm{\Delta }=[,]_S`$, using Hodge theory to find power series solution $`\omega (t)`$ such that $`\omega (t)=\omega _1(t)+\mathrm{\Delta }B(t)`$, and then showing that $`[\omega (t),\omega (t)]^H=0`$. This method has been used by Bershadsky-Cecotti-Ooguri-Vafa in what they called Kodaira-Spencer theory of gravity. Fixing a holomorphic volume form $`\mathrm{\Omega }`$ on a Calabi-Yau $`n`$-manifold $`M`$, define $`:\mathrm{\Omega }^,(M)`$ by $$\alpha =_M\alpha ^{\mathrm{}}\mathrm{\Omega }.$$ It is easy to see that $``$ is a nice integral for $`(\mathrm{\Omega }^,(M),,\overline{},\mathrm{\Delta },[,]_\mathrm{\Delta })`$. Bershadsky et al. found a Lagrangian invariant under the action of diffeomorphisms. They showed that its critical points correspond to the complex structures nearby. They discussed the quantization via BV formalism in which the extended deformation problem suggested by Witten arises naturally. They also argued how the values of the Lagrangian at the critical points give the potential for the deformed multiplicative structure. Barannikov and Kontsevich formulated such results in terms of Frobenius manifolds introduced by Dubrovin . They also remarked that such construction can be carried out for DGBV algebras satisfying conditions in §4.3. The details of this construction of formal Frobenius manifold can be found in Manin . Anyway, the moral is that the extended deformation problem leads to the DGBV algebra $`(\mathrm{\Omega }^,(M),,\overline{},\delta ,[,]_S)`$, which further leads to a canonical construction of formal Frobenius manifold structure on $`H^,(M)`$. ### 6.3. Deformations of Poisson structures Given a Poisson structure $`w_0`$ on $`M`$, any Poisson structure close to $`w_0`$ can be written as $`w=w_0+\gamma `$. Let $`\sigma =[w_0,]_S:\mathrm{\Omega }^{}(M)\mathrm{\Omega }^{(+1)}(M)`$, then $`[w,w]_S=0`$ can be rewritten as (12) $`\sigma \gamma +{\displaystyle \frac{1}{2}}[\gamma ,\gamma ]_s=0.`$ Now assume that $`w_0`$ comes from a symplectic form $`\omega _0`$ on $`M`$. The deformation theory of symplectic structure is “trivial”. It is well-known that any closed $`2`$-form close to a symplectic $`2`$-form in $`C^0`$-norm is also symplectic. However, the deformation of the Poisson structure is nonlinear: equation (12) corresponds to (13) $`d\omega +{\displaystyle \frac{1}{2}}[\omega \omega ]=0.`$ Given a Riemannian metric on $`M`$, then one can consider the formal adjoint $`d^{}`$ of $`d`$ and the Laplacian operator $`\mathrm{}_d:\mathrm{\Omega }^{}(M)\mathrm{\Omega }^{}(M)`$. The power series method can be carried out similar to the complex case. Also one can consider the extended deformation problem of finding solutions of (13) in $`\mathrm{\Omega }^{}(M)`$. ### 6.4. Kähler gravity The mirror analogue of the Kodaira-Spencer theory of gravity is the theory of Kähler gravity studied in Bershadsky-Sadov . Let $`M`$ be a closed Kähler manifold with Kähler form $`\omega _0`$. By Stokes theorem and Poincaré duality, the integral of top degree forms on $`M`$ is a nice integral of the DGBV algebra $`(\mathrm{\Omega }^{}(M),,d,\mathrm{\Delta },[])`$. Kähler identities shows that $`\mathrm{\Delta }=(d^c)^{}`$. By imposing the gauge fixing condition $`\mathrm{\Gamma }\mathrm{Ker}\mathrm{\Delta }`$, Bershadsky and Sadov wrote a Lagrangian similar to that used in Kodaira-Spencer gravity and showed that the Euler-Lagrangian equation of it on $`\mathrm{Ker}\mathrm{\Delta }`$ is $$d\mathrm{\Gamma }+\frac{1}{2}\mathrm{\Delta }(\mathrm{\Gamma }\mathrm{\Gamma })=0,$$ or equivalently, $$d\mathrm{\Gamma }+\frac{1}{2}[\mathrm{\Gamma }\mathrm{\Gamma }]=0.$$ According to §5.3, it describes the deformations of the Poisson structure corresponding to $`\omega _0`$. Given a solution $`K_0`$ with $`(d^c)^{}K_0=0`$, Bershadsky and Sadov pointed out the operator $`D=d+[(d^c)^{},K_0]`$ squares to zero. Notice that $`D=d+[K_0]=[(\omega _0+K_0)]`$, so deforming $`d`$ to $`D`$ corresponds to deforming $`[w_0,]_S`$ to $`[w,]_S`$ on $`\mathrm{\Omega }^{}(M)`$. Similarly, consideration of BV quantization leads to the extended deformation problem, which is described by the DGBV algebra $`(\mathrm{\Omega }^{}(M),,d,\mathrm{\Delta },[])`$. Again, Hodge theory of Kähler manifold can be used to show that this DGBV algebra satisfies all the conditions in §4.3. Hence there is a canonical construction of formal Frobenius manifold structure on the de Rham cohomology $`H^{}(M)`$ for any Kähler manifold. This was done in Cao-Zhou . Notice that we can complexify this DGBV algebra. Then we have $`d=\overline{}+\overline{}`$, $`(d^c)^{}=\sqrt{1}\overline{}^{}\sqrt{1}^{}`$. In Cao-Zhou , we proved that $`(\mathrm{\Omega }^,(M),,\overline{},\sqrt{1}^{},[]_\sqrt{1}^{})`$ is a DGBV algebra which satisfies the conditions in §4.3. Hence there is a natural construction of the Frobenius manifold structure on the Dolbeault cohomology $`H^,(M)`$. Furthermore, we showed in that the formal Frobenius manifold structures on $`H^{}(M,)`$ and $`H^,(M)`$ given above can be identified with each other. This generalizes of the well-known isomorphism $`H^{}(M,)H^,(M)`$ (as complex vector spaces) to the highly nonlinear formal Frobenius manifold structures on these spaces. The above results have been generalized in various directions. When $`M`$ is a hyperkähler manifold, we showed in there are many different ways to construct DGBV algebras for which the construction in §4.3 applies. Also, when a Kähler manifold admits a Hamiltonian action by holomorphic isometries, we showed in that the Cartan model admits a structure of DGBV algebra for which the method of §4.3 yields a formal Frobenius manifold structure. ## 7. Concluding remarks In the above we have discussed the relevance of rational homotopy theory in an A-type theory, the theory of Kähler gravity, and a B-type theory, the Kodaira-Spencer theory of gravity. The strategy is to obtain DGBV algebra structures by considering extended deformation problems of the relevant geometric objects. Ideas from rational homotopy theory can then be used to construct and identify formal Frobenius manifold structures on the the cohomology of such algebras. As a result, we propose the following version of mirror symmetry conjecture: For a Calabi-Yau manifold $`M`$ and a suitably defined mirror manifold $`\widehat{M}`$, the DGBV algebras $$(\mathrm{\Omega }^,(M),,d,(d^c)^{},[]_{(d^c)^{}})$$ and $$(\mathrm{\Omega }^,(\widehat{M}),,\overline{},\mathrm{\Delta },[,]_S)$$ are quasi-isomorphic, hence by the formal Frobenius manifold structures on their cohomology can be identified with each other. The examples of mirror manifold constructed by Greene and Plesser involves the quotients of Calabi-Yau manifold by finite automorphism groups. The extension of the results described above to the quotient case is in progress. Finally we want to mention that the above version of mirror symmetry suggests an application being developed of Quillen’s closed model category theory to the study of mirror symmetry.
warning/0006/astro-ph0006134.html	ar5iv	text	# Weakly self-interacting dark matter and the structure of dark halos ## 1. Introduction Recent measurements of structure in the microwave background radiation (Lange et al. 2000; Hanany et al. 2000), although eliminating the “concordance” model (Bahcall et al. 1999), provide strong support for the general theoretical paradigm on which this model was based. Such Cold Dark Matter (CDM) universes are in excellent agreement with observed large-scale structure, but may be inconsistent with the observed structure of nonlinear dark matter dominated systems. Navarro, Frenk & White (1997, NFW hereafter) claimed that the density profiles of virialized CDM halos are reasonably approximated by a “universal” form with singular behavior near it center. More recent simulations with higher resolution have confirmed this result, suggesting that the central cusps may be even steeper than the NFW profile (Moore et al. 1999b; Klypin et al. 1999, see also Jing & Suto 2000). Such structures appear inconsistent with published data on the rotation curves of dwarf galaxies (Moore 1994; Flores and Primack 1994) although this inconsistency may reflect limitations of the data rather than of the theory (van den Bosch et al. 1999; van den Bosch & Swaters 2000). There may also be a discrepancy between the rich substructure seen in simulations of CDM halos and the relatively small number of satellite galaxies observed in the Milky Way’s halo (Moore et al. 1999a; Klypin et al. 1999). Spergel & Steinhardt (2000) suggested that a finite cross-section for elastic collisions, such that the mean free path of CDM particles is short in halo cores but long in their outer parts, might alleviate these difficulties. Their proposal has attracted considerable attention. Ostriker (2000) argued that the massive black holes could grow naturally at the centers of galactic spheroids through the accretion of such dark matter. Miralda-Escude (2000) pointed out that collisional dark matter might produce galaxy clusters which are rounder than observed. Mo & Mao (2000) and Firmani et al. (2000) investigated how self-interacting dark matter might effect galaxy rotation curves. Hogan & Dalcanton (2000) considered how the structural properties of halos might scale with their mass. Burkert (2000) and Kochanek & White (2000) studied how collisional relaxation would affect the structure of isolated equilibrium halos, while Moore et al. (2000) and Yoshida et al. (2000) simulated cluster evolution in a cosmologically realistic context but in the fluid limit (very short mean free path). In this limit collisonal dark matter produces more cuspy profiles than collisionless CDM, and so gives even poorer fits to published rotation curves for dwarf galaxies. In this Letter we continue exploring how collisions affect the structure of dark halos. We simulate the formation of a massive halo in a $`\mathrm{\Lambda }`$CDM universe assuming scattering cross-sections varying over a wide range. The inclusion of the infall and merging which occur when halos are embedded in their proper cosmological context leads to core evolution which is considerably more complex than the expansion followed by collapse seen in the simulations of Burkert(2000) and Kochaneck & White(2000). Cross-sections which would significantly modify the core structure of dwarf galaxies produce galaxy cluster cores which are inconsistent with observation. ## 2. THE SIMULATIONS Our simulations use the parallel tree code GADGET developed by Springel (1999, see also Springel, Yoshida & White 2000). We study the same cluster as Yoshida et al. (2000) who resimulated the second most massive object in the $`\mathrm{\Lambda }`$CDM simulation of Kauffmann et al. (1999). In order to simulate elastic scattering of CDM particles we adopt the Monte Carlo method introduced by Burkert (2000). We implement this scheme in the following manner. At each time step we evaluate the scattering probability for particle $`i`$, $$P=\rho _i\sigma ^{}V_{\mathrm{rel}}\mathrm{\Delta }t,$$ (1) where $`\rho _i`$ is the local density at the particle’s position, $`\sigma ^{}`$ is the scattering cross-section per unit mass, $`V_{\mathrm{rel}}=\|𝒗_i𝒗_{\mathrm{ngb}}\|`$ is the relative velocity between the particle and its nearest neighbour, and $`\mathrm{\Delta }t`$ is the time step. This prescription is similar to Burkert’s, but uses the relative velocity rather than the absolute velocity of particle $`i`$. Kochaneck & White (2000) use a similar scheme but estimate the scattering rate more accurately by looping over a certain number of neighbours. However, the larger smoothing involved in such a procedure can itself introduce difficulties in regions with significant velocity gradients (Meiburg 1986), and so we prefer our simpler scheme which should be unbiased even if somewhat noisier. We choose timesteps small enough to ensure that a particle travels only a minor fraction of its mean free path within $`\mathrm{\Delta }t`$. We assume each collision to be elastic, of hard-sphere type, and to have a cross-section independent of velocity. Scattering is assumed isotropic in the center-of-mass frame, so that relative velocities are randomly reoriented in each collision. We carry out simulations for three values of $`\sigma ^{}`$ differing by factors of ten. Most of our simulations employ 0.5$`\times 10^6`$ particles in the high resolution region, with a mass per particle $`m_\mathrm{p}=0.68\times 10^{10}h^1M_{}`$. The gravitational softening length is set to 20$`h^1`$kpc, which is $``$1.4% of the virial radius of the final cluster. We ran one simulation with 5 times better mass resolution and 7 times better spatial resolution to check for numerical convergence. All of our resimulations start from the same initial conditions. The background cosmology is flat with matter density $`\mathrm{\Omega }_\mathrm{m}=0.3`$, cosmological constant $`\mathrm{\Omega }_\mathrm{\Lambda }=0.7`$ and expansion rate $`H_0=70`$ km<sup>-1</sup>Mpc<sup>-1</sup>. It has a CDM power spectrum normalised so that $`\sigma _8=0.9`$. The virial mass of the final cluster is $`M_{200}=7.4\times 10^{14}h^1M_{}`$, determined as the mass within the radius $`R_{200}=1.46h^1`$Mpc where the enclosed mean overdensity is 200 times the critical value. ## 3. RESULTS The large-scale matter distribution in all our simulations looks very similar. Because we start from identical initial conditions, the particle distributions differ only in regions where collisions are important. Figure 1 shows that the final cluster is more nearly spherical and has a larger core radius for larger collision cross-section. The quoted axial ratios are determined from the inertia tensors of the matter at densities exceeding 100 times the critical value. Miralda-Escude (2000) argues that the ellipticity of cluster cores, as inferred from gravitational lensing observations, can be used to limit the interaction cross-section. Among our final clusters, S1W-b and S1W-c are severely constrained by the limits he quotes. In Figure 2 we show density profiles for all of our simulations. Also plotted in the bottom panel is the mean collision number per particle. (We counted collisions for each particle throughout the simulation.) Figure 2 clearly shows the presence of a core whose extent depends on the cross-section. For our intermediate cross-section case (S1W-b), we also carried out a higher resolution simulation. The two density profiles agree very well (see Figure 2) showing that our simulations have converged numerically on scales larger than the gravitational softening length. The mean collision count at cluster center is 3 for S1W-a, 8 for S1W-b, and 35 for S1W-c. Thus only a few collisions per particle in a Hubble time suffice to affect the central density profile, and about 10 collisions per particle result in a core with $`r_\mathrm{c}`$ $``$ 100$`h^1`$kpc. (We define the core radius as the point where the density profile becomes steeper than $`r^1`$. Core radii by this definition are given on the right of Figure 1.) Unlike an isolated system, our cluster grows through successive mergers. Thus the material in its central region is a mixture of the material from a number of its progenitors. Figure 3, a time sequence of density profiles for our S1W-c simulation, shows clearly how merger events interrupt the core evolution and produce low density cores. We let this simulation run beyond the present time to a=1.72, where $`a`$ is the expansion parameter normalised to its present value. During the time interval plotted, the cluster experiences major mergers at $`a0.75`$ and $`a1.4`$. Each of these events is associated with an increase of the core radius. Subsequent relaxation causes the core to shrink again and the central density to rise. For this relatively large cross-section, relaxation-driven core expansion does not occur within the time interval shown. In contrast to this complex behavior, the virial mass of the cluster grows quite smoothly, approximately doubling between $`a=0.73`$ and $`a=1.72`$. Clearly, the core radius of the cluster at $`a=1`$ results from an interplay between collisional relaxation driven by particle collisions and violent relaxation caused by mergers. In Figure 4 we compare the amount of substructure within $`R_{200}`$ in our various simulations. We use the SUBFIND algorithm by Springel (1999) to identify subhalos in the final cluster. This identifies gravitationally self-bound sets of particles that are at higher density than the smooth background of cluster material. Local density is defined at each particle’s position in a SPH fashion. Using this procedure we find that 3.7%, 3.6%, 2.5%, and 0.7% of the cluster mass is included in subhalos in S1, S1W-a, S1W-b and S1W-c respectively. Although low mass substructures are somewhat less abundant for larger cross-sections, massive subhalos are not substantially disrupted in S1W-a and S1W-b. Many of the massive subhalos are $`1h^1`$Mpc from the cluster center, where particle collisions are rare in these models (see the bottom panel of Figure 2). Hence “dark matter evaporation” (Spergel & Steinhardt 2000) is ineffective for them. On the other hand, the massive subhalos in S1W-c are totally disrupted. Infalling halos are rapidly stripped by collisions with “diffuse” cluster dark matter in this case. ## 4. Summary and Discussion Our simulations of cluster formation in a $`\mathrm{\Lambda }`$CDM universe made of self-interacting dark matter show that collision rates exceeding one or two per particle per Hubble time at cluster center are sufficient to produce a constant density core. Observations of strong lensing by clusters require their cores to be dense and small. Thus to fit the cluster Cl0024+1654 Tyson et al (1998) needed a core radius of $`35h^1`$ kpc and a central surface density of $`7900h`$ M$`{}_{}{}^{}/`$pc<sup>2</sup>. Recent HST observations of an unbiased sample of X-ray luminous clusters at $`z0.2`$ find thin giant arcs at similar radii (10 to 25 arcsec) in almost all of them (J.-P. Kneib, private communication) showing Cl0024+1654 to be quite typical. We find core radii of this order in our simulations for a cross-section of 0.1 cm<sup>2</sup>/g (see Figure 1). Predicted collision rates in dwarf galaxy cores are much smaller than in clusters for the core radii usually inferred from rotation curve data. Thus for the archetypal example DDO154, Carignan and Beaulieu (1989) give as best fit parameters a core radius $`r_c=3`$ kpc and a central surface density $`\mathrm{\Sigma }_o=141`$ M$`{}_{}{}^{}/`$pc<sup>2</sup>. (Note the lack of $`h`$ dependence because the distance is measured directly.) The central collision rate scales as $`\mathrm{\Sigma }_o^{1.5}/r_c^{0.5}`$, so collisions are inferred to be 60 times less frequent in DDO154 than in Cl0024+1654 (for $`h=0.7`$). Since particles in the cluster core have no more than a couple of collisions in a Hubble time (see Figure 2) it is difficult to see how collisions could produce the large apparent core in DDO154. This agrees with the recent results of Davé et al. (2000) who concluded from their own simulations that cross-sections of order 5 cm<sup>2</sup>/g are needed to produce good agreement with the apparent cores of dwarf galaxies; they found at best marginal consistency for 0.5 cm<sup>2</sup>/g, a value which is still 5 times the upper limit we find to be consistent with cluster data. A possible solution might seem to be a cross-section about two orders of magnitude larger than in S1W-c. Dwarf galaxy haloes would then look similar to a scaled version of S1W-c, with a core radius of about $`4h^1`$kpc for the parameters considered above, while rich clusters would be highly collisional and might have profiles approaching that in our “fluid” simulation. Our earlier work confirmed, however, that such clusters would be almost spherical; such large cross-sections can thus be excluded following Miralda-Escude’s (2000) argument. A different resolution might be to introduce an interaction law which implies an energy dependent cross-section such that scattering is less effective in high velocity encounters. This would reduce the difference between cluster and dwarf galaxy halos. This idea requires a more detailed physical model for the dark matter, and we do not pursue it further here. We note that $`\sigma ^{}V^1`$ is required to make the collision rate at $`r_\mathrm{s}`$ approximately independent of halo mass. Another loophole might be for the cores of clusters to contain large amounts of baryonic dark matter, perhaps deposited by cooling flows. The cooling rates inferred from X-ray data appear too small for this to be viable (see, e.g. Peres et al. 1998). In summary our results suggest that collisional dark matter cannot produce core radii in dwarf galaxy halos as large as those inferred from rotation curve observations without simultaneously producing cluster cores which are too large and too round to be consistent with gravitational lensing data. The authors thank Tom Abel, Jerry Ostriker and Paul Steinhardt for fruitful discussions. The hospitality of the Institute for Theoretical Physics, UCSB, where this work was initiated, is also acknowledged.
warning/0006/astro-ph0006377.html	ar5iv	text	# The Nature of Solar Polar Rays ## 1 Introduction Polar coronal rays are bright ray-like or arch-like features first seen above the poles of the sun during total solar eclipse. They have been described in the literature for at least a century (e.g. Maunder (1901)) and they are often considered as features of the solar polar coronal holes. Several studies have been conducted to determine the physical properties of these high latitude rays (Fisher and Guhathakurta (1995), Guhathakurta, Fisher and Strong (1996)). While the classical literature tends to use the terms “ray” and “plume” interchangably, the recent studies show that the polar rays have physical properties distinct from those of polar plumes. For example, the polar rays are hotter than the background polar hole gas ($`2.6\times 10^6`$ K vs. $`0.7\times 10^6`$ K; Guhathakurta, Fisher and Strong (1996)) while the plumes “are cooler than the background by up to (but not more than) 30%” (De Forest et al (1997)). The reasons for the differences between polar rays and polar plumes have not yet been closely examined. Here, we use time series observations made with EIT/SOHO and SXT/Yohkoh between 1996 and 1999 to study the morphology and time dependence of polar rays. ## 2 Data Analysis The observations are based on extreme ultra-violet and soft X-ray full sun disk images taken by the EIT and SXT instruments onboard SOHO and Yohkoh, respectively. About 4 EIT images per day from 1996 through 1998 were used in our study. Each EIT image was processed for flat-fielding and filter-correction. The processed images were used to build limb synoptic maps. The emissions were extracted around the solar limb $`3^{}`$ wide in polar angle and $`0.03\mathrm{R}_{}`$ in altitude. Successive images provide the time domain for this study, leading to the limb synoptic maps. Figure 1 shows a limb synoptic map made from more than 2000 EIT image pairs 195/171 (FeXII/FeIX,X) taken between January 1996 and June 1998. Low temperature areas such as the polar holes appear dark while high temperature areas such as active regions are bright in Fig.1. To clearly display both southern and northern polar holes the range of polar angles (PA) is extended by $`90^{}`$ from $`0^{}360^{}`$ to $`0^{}450^{}`$ in Figure 1. We used SXT/Yohkoh data in movie form to confirm the distribution of the hot plasma associated with active regions moving across the solar disk. ## 3 Results Figure 1 shows a number of noteworthy features. The coronal polar holes appear as dark bands between $`150^{}`$ PA $`210^{}`$ and $`320^{}`$ PA $`390^{}`$, extending from day of year DOY 0 to about DOY 450 (c.f. Li et al. (2000)). For DOY $`>450`$, the polar holes are filled in by a network of multiply crossing rays. Brighter equatorial gas fills the remaining PAs. An active region (PA $`100^{}`$ on the east limb and $`260^{}`$ on the west limb) persists over 13 full rotations from DOY$`=0`$ to DOY$`=360`$. Fingers of emission encroach from low latitudes on the polar hole boundary. After DOY$`=210`$, these fingers bridge the polar holes, forming a sinusoidal feature that persists for at least 5 rotations. This is dramatically longer than the $`20`$ hour lifetime reported for polar plumes (Llebaria et al. (1998)). Sinusoids appear simultaneously in the North and South polar holes. At any given time after DOY$``$450, the polar holes are crossed by several overlapping sinusoids making a study of the morphology more difficult. In Fig. 2 we enlarge a portion of the limb synoptic map from $`210`$ DOY $`350`$ days through EIT 284 (FeXV) in which the ray morphology is particularly clear. The polar ray links successive appearances of the active regions on the East and West limbs, and clearly draws a connection between the polar rays and the active regions. To model the polar ray sinusoids, we consider the apparent sky-plane motion of a radial coronal structure as it is carried round by the solar rotation. The position angle of such a structure is given by $$\psi =\mathrm{tan}^1\left[\frac{\mathrm{tan}(\theta _0)}{\mathrm{cos}(\alpha )}\right]$$ (1) where $`\theta _0`$ is the heliocentric latitude and $`\alpha `$ is the longitude of the feature measured from the east limb, $$\alpha =\frac{2\pi }{P(\theta _0)}(t_0+t)$$ (2) Here, $`P(\theta _0)`$ is the coronal rotation period at latitude $`\theta _0`$, $`t`$ is time and $`t_0`$ is the time when the feature crosses the east limb. In Eq. (1) we have neglected the effect of the tilt of the solar equator relative to the ecliptic plane. By inspection, we take $`P(\theta _0)=27.5`$ days (compatible with independent measurements by Ingester et al. (1999)). Eq. (1) is plotted on Fig. 2 for two sample values $`\theta _0=10^{}`$ (dotted curve) and $`60^{}`$ (dashed curve). The $`\theta _0=60^{}`$ curve resembles the polar sinusoid rather closely, and suggests that this feature is due to a nearly radial coronal ray rooted outside the polar hole but carried across it (in projection) by the solar rotation. Models with $`\theta _0>60^{}`$, the latitude of the boundary of the polar coronal hole at this epoch, do not fit the shapes of the polar sinusoids. The $`\theta _0=10^{}`$ curve fits the polar sinusoid less well but encompasses a broad swath of near-equatorial emission that is associated with the active regions. Together, the two curves strongly suggest that the polar rays are merely projections of more equatorial gas above the limb of the sun at high latitudes. A more detailed but still simplistic 3-dimensional corona model was used to further test this possibility. Examination of individual images from EIT and SXT suggested the following representation. We take the active region to be a source of hot gas, which occupies a thick sheet of longitudinal extent $`\alpha `$. The boundaries of the region in the meridional plane were assumed to be parabolic with a vertex at the active region. The radial variation of the electron density is assumed to follow $$n_e(r)=n_{e0}(\mathrm{R}_{})\mathrm{exp}\left[\frac{1.5\times 10^7}{\mathrm{T}_\mathrm{e}}\left(1\frac{\mathrm{R}_{}}{\mathrm{r}}\right)\right]$$ (3) which is consistent with hydrostatic equilibrium. We take $`T_e=2.5\times 10^6`$ \[K\] and $`n_{e0}(\mathrm{R}_{})=3\times 10^9`$ \[$`cm^3`$\]. The assumption of hydrostatic equilibrium is not critical to our result; any extended distribution of gas that projects above the pole in the plane of the sky gives the same qualitative features. The coronal model outside the active region is taken from our earlier work (Li et al. (2000)) and consists of separate parts for the equatorial regions and polar holes. We integrated along the line of sight (including the effects of the tilt of the solar rotation axis) to construct model images of the corona as functions of the solar rotation angle. Figure 3 shows a sample model image in which $`\alpha =30^{}`$. Finally, we constructed limb synoptic maps from the models in the same way as for the data. Examples are shown in Figure 4. In general, the 3-dimensional models behave exactly as expected from simple geometrical considerations (Eqs. 1 and 2). When the heliographic latitude $`B_0=0`$, gas from an active region is visible in projection above the polar holes provided it reaches a radial distance $$r=\frac{\mathrm{R}_{}}{\sqrt{\mathrm{cos}^2\theta _0\mathrm{cos}^2\alpha +\mathrm{sin}^2\theta _0}}$$ (4) where $`\theta _0`$ is latitude and $`\alpha `$ is longitude as before. A plasma structure on the meridian ($`\alpha =90^{}`$) at $`\theta _0=10^{}`$ must extend to $`r5.8\mathrm{R}_{}`$ in order to project above the pole, while a feature at $`\theta _0=60^{}`$ needs to rise only to $`r1.15\mathrm{R}_{}`$ in order to be seen. Therefore, the polar rays are most likely the high latitude edges of extended equatorial structures seen in projection. We used EIT 171 Å (Fe IX,X), 195 Å (Fe XII) and 284 Å (Fe XV) images to estimate the temperatures of the polar rays (e.g. Fig. 1). We find that the rays are hotter than the background polar hole gas, consistent with independent results (Guhathakurta, Fisher and Strong (1996)) and with an origin in more nearly equatorial regions. The observation that polar rays appear simultaneously in the North and South holes (see Fig. 1) is naturally explained in this model if the active region is very extended in latitude, consistent with direct images of the active regions when on the solar limb. Close inspection of the polar sinusoids in Figures 1 and 2 reveals an additional, more subtle long term variation in morphology. The rising (PA increasing with time) and falling (PA decreasing with time) parts of the polar sinusoids have unequal brightness. In the interval $`210DOY350`$, the rising branch is systematically brighter than the falling branch, for both northern and southern features. The sense of this asymmetry reverses in the period $`350DOY530`$ (Fig. 1). In fact, Fig.1 shows that the asymmetry alternates in phase with the heliographic latitude ($`B_0`$), suggesting that projection effects are responsible. Our 3D coronal model, which includes $`B_0`$, shows exactly this behavior (see Figure 4). When the north pole is tilted towards the Earth (Figure 4a), the model polar rays are brighter on the rising branch than on the falling branch. The opposite pattern is reproduced in Figure 4b when the north pole is tilted away from the Earth, providing a realistic match to the data. When the north pole is tilted towards the Earth, the hot active region gas must rise higher on the far side of the sun in the southern hemisphere (and on the near side in the north) to meet the line of sight, and so appears fainter than front-side gas on the line of sight at lower altitudes. Therefore, the bright rising segments near DOY $`242`$ (see Fig. 2, from August 23 to September 4, 1996) identify an active region on the visible hemisphere of the sun, as is seen. The periodically reversing brightness asymmetry is a product of projection effects in equatorial plasma. As the solar cycle approaches its activity maximum, the low temperature gas in the polar holes is progressively obscured from view by hot equatorial gas projected to high latitudes. This is well seen in Fig.1 where, after DOY $`550`$, both polar holes are covered by a worm-like network of bright polar rays. The basic morphology of individual rays appears unchanged in the $`2\frac{1}{2}`$ years of this study: only the number of polar rays increases towards solar maximum. Some previous reports have claimed that the polar holes vary in size and strength through the solar cycle. Our present results suggest instead that the morphology and visibility of the polar holes are largely controlled by the number and strength of active regions far outside the holes and by the associated high altitude gas that projects across the holes as polar rays. In future work, we hope to explore this possibility. ## 4 Summary 1) Limb synoptic maps of the sun in the period 1996-1998 show long-lived, periodic features in the inner solar corona. 2) Polar rays appear clearly in such maps with a morphology that shows them to be hot gas structures from active regions projected above the polar holes. Unlike polar plumes, which are clearly rooted in the polar coronal holes, the polar rays are not physically associated with the holes. 3) The correlated appearance of polar rays above both north and south holes shows that these features are caused by equatorial plasma structures with a latitudinal extent comparable to the solar diameter. 4) Annually reversing asymmetries in the polar ray brightness on limb synoptic maps are caused by projection effects due to the varying heliographic latitude. 5) Individual polar rays are long lived (more than 5 rotations in this study) and increase in number as the solar activity cycle approaches maximum. The longevity of the polar rays is a reflection of the longevity of active areas that are large enough to be seen in projection above the solar poles. 6) Variations in the visibility of the coronal polar holes are largely controlled by projection of hot gas from more equatorial regions. Polar plumes are features best seen at solar minimum. Polar rays are most prominent near solar maximum. We thank Jeff Kuhn for initially suggesting the data analysis, and Jeff Newmark for his help with the extraction of a large amount EIT data. We thank the referee, Craig DeForest, for his comments. This work was supported by NASA grant 5-4941 and NASA contract NAS 8-40801 for Yohkoh SXT. EIT/SOHO is a joint ESA-NASA program. Yohkoh is a mission of ISAS in Japan.
warning/0006/nucl-th0006031.html	ar5iv	text	# Determination of the Δ⁺⁺ magnetic dipole moment ## Abstract We study the elastic and radiative $`\pi ^+p`$ scattering within a full dynamical model which incorporates the finite width effects of the $`\mathrm{\Delta }^{++}`$. The scattering amplitudes are invariant under contact transformations of the spin 3/2 field and gauge-invariance is fulfilled for the radiative case. The pole parameters of the $`\mathrm{\Delta }^{++}`$ obtained from the elastic cross section are $`m_\mathrm{\Delta }=(1211.2\pm 0.4)`$ MeV and $`\mathrm{\Gamma }_\mathrm{\Delta }=(88.2\pm 0.4)`$ MeV. From a fit to the most sensitive observables in radiative $`\pi ^+p`$ scattering, we obtain $`\mu _\mathrm{\Delta }=(6.14\pm 0.51)e/2m_p`$ for the magnetic dipole moment of the $`\mathrm{\Delta }^{++}`$. pacs: 13.75.Gx, 14.20.Gk, 13.40.Em Keywords: Delta, dynamical, dipole moment The description of resonances in particle physics has gotten a renewed interest with the advent of precise measurements of the $`Z^0`$ gauge boson properties at LEP . The idea behind these recent works is to provide a consistent description of resonances based on general principles of quantum field theory such as gauge invariance and analyticity . On another hand, it has long been recognized that mass and width are physical properties of resonances that can be determined in a model-independent and gauge-invariant way by identifying the pole position of the S-matrix amplitude . However, the determination of the couplings of resonances to other particles necessarily involves the assumption of a dynamical model to describe how they enter the relevant amplitude. It is not idle to mention that most of the values of masses, widths and branching ratios for hadronic resonances quoted in the Particle Data Book correspond to parameters obtained from somewhat arbitrary parametrizations of the Breit-Wigner formula. The aim of the present paper is to determine the magnetic dipole moment (MDM) of the $`\mathrm{\Delta }^{++}`$ resonance by using a full dynamical model which consistently describes elastic and radiative $`\pi ^+p`$ scattering data. The model, to be described below, reproduces very well the total and differential cross sections for elastic $`\pi ^+p`$ scattering close to the resonance region. This model also provides an amplitude for radiative $`\pi ^+p`$ scattering that satisfies electromagnetic gauge invariance when finite width effects of the $`\mathrm{\Delta }^{++}`$ resonance are taken into account. The spirit of our calculations is similar to the approaches developed in Refs. to cure gauge invariance problems associated to a naive introduction of the finite width of the resonance. As it has been shown for the case of the $`W^\pm `$ gauge boson, the use of propagators and electromagnetic vertices that include absorptive corrections coming from loops of fermions allows to introduce finite width effects in scattering amplitudes in a gauge-invariant way . Similar conclusions has been reached for the $`\rho ^\pm `$ unstable meson by including loops of pions in absorptive corrections to its propagator and electromagnetic vertex . The expressions for the propagator and electromagnetic vertex of unstable particles, when massless particles appears in absorptive loop corrections, are equivalent to the ones obtained by using a complex mass scheme. In the complex mass scheme, gauge invariance of the amplitudes is satisfied if the squared mass $`M^2`$ of unstable particles in Feynman rules is replaced by $`M^2iM\mathrm{\Gamma }`$ with $`\mathrm{\Gamma }`$ being the decay width . It is interesting to note that the mass and width parameters of the $`\mathrm{\Delta }^{++}`$ resonance required to describe the $`\pi ^+p`$ elastic scattering within our model, are consistent with the ones obtained from a model-independent analysis of this process . This feature cast confidence on the consistency of the dynamical model advocated in this paper. Thus, the magnetic dipole moment of the $`\mathrm{\Delta }^{++}`$ turns out to be the only adjustable parameter required to describe radiative $`\pi ^+p`$ scattering. Some of the previous determinations of the $`\mathrm{\Delta }^{++}`$ MDM have been summarized in Ref. . Due to the large spread of central values, the Particle Data Group prefers to quote a rough estimate for this multipole which lie in the range $`\mu _\mathrm{\Delta }3.7`$ to $`7.5`$ in units of $`e/2m_p`$. The most recent determinations of the $`\mathrm{\Delta }^{++}`$ MDM are based on fits to the radiative $`\pi ^+p`$ scattering data of the SIN and UCLA experiments. Some of the models used to extract the MDM rely on the soft photon theorem , and on a specific parametrization of the off-shell elastic amplitude to fix the terms of order $`\omega _\gamma ^0`$ ($`\omega _\gamma `$ is the photon energy in the radiative process) by requiring gauge-invariance. Furthermore, Ref. ignores the effects of the finite width of the $`\mathrm{\Delta }^{++}`$ and diagrams with vertices involving four particles (see Figs. 1(e-f) in Ref. ). Invariance under contact transformations ensures that physical amplitudes involving the $`\mathrm{\Delta }`$ resonance are independent of any arbitrariness in the Feynman rules of a given theoretical model for this resonance. Vertices and propagators depend on an arbitrary parameter $`A`$ that changes as $`AA^{}=(A2a)/(1+4a)`$, when the transformation $`\psi ^\mu \psi ^\mu +a\gamma ^\mu \gamma _\alpha \psi ^\alpha `$($`a1/4`$) is done. Physical amplitudes, should however be independent of $`A`$. Other models (see for example ) make use of an amplitude that depends on $`A`$ ;hence, the value of the MDM is quoted for an specific value of this arbitrary parameter. In Ref. a determination of the MDM free of ambiguities related to contact transformations is provided. However, their method requires to detach the decay process of the resonance $`\mathrm{\Delta }^{++}\pi ^+p\gamma `$ from the whole radiative $`\pi ^+p`$ process. The main difference between previous works and ours, is that our model for the $`\mathrm{\Delta }^{++}`$ resonance gives an amplitude for the radiative $`\pi ^+p`$ scattering that is gauge-invariant in the presence of finite width effects and independent upon the parameter associated to contact transformations. In addition, let us emphasize that the mass and width of the $`\mathrm{\Delta }^{++}`$ required to fit the total cross section data of elastic $`\pi ^+p`$ scattering, are consistent with the model-independent analyses done in Ref. . The dynamical model we use in this paper includes the contributions of intermediate states with nucleons and $`\mathrm{\Delta }^{++,0}`$$`\rho `$, and $`\sigma `$ resonances. We will assume isospin symmetry for the masses, widths and strong couplings of the $`\mathrm{\Delta }`$’s and nucleons. The effective lagrangian densities relevant for our calculations can be found in Ref. . Some of the couplings entering those lagrangians can be fixed from low energy phenomenology: $`g_\rho ^2/4\pi =2.9`$, $`g_{\pi NN}^2/4\pi =14.3`$ and the magnetic $`\rho NN`$ coupling $`\kappa _\rho =3.7`$. The mass of the hypothetical $`\sigma `$ meson was set to 650 MeV (see Ref. for other choices). The couplings $`g_\sigma g_{\sigma \pi \pi }g_\sigma NN`$ and $`f_{\mathrm{\Delta }N\pi }`$ are left as free parameters to be determined from the $`\pi ^+p`$ total cross section data. In order to see how the model works in the case of elastic $`\pi ^+p`$ scattering, let us focus on the $`\mathrm{\Delta }^{++}`$ contribution to the $`\pi ^+(q)p(p)\pi ^+(q^{})p(p^{})`$ amplitude (letters within brackets denote four-momenta): $`(\pi ^+p\pi ^+p)=i\left({\displaystyle \frac{f_{\mathrm{\Delta }N\pi }}{m_\pi }}\right)^2\overline{u}(p^{})q_\mu ^{}G^{\mu \nu }(p+q)q_\nu u(p),`$ where $`f_{\mathrm{\Delta }N\pi }`$ is the $`\mathrm{\Delta }N\pi `$ coupling constant and the $`\mathrm{\Delta }^{++}`$ propagator in momentum space $`G^{\mu \nu }(p+q)`$ is given in Eq. (10) of Ref. . According to the complex mass scheme, we must replace $`m_\mathrm{\Delta }^2m_\mathrm{\Delta }^2im_\mathrm{\Delta }\mathrm{\Gamma }_\mathrm{\Delta }`$ in $`G^{\mu \nu }(p+q)`$, where $`m_\mathrm{\Delta }`$ and $`\mathrm{\Gamma }_\mathrm{\Delta }`$ are the mass and width of the $`\mathrm{\Delta }^{++}`$. As shown in , the above amplitude is explicitly independent of the parameter associated to contact transformations. Since the $`\mathrm{\Delta }^{++}`$ largely dominates the elastic scattering amplitude in the resonance region, we expect the contributions from other mesonic resonances and of crossed channels with intermediate nucleon and $`\mathrm{\Delta }^0`$ states to play the role of background terms to the $`\mathrm{\Delta }^{++}`$ resonance. If we add coherently these contributions to $`(\pi ^+p\pi ^+p)`$, we can fit the experimental results data for the total cross section of the elastic $`\pi ^+p`$ scattering with four free parameters ( $`m_\mathrm{\Delta },\mathrm{\Gamma }_\mathrm{\Delta },f_{\mathrm{\Delta }N\pi }`$ and $`g_\sigma `$) in the range $`75\mathrm{MeV}T_{lab}300\mathrm{MeV}`$ for energies of incident pions. In order to compare the size of the different contributions, we have chosen to fit the data by adding a new contribution in each fit. The results are shown in Table 1 and Figure 1. Let us note that since non-resonant contributions are included at the tree-level (they are real), and the decay width in the $`\mathrm{\Delta }^{++}`$ propagator is taken as a constant within the complex mass scheme, our amplitude for elastic scattering will not be unitary. Note, however (see the appendix of Ref. ) that the terms neglected in our approximation would be reflected in a slight increase of the $`\mathrm{\Delta }`$ decay width. Using the results of Table 1, we can predict the angular distribution of pions in elastic $`\pi ^+p`$ scattering. In Figure 2 we compare our prediction for the differential cross section for $`T_{lab}=263.7`$ and $`291.4`$ MeV with the corresponding experimental data from Refs. . It is interesting to observe that data in Figure 2 are well described despite the fact that kinetic energies of incident pions in Fig. 2 lie in the upper tail of the $`\mathrm{\Delta }^{++}`$ resonance shape (see Figure 1). This is very important because kinetic energies of incident pions in radiative $`\pi ^+p`$ scattering to be considered below, correspond to those particular values. Some interesting features are worth to be pointed out from this analysis. First, the agreement with data improves when the contributions from all intermediate states ($`\mathrm{\Delta }^{++},\mathrm{\Delta }^0,N,\rho `$ and $`\sigma `$) are included, both for the total and the differential cross sections (the last $`\chi ^2`$/dof in Table 1, actually drops to 4.5 when the last three points in the cross section are excluded). Second, the values obtained for the mass and width of the $`\mathrm{\Delta }`$’s, namely $`m_\mathrm{\Delta }=(1211.2\pm 0.4)`$ MeV and $`\mathrm{\Gamma }_\mathrm{\Delta }=(88.2\pm 0.4)`$ MeV, are similar to the pole parameters obtained from a model-independent analysis of the same data, namely : $`M=(1212.20\pm 0.23)`$ MeV and $`\mathrm{\Gamma }=(97.06\pm 0.35)`$ MeV . This is a non-trivial feature given the different nature of both approaches: in Ref. the amplitude for elastic $`\pi ^+p`$ scattering was written as a sum of a pole plus a background term as dictated by the analytic S-matrix theory . The above information indicates that the contributions to the elastic scattering other that the $`\mathrm{\Delta }^{++}`$, indeed represent well the background. Next we focus on the determination of the $`\mathrm{\Delta }^{++}`$ MDM from $`\pi ^+(q)p(p)\pi ^+(q^{})p(p^{})\gamma (ϵ,k)`$ (letters within brackets denote four-momenta and $`ϵ`$ the photon polarization). Using the Lagrangians given in Ref. and the complex mass scheme to include the finite width of the $`\mathrm{\Delta }^{++}`$ we obtain the following amplitude for the resonance contribution: $`(\pi ^+p\pi ^+p\gamma )`$ $`=`$ $`e\left({\displaystyle \frac{f_{\mathrm{\Delta }N\pi }}{m_\pi }}\right)^2q_\mu ^{}q_\nu \overline{u}(p^{})[{\displaystyle \frac{}{}}G^{\mu \nu }(P^{})({\displaystyle \frac{qϵ}{qk}}+{\displaystyle \frac{pϵR(p)ϵ}{pk}})`$ (1) $``$ $`\left({\displaystyle \frac{q^{}ϵ}{q^{}k}}+{\displaystyle \frac{p^{}ϵR(p^{})ϵ}{p^{}k}}\right)G^{\mu \nu }(P)+2iG^{\mu \alpha }(P^{})\mathrm{\Gamma }_{\alpha \beta \rho }ϵ^\rho G^{\beta \nu }(P)`$ $`+`$ $`{\displaystyle \frac{1}{qk}}G^{\mu \rho }(P^{})F_\rho ^\nu {\displaystyle \frac{1}{q^{}k}}F_\rho ^\mu G^{\rho \nu }(P)]u(p)`$ where $`F^{\rho \sigma }ϵ^\rho k^\sigma ϵ^\sigma k^\rho `$, and $`R_\mu (x)\frac{1}{4}[\overline{)}k,\gamma _\mu ]+\frac{\kappa _p}{8m_N}\{[\overline{)}k,\gamma _\mu ],\overline{)}x\}`$; $`e`$ is the proton charge, $`\kappa _p`$ denotes the anomalous magnetic moment of the proton, and $`P=p+q`$, $`P^{}=p^{}+q^{}`$, such that $`P=P^{}+k`$. This amplitude is explicitly gauge-invariant and does not depend on the parameter associated to contact transformations . It can also be verified that this amplitude satisfies Low’s soft photon theorem as required. The electromagnetic vertex of the $`\mathrm{\Delta }^{++}`$ appearing in Eq.(1) is given by: $`\mathrm{\Gamma }_{\alpha \beta \rho }`$ $`=`$ $`\left(\gamma _\rho {\displaystyle \frac{i\kappa _\mathrm{\Delta }}{2m_\mathrm{\Delta }}}\sigma _{\rho \sigma }k^\sigma \right)g_{\alpha \beta }{\displaystyle \frac{1}{3}}\gamma _\rho \gamma _\alpha \gamma _\beta {\displaystyle \frac{1}{3}}\gamma _\alpha g_{\beta \rho }+{\displaystyle \frac{1}{3}}\gamma _\beta g_{\alpha \rho },`$ where $`\kappa _\mathrm{\Delta }`$ is related to the total magnetic moment of the $`\mathrm{\Delta }^{++}`$ by $`\mu _\mathrm{\Delta }=2(1+\kappa _\mathrm{\Delta })(e/2m_\mathrm{\Delta })`$. The only adjustable parameter in radiative $`\pi ^+p`$ scattering is the $`\mathrm{\Delta }^{++}`$ MDM. The contributions to this process coming from other intermediate states ($`\mathrm{\Delta }^0`$, $`\rho `$, $`N`$ and $`\sigma `$) can be added to Eq. (1) in a gauge-invariant way (see for example ). We are interested in the description of the differential cross section $`d\sigma /d\omega _\gamma d\mathrm{\Omega }_\pi d\mathrm{\Omega }_\gamma `$, as a function of the photon energy for fixed energies of incident pions and photon angle emission. We have chosen to fit a subset of data of Ref. where photons are detected in angular configurations as shown in Table 2. According to Ref. one expects the differential cross section to be more sensitive to the effects of $`\mu _\mathrm{\Delta }`$ in this case . Furthermore, we chose the range of photon energies $`20\mathrm{MeV}\omega _\gamma 100`$ MeV where we expect Low’s soft photon approximation to be more reliable. Details of the fits for other angular configurations and its sensitivity with $`\mu _\mathrm{\Delta }`$ are given elsewhere . The results of the fits for $`\kappa _\mathrm{\Delta }`$ are shown in Table 2 for two energies of incident pions . Figure 3 displays the differential cross section as a function of the photon energy for three different geometries of photon emission (G1, G4, G7 as indicated in Table 2) and incident pions of energy $`T_{lab}=269`$ MeV . The solid line in Figure 3 corresponds to the best fit, and the prediction when $`\kappa _\mathrm{\Delta }=1`$ (dashed line) is shown for comparison. Although the experimental data are rather scarce, Fig. 3 clearly indicates that the photon spectrum for the chosen geometries is indeed sensitive to the effect of the $`\mathrm{\Delta }^{++}`$ MDM. The determinations of $`\kappa _\mathrm{\Delta }`$ shown in Table 2 are consistent among themselves, making meaningful to quote a weighted average over the six different fits. If we express the weighted average in units of nuclear magnetons we obtain: $$\mu _\mathrm{\Delta }=2(1+\kappa _\mathrm{\Delta })\frac{m_p}{m_\mathrm{\Delta }}\left(\frac{e}{2m_p}\right)=\left(6.14\pm 0.51\right)\frac{e}{2m_p}.$$ (2) The effects associated to the non-unitarity of the elastic $`\pi ^+p`$ scattering amplitude have been estimated to decrease the central value in Eq. (2) by 2% (see appendix of Ref. ). This result is compatible with the prediction $`\mu _\mathrm{\Delta }=5.58(e/2m_p)`$ obtained in the SU(6) quark model and with the result $`\mu _\mathrm{\Delta }=6.17(e/2m_p)`$ from a recent quark model calculation that includes non-static effects associated to pion exchange and orbital excitations , and it is somewhat larger than the prediction obtained from bag-model corrections to the quark model, $`\mu _\mathrm{\Delta }=(4.414.89)(e/2m_p)`$ . Our results are in agreement with previous determinations from experimental data of Refs. : 5.58$``$ 7.53 $`(e/2m_p)`$ and (5.6$`\pm `$2.1)$`(e/2m_p)`$, respectively. Our result in Eq. (2) is larger than the one obtained from a variant of the soft-photon approximation : $`\mu _\mathrm{\Delta }=(3.74.9)(e/2m_p)`$. In conclusion, we have analyzed the elastic and radiative $`\pi ^+p`$ scattering within a full dynamical model which gives amplitudes that are gauge-invariant when finite width effects of the $`\mathrm{\Delta }^{++}`$ are introduced. These amplitudes are free of ambiguities related to contact transformations on the spin 3/2 fields. The relevant parameters of the $`\mathrm{\Delta }^{++}`$ are fixed from the total cross section of the elastic scattering and prediction for the differential cross section is in satisfactory agreement with data. From a fit to the differential cross section of the radiative process we have obtained a determination of the $`\mathrm{\Delta }^{++}`$ MDM, Eq. (2), that is in agreement with recent predictions based on the quark model . For completeness, let us mention that our model describes a wider set of radiative $`\pi ^+p`$ data . This is to our knowledge, the first determination of the $`\mathrm{\Delta }^{++}`$ MDM from a full dynamical model that consistently incorporates its finite width and that is free of ambiguities related to contact transformations Acknowledgements: The Work of A. M. was partially supported by Conicet (Argentina). G.L.C. acknowledges partial support from Conacyt, under contracts 32429-E and ICM-W-8016.
warning/0006/math0006034.html	ar5iv	text	# Summing inclusion maps between symmetric sequence spaces ## 1 Introduction In 1930 Littlewood \[Lit30\] proved that for every bilinear and continuous operator $`\phi :c_0\times c_0R`$ the quantity $`_{k,\mathrm{}=1}^{\mathrm{}}\|\phi (e_k,e_{\mathrm{}})\|^{4/3}`$ is finite; this is equivalent to the statement that for every unconditionally summable sequence $`(x_n)`$ in $`\mathrm{}_1`$ the scalar sequence $`(x_n_{\mathrm{}_{4/3}})`$ is contained in $`\mathrm{}_{4/3}`$. Bennett \[Ben73\] and (independently) Carl \[Car74\] extended Littlewood’s result in the following way: For $`1uv2`$ and every unconditionally summable sequence $`(x_n)`$ in $`\mathrm{}_u`$ the sequence $`(x_n_\mathrm{}_v)`$ is contained in $`\mathrm{}_r`$, where $`1/r=1/u1/v+1/2`$. Their result has useful applications in various parts of analysis—in particular, in approximation theory as well as for the theory of eigenvalue distribution of compact operators, e. g. that for $`1u<2`$ every operator on $`\mathrm{}_2`$ with values in $`\mathrm{}_u`$ has absolutely $`r`$-summable eigenvalues, where $`1/r=1/u1/2`$. The case $`v=2`$ in the Bennett–Carl result is crucial (for the proof as well as for applications). Motivated by applications to interpolation theory (see e. g. \[Ovc88\] and \[MM99\]) Maligranda and the second named author in \[MM\] proved that for an Orlicz function $`\phi `$ for which the map $`t\phi (\sqrt{t})`$ is equivalent to a concave function and for every unconditionally summable sequence $`(x_n)`$ in the Orlicz sequence space $`\mathrm{}_\phi `$ the sequence $`(x_n_\mathrm{}_2)`$ is contained in $`\mathrm{}_\phi `$. Moreover, based on complex interpolation, in \[DMa\] various commutative and non commutative variants were given. These results were the starting point for the research on which this article is based upon. Developing and using complex interpolation formulas for spaces of operators related to those of Kouba \[Kou91\], our main result is a far reaching extension of the above results: For a $`2`$-concave symmetric Banach sequence space $`E`$ and every unconditionally summable sequence $`(x_n)`$ in $`E`$ the sequence $`(x_n_\mathrm{}_2)`$ is contained in $`E`$. In the language of $`(E,1)`$-summing operators (which we will recall later on) this means that the identity map $`\text{id}:E\mathrm{}_2`$ is $`(E,1)`$-summing. An example shows that the $`2`$-concavity of $`E`$ is not superfluous. As in the classical case our result has some useful applications. We show that the sequence of eigenvalues of an operator $`T`$ on $`\mathrm{}_2`$ with values in a $`2`$-concave symmetric Banach sequence space $`E`$ is a multiplier from $`\mathrm{}_2`$ into $`E`$, a result which for $`E=\mathrm{}_u`$, $`1u2`$, is well-known (note that the space of multipliers from $`\mathrm{}_2`$ into $`\mathrm{}_u`$ coincides with $`\mathrm{}_r`$, $`1/r=1/u1/2`$). Furthermore, we prove for a $`2`$-concave symmetric Banach sequence space $`E`$ and $`1kn`$ the asymptotic formula $$a_k(\text{id}:\mathrm{}_2^nE_n)\frac{\lambda _E(nk+1)}{(nk+1)^{1/2}},$$ where $`a_k(T)`$ denotes the $`k`$-th approximation number of an operator $`T`$, $`E_n`$ stands for the linear span of the first $`n`$ standard unit vectors in $`E`$ and $`\lambda _E:NR_+`$ is the fundamental function of the sequence space $`E`$, and apply it to Lorentz and Orlicz sequence spaces. ## 2 Preliminaries For a positive number $`a`$ we denote by $`a`$ the largest integer less or equal than $`a`$. If $`(a_n)`$ and $`(b_n)`$ are scalar sequences we write $`a_nb_n`$ whenever there is some $`c0`$ such that $`a_ncb_n`$ for all $`n`$, and $`a_nb_n`$ whenever $`a_nb_n`$ and $`b_na_n`$. We use standard notation and notions from Banach space theory, as presented e. g. in \[LT77\], \[LT79\] and \[TJ89\]. If $`E`$ is a Banach space, then $`B_E`$ is its (closed) unit ball and $`E^{}`$ its dual space. Throughout the paper by a Banach sequence space we mean a real Banach lattice $`E`$ modelled on the set of positive integers $`N`$ which contains an element $`x`$ with $`\text{supp}x=N`$. A Banach sequence space $`E`$ is said to be symmetric provided that $`(x_n)_E=(x_n^{})_E`$, where $`(x_n^{})`$ denotes the decreasing rearrangement of the sequence $`(x_n)`$, i.e. $$x_n^{}:=inf\{\underset{iNJ}{sup}\|x_i\|\|JN,\text{card}(J)<n\}.$$ It is maximal if the unit ball $`B_E`$ is closed in the pointwise convergence topology induced by the space $`\omega `$ of all real sequences. Note that this condition is equivalent to $`E^\times =E^{}`$, where as usual $$E^\times :=\{x=(x_n)\omega \|\mathrm{\Sigma }_{n=1}^{\mathrm{}}\|x_ny_n\|<\mathrm{}\text{for all}y=(y_n)E\}$$ is the Köthe dual of $`E`$. Note that $`E^\times `$ is a maximal (symmetric, provided that $`E`$ is) Banach sequence space under the norm $$x:=sup\{\mathrm{\Sigma }_{n=1}^{\mathrm{}}\|x_ny_n\|\|y_E1\}.$$ The fundamental function of a symmetric Banach sequence space $`E`$ is defined by $$\lambda _E(n):=_{i=1}^ne_i_E,nN;$$ throughout the paper $`(e_n)`$ will denote the standard unit vector basis in $`c_0`$ and $`E_n`$ the linear span of the first $`n`$ unit vectors. It is well-known that any symmetric Banach sequence space $`E`$ is continuously embedded in the symmetric Marcinkiewicz sequence space $`m_{\lambda _E}`$ of all sequences $`x=(x_n)`$ such that $$x_{\lambda _E}:=\underset{n1}{sup}x_n^{}\lambda _E(n)<\mathrm{},$$ where $`x_n^{}:=\frac{1}{n}_{k=1}^nx_k^{}`$. For the notions of $`p`$-convexity and $`q`$-concavity ($`1p,q\mathrm{}`$) of a Banach lattice $`X`$ (the associated constants are denoted by $`𝐌^{(𝐩)}(X)`$ and $`𝐌_{(𝐪)}(X)`$, respectively) we refer to \[LT79, 1.d.3\]—but since the notion of $`2`$-concavity is crucial for our purposes recall that a Banach sequence space $`E`$ is called $`2`$-concave if there exists a constant $`C>0`$ such that for all $`x_1,\mathrm{},x_nE`$ $$\left(\underset{i=1}{\overset{n}{}}x_i_E^2\right)^{1/2}C\left(\underset{i=1}{\overset{n}{}}\|x_i\|^2\right)^{1/2}_E.$$ It is well-known that this is equivalent to the notion of cotype $`2`$ (see \[LT79, 1.f.16\]); recall that a Banach space $`X`$ has cotype $`q`$ ($`2q<\mathrm{}`$) if there is a constant $`C>0`$ such that for finitely many $`x_1,\mathrm{},x_nX`$ $`\left({\displaystyle \underset{i=1}{\overset{n}{}}}x_i_X^q\right)^{1/q}C\left({\displaystyle _0^1}{\displaystyle \underset{i=1}{\overset{n}{}}}r_i(t)x_i_X^2𝑑t\right)^{1/2}.`$ Note that $`2`$-concave symmetric Banach sequence spaces are separable and maximal. An important tool for our purposes are powers of sequence spaces: Let $`E`$ be a (maximal) symmetric Banach sequence space and $`0<r<\mathrm{}`$ such that $`𝐌^{(\mathrm{max}(\mathrm{𝟏},𝐫))}(E)=1`$. Then $$E^r:=\{x\mathrm{}_{\mathrm{}}\|\|x\|^{1/r}E\}$$ endowed with the norm $$x_{E^r}:=\|x\|^{1/r}_E^r,xE^r$$ is again a (maximal) symmetric Banach sequence space which is $`1/\mathrm{min}(1,r)`$-convex. For two Banach sequence spaces $`E`$ and $`F`$ the space of multipliers $`M(E,F)`$ from $`E`$ into $`F`$ consists of all scalar sequences $`x=(x_n)`$ such that the associated multiplication operator $`(y_n)(x_ny_n)`$ is defined and bounded from $`E`$ into $`F`$. $`M(E,F)`$ is a (maximal symmetric provided that $`E`$ and $`F`$ are) Banach sequence space equipped with the norm $$x_{M(E,F)}:=sup\{xy_F\|yB_E\}.$$ Note that if $`E`$ is a Banach sequence space then $`M(E,\mathrm{}_1)=E^\times `$. In the case where $`E=\mathrm{}_2`$ and $`F`$ is $`2`$-concave with $`𝐌_{(\mathrm{𝟐})}(F)=1`$ it can be easily seen that $$M(\mathrm{}_2,F)=(((F^\times )^2)^\times )^{1/2}$$ (2.1) holds isometrically. We will need that for any symmetric Banach sequence space $`E\mathrm{}_2`$ not equivalent to $`\mathrm{}_2`$ $$M(\mathrm{}_2,E)c_0.$$ (2.2) In fact, for $`F:=M(\mathrm{}_2,E)`$, by the assumption we have $$\underset{n\mathrm{}}{lim}\lambda _F(n)=\underset{n}{sup}_1^ne_i_F=sup_n\text{id}:\mathrm{}_2^nE_n=\mathrm{}.$$ Since for any $`x=(x_n)F`$ the estimate $`x_n^{}\lambda _F(n)x_F`$ holds, the claim follows. For all information on Banach operator ideals and $`s`$-numbers see \[DJT95\], \[Kön86\], \[Pie80\] and \[Pie87\]. As usual $`(E,F)`$ denotes the Banach space of all (bounded and linear) operators from $`E`$ into $`F`$ endowed with the operator norm $``$. For an operator $`T:XY`$ between Banach spaces recall the definition of the $`k`$-th approximation number $$a_k(T):=inf\{TT_k\|T_k(X,Y)\text{ has rank}<k\},$$ the $`k`$-th Weyl number $$x_k(T):=sup\{a_k(TS)\|S(\mathrm{}_2,X)\text{ with }S1\}$$ and the $`k`$-th Gelfand number $$c_k(T):=inf\{T_{\|G}\|GX,\text{codim}G<k\}.$$ Moreover, for an $`s`$-number function $`s`$ and a maximal symmetric Banach sequence space $`E`$ we denote by $`𝒮_E^s`$ the Banach operator ideal of all operators $`T`$ with $`(s_n(T))E`$, endowed with the norm $`T_{𝒮_E^s}:=(s_n(T))_E`$; on $`\mathrm{}_2`$ and for fixed $`E`$ all these ideals coincide (isometrically)—for simplicity we then denote this space by $`𝒮_E`$. For basic results and notation from interpolation theory we refer to \[BK91\] and \[BL78\]. We recall that a mapping $``$ from (a subclass $`𝒞`$ of) the category of all couples of Banach spaces into the category of all Banach spaces is said to be a method of interpolation (on $`𝒞`$) if for any couple $`(X_0,X_1)`$ ($`𝒞`$), the Banach space $`(X_0,X_1)`$ is intermediate with respect to $`(X_0,X_1)`$ (i. e. $`X_0X_1(X_0,X_1)X_0+X_1`$), and $`T:(X_0,X_1)(Y_0,Y_1)`$ for all Banach couples $`(X_0,X_1)`$, $`(Y_0,Y_1)`$ ($`𝒞`$) and every $`T:(X_0,X_1)(Y_0,Y_1)`$. Here as usual the notation $`T:(X_0,X_1)(Y_0,Y_1)`$ means that $`T:X_0+X_1Y_0+Y_1`$ is a linear operator such that for $`j=0,1`$ the restriction of $`T`$ to the space $`X_j`$ is a bounded operator from $`X_j`$ into $`Y_j`$. If additionally $$T:(X_0,X_1)(Y_0,Y_1)\mathrm{max}\{T:X_0Y_0,T:X_1Y_1\}$$ holds, then $``$ is called an exact method of interpolation (on $`𝒞`$). Concrete examples of exact interpolation methods are the real method of interpolation $`(,)_{\theta ,p}`$, $`0<\theta <1`$, $`1p\mathrm{}`$ (see e. g. \[BL78, Chapter 3\]) defined on the class of all Banach couples and the complex method of interpolation $`[,]_\theta `$, $`0<\theta <1`$ (see e. g. \[BL78, Chapter 4\]) defined on the class of couples of complex Banach spaces. Both methods are of power type $`\theta `$, i. e. if $`=(,)_{\theta ,p}`$ or $`=[,]_\theta `$ then for all $`T:(X_0,X_1)(Y_0,Y_1)`$ it holds $$T:(X_0,X_1)(Y_0,Y_1)T:X_0Y_0^{1\theta }T:X_1Y_1^\theta .$$ (2.3) In order to avoid misunderstandings, if we interpolate between real Banach spaces using the complex method of interpolation we mean that we use any interpolation functor which is an extension of the complex method. For such a functor we use the original notation $`[,]_\theta `$. In what follows we will often use the following well-known fact (see e. g. \[BL78, 2.5.1\]) that for any interpolation space $`X`$ with respect to $`(X_0,X_1)`$ there exists an exact interpolation functor $``$ such that $`(X_0,X_1)=X`$ up to equivalent norms. An important class of interpolation spaces are $`K`$-spaces. Recall that an intermediate Banach space $`X`$ with respect to a couple $`(X_0,X_1)`$ is called a relative $`K`$-space if, whenever $`xX`$ and $`yX_0+X_1`$ satisfy $$K(t,y;X_0,X_1)K(t,x;X_0,X_1)\text{for all }t>0,$$ then it follows that $`yX`$, where $$K(t,x;X_0,X_1):=inf\{x_0_{X_0}+tx_1_{X_1}\|x=x_0+x_1\},t>0$$ is the Peetre $`K`$-functional. A Banach couple $`(X_0,X_1)`$ is said to be a relative Calderón couple if all interpolation spaces with respect to $`(X_0,X_1)`$ are also relative $`K`$-spaces. This is equivalent to: For each pair of elements $`xX_0+X_1`$ and $`yX_0+X_1`$ satisfying $`K(t,y;X_0,X_1)K(t,x;X_0,X_1)`$ for all $`t>0`$, there exists an operator $`T:(X_0,X_1)(X_0,X_1)`$ such that $`Tx=y`$. ## 3 $`\mathbf{(}𝑬\mathbf{,}𝒑\mathbf{)}`$-summing operators The following definition is a natural extension of the notion of absolutely $`(r,p)`$-summing operators. For two Banach spaces $`E`$ and $`F`$ we mean by $`EF`$ that $`E`$ is contained in $`F`$, and the natural identity map is continuous; in this case we put $`c_E^F:=\text{id}:EF`$ and $`c_p^F:=c_\mathrm{}_p^F`$ whenever $`\mathrm{}_pF`$. If $`E`$ and $`F`$ are Banach sequence spaces with $`e_n_E=1`$ for all $`n`$, then obviously $`\mathrm{}_1E`$ and $`c_1^E=1`$. Note also that $`E^\times M(E,F)`$ with $`c_{E^\times }^{M(E,F)}=1`$. ###### Definition 3.1. For $`1p<\mathrm{}`$ let $`E`$ be a Banach sequence space such that $`\mathrm{}_pE`$ and $`e_n_E=1`$ for all $`n`$. Then an operator $`T:XY`$ between Banach spaces $`X`$ and $`Y`$ is called $`(E,p)`$-summing (shortly: $`T\mathrm{\Pi }_{E,p}`$) if there exists a constant $`C>0`$ such that for all $`x_1,\mathrm{},x_nX`$ $$(Tx_i_Y)_{i=1}^n_ECc_p^E\underset{x^{}B_X^{}}{sup}\left(\underset{i=1}{\overset{n}{}}\|x^{},x_i\|^p\right)^{1/p},$$ where in the sequel $`(\xi _i)_{i=1}^n`$ denotes the sequence $`_{i=1}^n\xi _ie_i`$. We write $`\pi _{E,p}(T)`$ for the smallest constant $`C`$ with the above property; in this way we obtain the Banach operator ideal $`(\mathrm{\Pi }_{E,p},\pi _{E,p})`$ (see also \[MM99\]), and for $`E=\mathrm{}_r`$ ($`rp`$) the well-known Banach operator ideal $`(\mathrm{\Pi }_{r,p},\pi _{r,p})`$ of all absolutely $`(r,p)`$-summing operators. Let us collect some later needed observations which are all modelled along classical results on $`(r,p)`$-summing operators. We start with the following simple fact that for each maximal Banach sequence space $`E`$ an operator $`T:XY`$ is $`(E,p)`$-summing if and only if the induced linear operator $$\widehat{T}:\mathrm{}_p^w(X)E(Y),\widehat{T}(x_n):=(Tx_n)$$ is defined (and hence bounded). In this case, $`\widehat{T}:\mathrm{}_p^w(X)E(Y)=\pi _{E,p}(T)`$ provided that $`c_p^E=1`$. Here and in what follows for a given Banach space $`X`$, $`\mathrm{}_p^w(X)`$ and $`E(X)`$ denotes the Banach space of all weakly $`p`$-summable and absolutely $`E`$-summable sequences $`x=(x_n)`$ in $`X`$ equipped with the norms $$x_{\mathrm{}_p^w(X)}:=\underset{x^{}B_X^{}}{sup}\left(\underset{n=1}{\overset{\mathrm{}}{}}\|x^{},x_n\|^p\right)^{1/p}$$ and $$x_{E(X)}:=(x_n_X)_E,$$ respectively. It is well-known that the Pietsch Domination Theorem implies that any $`p`$-summing operator $`T:XY`$, $`1p<\mathrm{}`$ is a Dunford-Pettis operator, i. e. $`T`$ transforms weakly convergent sequences into norm convergent sequences, and thus by Rosenthal’s $`\mathrm{}_1`$-Theorem it is compact whenever $`X`$ does not contain a copy of $`\mathrm{}_1`$. In general this is not true for $`(r,p)`$-summing operators as has been noted by Bennett \[Ben73\], namely the inclusion map $`\mathrm{}_r\mathrm{}_{\mathrm{}}`$ is $`(r,1)`$-summing for any $`1<r<\mathrm{}`$, however not compact. But even in our more general case the situation becomes more favorable for operators acting between special Banach spaces (see also Corollary 3.7). ###### Lemma 3.2. Let $`Y`$ be a Banach space and $`E`$ a Banach sequence space with $`e_n_E=1`$ for all $`n`$. Then the following holds true: 1. If $`T\mathrm{\Pi }_{E,p}(\mathrm{}_p^{},Y)`$ with $`1<p<\mathrm{}`$ and $`\mathrm{}_pEc_0`$, then $`T`$ is a compact operator. 2. If $`T\mathrm{\Pi }_{E,1}(c_0,Y)`$ with $`\mathrm{}_1Ec_0`$, then $`T`$ is a compact operator. ###### Proof. (a) Suppose $`T`$ is not compact. Then $`T`$ is no Dunford-Pettis operator by the reflexivity of $`\mathrm{}_p^{}`$. Thus there exists a sequence $`(x_n)`$ in $`\mathrm{}_p^{}`$ such that $`x_n0`$ weakly and $`Tx_n_YC`$ for all $`n`$ with some constant $`C>0`$. In consequence $`Tx_n0`$ weakly in $`Y`$ and $`x_n_\mathrm{}_p^{}C/T`$. Passing to a subsequence, we may assume by the Bessaga-Pełczyński Selection Theorem that $`(x_n)`$ is equivalent to a block basis of the unit vector basis in $`\mathrm{}_p^{}`$ and thus to the unit vector basis in $`\mathrm{}_p^{}`$. Then $`(x_n)`$ is weakly $`p`$-summable in $`\mathrm{}_p^{}`$ since clearly $`(e_n)`$ is. But $`T:\mathrm{}_p^{}Y`$ is $`(E,p)`$-summing, hence $`(Tx_n_Y)E`$, and in particular $`(Tx_n_Y)c_0`$, a contradiction. For (b) we similarly show that $`T:c_0Y`$ is a Dunford-Pettis operator, and thus compact since $`c_0`$ does not contain a copy of $`\mathrm{}_1`$. ∎ In the following three lemmas we fix $`1p<\mathrm{}`$, and $`E`$ will always be a Banach sequence space such that $`\mathrm{}_pE`$ and $`e_n_E=1`$ for all $`n`$. ###### Lemma 3.3. For an operator $`T:XY`$ between Banach spaces the following are equivalent: 1. $`T\mathrm{\Pi }_{E,p}`$, and $`\pi _{E,p}(T)C`$. 2. For all $`m`$ the map $`\mathrm{\Phi }^m(T):(\mathrm{}_2^m,X)E_m(Y),S(TSe_i)`$ has norm $`C`$. 3. $`\pi _{E,p}(TS)C`$ for all $`m`$ and $`S(\mathrm{}_p^{}^m,X)`$ with $`S1`$. In particular, in this case, $$\pi _{E,p}(T)=\underset{m}{sup}\mathrm{\Phi }^m(T)=\underset{m}{sup}\{\pi _{E,p}(TS)\|S:\mathrm{}_2^mX1\}.$$ (3.1) The proof follows immediately from the definition and the standard observation that for each $`S=_{j=1}^me_jx_j(\mathrm{}_p^{}^m,X)`$ $$S=\underset{x^{}B_X^{}}{sup}\left(\underset{j=1}{\overset{m}{}}\|x^{},x_j\|^p\right)^{1/p}.$$ The following is an analogue of the well-known inclusion formulas (in the classical case due to Kwapień \[Kwa68\] and Tomczak-Jaegermann \[TJ70\]). ###### Lemma 3.4. For $`1p<q<\mathrm{}`$ let $`1<r<\mathrm{}`$ such that $`1/r=1/p1/q`$. Then $$\mathrm{\Pi }_{E,p}\mathrm{\Pi }_{M(\mathrm{}_r,E),q},$$ and for all $`T\mathrm{\Pi }_{E,p}`$ $$\pi _{M(\mathrm{}_r,E),q}(T)c_p^Ec_{q}^{M(\mathrm{}_r,E)}{}_{}{}^{1}\pi _{E,p}(T).$$ Moreover, if $`X`$ is a cotype $`2`$ space, then for all Banach spaces $`Y`$ $$\mathrm{\Pi }_{E,1}(X,Y)=\mathrm{\Pi }_{M(\mathrm{}_2,E),2}(X,Y).$$ (3.2) ###### Proof. The first inclusion is easy: Let $`T:XY`$ be $`(E,p)`$-summing. Then for $`x_1,\mathrm{},x_nX`$ by the Hölder inequality $`(Tx_k)_1^n_{M(\mathrm{}_r,E)}`$ $`=\underset{(\lambda _k)_1^nB_{\mathrm{}_r^n}}{sup}(\lambda _kTx_k)_1^n_E`$ $`\pi _{E,p}(T)c_p^E\underset{(\lambda _k)_1^nB_{\mathrm{}_r^n}}{sup}\underset{x^{}B_X^{}}{sup}\left({\displaystyle \underset{1}{\overset{n}{}}}\|x^{},\lambda _kx_k\|^p\right)^{1/p}`$ $`=\pi _{E,p}(T)c_p^E\underset{x^{}B_X^{}}{sup}\left({\displaystyle \underset{1}{\overset{n}{}}}\|x^{},x_k\|^q\right)^{1/q},`$ which gives the claim. The reverse inclusion in the second part follows from the upcoming Lemma 3.5: By a well-known result of Maurey there exists a constant $`C>0`$ such that for all $`S(\mathrm{}_{\mathrm{}}^n,X)`$: $`\pi _2(S)CS`$ (see e. g. \[DF93, 31.7\]). Then for $`T\mathrm{\Pi }_{M(\mathrm{}_2,E),2}(X,Y)`$ and $`S(\mathrm{}_{\mathrm{}}^n,X)`$ with $`S1`$ we obtain, together with Lemma 3.5, $$\pi _{E,1}(TS)\pi _{M(\mathrm{}_2,E),2}(T)\pi _2(S)C\pi _{M(\mathrm{}_2,E),2}(T),$$ which by Lemma 3.3 implies $`T\mathrm{\Pi }_{E,1}`$. ∎ As announced it remains to prove the following: ###### Lemma 3.5. For $`1p<q<\mathrm{}`$ let $`1<r<\mathrm{}`$ such that $`1/r=1/p1/q`$. Then $$\mathrm{\Pi }_{M(\mathrm{}_r,E),q}\mathrm{\Pi }_r\mathrm{\Pi }_{E,p},$$ and $$\pi _{E,p}(TS)\pi _{M(\mathrm{}_r,E),q}(T)\pi _r(S)$$ for $`S\mathrm{\Pi }_r(X,Y)`$ and $`T\mathrm{\Pi }_{M(\mathrm{}_r,E),q}(Y,Z)`$. ###### Proof. Let $`S`$ and $`T`$ be as in the proposition. By the Pietsch Domination Theorem there exists a regular Borel probability measure $`\mu `$ on $`B_X^{}`$ such that for all $`xX`$ $$Sx\pi _r(S)\left(_{B_X^{}}\|x^{},x\|^r𝑑\mu (x^{})\right)^{1/r}.$$ Now take $`0x_1,\mathrm{},x_nX`$ and put for $`k=1,\mathrm{},n`$ $$x_k^0:=\left(_{B_X^{}}\|x^{},x_k\|^p𝑑\mu (x^{})\right)^{1/r}x_k.$$ Then by the Hölder Inequality (and $`c_q^{M(\mathrm{}_r,E)}c_p^E`$) $`(TSx_k)_1^n_E`$ $`(TSx_k^0)_1^n_{M(\mathrm{}_r,E)}\left({\displaystyle \underset{1}{\overset{n}{}}}{\displaystyle _{B_X^{}}}\|x^{},x_k\|^p𝑑\mu (x^{})\right)^{1/r}`$ $`\pi _{M(\mathrm{}_r,E),q}(T)c_p^E\underset{y^{}B_Y^{}}{sup}\left({\displaystyle \underset{1}{\overset{n}{}}}\|y^{},Sx_k^0\|^q\right)^{1/q}`$ $`\left({\displaystyle \underset{1}{\overset{n}{}}}{\displaystyle _{B_X^{}}}\|x^{},x_k\|^p𝑑\mu (x^{})\right)^{1/r}.`$ Now complete the proof exactly as in \[TJ70\]. ∎ As in the classical case of $`(r,2)`$-summing operators, the theory of $`(F,2)`$-summing operators is deeply connected to the theory of $`s`$-numbers. In our case a crucial tool is an extension of an inequality due to König, which can be proved exactly as in \[Kön86, 2.a.3\]. ###### Proposition 3.6. Let $`F`$ be a maximal symmetric Banach sequence space such that $`\mathrm{}_2F`$. Then $`\mathrm{\Pi }_{F,2}𝒮_F^x`$. In particular, for all $`T\mathrm{\Pi }_{F,2}`$ and $`k`$ $$x_k(T)\lambda _F(k)^1c_2^F\pi _{F,2}(T).$$ (3.3) The above result allows to give a different proof of the Lemma 3.2 in the case $`p=2`$. ###### Corollary 3.7. For any Banach space $`Y`$ any $`(F,2)`$-summing operator $`T:\mathrm{}_2Y`$ is compact whenever $`\mathrm{}_2Fc_0`$. ###### Proof. By Proposition 3.6 we have $`\mathrm{\Pi }_{F,2}(\mathrm{}_2,Y)𝒮_F^x(\mathrm{}_2,Y)=𝒮_F^a(\mathrm{}_2,Y)`$ which clearly gives the claim. ∎ See Section 6 for the fact that for $`2`$-convex $`F`$ the ideals $`\mathrm{\Pi }_{F,2}`$ and the unitary ideal $`𝒮_F`$ coincide on Hilbert spaces. ## 4 $`\mathbf{(}𝑬\mathbf{,}\mathrm{𝟏}\mathbf{)}`$-summing identity maps The well-known results of Bennett \[Ben73\] and Carl \[Car74\] (proved independently) assure that for $`1u2`$ the identity map $`\text{id}:\mathrm{}_u\mathrm{}_2`$ is absolutely $`(u,1)`$-summing. In \[MM\] an extension within the setting of Orlicz sequence spaces is presented. Using interpolation theory we prove as our main result the following proper extension: ###### Theorem 4.1. Let $`E`$ be a $`2`$-concave symmetric Banach sequence space. Then the identity map $`\text{id}:E\mathrm{}_2`$ is $`(E,1)`$-summing. In other words, for every unconditionally summable sequence $`(x_n)`$ in $`E`$ the scalar sequence $`(x_n_\mathrm{}_2)`$ is contained in $`E`$. The following lemmas are essential: ###### Lemma 4.2. Let $`(E_0,E_1)`$ be a relative Calderón couple of maximal symmetric Banach sequence spaces and $`E`$ an interpolation space with respect to $`(E_0,E_1)`$. Then $`E^p`$ for all $`0<p<1`$ is an interpolation space with respect to $`(E_0^p,E_1^p)`$. ###### Proof. It is enough to show that $`E^p`$ is a relative $`K`$-space with respect to $`(E_0^p,E_1^p)`$, i.e. if whenever $`xE^p`$ and $`yE_0^p+E_1^p`$ satisfy $$K(t,y;E_0^p,E_1^p)K(t,x;E_0^p,E_1^p)\text{for all }t>0,$$ then it follows that $`yE^p`$. The claim follows from the well-known and easily verified equivalence for the $`K`$-functionals, namely $$K(t,x;E_0^p,E_1^p)K(t^{1/p},\|x\|^{1/p};E_0,E_1)^p$$ for any $`xE_0^p+E_1^p`$ and $`t>0`$, and the fact that $`E`$ is a relative $`K`$-space with respect to $`(E_0,E_1)`$. ∎ As an immediate consequence we obtain ###### Lemma 4.3. Let $`E`$ be a maximal symmetric Banach sequence space. 1. If $`E`$ is $`2`$-convex, then it is an interpolation space with respect to the couple $`(\mathrm{}_2,\mathrm{}_{\mathrm{}})`$, i. e. there exists an exact interpolation functor $``$ such that $`E=(\mathrm{}_2,\mathrm{}_{\mathrm{}})`$. 2. If $`E`$ is $`2`$-concave, then $`M(\mathrm{}_2,E)`$ is $`2`$-convex. In particular, $`M(\mathrm{}_2,E)`$ is an interpolation space with respect to $`(\mathrm{}_2,\mathrm{}_{\mathrm{}})`$. ###### Proof. (a) Without loss of generality we may assume that $`𝐌^{(\mathrm{𝟐})}(E)=1`$. Then $`E^2`$ is a maximal symmetric Banach sequence space, and by Mitiagin \[Mit65\] (see also \[Kön86, 1.b.10\]) this implies that $`E^2`$ is an interpolation space with respect to $`(\mathrm{}_1,\mathrm{}_{\mathrm{}})`$. The claim now follows by the preceding lemma and the fact that $`(\mathrm{}_1,\mathrm{}_{\mathrm{}})`$ is a relative Calderón couple (see e. g. \[BK91, 2.6.9\]). (b) Without loss of generality we may assume that $`𝐌_{(\mathrm{𝟐})}(E)=1`$. Then $`E^\times `$ is $`2`$-convex with $`𝐌^{(\mathrm{𝟐})}(E)=1`$, hence $`(E^\times )^2`$ and therefore also $`((E^\times )^2)^\times `$ are normed. Consequently, $`M(\mathrm{}_2,E)=(((E^\times )^2)^\times )^{1/2}`$ is $`2`$-convex. ∎ For the sake of completeness we give a proof of the following easy and well-known result: ###### Lemma 4.4. Let $`E`$ and $`F`$ be Banach sequence spaces, $`X`$ a Banach space and $``$ an exact interpolation functor. Then $$\text{id}:(E_n(X),F_n(X))(E_n,F_n)(X)1.$$ ###### Proof. For any given $`x_1,\mathrm{},x_nX`$ let $`x_1^{},\mathrm{},x_n^{}X^{}`$ be such that $`x_i^{}=1`$ and $`x_i^{},x_i=x_i`$. Then for $`T:R^n(X)R^n`$ defined by $`T((y_i)_1^n):=(x_i^{},y_i)_1^n`$ we obviously have $`T:E_n(X)E_n1`$ and $`T:F_n(X)F_n1`$, hence $$T:(E_n(X),F_n(X))(E_n,F_n)1.$$ Thus $`(x_i)_1^n_{(E_n,F_n)(X)}`$ $`=(x_i)_1^n_{(E_n,F_n)}`$ $`=(x_i^{},x_i)_1^n_{(E_n,F_n)}`$ $`(x_i)_1^n_{(E_n(X),F_n(X))}.`$ The following lemma partially extends (in the lattice case) results of Pisier and Kouba on the complex interpolation of spaces of operators (see \[Kou91\], \[Pi90\] and also \[DMb\]). Recall that $`\mathrm{}_2=M(\mathrm{}_2,\mathrm{}_1)`$ and $`\mathrm{}_{\mathrm{}}=M(\mathrm{}_2,\mathrm{}_2)`$; then the statement below says that under the given assumption the interpolation property of the spaces of multipliers (diagonal operators) can be transferred into the corresponding interpolation property of the associated spaces of bounded operators (at least in the finite-dimensional case). Note that a formula for the reverse inclusion holds whenever $`(\mathrm{}_1,\mathrm{}_2)E`$. ###### Lemma 4.5. For a $`2`$-concave symmetric Banach sequence space $`E`$ let $``$ be an exact interpolation functor such that $`M(\mathrm{}_2,E)(\mathrm{}_2,\mathrm{}_{\mathrm{}})`$. Then $$\underset{m,n}{sup}\text{id}:(\mathrm{}_2^m,E_n)((\mathrm{}_2^m,\mathrm{}_1^n),(\mathrm{}_2^m,\mathrm{}_2^n))\sqrt{2}c_{M(\mathrm{}_2,E)}^{(\mathrm{}_2,\mathrm{}_{\mathrm{}})}𝐌_{(\mathrm{𝟐})}(E).$$ (4.1) ###### Proof. Let $`T(\mathrm{}_2^m,E_n)`$. By a variant of the Maurey–Rosenthal Factorization Theorem (see \[Def, 4.2\] and also \[LPP91\]) there exist an operator $`R(\mathrm{}_2^m,\mathrm{}_2^n)`$ and $`\lambda R^n`$ such that $$R\lambda _{M(\mathrm{}_2^n,E_n)}\sqrt{2}𝐌_{(\mathrm{𝟐})}(E)T$$ and $`T`$ factorizes as follows: . Obviously the map $`\mathrm{\Phi }`$ defined by $$\mathrm{\Phi }(\mu ):=M_\mu R,\mu R^n$$ maps the couple $`(\mathrm{}_2^n,\mathrm{}_{\mathrm{}}^n)`$ into the couple $`((\mathrm{}_2^m,\mathrm{}_1^n),(\mathrm{}_2^m,\mathrm{}_2^n))`$ such that both restrictions have norm less or equal $`R`$. Hence by the interpolation property and the assumption the restriction map $$\mathrm{\Phi }:M(\mathrm{}_2^n,E_n)((\mathrm{}_2^m,\mathrm{}_1^n),(\mathrm{}_2^m,\mathrm{}_2^n))$$ has norm $`c_{M(\mathrm{}_2,E)}^{(\mathrm{}_2,\mathrm{}_{\mathrm{}})}R`$. Thus we obtain $`T_{((\mathrm{}_2^m,\mathrm{}_1^n),(\mathrm{}_2^m,\mathrm{}_2^n))}`$ $`=M_\lambda R_{((\mathrm{}_2^m,\mathrm{}_1^n),(\mathrm{}_2^m,\mathrm{}_2^n))}`$ $`c_{M(\mathrm{}_2,E)}^{(\mathrm{}_2,\mathrm{}_{\mathrm{}})}R\lambda _{M(\mathrm{}_2^n,E_n)}`$ $`\sqrt{2}c_{M(\mathrm{}_2,E)}^{(\mathrm{}_2,\mathrm{}_{\mathrm{}})}𝐌_{(\mathrm{𝟐})}(E)T_{(\mathrm{}_2^m,E_n)}.`$ Now we are ready to give a proof of Theorem 4.1: According to Lemma 4.3 let $``$ be an interpolation functor with $`M(\mathrm{}_2,E)=(\mathrm{}_2,\mathrm{}_{\mathrm{}})`$. We consider the mapping $$\mathrm{\Phi }^{m,n}:((\mathrm{}_2^m,\mathrm{}_1^n),(\mathrm{}_2^m,\mathrm{}_2^n))(\mathrm{}_2^m(\mathrm{}_2^n),\mathrm{}_{\mathrm{}}^m(\mathrm{}_2^n))$$ defined by $`\mathrm{\Phi }^{m,n}(S):=(Se_i)_1^m`$. By (3.1) we have $$\underset{m}{sup}\mathrm{\Phi }^{m,n}:(\mathrm{}_2^m,\mathrm{}_1^n)\mathrm{}_2^m(\mathrm{}_2^n)=\pi _2(\text{id}:\mathrm{}_1^n\mathrm{}_2^n=1$$ and $$\underset{m}{sup}\mathrm{\Phi }^{m,n}:(\mathrm{}_2^m,\mathrm{}_2^n)\mathrm{}_{\mathrm{}}^m(\mathrm{}_2^n)=\text{id}:\mathrm{}_2^n\mathrm{}_2^n=1.$$ Then by the interpolation property we obtain that $$\mathrm{\Phi }^{m,n}:((\mathrm{}_2^m,\mathrm{}_1^n),(\mathrm{}_2^m,\mathrm{}_2^n))(\mathrm{}_2^m(\mathrm{}_2^n),\mathrm{}_{\mathrm{}}^m(\mathrm{}_2^n))$$ also has norm $`1`$. Now by the preceding lemma $$\mathrm{\Phi }^{m,n}:(\mathrm{}_2^m,E_n)M(\mathrm{}_2^m,E_m)(\mathrm{}_2^n)\sqrt{2}c_{M(\mathrm{}_2,E)}^{(\mathrm{}_2,\mathrm{}_{\mathrm{}})}𝐌_{(\mathrm{𝟐})}(E).$$ Hence, since $`sup_m\mathrm{\Phi }^{m,n}=\pi _{M(\mathrm{}_2,E),2}(\text{id}:E_n\mathrm{}_2^n)`$, $$\pi _{M(\mathrm{}_2,E),2}(\text{id}:E_n\mathrm{}_2^n)\sqrt{2}c_{M(\mathrm{}_2,E)}^{(\mathrm{}_2,\mathrm{}_{\mathrm{}})}𝐌_{(\mathrm{𝟐})}(E),$$ and since $`_nE_n`$ is dense in $`E`$, this implies $`(\text{id}:E\mathrm{}_2)\mathrm{\Pi }_{M(\mathrm{}_2,E),2}`$. The final statement then follows from (3.2). ∎ Theorem 4.1 is best possible in the following sense: ###### Corollary 4.6. Let $`E`$ and $`F`$ be $`2`$-concave symmetric Banach sequence spaces. Then $$\pi _{F,1}(\text{id}:E_n\mathrm{}_2^n)\text{id}:E_nF_n.$$ (4.2) In particular, $`\text{id}:E\mathrm{}_2`$ is $`(F,1)`$-summing if and only if $`EF`$. ###### Proof. The upper estimate follows from Theorem 4.1 by factorization; for the lower estimate we may assume without loss of generality that $`𝐌_{(\mathrm{𝟐})}(E)=𝐌_{(\mathrm{𝟐})}(F)=1`$. Observe that for $`\lambda R^n`$ one has $`\lambda _{M(\mathrm{}_2^n,F_n)}\pi _{M(\mathrm{}_2,F),2}(M_\lambda :\mathrm{}_2^n\mathrm{}_2^n)`$ (simply take in the definition of $`(M(\mathrm{}_2,F),2)`$-summing $`x_i=e_i`$), hence, by Lemma 3.3 and Lemma 3.4 as well as (2.1), $`\pi _{F,1}(\text{id}:E_n\mathrm{}_2^n)`$ $`\pi _{M(\mathrm{}_2,F),2}(\text{id}:E_n\mathrm{}_2^n)`$ $`=\underset{m}{sup}\underset{S:\mathrm{}_2^mE_n1}{sup}\pi _{M(\mathrm{}_2,F),2}(\mathrm{}_2^m\stackrel{𝑆}{}E_n\stackrel{\text{id}}{}\mathrm{}_2^n)`$ $`\underset{\lambda _{M(\mathrm{}_2^n,E_n)}1}{sup}\pi _{M(\mathrm{}_2,F),2}(M_\lambda :\mathrm{}_2^n\mathrm{}_2^n)`$ $`\underset{\lambda _{M(\mathrm{}_2^n,E_n)}1}{sup}\lambda _{M(\mathrm{}_2^n,F_n)}`$ $`=\text{id}:M(\mathrm{}_2^n,E_n)M(\mathrm{}_2^n,F_n)`$ $`=\text{id}:(((E_n^\times )^2)^\times )^{1/2}(((F_n^\times )^2)^\times )^{1/2}`$ $`=\text{id}:E_nF_n.`$ As a counterpart to Corollary 4.6 we show that in Theorem 4.1 the Hilbert space $`\mathrm{}_2`$ is minimal in the following sense: ###### Corollary 4.7. Let $`E`$ and $`F`$ be maximal symmetric Banach sequence where E is $`2`$-concave. Then $$\pi _{E,1}(\text{id}:E_nF_n)\mathrm{}_2^nF_n.$$ (4.3) In particular, $`\text{id}:EF`$ is $`(E,1)`$-summing if and only if $`\mathrm{}_2F`$. ###### Proof. Again the upper estimate obviously follows by factorization from Theorem 4.1. For the lower estimate note that by \[CD97, p. 237 (3)\] (which is also valid for $`n/2+1`$ instead of $`[n/2]`$) $$x_{n/2+1}(\text{id}:E_nF_n)\frac{1}{\sqrt{2}}\frac{\text{id}:\mathrm{}_2^nF_n}{\text{id}:\mathrm{}_2^nE_n},$$ hence, by Lemma 3.4, (3.3) and \[CD97, p. 237 (1)\], $`\pi _{E,1}(\text{id}:E_nF_n)`$ $`\pi _{M(\mathrm{}_2,E),2}(\text{id}:E_nF_n)`$ $`{\displaystyle \frac{\text{id}:\mathrm{}_2^nF_n}{\sqrt{2}}}{\displaystyle \frac{\text{id}:\mathrm{}_2^{n/2+1}E_{n/2+1}}{\text{id}:\mathrm{}_2^nE_n}}`$ $`{\displaystyle \frac{\text{id}:\mathrm{}_2^nF_n}{\sqrt{2}}}{\displaystyle \frac{\text{id}:\mathrm{}_2^{nn/2}E_{nn/2}}{\text{id}:\mathrm{}_2^nE_n}}`$ $`{\displaystyle \frac{\text{id}:\mathrm{}_2^nF_n}{\sqrt{2}}}{\displaystyle \frac{a_{n/2+1}(\text{id}:\mathrm{}_2^nE_n)}{\text{id}:\mathrm{}_2^nE_n}}`$ $`{\displaystyle \frac{\text{id}:\mathrm{}_2^nF_n}{2}}.`$ We note that in general the assumption that a symmetric sequence space $`E`$ is 2-concave is essential in Theorem 4.1, even in the class of Orlicz sequence spaces. This follows from the following proposition and the fact that there is an example, constructed by Kalton \[Kal77\] (see also \[LT77, 4.c.3\]), of an Orlicz sequence space $`\mathrm{}_\phi `$ such that the identity map $`\text{id}:\mathrm{}_\phi \mathrm{}_2`$ is not a strictly singular operator, i.e. id is an isomorphism on some infinite dimensional closed subspace of $`\mathrm{}_\phi `$. ###### Proposition 4.8. Let $`E\mathrm{}_2`$ be a Banach sequence space not equivalent to $`\mathrm{}_2`$. Then the identity map $`\text{id}:E\mathrm{}_2`$ is strictly singular whenever it is $`(E,1)`$-summing. ###### Proof. Suppose that $`\text{id}:E\mathrm{}_2`$ is not strictly singular. Thus there exists an infinite dimensional closed subspace $`X`$ of $`E`$ such that the restriction of id to $`X`$ is an isomorphism from $`X`$ into $`\mathrm{}_2`$. Let $`P:\mathrm{}_2X`$ be a continuous linear projection. By assumption $`\text{id}:E\mathrm{}_2`$ is $`(E,1)`$-summing, and thus by Lemma 3.4 $`T=\text{id}P:\mathrm{}_2\mathrm{}_2`$ is $`(M(\mathrm{}_2,E),2)`$-summing. Since $`E\mathrm{}_2`$, we get $`M(\mathrm{}_2,E)c_0`$ (see (2.2)). An application of Lemma 6.1 yields that $`T`$ is compact which contradicts the fact that $`T`$ on $`X`$ is the identity. ∎ In view of Theorem 4.1 the following trivial consequence seems to be of independent interest. ###### Corollary 4.9. If $`E`$ is a symmetric Banach sequence space not equivalent to $`\mathrm{}_2`$ and such that the inclusion map $`\text{id}:E\mathrm{}_2`$ is not strictly singular, then $`E`$ does not have cotype $`2`$. Combining Proposition 4.8 and Corollary 4.9 we see that Kalton’s example $`\mathrm{}_\phi `$ is not $`2`$-concave and $`\text{id}:\mathrm{}_\phi \mathrm{}_2`$ is not $`(\mathrm{}_\phi ,1)`$-summing. ## 5 Applications to approximation numbers of identity operators Of special interest for applications (e. g. in approximation theory) are formulas for the asymptotic behavior of approximation numbers of finite-dimensional identity operators. One of the first well-known results in this direction is due to Pietsch \[Pie74\]: For $`1kn`$ and $`1p<q\mathrm{}`$ $$a_k(\text{id}:\mathrm{}_q^n\mathrm{}_p^n)=(nk+1)^{1/p1/q}.$$ (5.1) For the special case $`1p<q=2`$ let us rewrite this as follows: $$a_k(\text{id}:\mathrm{}_2^n\mathrm{}_p^n)=\frac{\lambda _\mathrm{}_p(nk+1)}{(nk+1)^{1/2}}.$$ (5.2) Using Theorem 4.1 we show this formula—at least asymptotically—for all $`2`$-concave symmetric Banach sequence spaces $`E`$ instead of $`\mathrm{}_p`$: ###### Theorem 5.1. Let $`E`$ be a $`2`$-concave symmetric Banach sequence space. Then for all $`1kn`$ $$a_k(\text{id}:\mathrm{}_2^nE_n)\frac{\lambda _E(nk+1)}{(nk+1)^{1/2}}.$$ (5.3) The proof needs the special case $`k=1`$, a result due to Szarek and Tomczak-Jaegermann \[STJ80, Proposition 2.2\]: Under the assumption of the theorem $$a_1(\text{id}:\mathrm{}_2^nE_n)=\text{id}:\mathrm{}_2^nE_n\frac{\lambda _E(n)}{n^{1/2}}.$$ (5.4) Proof of Theorem 5.1: First we claim that it is enough to show $$a_k(\text{id}:\mathrm{}_2^nE_n)_1^{nk+1}e_i_{M(\mathrm{}_2,E)}.$$ (5.5) Indeed, the right hand side in (5.5) is obviously equal to $`\text{id}:\mathrm{}_2^{nk+1}E_{nk+1}`$, and by (5.4) this is asymptotically equivalent to the right hand side in (5.3). The upper estimate in (5.5) is straightforward: Put $`\lambda :=_1^{nk+1}e_iK^n`$ and $`\mu :=_{nk+2}^ne_iK^n`$. Since the diagonal operator $`M_\mu :\mathrm{}_2^nE_n`$ has rank $`k1`$, we obtain $$a_k(\text{id}:\mathrm{}_2^nE_n)\text{id}M_\mu =M_\lambda =_1^{nk+1}e_i_{M(\mathrm{}_2,E)}.$$ On the other hand, by a result of \[CD92\] $$a_k(\text{id}:\mathrm{}_2^nE_n)=x_{nk+1}(\text{id}:E_n\mathrm{}_2^n)^1,$$ so that the lower estimate in (5.5) follows from $$x_k(\text{id}:E_n\mathrm{}_2^n)_1^ke_i_{M(\mathrm{}_2,E)}^1.$$ (5.6) In order to check (5.6) note that by Theorem 4.1 the identity map $`\text{id}:E\mathrm{}_2`$ is $`(E,1)`$-summing. Hence by Lemma 3.4 it is also $`(M(\mathrm{}_2,E),2)`$-summing, and by the generalized König inequality (3.3) we obtain $`x_k(\text{id}:E_n\mathrm{}_2^n)`$ $`_1^ke_i_{M(\mathrm{}_2,E)}^1\pi _{M(\mathrm{}_2,E),2}(\text{id}:E_n\mathrm{}_2^n)`$ $`_1^ke_i_{M(\mathrm{}_2,E)}^1\pi _{M(\mathrm{}_2,E),2}(\text{id}:E\mathrm{}_2),`$ which completes the proof. ∎ To illustrate formula (5.3) we consider Lorentz and Orlicz sequence spaces. ###### Corollary 5.2. 1. Let $`1<p<2`$ and $`1q2`$. Then for all $`1kn`$ $$a_k(\text{id}:\mathrm{}_2^n\mathrm{}_{p,q}^n)(nk+1)^{1/p1/2}.$$ (5.7) 2. Let $`1<p<2`$ and $`w`$ be a Lorentz sequence such that $`nw_n^{2/(2p)}_1^nw_i^{2/(2p)}`$. Then for all $`1kn`$ $$a_k(\text{id}:\mathrm{}_2^nd_n(w,p))(nk+1)^{1/p1/2}w_{nk+1}^{1/p}.$$ (5.8) 3. Let $`\phi `$ be an Orlicz function such that the function $`t\phi (\sqrt{t})`$ is equivalent to a concave function. Then $$a_k(\text{id}:\mathrm{}_2^n\mathrm{}_\phi ^n)\frac{(\phi ^1(1/(nk+1)))^1}{(nk+1)^{1/2}}.$$ (5.9) Note that (a) is—asymptotical—the same result as for $`\mathrm{}_p`$ (see (5.1)); although $`\mathrm{}_{p,q}`$ is ”very close“ to $`\mathrm{}_p`$, one may have expected an additional logarithmic term. ###### Proof. By Theorem 5.1 it is enough to ensure that all spaces considered in the corollary are $`2`$-concave. For the Lorentz sequence spaces $`\mathrm{}_{p,q}`$ this is due to Creekmore \[Cre81\] (see e. g. also \[Def\]), for the Lorentz sequence spaces $`d(w,p)`$ see Reisner \[Rei81\], and for Orlicz sequence spaces this is contained in \[Kom79\].∎ ## 6 Applications to eigenvalues of compact operators and unitary ideals By Pitt’s Theorem every operator $`T`$ on $`\mathrm{}_2`$ with values in $`\mathrm{}_u`$, $`1u<2`$, is compact. The original Bennett–Carl result implies (see e. g. \[Kön86, 2.b.11\]) that its sequence of singular numbers is contained in $`\mathrm{}_r`$, $`1/r=1/u1/2`$, and by Weyl’s Inequality (see e. g. \[Kön86, 1.b.9\]) even its sequence of eigenvalues is contained in $`\mathrm{}_r`$. Weyl’s inequality also holds for arbitrary maximal symmetric Banach sequence spaces: If the singular numbers of a compact operator on a Hilbert space is contained in a certain maximal symmetric sequence space $`F`$, then the same is true for its sequence of eigenvalues (see \[Kön86, 1.b.10\]). Together with Theorem 4.1 this implies the following extension of the result mentioned above: ###### Theorem 6.1. Let $`E\mathrm{}_2`$ be a $`2`$-concave symmetric Banach sequence space not equivalent to $`\mathrm{}_2`$, and $`T(\mathrm{}_2,\mathrm{}_2)`$ be an operator with values in $`E`$. Then $`T𝒮_{M(\mathrm{}_2,E)}`$. In particular, its sequence of eigenvalues $`(\lambda _n(T))`$ is contained in $`M(\mathrm{}_2,E)`$. ###### Proof. The assumption $`E\mathrm{}_2`$ together with Corollary 4.6 assures that the identity operator on $`\mathrm{}_2`$ is not contained in $`\mathrm{\Pi }_{M(\mathrm{}_2,E),2}`$, and by a result of Calkin (see \[Pie87, 2.11.11\]) it follows that every operator in $`\mathrm{\Pi }_{M(\mathrm{}_2,E),2}(\mathrm{}_2,\mathrm{}_2)`$ is compact; alternatively one may directly use Lemma 3.2 together with (2.2). Now by Theorem 4.1 and the ideal property the operator $`T:\mathrm{}_2\stackrel{𝑇}{}E\stackrel{\text{id}}{}\mathrm{}_2`$ is contained in $`\mathrm{\Pi }_{M(\mathrm{}_2,E),2}(\mathrm{}_2,\mathrm{}_2)`$ and therefore compact, and by Proposition 3.6 the sequence of Weyl (=singular) numbers $`(x_n(T))`$ is contained in $`M(\mathrm{}_2,E)`$. The second claim now follows by Weyl’s inequality mentioned above. ∎ Next we discuss an alternative approach to Theorem 4.1 using interpolation of unitary ideals; we first illustrate our idea by considering the original result of Bennett and Carl: Let $`1u<2`$. By Lemma 3.3 and (3.2) the identity map $`I_u:\mathrm{}_u\mathrm{}_2`$ is absolutely $`(u,1)`$-summing whenever the composition $`I_uS`$ for any operator $`S:\mathrm{}_2\mathrm{}_u`$ is absolutely $`(r,2)`$-summing $`(1/r=1/u1/2)`$. By the (classical) Maurey–Rosenthal Factorization Theorem there exist an operator $`R(\mathrm{}_2,\mathrm{}_2)`$ and $`\lambda \mathrm{}_r`$ such that $`S`$ factorizes as follows: . Then obviously the operator $`I_uM_\lambda :\mathrm{}_2\mathrm{}_2`$ is contained in the Schatten-$`r`$-class $`𝒮_r`$. By a result of Mitiagin (see e. g. \[DJT95, 10.3\]) $`𝒮_r=\mathrm{\Pi }_{r,2}(\mathrm{}_2,\mathrm{}_2)`$, hence $`I_uS=I_uM_\lambda R`$ is absolutely $`(r,2)`$-summing which gives the claim. ∎ Mitiagin’s result and its proof are of interpolative nature. Alternatively, the inclusion $`𝒮_r\mathrm{\Pi }_{r,2}(\mathrm{}_2,\mathrm{}_2)`$ can be proved by complex interpolation of the border cases $`\mathrm{\Pi }_{2,2}(\mathrm{}_2,\mathrm{}_2)=𝒮_2`$ and $`\mathrm{\Pi }_{\mathrm{},2}(\mathrm{}_2,\mathrm{}_2)=(\mathrm{}_2,\mathrm{}_2)=𝒮_{\mathrm{}}`$: For $`\theta :=2/r`$ $$𝒮_r=[𝒮_2,𝒮_{\mathrm{}}]_\theta =[\mathrm{\Pi }_{2,2}(\mathrm{}_2,\mathrm{}_2),\mathrm{\Pi }_{\mathrm{},2}(\mathrm{}_2,\mathrm{}_2)]_\theta \mathrm{\Pi }_{r,2}(\mathrm{}_2,\mathrm{}_2).$$ The starting point for our alternative approach to Theorem 4.1 now is an extension of Mitiagin’s result for which we need the following generalization of a result due to König (cf. \[Kön86, 2.c.10\]). ###### Lemma 6.2. Let $``$ be an interpolation functor and $`(E_0,E_1)`$ a couple of Banach sequence spaces with $`\mathrm{}_pE_j`$ and $`e_n_{E_j}=1`$ for all $`n`$, $`j=0,1`$. Then for arbitrary Banach spaces $`X`$ and $`Y`$, we have $$(\mathrm{\Pi }_{E_0,p}(X,Y),\mathrm{\Pi }_{E_1,p}(X,Y))\mathrm{\Pi }_{(E_0,E_1),p}(X,Y).$$ ###### Proof. For fixed vectors $`x_1,\mathrm{},x_nX`$ with $`sup_{x^{}B_X^{}}_{j=1}^n\|x^{},x_j\|^p1`$, we define $`\mathrm{\Phi }(T):=(Tx_j)_{j=1}^n`$ for $`T(X,Y)`$. Clearly $$\mathrm{\Phi }:(\mathrm{\Pi }_{E_0,p}(X,Y),\mathrm{\Pi }_{E_1,p}(X,Y))(E_{0n}(Y),E_{1n}(Y))$$ with norm $`1`$. By interpolation and Lemma 4.4 we obtain that $$\mathrm{\Phi }:(\mathrm{\Pi }_{E_0,p}(X,Y),\mathrm{\Pi }_{E_1,p}(X,Y))(E_{0n},E_{1n})(Y)$$ with norm $`1`$. This yields that $$\pi _{(E_0,E_1),p}(T)T_{(\mathrm{\Pi }_{E_0,p}(X,Y),\mathrm{\Pi }_{E_1,p}(X,Y))}$$ for any $`T(\mathrm{\Pi }_{E_0,p}(X,Y),\mathrm{\Pi }_{E_1,p}(X,Y))`$. ∎ The following theorem now admits the announced alternative proof of Theorem 4.1 exactly as it was done above for the original Bennett–Carl result—but it also seems to be of independent interest. ###### Theorem 6.3. Let $`F`$ be a $`2`$-convex maximal symmetric Banach sequence space. Then $`\mathrm{\Pi }_{F,2}(\mathrm{}_2,\mathrm{}_2)=𝒮_F`$. ###### Proof. The inclusion $`\mathrm{\Pi }_{F,2}(\mathrm{}_2,\mathrm{}_2)𝒮_F`$ is contained in Proposition 3.6. For the reverse inclusion, we note that if $`Ec_0`$ is a maximal symmetric space, then $`E`$ is an interpolation space with respect to $`(\mathrm{}_1,c_0)`$. Assume without loss of generality that $`F\mathrm{}_{\mathrm{}}`$ and $`𝐌_{(\mathrm{𝟐})}(F)=1`$. By the symmetry of $`F`$, it follows that $`Fc_0`$. In consequence $`F^2`$ is an interpolation space with respect to $`(\mathrm{}_1,c_0)`$, and thus by Lemma 4.2, $`F`$ is an interpolation space with respect to $`(\mathrm{}_2,c_0)`$ (note that $`(\mathrm{}_1,c_0)`$ is a relative Calderón couple since $`(\mathrm{}_1,\mathrm{}_{\mathrm{}})`$ is). Hence there exists an exact interpolation functor $``$ such that $`F=(\mathrm{}_2,c_0)`$. By applying Lemma 6.2, we obtain $$(\mathrm{\Pi }_{\mathrm{}_2,2}(\mathrm{}_2,\mathrm{}_2),\mathrm{\Pi }_{c_0,2}(\mathrm{}_2,\mathrm{}_2))\mathrm{\Pi }_{F,2}(\mathrm{}_2,\mathrm{}_2)$$ The claim now follows by the fact that $`𝒦(\mathrm{}_2)\mathrm{\Pi }_{c_0,2}(\mathrm{}_2,\mathrm{}_2)`$ ($`𝒦(\mathrm{}_2)`$ denotes the space of compact operators on $`\mathrm{}_2`$) and by a result on interpolation of unitary ideals due to Arazy \[Ara78\]: $`𝒮_F=𝒮_{(\mathrm{}_2,c_0)}=(𝒮_2,𝒦(\mathrm{}_2))`$. ∎ Another nice application of Theorem 6.3 is the following: ###### Corollary 6.4. Let $`F`$ be a maximal symmetric Banach sequence space such that $`\mathrm{}_2F`$. Then for every Banach space $`X`$ with $`dimX=n`$ $$\pi _{F,2}(\text{id}_X)C^1\lambda _F(n),$$ (6.1) where $`C>0`$ is a constant depending on $`F`$ only. Moreover, if $`F`$ is $`2`$-convex, then even $$C^1\lambda _F(n)\pi _{F,2}(\text{id}_X)C\lambda _F(n).$$ (6.2) ###### Proof. Let $`G:=m_{\lambda _F}`$ be the Marcinkiewicz sequence space associated to $`F`$. By Proposition 3.6 and the fact that the continuous inclusion $`FG`$ is of norm one we get that $$(x_k(\text{id}_X))_1^n_Gc_2^F\pi _{F,2}(\text{id}_X).$$ Since $`G`$ is a maximal symmetric Banach sequence space, it follows by the generalized Weyl Inequality \[Kön86, 2.a.8\] that $`_1^ne_i_F`$ $`=\underset{1kn}{sup}_1^ke_i_F1=(\lambda _k(\text{id}_X))_1^n_G`$ $`2\sqrt{2e}(x_k(\text{id}_X))_1^n_G2\sqrt{2e}c_2^F\pi _{F,2}(\text{id}_X),`$ where $`\lambda _k(\text{id}_X)`$ is the $`k`$-th eigenvalue of $`\text{id}_X`$. For the reverse estimate note that for an operator $`T:YZ`$ of rank $`n`$ one has $$\pi _{F,2}(T)=sup\{\pi _{F,2}(TS)\|S(\mathrm{}_2^n,Y),S1\}$$ (check the proof of \[TJ89, 11.3 and 9.7\]). Now let $`S(\mathrm{}_2^n,X)`$. Then by Theorem 6.3 $$\pi _{F,2}(\text{id}_XS)\pi _{F,2}(\text{id}_{\mathrm{}_2^n})S\stackrel{~}{C}_1^ne_i_FS,$$ where $`\stackrel{~}{C}>0`$ is a constant only depending on $`F`$. ∎ ## 7 Complex interpolation in the range Based on the case $`v=2`$, Bennett and Carl also proved that for $`1uv2`$ the identity operator $`\text{id}:\mathrm{}_u\mathrm{}_v`$ is absolutely $`(r,2)`$-summing whenever $`1/r=1/u1/v`$. By using Theorem 4.1 and complex interpolation in the range we obtain the following formal extension of our main result: ###### Proposition 7.1. Let $`E`$ be a $`2`$-concave symmetric Banach sequence space. Then for $`0\theta <1`$ the identity operator $`\text{id}:E[\mathrm{}_2,E]_\theta `$ is absolutely $`(M(\mathrm{}_2,E)^{1\theta },2)`$-summing. This now enables us to give an extension of the original Bennett–Carl result within the framework of Lorentz sequence spaces: ###### Corollary 7.2. Let $`1<u_1<v_1<2`$ and $`1u_2v_22`$ be such that either $`u_2=v_2=2`$ or $`\frac{1/v_11/2}{1/u_11/2}=\frac{1/v_21/2}{1/u_21/2}`$. Then $$(\text{id}:\mathrm{}_{u_1,u_2}\mathrm{}_{v_1,v_2})\mathrm{\Pi }_{\mathrm{}_{r_1,r_2},2},$$ where $`1/r_1=1/u_11/v_1`$ and $`1/r_2=1/u_21/v_2`$. ###### Proof. This directly follows from the preceding proposition and the fact that for $`\theta :=\frac{1/v_11/2}{1/u_11/2}`$ by the reiteration theorem \[BL78, 4.7.2\] one has $`[\mathrm{}_2,\mathrm{}_{u_1,u_2}]_\theta =\mathrm{}_{v_1,v_2};`$ finally, $$M(\mathrm{}_2,\mathrm{}_{u_1,u_2})^{1\theta }=\mathrm{}_{\stackrel{~}{u}_1,\stackrel{~}{u}_2}^{1\theta }=\mathrm{}_{r_1,r_2},$$ where $`1/\stackrel{~}{u}_1=1/u_11/2`$ and $`1/\stackrel{~}{u}_2=1/u_21/2`$. ∎ For our applications of this result we need the following two statements: ###### Lemma 7.3. Let $`F`$ be a maximal symmetric sequence space such that $`\mathrm{}_2F`$. Then for every invertible operator $`T:XY`$ between two $`n`$-dimensional Banach spaces and all $`1kn`$ $$c_k(T)C^1\frac{\lambda _F(nk+1)}{\pi _{F,2}(T^1)},$$ (7.1) where $`C:=2\sqrt{2e}c_2^F`$. ###### Proof. We copy the proof of \[CD97, p. 231\] for the $`2`$-summing norm. Take a subspace $`MX`$ with $`\text{codim}M<k`$. Then $$nk+1dimM,$$ hence by (6.1) $$_1^{nk+1}e_i_F_1^{dimM}e_i_FC\pi _{F,2}(\text{id}_M).$$ Clearly (by the injectivity of $`\mathrm{\Pi }_{F,2}`$) $$\pi _{F,2}(\text{id}_M)=\pi _{F,2}(\text{id}:MX),$$ therefore the commutative diagram gives, as desired, $`_1^{nk+1}e_i_FT_{\|M}C\pi _{F,2}(T^1).`$ The following two results extend (5.3) and (5.7): ###### Proposition 7.4. Let $`E`$ be a $`2`$-concave symmetric Banach sequence space. Then for $`0\theta <1`$ and all $`1kn`$ $$a_k(\text{id}:[\mathrm{}_2^n,E_n]_\theta E_n)c_k(\text{id}:[\mathrm{}_2^n,E_n]_\theta E_n)\left(\frac{\lambda _E(nk+1)}{(nk+1)^{1/2}}\right)^{1\theta }.$$ (7.2) ###### Proof. The estimate $$c_k(\text{id}:[\mathrm{}_2^n,E_n]_\theta E_n)\left(\frac{\lambda _E(nk+1)}{(nk+1)^{1/2}}\right)^{1\theta }$$ follows from Proposition 7.1 and (7.1) together with (5.4). Obviously $$c_k(\text{id}:[\mathrm{}_2^n,E_n]_\theta E_n)a_k(\text{id}:[\mathrm{}_2^n,E_n]_\theta E_n)\text{id}:[\mathrm{}_2^{nk+1},E_{nk+1}]_\theta E_{nk+1},$$ and by (2.3) together with (5.4) $$\text{id}:[\mathrm{}_2^{nk+1},E_{nk+1}]_\theta E_{nk+1}\text{id}:\mathrm{}_2^{nk+1}E_{nk+1}^{1\theta }\left(\frac{\lambda _E(nk+1)}{(nk+1)^{1/2}}\right)^{1\theta },$$ which gives the claim. ∎ ###### Corollary 7.5. Let $`1<u_1<v_1<2`$ and $`1u_2v_22`$ be such that either $`u_2=v_2=2`$ or $`\frac{1/v_11/2}{1/u_11/2}=\frac{1/v_21/2}{1/u_21/2}`$. Then for $`1kn`$ $$c_k(\text{id}:\mathrm{}_{v_1,v_2}^n\mathrm{}_{u_1,u_2}^n)a_k(\text{id}:\mathrm{}_{v_1,v_2}^n\mathrm{}_{u_1,u_2}^n)(nk+1)^{1/u_11/v_1}.$$ (7.3) Moreover, formula (7.3) also holds in the case $`1<u_1<v_1<2`$ and $`1u_22v_2\mathrm{}`$. ###### Proof. The first part is clear (use the preceding proposition together with what was mentioned in the proof of Corollary 7.2). The lower estimates for the second part now follow by factorization: $$c_k(\text{id}:\mathrm{}_{v_1,v_2}^n\mathrm{}_{u_1,u_2}^n)c_k(\text{id}:\mathrm{}_{v_1,2}^n\mathrm{}_{u_1,2}^n).$$ The upper estimates are again straightforward by real interpolation: Choose $`0<\theta <1`$ such that $`1/v_1=(1\theta )/2+\theta /u_1`$, then (with the help of (2.3)) $`c_k(\text{id}:\mathrm{}_{v_1,v_2}^n\mathrm{}_{u_1,u_2}^n)`$ $`a_k(\text{id}:\mathrm{}_{v_1,v_2}^n\mathrm{}_{u_1,u_2}^n)`$ $`\text{id}:\mathrm{}_{v_1,v_2}^{nk+1}\mathrm{}_{u_1,u_2}^{nk+1}`$ $`\text{id}:(\mathrm{}_2^{nk+1},\mathrm{}_{u_1,u_2}^{nk+1})_{\theta ,v_2}\mathrm{}_{u_1,u_2}^{nk+1}`$ $`\text{id}:\mathrm{}_2^{nk+1}\mathrm{}_{u_1,u_2}^{nk+1}^{1\theta }`$ $`(nk+1)^{1/u_11/v_1}.`$ We conjecture that formula (7.3) is true for all $`1<u_1<v_1<2`$ and $`1u_2,v_2\mathrm{}`$. Address of the first and the third named author: Fachbereich Mathematik Carl von Ossietzky University of Oldenburg Postfach 2503 D-26111 Oldenburg Germany defant@mathematik.uni-oldenburg.de michels@mathematik.uni-oldenburg.de Address of the second named author: Faculty of Mathematics and Computer Science A. Mickiewicz University Matejki 48/49 60-769 Poznań Poland and Institute of Mathematics (Poznań branch) Polish Academy of Sciences Matejki 48/49 60-769 Poznań mastylo@amu.edu.pl
warning/0006/cond-mat0006461.html	ar5iv	text	# Electronic correlation effects and the Coulomb gap at finite temperature ## Acknowledgments: This work was supported by the German SFB 252 Darmstadt/Frankfurt/Mainz and the Russian RFFI 97-02-18280.
warning/0006/gr-qc0006006.html	ar5iv	text	# Generic Isolated Horizons and their Applications ## Abstract Boundary conditions defining a generic isolated horizon are introduced. They generalize the notion available in the existing literature by allowing the horizon to have distortion and angular momentum. Space-times containing a black hole, itself in equilibrium but possibly surrounded by radiation, satisfy these conditions. In spite of this generality, the conditions have rich consequences. They lead to a framework, somewhat analogous to null infinity, for extracting physical information, but now in the strong field regions. The framework also generalizes the zeroth and first laws of black hole mechanics to more realistic situations and sheds new light on the ‘origin’ of the first law. Finally, it provides a point of departure for black hole entropy calculations in non-perturbative quantum gravity. A great deal of analytical work on black holes in general relativity centers around event horizons in globally stationary space-times (see, e.g., ). While it is a natural starting point, this idealization seems overly restrictive from a physical point of view. In a realistic gravitational collapse, or a black hole merger, the final black hole is expected to rapidly reach equilibrium. However, the exterior space-time region will not be stationary. Indeed, a primary goal of many numerical simulations is to study radiation emitted in the process. Similarly, since event horizons can only be determined retroactively after knowing the entire space-time evolution, they are not directly useful in many situations. For example, when one speaks of black holes in centers of galaxies, one does not refer to event horizons. The idealization seems unsuitable also for black hole mechanics and statistical mechanical calculations of entropy. Firstly, in ordinary equilibrium statistical mechanics, one only assumes that the system under consideration is stationary, not the whole universe. Secondly, from quantum field theory in curved space-times, thermodynamic considerations are known to apply also to cosmological horizons. Thus, it seems desirable to replace event horizons by a quasi-local notion and develop a detailed framework tailored to diverse applications, from numerical relativity to quantum gravity, without the assumption of global stationarity. The purpose of this letter is to present such a framework. Specifically, we will provide a set of quasi-local boundary conditions which define an isolated horizon $`\mathrm{\Delta }`$ representing, for example, the last stages of a collapse or a merger, and focus on space-time regions admitting such horizons as an inner boundary. Although the boundary conditions are motivated purely by geometric considerations, they lead to a well-defined action principle and Hamiltonian framework. This, in turn, leads to a definition of the horizon mass $`M_\mathrm{\Delta }`$ and angular momentum $`J_\mathrm{\Delta }`$. These quantities refer only to structures intrinsically available on $`\mathrm{\Delta }`$, without any reference to infinity, and yet lead to a generalization of the familiar laws of black hole mechanics. We will also introduce invariantly defined coordinates near $`\mathrm{\Delta }`$ and a Bondi-type expansion of the metric. Finally, our present boundary conditions allow distorted and rotating horizons and are thus significantly weaker than those introduced in earlier papers . With this extension, the framework becomes a robust new tool in the study of classical and quantum black holes. For brevity, in the main discussion we will restrict ourselves to the Einstein-Maxwell theory in four space-time dimensions. Throughout, $`\widehat{}=`$ will stand for equality restricted to $`\mathrm{\Delta }`$; an arrow under an index will denote pull-back of that index to $`\mathrm{\Delta }`$; $`V^a`$ will be a generic vector field tangential to $`\mathrm{\Delta }`$ and $`\stackrel{~}{V}^a`$ any of its extensions to space-time. The electromagnetic potential and fields will be denoted by bold-faced letters. All fields are assumed to be smooth, and bundles, trivial. For details, generalizations and subtleties, see . Definition: A sub-manifold $`\mathrm{\Delta }`$ of a space-time $`(M,g_{ab})`$ is said to be an isolated horizon if: i) It is topologically $`S^2\times R`$, null, with zero shear and expansion. This condition implies, in particular, that the space-time $``$ induces a unique derivative operator $`D`$ on $`\mathrm{\Delta }`$ via $`D_aV^b:=_\begin{array}{c}a\end{array}\stackrel{~}{V}^b`$. ii) $`(_{\mathrm{}}D_aD_a_{\mathrm{}})V^b\widehat{}=0`$ and $`_{\mathrm{}}𝐀_\begin{array}{c}a\end{array}\widehat{}=0`$ for some null normal $`\mathrm{}`$ to $`\mathrm{\Delta }`$; and, iii) Field equations hold at $`\mathrm{\Delta }`$. All these conditions are local to $`\mathrm{\Delta }`$. The first two imply that the intrinsic metric and connection on $`\mathrm{\Delta }`$ are ‘time-independent’ and spell out the precise sense in which $`\mathrm{\Delta }`$ is ‘isolated’. Every Killing horizon which is topologically $`S^2\times R`$ is an isolated horizon. However, in general, space-times with isolated horizons need not admit any Killing field even in a neighborhood of $`\mathrm{\Delta }`$. The local existence of such space-times was shown in . A global example is provided by Robinson-Trautman space-times which admit an isolated horizon but have radiation in every neighborhood of it . Finally, on a general $`\mathrm{\Delta }`$, the null normal $`\mathrm{}`$ of ii) plays a role analogous to that of the Killing field on a Killing horizon. Generically, $`\mathrm{}`$ satisfying ii) is unique up to a constant rescaling $`\mathrm{}c\mathrm{}`$. (In particular, this is true of the Kerr family.) We will denote by $`[\mathrm{}]`$ the equivalence class of null normals satisfying ii). One cannot hope to eliminate this constant rescaling freedom because, without reference to infinity, it exists already on Killing horizons. Geometry of isolated horizons: Although the boundary conditions are rather weak, they have surprisingly rich consequences. We now summarize the most important ones. 1. Intrinsic geometry: $`\mathrm{}`$ is a symmetry of the degenerate, intrinsic metric $`q_{ab}:=g_{\begin{array}{c}ab\end{array}}`$ of $`\mathrm{\Delta }`$; $`_{\mathrm{}}q_{ab}\widehat{}=0`$. $`\mathrm{\Delta }`$ is naturally equipped with a 2-form $`ϵ_{ab}`$, the pull-back to $`\mathrm{\Delta }`$ of the volume 2-form on the 2-sphere of integral curves of $`\mathrm{}`$, satisfying $`ϵ_{ab}\mathrm{}^b\widehat{}=0`$ and $`_{\mathrm{}}ϵ_{ab}\widehat{}=0`$. The area of any cross-section $`S`$ is given by $`_Sϵ`$ and is the same for all cross-sections. We will denote it by $`a_\mathrm{\Delta }`$. 2. Connection coefficients: $`\mathrm{}`$ is geodesic and free of divergence, shear and twist. Hence there exists a 1-form $`\omega `$ on $`\mathrm{\Delta }`$ such that $`_\begin{array}{c}a\end{array}\mathrm{}^b=\omega _a\mathrm{}^b`$. The surface gravity $`\kappa _{(\mathrm{})}`$ defined by $`\mathrm{}`$ is given by $`\kappa _{(\mathrm{})}=\omega _a\mathrm{}^a`$. The boundary conditions imply $`\kappa _{(\mathrm{})}`$ is constant on $`\mathrm{\Delta }`$ . Thus, the zeroth law holds. Similarly, the electromagnetic potential $`\mathrm{\Phi }_{(\mathrm{})}=𝐀_a\mathrm{}^a`$ is constant on $`\mathrm{\Delta }`$ . Note, however, that other connection components or the scalar curvature of the intrinsic metric $`q_{ab}`$ need not be constant; the horizon may be distorted arbitrarily. 3. Weyl curvature: Let us pick an $`\mathrm{}`$ in $`[\mathrm{}]`$ and construct a null tetrad $`\mathrm{},n,m,\overline{m}`$ on $`\mathrm{\Delta }`$. Here $`m,\overline{m}`$ are chosen to be tangential to $`\mathrm{\Delta }`$ and thus $`n`$ is transverse. Then, the Weyl components $`\mathrm{\Psi }_0=C_{abcd}\mathrm{}^am^b\mathrm{}^cm^d`$ and $`\mathrm{\Psi }_1=C_{abcd}\mathrm{}^am^b\mathrm{}^cn^d`$ vanish, implying that there is no flux of gravitational radiation across $`\mathrm{\Delta }`$ and the Weyl tensor at $`\mathrm{\Delta }`$ is of Petrov type II . Hence $`\mathrm{\Psi }_2:=C_{abcd}\mathrm{}^am^b\overline{m}^cn^d`$ is gauge invariant. Its imaginary part is determined by $`\omega `$ via: $`d\omega =2\mathrm{Im}\mathrm{\Psi }_2ϵ`$. If there are no matter fields on $`\mathrm{\Delta }`$, the horizon angular momentum is determined entirely by $`\mathrm{Im}\mathrm{\Psi }_2`$. While $`\mathrm{\Psi }_2`$ is time independent on the horizon, in general, $`\mathrm{\Psi }_3=C_{abcd}\mathrm{}^am^b\overline{m}^cn^d`$ and $`\mathrm{\Psi }_4=C_{abcd}n^a\overline{m}^bn^c\overline{m}^d`$ are not . 4. A natural foliation: Let us consider the non-extremal case when $`\kappa _{(\mathrm{})}`$ is non-zero. Then, $`\mathrm{\Delta }`$ admits a natural foliation, thereby providing a natural ‘horizon rest frame’ . The 2-sphere cross-sections of the horizon defined by this foliation are completely analogous to the ‘good cuts’ that null infinity admits in absence of Bondi news. Therefore, we will refer to them as good cuts of the horizon. If there is no gravitational contribution to angular momentum, i.e., if $`\mathrm{Im}\mathrm{\Psi }_2\widehat{}=0`$, then $`d\omega `$ vanishes. Hence, there exists a function $`\psi `$ on $`\mathrm{\Delta }`$ with $`\omega \widehat{}=d\psi `$. Since $`_{\mathrm{}}\psi \widehat{}=\omega \mathrm{}\widehat{}=\kappa `$ is constant on $`\mathrm{\Delta }`$, the $`\psi \widehat{}=\mathrm{constant}`$ surfaces foliate $`\mathrm{\Delta }`$. In the general case, the argument is more involved but the foliation is again determined invariantly by the geometrical structure of $`\mathrm{\Delta }`$. This foliation turns out to be very useful (see below). 5. Symmetries of $`\mathrm{\Delta }`$: In view of our main Definition, it is natural to define the symmetry group $`𝒢_\mathrm{\Delta }`$ of a given isolated horizon to be the sub-group of $`\mathrm{Diff}\mathrm{\Delta }`$ which preserves $`[\mathrm{}],q_{ab},D,𝐀_\begin{array}{c}a\end{array}`$. Since $`q_{ab},D,𝐀_\begin{array}{c}a\end{array}`$ can vary from one isolated horizon to another, $`𝒢_\mathrm{\Delta }`$ is not canonical. For simplicity, let us again restrict ourselves to the non-extremal case $`\kappa _{(\mathrm{})}0`$. Then, isolated horizons fall into three universality classes : I. dim $`𝒢_\mathrm{\Delta }`$ = 4: in this case, $`q_{ab}`$ is spherically symmetric, good cuts are invariant under the natural $`SO(3)`$ action and $`𝒢_\mathrm{\Delta }`$ is the direct product of $`SO(3)`$ with translations along $`\mathrm{}`$; II. dim $`𝒢_\mathrm{\Delta }`$ = 2: in this case, $`q_{ab}`$ is axi-symmetric, the general infinitesimal symmetry $`\xi ^a`$ has the form $`\xi ^a\widehat{}=c\mathrm{}^a+\mathrm{\Omega }\phi ^a`$, where $`c,\mathrm{\Omega }`$ are arbitrary constants on $`\mathrm{\Delta }`$ and $`\phi `$ is a rotational vector field tangential to good cuts; and, III. dim $`𝒢_\mathrm{\Delta }`$ =1: in this case, the infinitesimal horizon symmetry has the form $`\xi ^a=c\mathrm{}^a`$. In case I, as one might expect, $`\mathrm{Im}\mathrm{\Psi }_2\widehat{}=0`$ and the horizon is non-rotating. Case III corresponds to general distortion. Extracting physics: The isolated horizon framework can be used to extract invariant physical information in the strong field region near black holes, formed by gravitational collapse or merger of compact objects. At a sufficiently late time, the space-time would contain an (approximate) isolated horizon $`\mathrm{\Delta }`$. In the most interesting case, $`\mathrm{\Delta }`$ would be of universality class II above. We will now focus on this class and comment on other cases at the end of this letter. First, we can ask for the angular momentum and mass of $`\mathrm{\Delta }`$. Recall that, for asymptotically flat space-times without internal boundaries, one obtains expressions of the ADM mass $`M_{\mathrm{}}`$ and angular momentum $`J_{\mathrm{}}`$ using a Hamiltonian framework. This strategy can be extended to the present case (see below). When constraints are satisfied, the total Hamiltonian is now a sum of two surface terms, one at infinity and the other at $`\mathrm{\Delta }`$. The terms at infinity again yield $`M_{\mathrm{}}`$ and $`J_{\mathrm{}}`$. General arguments lead one to interpret the surface terms at $`\mathrm{\Delta }`$ as the horizon mass $`M_\mathrm{\Delta }`$ and angular momentum $`J_\mathrm{\Delta }`$. We have : $`J_\mathrm{\Delta }`$ $`=`$ $`{\displaystyle \frac{1}{8\pi G}}{\displaystyle _S}(\phi \omega )ϵ+2G(\phi 𝐀){}_{}{}^{}𝐅`$ (1) $`=`$ $`{\displaystyle \frac{1}{4\pi G}}{\displaystyle _S}f(\mathrm{Im}\mathrm{\Psi }_2ϵ+2G\mathrm{Im}\varphi _1{}_{}{}^{}𝐅)`$ (2) where $`S`$ is any 2-sphere cross-section of $`\mathrm{\Delta }`$, $`f`$ is related to $`\phi `$ by $`D_af=ϵ_{ba}\phi ^b`$ and $`\mathrm{Im}\varphi _1=(i/2)𝐅_{ab}m^a\overline{m}^b`$ is a Newman-Penrose component of the Maxwell field. In a vacuum, axi-symmetric space-time, $`J_\mathrm{\Delta }=J_{\mathrm{}}`$. However, in general, the two differ by the angular momentum in the gravitational radiation and the Maxwell field in the region between $`\mathrm{\Delta }`$ and infinity. Even in presence of such radiation, the horizon mass is given by $$M_\mathrm{\Delta }=\frac{1}{2GR_\mathrm{\Delta }}\left((R_\mathrm{\Delta }^2+GQ^2)^2+4G^2J_\mathrm{\Delta }^2\right)^{{\scriptscriptstyle \frac{1}{2}}}$$ (3) where $`R_\mathrm{\Delta }`$ is the horizon radius, given by $`a_\mathrm{\Delta }=4\pi R_\mathrm{\Delta }^2`$, and $`Q_\mathrm{\Delta }=\frac{1}{4\pi }_S{}_{}{}^{}𝐅`$ is the horizon charge. Somewhat surprisingly, $`M_\mathrm{\Delta }`$ has the same dependence on area, angular momentum and charge as in the Kerr-Newman family (provided $`J_\mathrm{\Delta }`$ is defined via (1)). However, this is a result of the calculation, not an assumption. In a Kerr-Newman space-time, we have $`M_{\mathrm{}}=M_\mathrm{\Delta }`$ for all values of $`Q`$. (Thus, if $`Q0`$, $`M_\mathrm{\Delta }`$ does not agree with any of the known quasi-local expressions of mass.) However, in general $`M_\mathrm{\Delta }`$ is different from $`M_{\mathrm{}}`$. Under certain physically reasonable assumptions on the behavior of fields near future time-like infinity $`i^+`$, one can show that the difference is the energy radiated across $`^+`$ by gravitational and electromagnetic waves. If $`\kappa _{(\mathrm{})}0`$, irrespective of the universality class, one can introduce (essentially) invariant coordinates and tetrads in a neighborhood of $`\mathrm{\Delta }`$. Fix an $`\mathrm{}`$ in $`[\mathrm{}]`$. Let $`v,\theta ,\varphi `$ be coordinates on $`\mathrm{\Delta }`$ such that $`_{\mathrm{}}v\widehat{}=1`$ and good cuts are given by $`v\widehat{}=\mathrm{const}`$. Let $`n^a`$ be the unique future-directed null vector field which is orthogonal to the good cuts and normalized so that $`\mathrm{}n\widehat{}=1`$. Consider past null geodesics emanating from the good cuts, with $`n^a`$ as their tangent at $`\mathrm{\Delta }`$. Finally, define $`r`$ via $`_nr=1`$ and $`r=r^o`$ on $`\mathrm{\Delta }`$, and Lie drag $`v,\theta ,\varphi `$ along $`n^a`$. We now have a natural set of coordinates, $`(r,v,\theta ,\varphi )`$, the only arbitrariness being in the initial choice of $`(\theta ,\varphi )`$ and adding constants to $`r,v`$. Next, let us parallel transport $`\mathrm{},m,\overline{m}`$ along $`n`$ to obtain a null tetrad in this neighborhood. The tetrad is unique up to local $`m`$-$`\overline{m}`$ rotations at $`\mathrm{\Delta }`$. Now, assuming the vacuum equations hold in this neighborhood, one can give a Bondi-type expansion for the metric components in powers of $`(r`$-$`r^o)`$ to any desired order. For example, retaining terms to second order, we have : $`\begin{array}{ccc}g_{ab}\hfill & =\hfill & 2m_{(a}^o\overline{m}_{b)}^o+2r_{,(a}v_{,b)}(rr^0)[4\mu ^om_{(a}^o\overline{m}_{b)}^o\hfill \\ & +\hfill & 2\lambda ^om_{(a}^om_{b)}^o+2\overline{\lambda }^o\overline{m}_{(a}^o\overline{m}_{b)}^o+2v_{,(a}(2\omega _{b)}\kappa _{(\mathrm{})}v_{,b)})]\hfill \\ & +\hfill & (1/2)(rr^o)^2[4((\mu ^o)^2+\lambda ^o\overline{\lambda }^o)m_{(a}^o\overline{m}_{b)}^o\hfill \\ & +\hfill & (4\mu ^o\lambda ^o2\mathrm{\Psi }_4^o)m_{(a}^om_{b)}^o+(4\mu ^o\overline{\lambda }^o2\overline{\mathrm{\Psi }}_4^o)\overline{m}_{(a}^o\overline{m}_{b)}^o\hfill \\ & +\hfill & 4(\overline{\pi }^o\lambda ^o+\pi ^o\mu ^o\mathrm{\Psi }_3^o)v_{,(a}m_{b)}^o\hfill \\ & +\hfill & 4(\pi ^o\overline{\lambda }^o+\overline{\pi }^o\mu ^o\overline{\mathrm{\Psi }}_3^o)v_{,(a}\overline{m}_{b)}^o\hfill \\ & +\hfill & (2\pi ^o\overline{\pi }^o2\mathrm{\Psi }_2^o2\overline{\mathrm{\Psi }}_2^o)v_{,(a}v_{,b)}]+O(rr^o)^3,\hfill \end{array}`$ where quantities with the a superscript $`o`$ are evaluated on $`\mathrm{\Delta }`$, and the Newman-Penrose spin coefficients are defined as: $`\mu =m^a\overline{m}^b_an_b`$, $`\lambda =\overline{m}^a\overline{m}^b_an_b`$ and $`\pi =\mathrm{}^a\overline{m}^b_an_b`$. Using the boundary conditions and field equations, at the horizon these spin coefficients as well as the Weyl components can be expressed in terms of the dyad $`m^o,\overline{m}^o`$ defining the intrinsic horizon geometry, 1-form $`\omega _a`$ and the value of $`\mathrm{\Psi }_4^o`$ on any one good cut . The coefficient of $`(rr^o)^n`$ in the expansion is expressible in terms of these fields and the (n-2)th radial derivative of $`\mathrm{\Psi }_4`$, evaluated on $`\mathrm{\Delta }`$. The null surfaces $`v=\mathrm{const}.`$ are invariantly defined. Therefore (modulo the small freedom mentioned above) the tetrad components of the Weyl tensor on these surfaces are gauge invariant. This property will be useful in physically interpreting the outcomes of numerical simulations of mergers of compact objects. For example, it will enable a gauge invariant comparison between the radiation fields $`\|\mathrm{\Psi }_4\|`$ created in two simulations, say with somewhat different initial conditions. Finally, one can give a systematic procedure to extend any infinitesimal symmetry $`t^a\widehat{}=c\mathrm{}^a+\mathrm{\Omega }\phi ^a`$ on $`\mathrm{\Delta }`$ to a ‘potential Killing field’ $`\stackrel{~}{t}^a`$ in a neighborhood . If the space-time does admit a Killing field $`\xi ^a`$ which coincides with $`t^a`$ on $`\mathrm{\Delta }`$, then $`\xi ^a`$ must equal $`\stackrel{~}{t}^a`$ in the neighborhood. Again, since they are defined invariantly, the vector fields $`\stackrel{~}{t}^a`$ can be useful to extract physical information coded in the strong field geometry. Finally, note that all this structure —particularly the definitions of $`M_\mathrm{\Delta }`$ and $`J_\mathrm{\Delta }`$— is defined intrinsically, using local geometry of the physical space-time under consideration. To extract physical information, one does not have to embed this space-time in a Kerr solution which, in the light of the no-hair theorems, presumably approximates the physical, near horizon geometry at late times. In practice this is a significant advantage because the embedding problem can be very difficult: typically, one knows little about the form of the desired Kerr metric in the coordinate system in which the numerical simulation is carried out. More importantly, a priori, one does not know which Kerr parameters to use in the embedding, nor does one have a quantitative control on precisely how the physical near-horizon geometry is to approach Kerr. Isolated Horizon Mechanics: We already saw that the zeroth law holds on all isolated horizons. Let us consider the first law: $`\delta M=(\kappa /8\pi G)\delta a+\mathrm{\Omega }\delta J+\mathrm{\Phi }\delta Q`$. In the stationary context the law is somewhat ‘hybrid’ in that $`M`$ and $`J`$ are defined at infinity, $`a`$ at the horizon and $`\kappa ,\mathrm{\Omega }`$ and $`\mathrm{\Phi }`$ are evaluated at the horizon but refer to the normalization of the Killing field carried out at infinity. In the non-stationary context now under consideration, there are two additional problems: due to the presence of radiation, $`M_{\mathrm{}}`$ and $`J_{\mathrm{}}`$ have little to do with the horizon mass and since we no longer have a global Killing field, there is an ambiguity in the normalization of $`\kappa `$ and $`\mathrm{\Omega }`$. As in , our strategy is to arrive at the first law through a Hamiltonian framework, but now adapted to the isolated horizon boundary conditions. For brevity, we will again focus on the physically most interesting universality class II. Let us fix on the (abstract) isolated horizon boundary $`\mathrm{\Delta }`$ a rotational vector field $`\phi ^a`$. Consider the space $`\mathrm{\Gamma }`$ of asymptotically flat solutions to the Einstein-Maxwell equations for which $`\mathrm{\Delta }`$ is an isolated horizon inner-boundary with symmetry $`\phi ^a`$. $`\mathrm{\Gamma }`$ will be our covariant phase-space . Denote by $`\stackrel{~}{\phi }^a`$ any extension of $`\phi ^a`$ which is an asymptotic rotational Killing field at spatial infinity. Then, one can show that the vector field $`\delta _{\stackrel{~}{\phi }}`$ on $`\mathrm{\Gamma }`$ defined by the Lie derivative of basic fields along $`\stackrel{~}{\phi }^a`$ is a phase space symmetry, i.e., Lie drags the symplectic structure. Its generator is given by $$H_{\stackrel{~}{\phi }}=J_{\mathrm{}}J_\mathrm{\Delta }$$ where $`J_\mathrm{\Delta }`$ is given by (1). Hence, it is natural to interpret (1) as the horizon angular momentum. To define the horizon energy, one needs to select a ‘time translation’. On $`\mathrm{\Delta }`$, it should coincide with a horizon symmetry $`t^a\widehat{}=c\mathrm{}^a+\mathrm{\Omega }\phi ^a`$. While $`c,\mathrm{\Omega }`$ are constants on $`\mathrm{\Delta }`$, in the phase space we must allow them to vary from one solution to another. (In the numerical relativity language, we must allow $`t^a`$ —or, the lapse and shift at $`\mathrm{\Delta }`$— to be live.) For, unlike at infinity, the 4-geometries under consideration do not approach a fixed 4-geometry at $`\mathrm{\Delta }`$, whence it is not a priori obvious how to pick the same time-translation for all geometries in the phase space. Let $`\stackrel{~}{t}^a`$ be any extension of $`t^a`$ to the whole space-time which approaches a fixed time translation at infinity. We can ask if the corresponding $`\delta _{\stackrel{~}{t}}`$ is a phase space symmetry. The answer is rather surprising: yes, if and only if there exists a function $`E_\mathrm{\Delta }^t`$ on the phase space, involving only the horizon fields, such that the first law, $$\delta E_\mathrm{\Delta }^t=\frac{\kappa _{(t)}}{8\pi G}\delta a_\mathrm{\Delta }+\mathrm{\Omega }_t\delta J_\mathrm{\Delta }+\mathrm{\Phi }_{(t)}\delta Q,$$ (4) holds . Thus, not only does the isolated horizon framework enable one to extend the first law beyond the stationary context, but it also brings out its deeper role: the first law is a necessary and sufficient condition for a consistent Hamiltonian evolution. However, there are many choices of $`t^a`$ on the horizon for which this condition can be met, each with a corresponding time-evolution, horizon energy function and first law. Can we make a canonical choice of $`t^a`$? In the Einstein-Maxwell theory, the answer is in the affirmative. The requirement that the (live) vector field $`\stackrel{~}{t}^a`$ coincide, on each Kerr-Newman solution, with that stationary Killing field which is unit at infinity uniquely fixes $`t^a`$ on the isolated horizon of every space-time in the phase space. With this canonical choice, say $`t=t_o`$, in Einstein-Maxwell theory we can define the horizon mass to be $$M_\mathrm{\Delta }=E_\mathrm{\Delta }^{t_o}.$$ Then, $`M_\mathrm{\Delta }`$ is given by (3). We will conclude with three remarks. 1. We focused our discussion on the physically most interesting universality class II. Class I was treated in detail in and is a special case of non-rotating, class III horizons discussed in . All these cases have been analyzed in detail. However, the current understanding of class III with rotation $`(\mathrm{Im}\mathrm{\Psi }_20)`$ is rather sketchy. 2. The framework that led us to the zeroth and first laws can be easily extended to other space-time dimensions. The 2+1-dimensional case has already been analyzed in detail and has some special interesting features in the context of a negative cosmological constant. In the non-rotating, class III case, dilaton and Yang-Mills fields have also been incorporated . In the Yang-Mills case, although the zeroth and first laws can be proved, the analog of the mass formula (3) is not known because one does not have as much control on the space of all stationary solutions. Nonetheless, the framework has been used to derive new relations between masses of static black holes with hair and their solitonic analogs in Einstein-Yang Mills theory. More importantly, as is well-known, the standard no-hair theorems fail in this case and the framework has been used to conjecture new no-hair theorems tailored to isolated horizons rather than infinity . 3. In the non-rotating case, the framework has been used to carry out a systematic and detailed entropy calculation using non-perturbative quantum gravity . The analysis encompasses all black holes without any restriction of near-extremality made in string theory calculations. Furthermore, it also naturally incorporates the cosmological horizons to which thermodynamic considerations are known to apply . Recently, sub-leading corrections to entropy have also been calculated . However, the non-perturbative quantization scheme faces a quantization ambiguity —analogous to the $`\theta `$-ambiguity in QCD— which permeates all these calculations. Its role is not fully understood. Carlip and others have suggested the use of horizon symmetries in entropy calculations and this approach could shed light on the quantization ambiguity and relate the analysis of to conformal field theories. Conversely, the isolated horizon framework may offer a more systematic avenue for implementing Carlip’s ideas. Finally, since rotation has now been incorporated in the classical theory , one can hope to extend the entropy calculation to this case. Acknowledgements We would like to thank A. Corichi, S. Hayward, J. Pullin, D. Sudarsky and R. Wald for discussions. This work was supported in part by the NSF grants PHYS95-14240, INT97-22514, the Polish CSR grant 2 P03B 060 17, the Albert Einstein Institute and the Eberly research funds of Penn State.
warning/0006/math0006129.html	ar5iv	text	# RADEMACHER CHAOS IN SYMMETRIC SPACES ## 1 Introduction Let $$r_k(t)=\mathrm{sign}\mathrm{sin}2^{k1}\pi t(k=1,2,\mathrm{})$$ be a Rademacher system on $`I=[0,1]`$. The set of all real functions $`y(t)`$ which can be presented in the form $$y(t)=\underset{ij}{}b_{i,j}r_i(t)r_j(t)(tI)$$ $`(1)`$ is called the Rademacher chaos of degree 2 with respect to this system. The orthonormalized system $`\{r_i(t)r_j(t)\}_{i<j}`$ on $`I`$, unlike the ordinary Rademacher system, consists of functions which are not independent. Nevertheless, its properties remind in many aspects the properties of a family of independent and uniformly bounded functions. This concerns, in particular, the integrability of the functions of form (1): The condition $`_{i,j}b_{i,j}^2<\mathrm{}`$ implies the summability of the function $`\mathrm{exp}(\alpha \|y(t)\|)`$ for each $`\alpha >0`$ \[11, p.105\]. In the same time, there are substantial differences. For example, the system $`\{r_i(t)r_j(t)\}_{i<j}`$ is not a Sidon system (see ). The main purpose of this paper is a study of the behaviour of the Rademacher chaos in arbitrary symmetric spaces of functions defined on an interval. This will allow us to specify essentially the above mentioned results and to obtain new assertions about the geometric structure of subspaces of the symmetric spaces consisting of functions of the form (1). The essence of the method we use in the sequel is the passage to the so called ”decoupling” chaos, that is, the set of functions, defined on the square $`I\times I`$, of the form $$x(s,t)=\underset{i,j=1}{\overset{\mathrm{}}{}}a_{i,j}r_i(s)r_j(t).$$ $`(2)`$ Note that the study of the decoupling Rademacher chaos (i.e., multiple series with respect to this system) is of interest by itself. Let us recall that a Banach space $`X`$ of Lebesgue measurable on $`I`$ functions $`x=x(t)`$ is called symmetric (s.s.), if: 1) The condition $`\|x(t)\|\|y(t)\|,yX`$ implies $`xX`$ and $`xy;`$ 2) The assumption $`\mu \{tI:\|x(t)\|>\tau \}=\mu \{tI:\|y(t)\|>\tau \}(\tau >0)`$ ($`\mu `$ is the Lebesgue measure on $`I`$), and $`yX`$, implies: $`xX`$ and $`x=y`$. Given any s.s. $`X`$ on the interval $`I`$, one can construct a space $`X(I\times I)`$ on the square $`I\times I`$, having properties which are similar to 1) and 2). Indeed, if $`\mathrm{\Pi }:II\times I`$ is one-to-one mapping that preserves the measure, then $`X(I\times I)`$ (we shall call it s.s. too) consists of all Lebesgue measurable on $`I\times I`$ functions $`x=x(s,t)`$ for which $`x(\mathrm{\Pi }(u))X`$ and $`x_{X(I\times I)}=x(\mathrm{\Pi })_X`$. In the first part of the paper we obtain necessary and sufficient conditions for the equivalence of the systems $`\{r_i(t)r_j(t)\}_{i<j}`$ and $`\{r_i(s)r_j(t)\}_{i,j=1}^{\mathrm{}}`$ (in what follows we call them the multiple Rademacher systems) with the canonical base in $`l_2`$, and also, for the complementability of the subspaces generated by them. The theorems proved resemble, in the essence, the analogous results about usual Rademacher series in s.s. on an interval (see , , \[12, 2.b.4\]). In the same time, there are some differences: The role of the ”extreme” space is played by the space $`H`$, the closure of $`L_{\mathrm{}}`$ in the Orlicz space $`L_M`$, $`M(t)=e^t1`$, instead of $`G`$, the closure in the Orlicz space $`L_N`$, $`N(t)=e^{t^2}1`$ (see Theorems 1 – 4). The behaviour of the multiple Rademacher systems ”close” to the space $`L_{\mathrm{}}`$, and in particular, in the same space, becomes more complicated. It is well-known that the usual Rademacher system is a symmetric basic sequence in every s.s. $`X`$, that is, for arbitrary numerical sequence $`(c_j)_{j=1}^{\mathrm{}}`$, we have $$\left\|\left\|\underset{j=1}{\overset{\mathrm{}}{}}c_jr_j\right\|\right\|_X=\left\|\left\|\underset{j=1}{\overset{\mathrm{}}{}}c_j^{}r_j\right\|\right\|_X$$ ($`(c_j^{})_{j=1}^{\mathrm{}}`$ is the rearrangement of $`(\|c_j\|)_{j=1}^{\mathrm{}}`$ in decreasing order). On the contrary, the multiple systems in $`L_{\mathrm{}}`$ and in the ”close” spaces do not possess even the weaker unconditionality property. Another example: many s.s. sequences, which are intermediate between $`l_1`$ and $`l_2`$, are spaces of coefficient sequences of Rademacher series from functional s.s. on the interval (, ). This is not true for multiple systems, for example in the case of the space $`l_p(1p<2)`$ (see Theorems 5 – 8 and the corollaries from them). Let us recall certain definitions. If $`X`$ is a s.s. on $`I`$, then we shall denote by $`X^0`$ the closure of $`L_{\mathrm{}}`$ in $`X`$. For any two measurable on $`I`$ functions $`x(t)`$ and $`y(t)`$ we set: $$<x,y>=_0^1x(t)y(t)𝑑t$$ (if the integral exists). The last notation is similarly interpreted in the case of functions, defined in the square $`I\times I`$. The associated space $`X^{}`$ with $`X`$ is defined as the space of all measurable functions $`y(t)`$ for which the norm $$\|\|y\|\|_X^{}=sup\{<x,y>:\|\|x\|\|_X1\}$$ is finite. It is not difficult to verify that for $`xL_{\mathrm{}}`$, $`x_X=x_{X^{\prime \prime }}`$, and thus $`X^0=(X^{\prime \prime })^0`$ \[6, p.255\]. The norm in s.s. $`X`$ is said to be order semi-continuous, if the conditions $`x_n=x_n(t)0(n=1,2,\mathrm{})`$, $`x_nx`$ almost everywhere on $`I`$, $`xX`$, imply: $`x_n_Xx_X`$. If the norm in $`X`$ is order semi-continuous, then it is isometrically embedded in $`X^{\prime \prime }`$ \[6, p.255\], that is, $$\|\|x\|\|_X=sup\{<x,y>:\|\|y\|\|_X^{}1\}.$$ Important examples of s.s. are the Orlicz spaces $`L_S`$ ($`S(t)0`$ is a convex and continuous function on $`[0,\mathrm{})`$) with the norm $$x_{L_S}=inf\{u>0:_0^1S(\|x(t)\|/u)𝑑t\mathrm{\hspace{0.17em}1}\}$$ and the Marcinkiewicz space $`M(\phi )`$ ($`\phi (t)0`$ is a concave increasing function on $`[0,1])`$ with the norm $$x_{M(\phi )}=sup\{\frac{1}{\phi (t)}_o^tx^{}(s)𝑑s:\mathrm{\hspace{0.17em}0}<t1\}$$ ($`x^{}(s)`$ is the decreasing left continuous rearrangement of the function $`\|x(t)\|`$ \[9, p.83\]). ## 2 Equivalence of the multiple Rademacher systems to the canonical base in $`l_2`$ Theorem 1. The system $`\{r_i(s)r_j(t)\}_{i,j=1}^{\mathrm{}}`$ in the s. s. $`X(I\times I)`$ is equivalent to the canonical base in $`l_2`$, if and only if $`XH`$ where $`H=L_M^0`$, $`M(t)=e^t1`$. Proof. The equivalence of the system $`\{r_i(s)r_j(t)\}_{i,j=1}^{\mathrm{}}`$ to the canonical base in $`l_2`$ means that for arbitrary numerical sequence $`a=(a_{i,j})_{i,j=1}^{\mathrm{}}`$, we have $$\underset{i,j=1}{\overset{\mathrm{}}{}}a_{i,j}r_i(s)r_j(t)_{X(I\times I)}a_2,$$ $`(3)`$ where $`a_2=(_{i,j=1}^{\mathrm{}}a_{i,j}^2)^{1/2}`$ (that is, a two-sided estimate takes place with constants that depend only on $`X`$). Assume first that $`XH`$. For $`a=(a_{i,j})_{i,j=1}^{\mathrm{}}l_2`$ denote $$x(s,t)=\underset{i,j=1}{\overset{\mathrm{}}{}}a_{i,j}r_i(s)r_j(t).$$ $`(4)`$ If $`q2`$, then after a second application of Khinchin’s inequality \[4, p.153\] and the Minkowski integral inequality \[18, p. 318\] we obtain: $$x_q=\left(_0^1_0^1\|x(s,t)\|^q𝑑s𝑑t\right)^{1/q}$$ $$\sqrt{q}\left\{_0^1\left(\underset{i=1}{\overset{\mathrm{}}{}}\|\underset{j=1}{\overset{\mathrm{}}{}}a_{i,j}r_j(t)\|^2\right)^{q/2}𝑑t\right\}^{1/q}$$ $$\sqrt{q}\left\{\underset{i=1}{\overset{\mathrm{}}{}}\left(_0^1\|\underset{j=1}{\overset{\mathrm{}}{}}a_{i,j}r_j(t)\|^q𝑑t\right)^{2/q}\right\}^{1/2}qa_2.$$ The inequality $`x_qqa_2`$ obviously holds also for $`1q<2`$. Hence, making use of the expansion $$\mathrm{exp}(uz)=\underset{k=0}{\overset{\mathrm{}}{}}\frac{u^k}{k!}z^k(u>0),$$ we estimate: $$_0^1_0^1\left\{\mathrm{exp}(u\|x(s,t)\|)1\right\}𝑑s𝑑t$$ $$=\underset{k=1}{\overset{\mathrm{}}{}}\frac{u^k}{k!}_0^1_0^1\|x(s,t)\|^k𝑑s𝑑t\underset{k=1}{\overset{\mathrm{}}{}}\frac{u^k}{k!}k^ka_2^k.$$ Now if $`u<(2ea_2)^1`$, then the sum of the series on the right hand side of the last inequality does not exceed 1. Therefore, by the definition of the space $`H`$, the linear operator $$Ta(s,t)=\underset{i,j=1}{\overset{\mathrm{}}{}}a_{i,j}r_i(s)r_j(t)$$ is bounded from $`l_2`$ in $`H(I\times I)`$, and, in addition, $`Ta_H=x_H2ea_2`$. Since $`XH`$, we derive $`x_X2Cea_2`$. On the other hand, for the function $`x`$, defined by the relation (4), in view of the embedding $`XL_1`$ which holds for arbitrary s.s. on $`I`$ \[9, p.124\], and also by virtue of Khinchin’s inequality for the $`L_1`$-norm with the constant from , and Minkowski inequality, we obtain : $$\begin{array}{ccc}\hfill x_{X(I\times I)}& & D^1x_1\hfill \\ & & (\sqrt{2}D)^1_0^1\left[_{i=1}^{\mathrm{}}\left(_{j=1}^{\mathrm{}}a_{i,j}r_j(t)\right)^2\right]^{1/2}𝑑t\hfill \\ & & (\sqrt{2}D)^1\left\{_{i=1}^{\mathrm{}}\left[_0^1\left\|_{j=1}^{\mathrm{}}a_{i,j}r_j(t)\right\|dt\right]^2\right\}^{1/2}\hfill \\ & & (2D)^1a_2\hfill \end{array}$$ $`(5)`$ Thus (3) is proved. For the proof of the inverse statement we need two lemmas. In what follows $$n_x(z)=\mu \{\omega :\|x(\omega )\|>z\},x^{}(t)=inf\{z>0:n_x(z)<t\}$$ are, respectively, the distribution function and the decreasing, left side continuous rearrangement of the measurable on $`I`$ or on $`I\times I`$ function $`\|x(\omega )\|`$ \[9, p.83\]. Lemma 1. If $`n_{x_k}(z)n_x(z)`$ for $`k\mathrm{}`$, then $`x_k^{}(t)x^{}(t)`$ at all points of continuity of the function $`x^{}(t)`$ (and hence, almost everywhere). Proof. Let $`x^{}(t)`$ be continuous at the point $`t_0`$ and $`\epsilon >0`$. For $`z_1=x^{}(t_0)+\epsilon `$ we have $`n_x(z_1)<t_0`$ and thus $`n_{x_k}(z_1)<t_0`$, if $`kk_1`$. Then, from the definition of the rearrangement, $$x_k^{}(t_0)x^{}(t_0)+\epsilon (kk_1).$$ $`(6)`$ On the other hand, by the continuity of $`x^{}(t)`$ at $`t_0`$, there exists a $`\delta >0`$ such that $$x^{}(t_0+\delta )x^{}(t_0)\epsilon $$ $`(7)`$ If $`z_2=x^{}(t_0+\delta )\epsilon `$, then $`n_x(z_2)t_0+\delta `$ and there exists $`k_2`$ such that $`n_{x_k}(z_2)t_0`$ for $`kk_2`$. Therefore, in view of (7), $$x_k^{}(t_0)x^{}(t_0)2\epsilon (kk_2).$$ For $`k\mathrm{max}(k_1,k_2)`$, both the previous inequality and inequality (6) hold. Combining all them we complete the proof. Denote $$L(z)=\mu \{(s,t)I\times I:\mathrm{ln}(e/s)\mathrm{ln}(e/t)>z\}(z>0).$$ Lemma 2. For any $`z1`$, we have $$1/2\mathrm{exp}(2\sqrt{z}+2)L(z)2\mathrm{exp}(\sqrt{z}+2)$$ $`(8)`$ Proof. If $`g_z=u+z/u,h_z=\mathrm{max}(z/u,u)`$, then $$h_z(u)g_z(u)\mathrm{\hspace{0.17em}2}h_z(u)(u>0).$$ $`(9)`$ After the change of variable $`u=\mathrm{ln}(e/s)`$ we obtain $$\begin{array}{ccc}\hfill L(z)& =& _0^1\mu \{tI:\mathrm{ln}(e/t)>z\mathrm{ln}^1(e/s)\}𝑑s\hfill \\ & & \\ & =& e_0^1\mathrm{exp}\left(\frac{z}{\mathrm{ln}(e/s)}\right)𝑑s=e^2_1^{\mathrm{}}\mathrm{exp}(uz/u)𝑑u\hfill \\ & & \\ & =& e^2_1^{\mathrm{}}\mathrm{exp}(g_z(u))𝑑u.\hfill \end{array}$$ $`(10)`$ Integrating by parts, we estimate $$_\sqrt{z}^ze^u\frac{du}{u}=\frac{\mathrm{exp}(\sqrt{z})}{\sqrt{z}}\frac{\mathrm{exp}(z)}{z}_\sqrt{z}^ze^u\frac{du}{u^2}\frac{\mathrm{exp}(\sqrt{z})}{\sqrt{z}}.$$ Thus, in view of (9) and (10), changing the variable, we arrive at the bound $$e^2L(z)_1^{\mathrm{}}\mathrm{exp}(h_z(u))𝑑u=_1^\sqrt{z}\mathrm{exp}(z/u)𝑑u+\mathrm{exp}(\sqrt{z})$$ $$=\mathrm{exp}(\sqrt{z})+z_\sqrt{z}^ze^u𝑑u/u^2$$ $$\mathrm{exp}(\sqrt{z})+\sqrt{z}_\sqrt{z}^ze^u𝑑u/u2\mathrm{exp}(\sqrt{z}).$$ For the reverse estimate, again with the help of (9) and (10), we obtain $$e^2L(z)_1^{\mathrm{}}\mathrm{exp}(2h_z(u))_\sqrt{z}^{\mathrm{}}\mathrm{exp}(2u)𝑑u=2^1\mathrm{exp}(2\sqrt{z}),$$ and inequality (8) is proved. Returning now to the proof of Theorem 1, assume that the system $`\{r_i(s)r_j(t)\}_{i,j=1}^{\mathrm{}}`$ is equivalent in $`X(I\times I)`$ to the canonical base in $`l_2`$. If $`a_{i,j}=b_ic_j`$, then $$\underset{i,j=1}{\overset{\mathrm{}}{}}a_{i,j}r_i(s)r_j(t)_{X(I\times I)}C(a_{i,j})_2=C(b_i)_2(c_j)_2.$$ In particular, for $`b_i=c_i=1/\sqrt{n}(1in)`$ and $`b_i=c_i=0(i>n)`$ $`(n=1,2,\mathrm{})`$, in view of the previous inequality and the symmetry of $`X`$, $$v_n^{}(s)v_n^{}(t)_{X(I\times I)}C(n=1,2,\mathrm{}),$$ $`(11)`$ where $`v_n(s)=\mathrm{\hspace{0.17em}1}/\sqrt{n}_{i=1}^nr_i(s)`$. By the central limit theorem (see, for example, \[3, p.161\]), $$\underset{n\mathrm{}}{lim}\mu \{sI:v_n^{}(s)>z\}=\mathrm{\Phi }(z)$$ where $$\mathrm{\Phi }(z)=\mathrm{\hspace{0.17em}2}/\sqrt{2\pi }_z^{\mathrm{}}\mathrm{exp}(u^2/2)𝑑u(z>0).$$ Applying Lemma 1, we then obtain $$\underset{n\mathrm{}}{lim}v_n^{}(s)=\mathrm{\Phi }^1(s)(s>0)$$ ($`\mathrm{\Phi }^1(s)`$ is the inverse function of $`\mathrm{\Phi }(z)`$). Therefore, in view of (11) and the properties of the second associated space $`X^{\prime \prime }`$ \[6, p.256\], $$\mathrm{\Phi }^1(s)\mathrm{\Phi }^1(t)_{X^{\prime \prime }(I\times I)}C.$$ Since $`\mathrm{\Phi }(z)\mathrm{exp}(z^2/2)`$, then $`\mathrm{ln}^{1/2}(e/s)\mathrm{ln}^{1/2}(e/t)X^{\prime \prime }(I\times I)`$ and thus, by Lemma 2, in view of the symmetry of $`X^{\prime \prime }`$, we have $$g(t)=\mathrm{ln}(e/t)X^{\prime \prime }.$$ If now $`\chi _{(0,t)}`$ is the characteristic function of the interval $`(0,t)`$, then, as known (see \[8, p.88\]), $$h(t)=\mathrm{\hspace{0.17em}1}/\chi _{(0,t)}_{L_M}=M^1(1/t)=\mathrm{ln}(1+(e1)/t)g(t).$$ Therefore $`hX^{\prime \prime }`$ as well. For arbitrary function $`xL_{\mathrm{}}`$ and all $`tI`$, in view of \[9, p.144\], we have $$x^{}(t)1/t_0^tx^{}(s)𝑑st^1x_{L_M}\chi _{(0,t)}_{(L_M)^{}}=x_{L_M}h(t).$$ Therefore, $`x_X=x_{X^{\prime \prime }}Kx_{L_M}`$ where $`K=h_{X^{\prime \prime }}`$. This means that $`H=L_M^0X^0X`$ and Theorem 1 is proved. We shall prove a similar result for the ”undecoupling” Rademacher chaos. Theorem 2. The system $`\{r_i(t)r_j(t)\}_{i<j}`$ in the s.s. $`X`$ on $`I`$ is equivalent to the canonical base in $`l_2`$ if and only if $`XH`$. Proof. The idea of the proof is a passage to the ”decoupling” chaos and then application of Theorem 1. Let the function $`y(t)`$ be of the form (1) and $$y^N(t)=\underset{1ijN}{}b_{i,j}r_i(t)r_j(t)$$ $`(12)`$ for $`N=1,2,\mathrm{}`$ The next representation follows by combinatorics arguments. $$y^N(t)=\mathrm{\hspace{0.17em}2}^{1N}\underset{D\{1,\mathrm{},N\}}{}\left(\underset{iD,jD}{}a_{i,j}r_i(t)r_j(t)\right),$$ $`(13)`$ where $`a_{i,j}=b_{i,j}+b_{j,i}`$ and the summation is taken over all $`D\{1,\mathrm{},N\}`$ \[11, p.108\]. Clearly the functions $$\underset{iD,jD}{}a_{i,j}r_i(t)r_j(t)(tI)\text{and}\underset{iD,jD}{}a_{i,j}r_i(s)r_j(t)(s,tI)$$ are equimeasurable, that is, they have equal distribution functions. Hence, if s.s. $`X`$ belongs to $`H`$, then it follows from Theorem 1 and equality (13) that $$y^N_X\mathrm{\hspace{0.17em}2}^{1N}C\underset{D\{1,\mathrm{},N\}}{}\left(\underset{iD,jD}{}a_{i,j}^2\right)^{1/2}\mathrm{\hspace{0.17em}2}Ca_2.$$ Going to the limit as $`N\mathrm{}`$, we obtain $`y_X\mathrm{\hspace{0.17em}2}Ca_2`$. On the other hand, it is well-known (see, for example, \[13, p.149\]), that for a certain $`C_1>0`$, $`a_2C_1y_1`$. Therefore, in view of the embedding $`XL_1`$, the reverse inequality also holds: $`a_2C_1Dy_X`$. For the proof of the inverse proposition we need the following. Lemma 3. Let $$x(s,t)=\underset{iA,jB}{}a_{i,j}r_i(s)r_j(t)(s,tI),$$ $`(14)`$ where $`A,B`$ are finite subsets of the set of natural numbers $`𝒩`$. Then the distribution function $`n_x(z)`$ will not change after the replacement of the summation sets $`A`$ and $`B`$ by the sets $`D`$ and $`E`$ respectively, where $`\|D\|=\|A\|`$, $`\|E\|=\|B\|`$ ($`\|G\|`$ is the number of elements of the set $`G`$). Proof. Indeed, by the Fubini theorem $$n_x(z)=_0^1\mu \{tI:\left\|\underset{jB}{}\left(\underset{iA}{}a_{i,j}r_i(s)\right)r_j(t)\right\|>z\}𝑑s.$$ But it follows from the definition of the Rademacher function (see also ) that for a fixed $`sI`$ the set measure under the integral sign will not change after the substitution of $`B`$ by $`E`$, provided $`\|E\|=\|B\|`$. Continuing now the proof of Theorem 2, assume that the system of functions $`\{r_i(t)r_j(t)\}_{i<j}`$ is equivalent to the canonical base in $`l_2`$. For every function $`x(s,t)`$ of the form (14) there exists an equimeasurable, in absolute value, function $$y(t)=\underset{iD,jE}{}a_{i,j}r_i(t)r_j(t)$$ such that $`\|D\|=\|A\|`$ and $`\|E\|=\|B\|`$. It suffices to take $`D=A`$ and $`E`$ so that $`EA=\mathrm{}`$, $`\|E\|=\|B\|`$. Then, by Lemma 3, the absolute value of the function $$z(s,t)=\underset{iD,jE}{}a_{i,j}r_i(s)r_j(t)$$ is equimeasurable to $`\|x(s,t)\|`$, and in view of the independence of the Rademacher functions and the choice of $`D`$ and $`E`$, to $`\|y(t)\|(tI)`$. It follows from the assumptions and the presented reasonings that for a certain $`C>0`$ and all $`N=1,2,\mathrm{}`$, $$\left\|\left\|\underset{i,j=1}{\overset{N}{}}a_{i,j}r_i(s)r_j(t)\right\|\right\|_{X(I\times I)}C\|\|a\|\|_2.$$ After a passage to the limit as $`N\mathrm{}`$ we obtain $$\left\|\left\|\underset{i,j=1}{\overset{\mathrm{}}{}}a_{i,j}r_i(s)r_j(t)\right\|\right\|_{X(I\times I)}C\|\|a\|\|_2.$$ Since the inverse inequality takes place always, the system $`\{r_i(s)r_j(t)\}_{i,j=1}^{\mathrm{}}`$ is also equivalent to the canonical base in $`l_2`$. Therefore, by Theorem 1, $`XH`$ and Theorem 2 is proved. Remark 1. If the function $`y(t)`$ can be presented in the form (1), then, as we mentioned in the introduction, the condition $`_{i,j}b_{i,j}^2<\mathrm{}`$ implies the summability of the function $`\mathrm{exp}(\alpha \|y(t)\|)`$ for each $`\alpha >0`$ \[11, p.105\]. Theorem 2 gives not only a new proof of this assertion, it shows also its unimprovability in the class of all s.s. ## 3 Complementability of the Rademacher chaos in symmetric space Let $`\stackrel{~}{M}(u)`$ be the function which is complementary to $`e^u1`$, that is, $`\stackrel{~}{M}(u)==sup_{v>0}(uvM(v))`$. It can be easily shown that $`\stackrel{~}{M}(u)u\mathrm{ln}u`$ as $`u\mathrm{}`$. As known (see \[8, p.97\]), the space $`H^{}=H^{}=L_M^{}=L_{\stackrel{~}{M}}`$ is the conjugate one to $`H`$ and $`L_{\stackrel{~}{M}}^{}=L_M`$. Theorem 3. Let $`X`$ be a s.s. with order semi-continuous norm. The subspace $`(X)`$ of all functions from $`X(I\times I)`$, which admit a presentation of the form $`(2)`$, is complemented in this space if and only if $`HXH^{}`$. Proof. If $`HXH^{}`$, then by duality, $`HX^{}`$. Hence, in view of Theorem 1, for arbitrary $`a=(a_{i,j})_{i,j=1}^{\mathrm{}}l_2`$, we have $$\left\|\left\|\underset{i,j=1}{\overset{\mathrm{}}{}}a_{i,j}r_i(s)r_j(t)\right\|\right\|_{X(I\times I)}C\|\|a\|\|_2$$ $`(15)`$ and $$\|\|\underset{i,j=1}{\overset{\mathrm{}}{}}a_{i,j}r_i(s)r_j(t)\left\|\right\|_{X^{}(I\times I)}C\|\|a\|\|_2.$$ $`(16)`$ With any given $`x=x(s,t)X(I\times I)`$ we associate the system $$a=(a_{i,j}(x))_{i,j=1}^{\mathrm{}},a_{i,j}(x)=_0^1_0^1x(s,t)r_i(s)r_j(t)𝑑s𝑑t$$ $`(17)`$ We shall show that the orthogonal projector $$Px(s,t)=\underset{i,j=1}{\overset{\mathrm{}}{}}a_{i,j}(x)r_i(s)r_j(t)$$ $`(18)`$ is bounded in $`X(I\times I)`$. Indeed, in view of (16), $$a_2^2=\underset{i,j=1}{\overset{\mathrm{}}{}}(a_{i,j}(x))^2=_0^1_0^1x(s,t)Px(s,t)𝑑s𝑑t$$ $$x_XPx_X^{}Ca_2x_X.$$ Then it follows from relations (15) that $$Px_XCa_2C^2x_X(xX).$$ Since the image of $`P`$ coincides with $`(X)`$, then this subspace is complemented. For the proof of the inverse statement we shall need the following. Lemma 4. If the projector $`P`$ defined by equality $`(18)`$ is bounded in the s.s. $`X(I\times I)`$, then $`HXH^{}`$. Proof. Denote by $`P`$ the norm of the projector $`P`$ in the space $`X(I\times I)`$. Since $$<Py,x>=<y,Px>(xX,yX^{}),$$ $`(19)`$ then $`P`$ is bounded also in $`X^{}(I\times I)`$ with a norm not exceeding $`P`$. Let the sequences $`(a_{i,j}(x)),(a_{i,j}(y))`$ be defined as in (17). Then, in view of the order semicontinuity of $`X`$, the equality (19), and the pairwise orthogonality of the functions $`r_i(s)r_j(t)(i,j=1,2,\mathrm{})`$, for arbitrary $`xX(I\times I)`$ we have $$\|\|Px\|\|_X=sup\{<Px,y>:\|\|y\|\|_X^{}1\}=$$ $$=sup\{<Px,Py>:\|\|y\|\|_X^{}1\}=$$ $$=sup\{\left\|\underset{i,j}{}a_{i,j}(x)a_{i,j}(y)\right\|:y_X^{}1\}$$ $$sup\{\|\|(a_{i,j}(x))\|\|_2\|\|(a_{i,j}(y))\|\|_2:\|\|y\|\|_X^{}1\}.$$ Applying now (5) to the subspace $`X^{}`$ and the function $`Py`$, we obtain: $$(a_{i,j}(y))_2CPy_X^{}CPy_X^{}.$$ Therefore, $`Px_XCP(a_{i,j}(x))_2`$, that is, $$\left\|\left\|\underset{i,j=1}{\overset{\mathrm{}}{}}a_{i,j}r_i(s)r_j(t)\right\|\right\|_{X(I\times I)}C\|\|P\|\|\|\|(a_{i,j})\|\|_2.$$ Just in the same manner one can show that $$\left\|\left\|\underset{i,j=1}{\overset{\mathrm{}}{}}a_{i,j}r_i(s)r_j(t)\right\|\right\|_{X^{}(I\times I)}CA\|\|(a_{i,j})\|\|_2.$$ Since the reverse inequalities always hold (see (5) ), then by Theorem 1 we conclude that $`XH`$ and $`X^{}H`$. Using the fact that $`XX^{\prime \prime }`$, by the duality we obtain $`HXH^{}`$. Next we continue the proof of Theorem 3. Assume that the subspace $`(X)`$ is complemented in $`X(I\times I)`$. In view of Lemma 4, it suffices to show that the projector $`P`$ is bounded in this space. Let $`s=_{i=1}^{\mathrm{}}s_i2^i,u=_{i=1}^{\mathrm{}}u_i2^i(s_i,u_i=0,1)`$ be the binary expansion of the numbers $`s`$ and $`u`$ from $`I=[0,1]`$. Following \[7, p.159\] (see also and ), we set $$s\dot{+}u=\underset{i=1}{\overset{\mathrm{}}{}}\|s_iu_i\|2^i.$$ This operation transforms the interval $`I`$, as well as the square $`I\times I`$, in a compact Abelian group. For $`u,vI`$ we define on $`I\times I`$ the shift transforms $$\psi _{u,v}(s,t)=(s\dot{+}u,t\dot{+}v).$$ Since they preserve the Lebesgue measure on $`I\times I`$, the operators $$T_{u,v}x(s,t)=x\left(\psi _{u,v}(s,t)\right)$$ act in the s.s. $`X(I\times I)`$ isometrically. Introduce the sets $$U_i=\{uI:u=\underset{k=1}{\overset{\mathrm{}}{}}u_k2^k,u_i=0\},\overline{U}_i=IU_i(i=1,2,\mathrm{}).$$ Since $`r_1(s\dot{+}u)=r_1(s)`$ and $$r_i(s\dot{+}u)=\{\begin{array}{cc}\hfill r_i(s),& \text{ if }uU_{i1}\hfill \\ \hfill r_i(s),& \text{ if }u\overline{U}_{i1}\hfill \end{array}(i=2,3,\mathrm{})$$ $`(20)`$ then the subspace $`(X)`$ is invariant with respect to the transforms $`T_{u,v}`$. Therefore, by Rudin’s theorem \[17, p.152\], there exists a bounded projector $`Q`$ from $`X(I\times I)`$ to this subspace which commutes with all operators $`T_{u,v}`$ $`(u,vI)`$. We shall show that $`Q=P`$. Let us present $`Q`$ in the form $$Qx(s,t)=\underset{i,j=1}{\overset{\mathrm{}}{}}Q_{i,j}(x)r_i(s)r_j(t),$$ $`(21)`$ where $`Q_{i,j}`$ are linear functionals in $`X(I\times I)`$. Since $`Q`$ is a projector, then $$Q_{i,j}(r_k(s)r_m(t))=\{\begin{array}{cc}1,\hfill & k=i,m=j\hfill \\ 0,\hfill & \text{otherwise }.\hfill \end{array}$$ $`(22)`$ ¿From equality (20) and the property $`T_{u,v}Q=QT_{u,v}`$, we obtain for $`Q_{i,j}^{}=Q_{i+1,j+1}`$ and $`i,j=1,2,\mathrm{}`$ $$Q_{i,j}^{}(T_{u,v}x)=\{\begin{array}{cc}\hfill Q_{i,j}^{}(x),& uU_i,vU_j\text{ or }u\overline{U}_i,v\overline{U}_j\hfill \\ \hfill Q_{i,j}^{}(x),& uU_i,v\overline{U}_j\text{ or }u\overline{U}_i,vU_j.\hfill \end{array}$$ Hence, taking into account that $`\mu (U_i)=1/2(i=1,2,\mathrm{})`$, we conclude that $$_{U_i}_{U_j}Q_{i,j}^{}(T_{u,v}x)𝑑u𝑑v=_{\overline{U}_i}_{\overline{U}_j}Q_{i,j}^{}(T_{u,v}x)𝑑u𝑑v=\frac{1}{4}Q_{i,j}^{}(x),$$ $`(23)`$ $$_{U_i}_{\overline{U}_j}Q_{i,j}^{}(T_{u,v}x)𝑑u𝑑v=_{\overline{U}_i}_{U_j}Q_{i,j}^{}(T_{u,v}x)𝑑u𝑑v=\frac{1}{4}Q_{i,j}^{}(x).$$ $`(23^{})`$ The functionals $`Q_{i,j}`$ are bounded in $`X(I\times I)`$. Indeed, since $`\{r_i(s)r_j(t)\}_{i,j=1}^{\mathrm{}}`$ is an orthonormal system in $`L_2(I\times I)`$, then by the virtue of Khinchin’s inequality with the constant from , and the embedding $`XL_1`$, $$\|Q_{i,j}(x)\|Qx_2\mathrm{\hspace{0.17em}2}Qx_1\mathrm{\hspace{0.17em}2}DQx_{X(I\times I)}\mathrm{\hspace{0.17em}2}DQx_{X(I\times I)},$$ where $`Q`$ is the norm of the projector $`Q`$ in the space $`X(I\times I)`$. Therefore, in relations (23) and (23’), the functional can be taken out from the integral sign. It is easily verified that for any $`sI`$, $$\{zI:z=s\dot{+}u,uU_i\}=\{\begin{array}{cc}U_i,\hfill & \text{ if }sU_i\hfill \\ \overline{U}_i,\hfill & \text{ if }s\overline{U}_i,\hfill \end{array}$$ $$\{zI:z=s\dot{+}u,u\overline{U}_i\}=\{\begin{array}{cc}\overline{U}_i,\hfill & \text{ if }sU_i\hfill \\ U_i,\hfill & \text{ if }s\overline{U}_i.\hfill \end{array}$$ Then, introducing the notations $$k_{i,j}=_{U_i}_{U_j}x(u,v)𝑑u𝑑v,l_{i,j}=_{\overline{U}_i}_{U_j}x(u,v)𝑑u𝑑v,$$ $$m_{i,j}=_{U_i}_{\overline{U}_j}x(u,v)𝑑u𝑑v,n_{i,j}=_{\overline{U}_i}_{\overline{U}_j}x(u,v)𝑑u𝑑v,$$ $$K_{i,j}(s,t)=\chi _{U_i\times U_j}(s,t),L_{i,j}(s,t)=\chi _{\overline{U}_i\times U_j}(s,t),$$ $$M_{i,j}(s,t)=\chi _{U_i\times \overline{U}_j}(s,t),N_{i,j}(s,t)=\chi _{\overline{U}_i\times \overline{U}_j}(s,t),$$ we can write $$_{U_i}_{U_j}T_{u,v}x𝑑u𝑑v=k_{i,j}K_{i,j}+l_{i,j}L_{i,j}+m_{i,j}M_{i,j}+n_{i,j}N_{i,j},$$ $$_{\overline{U}_i}_{U_j}T_{u,v}x𝑑u𝑑v=l_{i,j}K_{i,j}+k_{i,j}L_{i,j}+n_{i,j}M_{i,j}+m_{I.j}N_{i,j},$$ $$_{U_i}_{\overline{U}_j}T_{u,v}x𝑑u𝑑v=m_{i,j}K_{i,j}+n_{i,j}L_{i,j}+k_{i,j}M_{i,j}+l_{i,j}N_{i,j},$$ $$_{\overline{U}_i}_{\overline{U}_j}T_{u,v}x𝑑u𝑑v=n_{i,j}K_{i,j}+m_{i,j}L_{i,j}+l_{i,j}M_{i,j}+k_{i,j}N_{i,j}.$$ Thus, the relations (23) and (23’), the linearity of $`Q_{i,j}^{}`$, and the equalities $$r_{i+1}(s)=\chi _{U_i}(s)\chi _{\overline{U}_i}(s)(i=1,2,\mathrm{})$$ yield $`\begin{array}{c}Q_{i,j}^{}(x)\text{}\hfill \\ =Q_{i,j}^{}\left((K_{i,j}+N_{i,j}L_{i,j}M_{i,j})_0^1_0^1x(u,v)r_{i+1}(u)r_{j+1}(v)𝑑u𝑑v\right)\text{}\hfill \\ =Q_{i,j}^{}\left(_0^1_0^1x(u,v)r_{i+1}(u)r_{j+1}(v)𝑑u𝑑vr_{i+1}(s)r_{j+1}(t)\right)\text{ }\text{}\hfill \\ =_0^1_0^1x(u,v)r_{i+1}(u)r_{j+1}(v)𝑑u𝑑v.\text{}\hfill \end{array}`$ Therefore $$Q_{i,j}(x)=a_{i,j}(x)(i,j=2,3,\mathrm{}).$$ A similar reasoning shows that the last equality remains true also for $`i,j=1,2,\mathrm{}`$ Thus, in view of the relations (18) and (21), we obtain $`Q=P`$ and hence the theorem is proved. Theorem 4. Let $`X`$ be a s.s. with an order semi-continuous norm in $`I`$. The subspace $`\overline{}(X)`$ of all functions from $`X`$ which can be presented in the form $`(1)`$, is complemented in $`X`$ if and only if $`HXH^{}`$. The proof is similar to that in Theorem 3. Omitting the details we only remark that instead of the projector $`P`$ one should consider also the orthogonal projector $$Sx(t)=\underset{1i<j<\mathrm{}}{}_0^1x(u)r_i(u)r_j(u)𝑑ur_i(t)r_j(t),$$ and instead of the transforms $`\psi _{u,v}`$ of the square $`I\times I`$, the transforms $`\psi _u(s)=s\dot{+}u(uI)`$ of the interval $`I`$. ## 4 Rademacher chaos in $`L_{\mathrm{}}`$ and in ”close” s.s. For any given $`n𝒩`$ and $`\theta =\{\theta _{i,j}\}_{i,j=1}^n,\theta _{i,j}=\pm 1`$, we introduce the quantity $$\phi _n(\theta )=\left\|\left\|\underset{i,j=1}{\overset{n}{}}\theta _{i,j}r_i(s)r_j(t)\right\|\right\|_{\mathrm{}}$$ ($`\|\|\|\|_{\mathrm{}}`$ is the norm in the space $`L_{\mathrm{}}(I\times I)`$). It follows from the definition of the Rademacher functions that $`sup_\theta \phi _n(\theta )`$ is attained for $`\theta _{i,j}=1(i,j=1,\mathrm{},n)`$ and it equals $`n^2`$. Theorem 5. We have $$\underset{\theta }{inf}\phi _n(\theta )\mathrm{\hspace{0.17em}2}^{n^2}\underset{\theta }{}\phi _n(\theta )n^{3/2}$$ $`(24)`$ with constants which do not depend on $`n𝒩`$. Proof. Note first that by virtue of Khinchin’s inequality with the constant from , for any $`\theta _{i,j}=\pm 1`$, we have $$\left\|\left\|\underset{i,j=1}{\overset{n}{}}\theta _{i,j}r_i(s)r_j(t)\right\|\right\|_{\mathrm{}}=\underset{0<s1}{sup}\underset{j=1}{\overset{n}{}}\left\|\underset{i=1}{\overset{n}{}}\theta _{i,j}r_i(s)\right\|$$ $$\underset{j=1}{\overset{n}{}}_0^1\left\|\underset{i=1}{\overset{n}{}}\theta _{i,j}r_i(s)\right\|ds$$ $$\frac{1}{\sqrt{2}}\underset{j=1}{\overset{n}{}}\left\{_0^1\left(\underset{i=1}{\overset{n}{}}\theta _{i,j}r_i(s)\right)^2𝑑s\right\}^{1/2}=1/\sqrt{2}n^{3/2}.$$ Therefore, $`inf_\theta \phi _n(\theta )\mathrm{\hspace{0.17em}1}/\sqrt{2}n^{3/2}`$. To prove the opposite inequality, note first that $$2^{n^2}\underset{\theta }{}\phi _n(\theta )=_0^1\left\|\left\|\underset{i,j=1}{\overset{n}{}}\text{r}_{i,j}(u)r_i(s)r_j(t)\right\|\right\|_{\mathrm{}}du,$$ $`(25)`$ where $`\{\text{r}_{i,j}\}_{i,j=1}^n`$ are the first $`n^2`$ Rademacher functions numbered in an arbitrary order. Apply the known theorem about the distribution of the $`L_{\mathrm{}}`$-norm of polynomials with random coefficients (see \[5, p. 97\]) to the linear space $`B`$ of functions of the form $$f(s,t)=\underset{i,j=1}{\overset{n}{}}a_{i,j}r_i(s)r_j(t)$$ defined on $`I\times I`$. Since for every function $`fB`$ we have $`\|f(s,t)\|=f_{\mathrm{}}`$ on the square $`KI\times I`$ with a measure $`\mu (K)2^{2(n1)}`$, then for $`z2`$, $$\mu \{uI:\left\|\left\|\underset{i,j=1}{\overset{n}{}}\text{r}_{i,j}(u)r_i(s)r_j(t)\right\|\right\|_{\mathrm{}}\mathrm{\hspace{0.17em}3}\left[\underset{i,j=1}{\overset{n}{}}\mathrm{ln}(2^{2n1}z)\right]^{1/2}\}\mathrm{\hspace{0.17em}2}/z.$$ Now, after some not complicated transformations for the functions $$X(u)=\left\|\left\|\underset{i,j=1}{\overset{n}{}}\text{r}_{i,j}(u)r_i(s)r_j(t)\right\|\right\|_{\mathrm{}}$$ we arrive at the estimate $$\mu \{uI:X(u)3\sqrt{2}n^{3/2}\tau \}e^{\tau ^2}(\tau 2).$$ Therefore, in view of (25), $$2^{n^2}\underset{\theta }{}\phi _n(\theta )=X_1=\mathrm{\hspace{0.17em}3}\sqrt{2}n^{3/2}_0^{\mathrm{}}\mu \{uI:X(u)3\sqrt{2}n^{3/2}\tau \}𝑑\tau $$ $$\mathrm{\hspace{0.33em}\hspace{0.17em}3}\sqrt{2}n^{3/2}\left(2+_2^{\mathrm{}}e^{\tau ^2}𝑑\tau \right)\mathrm{\hspace{0.17em}9}\sqrt{2}n^{3/2},$$ and the theorem is proved. The ”probability” proof of Theorem 5 does not yield the specific arrangement of the signs for which the exact lower bound in (24) is attained. That is why we give additionally one more proposition where, for simplicity, only the case $`n=2^k`$ is considered. Proposition. For any $`k=0,1,2,\mathrm{}`$ there exists an arrangement of the signs $`\theta =\{\theta _{i,j}\}_{i,j=1}^{2^k}`$ for which $$\phi _{2^k}(\theta )\mathrm{\hspace{0.17em}2}^{3k/2}.$$ Proof. Consider the Walsh matrix, that is, the matrix constructed for the first $`2^k`$ Walsh functions $$w_1(t),w_2(t),\mathrm{},w_{2^k}(t)$$ ($`w_1(t)=1,w_{2^i+j}(t)=r_{i+2}(t)w_j(t),`$ $`i=0,1,\mathrm{};j=1,\mathrm{},2^i`$) \[7, p.158\]. Since on the intervals $`\mathrm{\Delta }_i^k=((i1)2^k,i2^k)`$ $`(1i2^k)`$ these functions are constant and equal $`+1`$ or $`1`$, then one can determine the signs $$\theta _{i,j}=\mathrm{sign}w_j(t),t\mathrm{\Delta }_i^k.$$ For each $`sI`$ consider the function $$x_s(u)=\underset{i=1}{\overset{2^k}{}}r_i(s)\chi _{\mathrm{\Delta }_i^k}(u)(uI).$$ Since $`\|x_s(u)\|=1`$, then $`x_s_2=1`$. For $`1j2^k`$ the Fourier – Walsh coefficients of the function $`x_s(u)`$ are given by $$c_j(x_s)=\underset{i=1}{\overset{2^k}{}}_{\mathrm{\Delta }_i^k}w_j(u)𝑑ur_i(s)=\mathrm{\hspace{0.17em}2}^k\underset{i=1}{\overset{2^k}{}}\theta _{i,j}r_i(s).$$ Then, by virtue of Hölder’s and Bessel’s inequalities, for the chosen $`\theta _{i,j}`$ we have $$\left\|\left\|\underset{i,j=1}{\overset{2^k}{}}\theta _{i,j}r_i(s)r_j(t)\right\|\right\|_{\mathrm{}}=\underset{0<s1}{sup}\underset{j=1}{\overset{2^k}{}}\left\|\underset{i=1}{\overset{2^k}{}}\theta _{i,j}r_i(s)\right\|=2^k\underset{0<s1}{sup}\underset{j=1}{\overset{2^k}{}}\|c_j(x_s)\|$$ $$\mathrm{\hspace{0.33em}2}^{3k/2}\underset{0<s1}{sup}\left\{\underset{j=1}{\overset{2^k}{}}(c_j(x_s))^2\right\}^{1/2}\mathrm{\hspace{0.33em}2}^{3k/2}x_s_2=\mathrm{\hspace{0.17em}2}^{3k/2},$$ and the proposition is proved. For the ”non-decoupling” chaos, introduce the following quantity which is analogous to $`\phi _n(\theta )`$. $$\overline{\phi }_n(\theta )=\left\|\left\|\underset{i,j=1}{\overset{n}{}}\theta _{i,j}r_i(t)r_j(t)\right\|\right\|_{\mathrm{}}$$ $`(26)`$ ($`\theta =\{\theta _{i,j}\}_{i,j=1}^n`$ is the symmetric arrangement of the signs, i.e., $`\theta _{i,j}=\theta _{j,i}`$, $`\|\|\|\|_{\mathrm{}}`$ is the norm in $`L_{\mathrm{}}`$ on $`I`$). Theorem 6. With a certain $`C>0`$, independent of $`n𝒩`$, $$\underset{\theta }{inf}\overline{\phi }_n(\theta )\mathrm{\hspace{0.17em}2}^{n^2}\underset{\theta }{}\overline{\phi }_n(\theta )n^{3/2}$$ $`(27)`$ Proof. Observe that for arbitrary $`n𝒩`$ and $`a=(a_{i,j})_{i,j=1}^n`$ the following inequality holds: $$\left\|\left\|\underset{i,j=1}{\overset{n}{}}a_{i,j}r_i(t)r_j(t)\right\|\right\|_L_{\mathrm{}}\left\|\left\|\underset{i,j=1}{\overset{n}{}}a_{i,j}r_i(s)r_j(t)\right\|\right\|_{L_{\mathrm{}}(I\times I)},$$ which, by Theorem 5, yields the inequalities $``$ in relation (27). Let $`\theta `$ be an arbitrary symmetric arrangement of the signs. By Theorem 5, there exists a constant $`C>0`$ such that $`xCn^{3/2}`$ for all natural $`n`$ and the functions $$x(s,t)=\left\|\left\|\underset{i,j=1}{\overset{n}{}}\theta _{i,j}r_i(s)r_j(t)\right\|\right\|_{\mathrm{}}.$$ Denote $$x_1(s,t)=\underset{1i<jn}{}\theta _{i,j}r_i(s)r_j(t),x_2(s,t)=\underset{1j<in}{}\theta _{i,j}r_i(s)r_j(t),$$ $$x_3(s,t)=x(s,t)x_1(s,t)x_2(s,t).$$ Since $`x_3_{\mathrm{}}n`$ and $`x_1(s,t)=x_2(t,s)`$, then $$x_1_{\mathrm{}}\frac{1}{4}Cn^{3/2}$$ $`(28)`$ for all sufficiently large $`n`$. Further we need a theorem from about the comparison of the distribution functions of quadratic and bilinear forms. Let us formulate it: Let $`X=(X_1,X_2,\mathrm{},X_n)`$ be a vector with coordinates that are independent symmetrically distributed random variables on a certain probability space with a measure $`P`$, and let $`Y_1,Y_2,\mathrm{},Y_n`$ be independent copies of $`X_1,X_2,\mathrm{},X_n`$, respectively. Then there exist constants $`K_1,K_2,k_1,k_2`$ such that for arbitrary forms $$Q(X)=\underset{1i<jn}{}a_{i,j}X_iX_j,\stackrel{~}{Q}(X,Y)=\underset{1i<jn}{}a_{i,j}X_iY_j$$ and any $`z>0`$, $$K_1P\{k_1\|Q(X)\|>z\}P\{\|\stackrel{~}{Q}(X,Y)\|>z\}K_2P\{k_2\|Q(X)\|>z\}.$$ Let us apply this theorem in the case $`X_i=r_i(t),Y_i=r_i(s)(t,sI)`$. Then, in view of inequality (28) and the fact that the norm of a function in $`L_{\mathrm{}}`$ is defined by its distribution function, we obtain $$\left\|\left\|\underset{1i<jn}{}\theta _{i,j}r_i(t)r_j(t)\right\|\right\|_{\mathrm{}}C_1n^{3/2}$$ with certain $`C_1>0`$ and for all sufficiently large $`n`$. Since the arrangement of the signs is symmetric and the norm of the diagonal terms in the sum do not exceed $`n`$, we conclude that $$\left\|\left\|\underset{i,j=1}{\overset{n}{}}\theta _{i,j}r_i(t)r_j(t)\right\|\right\|_{\mathrm{}}C_2n^{3/2}.$$ Diminishing the constant $`C_2`$ one can make the last inequality hold for all natural $`n`$. The theorem is proved. Remark 2. The relation (27), obviously remains true also in the case when the summation in (26) is expanded only over $`i<j`$. Recall that an orthonormal system of functions $`\{u_k(t)\}_{k=1}^{\mathrm{}}`$, defined on a certain probability space, is called a Sidon system (see, for example, \[7, p.327\]), if for every generalized polynomial $`𝒫(t)=_{k=1}^na_ku_k(t)`$ with respect to this system holds the estimate $$C^1\underset{k=1}{\overset{n}{}}\|a_k\|𝒫_{\mathrm{}}C\underset{k=1}{\overset{n}{}}\|a_k\|,$$ where the constant $`C>0`$ does not depend on the polynomial $`𝒫(t)`$. Corollary. The multiple systems $`\{r_i(s)r_j(t)\}_{i,j=1}^{\mathrm{}}`$ and $`\{r_i(t)r_j(t)\}_{i<j}`$ are not Sidon systems on $`I\times I`$ and $`I`$, respectively. Remark 3. The assertion in the last corollary concerning the system $`\{r_i(t)r_j(t)\}_{i<j}`$ was proved in . The basic sequence $`\{x_n\}_{n=1}^{\mathrm{}}`$ in a Banach space $`X`$ is said to be unconditional if the convergence of the series $`_{n=1}^{\mathrm{}}a_nx_n(a_n)`$ in $`X`$ implies the convergence in the same space of the series $`_{n=1}^{\mathrm{}}\theta _na_nx_n`$ for arbitrary signs $`\theta _n=\pm 1(n=1,2,\mathrm{})`$ \[7, p.22\]. It is not difficult to verify that in this case there exists a constant $`C>0`$ such that $$\underset{nF}{}a_nx_n_XC\underset{n=1}{\overset{\mathrm{}}{}}a_nx_n_X$$ $`(29)`$ for arbitrary $`F𝒩`$. Besides, the smallest $`C`$ for which (29) is true, is called the constant of unconditionality for the sequence $`\{x_n\}`$. As seen from Theorems 1 and 2, the basic sequences $`\{r_i(s)r_j(t)\}_{i,j=1}^{\mathrm{}}`$ and $`\{r_i(t)r_j(t)\}_{i<j}`$ are not only unconditional, they are symmetric as well (see Introduction) in the s.s. $`X(I\times I)`$ and $`X`$, respectively, provided $`XH`$. The situation is completely different in the space $`L_{\mathrm{}}`$ and in s.s. which are ”close” to it. We prove first one more auxiliary proposition. Lemma 5.Let $`n_0=0<n_1<n_2<\mathrm{}`$; $`c_{i,j}`$ and $$y_k=\underset{i,j=n_k+1}{\overset{n_{k+1}}{}}c_{i,j}r_i(s)r_j(t)\mathrm{\hspace{0.17em}0}.$$ Then $`\{y_k\}_{k=1}^{\mathrm{}}`$ is an unconditional basic sequence in any s.s. $`X(I\times I)`$ with a constant of unconditionality equal to $`1`$. Proof. It suffices to verify (see \[7, p.23\]) that for arbitrary $`m=1,2,\mathrm{}`$, $`\theta _k=\pm 1(k=1,2,\mathrm{},m)`$ and real $`a_k`$, the norms of the functions $`y=_{k=1}^ma_ky_k`$ and $`y_\theta =_{k=1}^m\theta _ka_ky_k`$ in $`X(I\times I)`$ coincide. The values of the Rademacher functions $`r_i(s)(i=1,2,\mathrm{},n_{m+1})`$ give all possible arrangements of the signs (up to multiplication by $`1`$), corresponding to the intervals $`((k1)2^{n_{m+1}+1},k2^{n_{m+1}+1})(k=1,2,\mathrm{},2^{n_{m+1}1})`$. That is why the distribution function $$n_{y_\theta }(z)=\mu \{(s,t)I\times I:\|y_\theta (s,t)\|>z\}=_0^1\mu \{sI:\|y_\theta (s,t)\|>z\}𝑑t$$ $$=_0^1\mu \{sI:\left\|\underset{k=1}{\overset{m}{}}\theta _ka_k\underset{i=n_k+1}{\overset{n_{k+1}}{}}\left(\underset{j=n_k+1}{\overset{n_{k+1}}{}}c_{i,j}r_j(t)\right)r_i(s)\right\|>z\}𝑑t$$ does not depend on the signs $`\theta _k`$. Therefore $`y_\theta _{X(I\times I)}=y_{X(I\times I)}`$ and the lemma is proved. For any arrangement of the signs $`\theta =\{\theta _{i,j}\}_{i,j=1}^{\mathrm{}},\theta _{i,j}=\pm 1`$, define the operator $$T_\theta x(s,t)=\underset{i,j=1}{\overset{\mathrm{}}{}}\theta _{i,j}a_{i,j}r_i(s)r_j(t)$$ on $`(L_{\mathrm{}})`$, where $$x(s,t)=\underset{i,j=1}{\overset{\mathrm{}}{}}a_{i,j}r_i(s)r_j(t)L_{\mathrm{}}(I\times I),a=(a_{i,j})_{i,j=1}^{\mathrm{}}l_2.$$ Theorem 7. For arbitrary $`0<\epsilon <1/2`$, there exists an arrangement of the signs $`\theta =\{\theta _{i,j}\}`$, for which $$T_\theta :(L_{\mathrm{}})\to ̸M(\phi _\epsilon )(I\times I),$$ where $`M(\phi _\epsilon )`$ is the Marcinkiewicz space defined by the function $$\phi _\epsilon (t)=t\mathrm{log}_2^{\epsilon +1/2}(2/t)$$ (see Introduction). Proof. By Theorem 5 and Lemma 3, for every $`k=0,1,2,\mathrm{}`$ one can find $`\theta _{i,j}=\pm 1(2^k+1i,j2^{k+1})`$ so that the associated function $$z_k(s,t)=\underset{i,j=2^k+1}{\overset{2^{k+1}}{}}\theta _{i,j}r_i(s)r_j(t)$$ satisfies $$z_k_{\mathrm{}}2^{3k/2}.$$ $`(30)`$ Set $`x_k(s,t)=\mathrm{\hspace{0.17em}2}^{(3+\epsilon )k/2}z_k(s,t)`$ and $$x(s,t)=\underset{k=0}{\overset{\mathrm{}}{}}x_k(s,t)=\underset{i,j=1}{\overset{\mathrm{}}{}}a_{i,j}r_i(s)r_j(t),$$ where $`a_{i,j}=\mathrm{\hspace{0.17em}2}^{(3+\epsilon )k/2}\theta _{i,j}(2^k+1i,j2^{k+1})`$ and $`a_{i,j}=0`$ otherwise. It follows from (30) that $$x_{\mathrm{}}C\underset{k=0}{\overset{\mathrm{}}{}}2^{\epsilon k/2}=C2^{\epsilon /2}/(2^{\epsilon /2}1),$$ i.e., $`x(L_{\mathrm{}})`$. Let the arrangement of the signs $`\theta `$ consists of the values $`\theta _{i,j}`$ $`(2^k+1i,j2^{k+1})`$ found above and arbitrary $`\theta _{i,j}=\pm 1`$ in the other cases. Then $$y(s,t)=T_\theta x(s,t)=\underset{k=0}{\overset{\mathrm{}}{}}2^{(3+\epsilon )k/2}y_k(s,t)$$ where $$y_k(s,t)=\underset{i,j=2^k+1}{\overset{2^{k+1}}{}}r_i(s)r_j(t).$$ Applying Lemma 5 to this sequence and $`X=M(\phi _\epsilon )`$, in view of the relation (29), we obtain $$y_{M(\phi _\epsilon )}\mathrm{\hspace{0.17em}2}^{(3+\epsilon )k/2}y_k_{M(\phi _\epsilon )}(k=0,1,2,\mathrm{}).$$ $`(31)`$ It is clear from the definition of the Rademacher functions that $`y_k(s,t)=2^{2k}`$ for $`0<s,t<<2^{2^{k+1}+1}`$. Thus, if $`u_k=\mathrm{\hspace{0.17em}2}^{2^{k+2}+1}(k=0,1,\mathrm{})`$, then the rearrangement satisfies $`y_k^{}(u_k)2^{2k}`$. Since, according to \[9, p.156\], $$x_{M(\phi _\epsilon )}\underset{0<u1}{sup}x^{}(u)\mathrm{log}_2^{\epsilon 1/2}(2/u),$$ we obtain from the last inequality that $$y_k_{M(\phi _\epsilon )}C2^{2k}\mathrm{log}_2^{\epsilon 1/2}(2/u_k)C2^{(\epsilon +3/2)k1}.$$ Then it follows from (31) that for every $`k=0,1,\mathrm{}`$, $$y_{M(\phi _\epsilon )}\mathrm{\hspace{0.17em}2}^{\epsilon k/21}$$ and thus $`y=T_\theta xM(\phi _\epsilon )(I\times I)`$. Corollary 2. If $`p[1,2)`$, then there is no a s.s. $`X`$ for which $$\left\|\left\|\underset{i,j=1}{\overset{\mathrm{}}{}}a_{i,j}r_i(s)r_j(t)\right\|\right\|_{X(I\times I)}(\underset{i,j=1}{\overset{\mathrm{}}{}}\|a_{i,j}\|^p)^{1/p}.$$ $`(32)`$ Proof. If $`p=1`$, then the assertion follows immediately from Theorem 5, since for every s.s. $`X`$ on $`I`$, $`XL_{\mathrm{}}`$ (see \[9, p.124\]). Assume that (32) is true for $`p(1,2)`$. Then, taking $`a_{1,j}=c_j`$ and $`a_{i,j}=0(i1)`$, we obtain $$\left\|\left\|\underset{j=1}{\overset{\mathrm{}}{}}c_jr_j\right\|\right\|_X(\underset{j=1}{\overset{\mathrm{}}{}}\|c_j\|^p)^{1/p}.$$ Therefore, by Theorem 3 from , $`X=\mathrm{\Lambda }_p(\phi )`$ where $`\mathrm{\Lambda }_p(\phi )`$ is the Lorentz space with the norm $$x=\left\{_0^1(x^{}(t))^p𝑑\phi (t)\right\}^{1/p},\phi (t)=\mathrm{log}_2^{1p}(2/t).$$ Since the fundamental function of this space satisfies $$\chi _{(0,t)}_{\mathrm{\Lambda }_p(\phi )}=\phi ^{1/p}(t)=\mathrm{log}_2^{1+1/p}(2/t),$$ and the Marcinkiewicz space is maximal among the s.s. with the same fundamental function \[9, p.162\], then $`XM(\phi _\epsilon )`$ where $`\epsilon =1/p1/2`$. Applying Theorem 7 we obtain $`\theta =\{\theta _{i,j}\},\theta _{i,j}=\pm 1`$ and therefore $$T_\theta :(L_{\mathrm{}})\to ̸M(\phi _\epsilon )(I\times I).$$ Moreover, $$T_\theta :(L_{\mathrm{}})\to ̸X(I\times I),$$ and hence there exists a function $`x(L_{\mathrm{}})X(I\times I)`$ such that $`T_\theta xX(I\times I)`$. Since this is in a contradiction with the relation (32), the corollary is proved. Similar propositions hold in the ”undecoupling” chaos. Recall that $`\overline{}(L_{\mathrm{}})`$ is a subspace of $`L_{\mathrm{}}`$, consisting of all functions of the form $$y(t)=\underset{1ij<\mathrm{}}{}b_{i,j}r_i(t)r_j(t),b=(b_{i,j})_{i,j=1}^{\mathrm{}}l_2.$$ For any arrangement of the signs $`\theta =\{\theta _{i,j}\}_{i,j=1}^{\mathrm{}},\theta _{i,j}=\pm 1`$, we define the operator $$\overline{T}_\theta y(t)=\underset{i,j=1}{\overset{\mathrm{}}{}}\theta _{i,j}b_{i,j}r_i(t)r_j(t)$$ in the space $`\overline{}(L_{\mathrm{}})`$. Theorem 8. For arbitrary $`0<\epsilon <1/2`$ there exists arrangement of the signs $`\theta =\{\theta _{i,j}\}`$ for which $$\overline{T}_\theta :\overline{}(L_{\mathrm{}})\to ̸M(\phi _\epsilon ),$$ where $`M(\phi _\epsilon )`$ is the Marcinkiewicz space defined by the function $`\phi _\epsilon (t)=t\mathrm{log}_2^{\epsilon +1/2}(2/t)`$. Proof. Assume that the theorem is not true, that is, for a certain $`\epsilon >0`$, $$\overline{T}_\theta :\overline{}(L_{\mathrm{}})M(\phi _\epsilon )$$ $`(33)`$ for any arrangement of the signs $`\theta `$. Let $$x(s,t)=\underset{i,j=1}{\overset{\mathrm{}}{}}a_{i,j}r_i(s)r_j(t)L_{\mathrm{}}(I\times I),a=(a_{i,j})_{i,j=1}^{\mathrm{}}l_2.$$ By Lemma 3, for arbitrary natural $`n`$, the absolute values of the functions $$x_n(s,t)=\underset{i,j=1}{\overset{n}{}}a_{i,j}r_i(s)r_j(t)\text{and}y_n(t)=\underset{i,j=1}{\overset{n}{}}a_{i,j}r_i(t)r_{j+n}(t)$$ are equimeasurable. Let us introduce the following arrangement of the signs $`\overline{\theta }=\{\overline{\theta }_{i,j}\},`$ $`\overline{\theta }_{i,j}=\theta _{i,jn}`$, if $`j>n`$, and $`\overline{\theta }_{i,j}`$ arbitrary, if $`jn`$. Then the absolute values of the functions $$T_\theta x_n(s,t)=\underset{i,j=1}{\overset{n}{}}\theta _{i,j}a_{i,j}r_i(s)r_j(t)$$ and $$\overline{T}_{\overline{\theta }}y_n(t)=\underset{i,j=1}{\overset{n}{}}\overline{\theta }_{i,j+n}a_{i,j}r_i(t)r_{j+n}(t)=\underset{i,j=1}{\overset{n}{}}\theta _{i,j}a_{i,j}r_i(t)r_{j+n}(t)$$ are also equimeasurable. Summarizing, from relations (33) we obtain for the arrangement $`\overline{\theta }`$: $$T_\theta x_n_{M(\phi _\epsilon )(I\times I)}=\overline{T}_{\overline{\theta }}y_n_{M(\phi _\epsilon )}Cy_n_{\mathrm{}}=Cx_n_{\mathrm{}}.$$ Since the norm in the spaces $`L_{\mathrm{}}`$ and $`M(\phi _\epsilon )`$ is order semi-continuous (see ), a passage to the limit as $`n\mathrm{}`$ implies $$T_\theta x_{M(\phi _\epsilon )(I\times I)}Cx_{\mathrm{}},$$ that is, for every arrangement of signs $`\theta `$, $$T_\theta :(L_{\mathrm{}})M(\phi _\epsilon )(I\times I),$$ which contradicts Theorem 7. Corollary 3. If $`p[1,2)`$, then there is no s.s. $`X`$ on $`I`$ for which $$\left\|\left\|\underset{i,j=1}{\overset{\mathrm{}}{}}b_{i,j}r_ir_j\right\|\right\|_X(\underset{i,j=1}{\overset{\mathrm{}}{}}\|b_{i,j}\|^p)^{1/p}(b_{i,i}=0).$$ The proof is similar to that of Corollary 2, with the only difference that instead of Theorem 7 one has to apply Theorem 8. Remark 4. Propositions similar to Corollaries 2 and 3 can be established for other s.s. sequences, for example, for the spaces of Lorentz, Marcinkiewicz and Orlicz. In the case of usual Rademacher system the situation is completely different (see , ). For instance, it was shown in that for any space of sequences $`E`$, interpolation between $`l_1`$ and $`l_2`$, one can find a functional s.s. $`X`$ on $`[0,1]`$ such that $$\left\|\left\|\underset{j=1}{\overset{\mathrm{}}{}}c_jr_j\right\|\right\|_X\|\|(c_j)\|\|_E.$$
warning/0006/cs0006003.html	ar5iv	text	# Exploiting Diversity in Natural Language Processing: Combining Parsers ## 1 Introduction The natural language processing community is in the strong position of having many available approaches to solving some of its most fundamental problems. The machine learning community has been in a similar situation and has studied the combination of multiple classifiers \[Wolpert, 1992, Heath et al., 1996\]. Their theoretical finding is simply stated: classification error rate decreases toward the noise rate exponentially in the number of independent, accurate classifiers. The theory has also been validated empirically. Recently, combination techniques have been investigated for part of speech tagging with positive results \[van Halteren et al., 1998, Brill and Wu, 1998\]. In both cases the investigators were able to achieve significant improvements over the previous best tagging results. Similar advances have been made in machine translation \[Frederking and Nirenburg, 1994\], speech recognition \[Fiscus, 1997\] and named entity recognition \[Borthwick et al., 1998\]. The corpus-based statistical parsing community has many fast and accurate automated parsing systems, including systems produced by ?), ?) and ?). These three parsers have given the best reported parsing results on the Penn Treebank Wall Street Journal corpus \[Marcus et al., 1993\]. We used these three parsers to explore parser combination techniques. ## 2 Techniques for Combining Parsers ### 2.1 Parse Hybridization We are interested in combining the substructures of the input parses to produce a better parse. We call this approach parse hybridization. The substructures that are unanimously hypothesized by the parsers should be preserved after combination, and the combination technique should not foolishly create substructures for which there is no supporting evidence. These two principles guide experimentation in this framework, and together with the evaluation measures help us decide which specific type of substructure to combine. The precision and recall measures (described in more detail in Section 3) used in evaluating Treebank parsing treat each constituent as a separate entity, a minimal unit of correctness. Since our goal is to perform well under these measures we will similarly treat constituents as the minimal substructures for combination. #### 2.1.1 Constituent Voting One hybridization strategy is to let the parsers vote on constituents’ membership in the hypothesized set. If enough parsers suggest that a particular constituent belongs in the parse, we include it. We call this technique constituent voting. We include a constituent in our hypothesized parse if it appears in the output of a majority of the parsers. In our particular case the majority requires the agreement of only two parsers because we have only three. This technique has the advantage of requiring no training, but it has the disadvantage of treating all parsers equally even though they may have differing accuracies or may specialize in modeling different phenomena. #### 2.1.2 Naïve Bayes Another technique for parse hybridization is to use a naïve Bayes classifier to determine which constituents to include in the parse. The development of a naïve Bayes classifier involves learning how much each parser should be trusted for the decisions it makes. Our original hope in combining these parsers is that their errors are independently distributed. This is equivalent to the assumption used in probability estimation for naïve Bayes classifiers, namely that the attribute values are conditionally independent when the target value is given. For this reason, naïve Bayes classifiers are well-matched to this problem. In Equations 1 through 3 we develop the model for constructing our parse using naïve Bayes classification. $`𝒞`$ is the union of the sets of constituents suggested by the parsers. $`\pi (c)`$ is a binary function returning $`t`$ (for $`true`$) precisely when the constituent $`c𝒞`$ should be included in the hypothesis. $`M_i(c)`$ is a binary function returning $`t`$ when parser $`i`$ (from among the $`k`$ parsers) suggests constituent $`c`$ should be in the parse. The hypothesized parse is then the set of constituents that are likely ($`P>0.5`$) to be in the parse according to this model. $`\underset{\pi (c)}{argmax}P(\pi (c)\|M_1(c)\mathrm{}M_k(c))`$ (1) $`=`$ $`\underset{\pi (c)}{argmax}{\displaystyle \frac{P(M_1(c)\mathrm{}M_k(c)\|\pi (c))P(\pi (c))}{P(M_1(c)\mathrm{}M_k(c))}}`$ $`=`$ $`\underset{\pi (c)}{argmax}P(\pi (c)){\displaystyle \underset{i=1}{\overset{k}{}}}{\displaystyle \frac{P(M_i(c)\|\pi (c))}{P(M_i(c))}}`$ (2) $`=`$ $`\underset{\pi (c)}{argmax}P(\pi (c)){\displaystyle \underset{i=1}{\overset{k}{}}}P(M_i(c)\|\pi (c))`$ (3) The estimation of the probabilities in the model is carried out as shown in Equation 4. Here $`N()`$ counts the number of hypothesized constituents in the development set that match the binary predicate specified as an argument. $`P(\pi (c)=t){\displaystyle \underset{i=1}{\overset{k}{}}}P(M_i(c)\|\pi (c)=t)`$ (4) $`=`$ $`{\displaystyle \frac{N(\pi (c)=t)}{\|𝒞\|}}{\displaystyle \underset{i=1}{\overset{k}{}}}{\displaystyle \frac{N(M_i(c),\pi (c)=t)}{N(\pi (c)=t)}}`$ #### 2.1.3 Lemma: No Crossing Brackets Under certain conditions the constituent voting and naïve Bayes constituent combination techniques are guaranteed to produce sets of constituents with no crossing brackets. There are simply not enough votes remaining to allow any of the crossing structures to enter the hypothesized constituent set. Lemma: If the number of votes required by constituent voting is greater than half of the parsers under consideration the resulting structure has no crossing constituents. Proof: Assume a pair of crossing constituents appears in the output of the constituent voting technique using $`k`$ parsers. Call the crossing constituents $`A`$ and $`B`$. $`A`$ receives $`a`$ votes, and $`B`$ receives $`b`$ votes. Each of the constituents must have received at least $`\frac{k+1}{2}`$ votes from the $`k`$ parsers, so $`a\frac{k+1}{2}`$ and $`b\frac{k+1}{2}`$. Let $`s=a+b`$. None of the parsers produce parses with crossing brackets, so none of them votes for both of the assumed constituents. Hence, $`sk`$. But by addition of the votes on the two parses, $`s2\frac{k+1}{2}>k`$, a contradiction. $`\mathrm{}`$ Similarly, when the naïve Bayes classifier is configured such that the constituents require estimated probabilities strictly larger than 0.5 to be accepted, there is not enough probability mass remaining on crossing brackets for them to be included in the hypothesis. ### 2.2 Parser Switching In general, the lemma of the previous section does not ensure that all the productions in the combined parse are found in the grammars of the member parsers. There is a guarantee of no crossing brackets but there is no guarantee that a constituent in the tree has the same children as it had in any of the three original parses. One can trivially create situations in which strictly binary-branching trees are combined to create a tree with only the root node and the terminal nodes, a completely flat structure. This drastic tree manipulation is not appropriate for situations in which we want to assign particular structures to sentences. For example, we may have semantic information (e.g. database query operations) associated with the productions in a grammar. If the parse contains productions from outside our grammar the machine has no direct method for handling them (e.g. the resulting database query may be syntactically malformed). We have developed a general approach for combining parsers when preserving the entire structure of a parse tree is important. The combining algorithm is presented with the candidate parses and asked to choose which one is best. The combining technique must act as a multi-position switch indicating which parser should be trusted for the particular sentence. We call this approach parser switching. Once again we present both a non-parametric and a parametric technique for this task. #### 2.2.1 Similarity Switching First we present the non-parametric version of parser switching, similarity switching: 1. From each candidate parse, $`\pi _i`$, for a sentence, create the constituent set $`S_i`$ by converting each constituent into its tuple representation. 2. The score for $`\pi _i`$ is $`\underset{ji}{}\|S_jS_i\|`$, where $`j`$ ranges over the candidate parses for the sentence. 3. Switch to (use) the parser with the highest score for the sentence. Ties are broken arbitrarily. The intuition for this technique is that we can measure a similarity between parses by counting the constituents they have in common. We pick the parse that is most similar to the other parses by choosing the one with the highest sum of pairwise similarities. This is the parse that is closest to the centroid of the observed parses under the similarity metric. #### 2.2.2 Naïve Bayes The probabilistic version of this procedure is straightforward. We once again assume independence among our various member parsers. Furthermore, we know one of the original parses will be the hypothesized parse, so the direct method of determining which one is best is to compute the probability of each of the candidate parses using the probabilistic model we developed in Section 2.1. We model each parse as the decisions made to create it, and model those decisions as independent events. Each decision determines the inclusion or exclusion of a candidate constituent. The set of candidate constituents comes from the union of all the constituents suggested by the member parsers. This is summarized in Equation 5. The computation of $`P(\pi _i(c)\|M_1\mathrm{}M_k(c))`$ has been sketched before in Equations 1 through 4. In this case we are interested in finding the maximum probability parse, $`\pi _i`$, and $`M_i`$ is the set of relevant (binary) parsing decisions made by parser $`i`$. $`\pi _i`$ is a parse selected from among the outputs of the individual parsers. It is chosen such that the decisions it made in including or excluding constituents are most probable under the models for all of the parsers. $`\underset{\pi _i}{argmax}P(\pi _i\|M_1\mathrm{}M_k)`$ (5) $`=`$ $`\underset{\pi _i}{argmax}{\displaystyle \underset{c}{}}P(\pi _i(c)\|M_1(c)\mathrm{}M_k(c))`$ ## 3 Experiments The three parsers were trained and tuned by their creators on various sections of the WSJ portion of the Penn Treebank, leaving only sections 22 and 23 completely untouched during the development of any of the parsers. We used section 23 as the development set for our combining techniques, and section 22 only for final testing. The development set contained 44088 constituents in 2416 sentences and the test set contained 30691 constituents in 1699 sentences. A sentence was withheld from section 22 because its extreme length was troublesome for a couple of the parsers.<sup>1</sup><sup>1</sup>1The sentence in question was more than 100 words in length and included nested quotes and parenthetical expressions. The standard measures for evaluating Penn Treebank parsing performance are precision and recall of the predicted constituents. Each parse is converted into a set of constituents represented as a tuples: (label, start, end). The set is then compared with the set generated from the Penn Treebank parse to determine the precision and recall. Precision is the portion of hypothesized constituents that are correct and recall is the portion of the Treebank constituents that are hypothesized. For our experiments we also report the mean of precision and recall, which we denote by $`(P+R)/2`$ and F-measure. F-measure is the harmonic mean of precision and recall, $`2PR/(P+R)`$. It is closer to the smaller value of precision and recall when there is a large skew in their values. We performed three experiments to evaluate our techniques. The first shows how constituent features and context do not help in deciding which parser to trust. We then show that the combining techniques presented above give better parsing accuracy than any of the individual parsers. Finally we show the combining techniques degrade very little when a poor parser is added to the set. ### 3.1 Context It is possible one could produce better models by introducing features describing constituents and their contexts because one parser could be much better than the majority of the others in particular situations. For example, one parser could be more accurate at predicting noun phrases than the other parsers. None of the models we have presented utilize features associated with a particular constituent (i.e. the label, span, parent label, etc.) to influence parser preference. This is not an oversight. Features and context were initially introduced into the models, but they refused to offer any gains in performance. While we cannot prove there are no such useful features on which one should condition trust, we can give some insight into why the features we explored offered no gain. Because we are working with only three parsers, the only situation in which context will help us is when it can indicate we should choose to believe a single parser that disagrees with the majority hypothesis instead of the majority hypothesis itself. This is the only important case, because otherwise the simple majority combining technique would pick the correct constituent. One side of the decision making process is when we choose to believe a constituent should be in the parse, even though only one parser suggests it. We call such a constituent an isolated constituent. If we were working with more than three parsers we could investigate minority constituents, those constituents that are suggested by at least one parser, but which the majority of the parsers do not suggest. Adding the isolated constituents to our hypothesis parse could increase our expected recall, but in the cases we investigated it would invariably hurt our precision more than we would gain on recall. Consider for a set of constituents the isolated constituent precision parser metric, the portion of isolated constituents that are correctly hypothesized. When this metric is less than 0.5, we expect to incur more errors<sup>2</sup><sup>2</sup>2This is in absolute terms, total errors being the sum of precision errors and recall errors. than we will remove by adding those constituents to the parse. We show the results of three of the experiments we conducted to measure isolated constituent precision under various partitioning schemes. In Table 1 we see with very few exceptions that the isolated constituent precision is less than 0.5 when we use the constituent label as a feature. The counts represent portions of the approximately 44000 constituents hypothesized by the parsers in the development set. In the cases where isolated constituent precision is larger than 0.5 the affected portion of the hypotheses is negligible. Similarly Figures 1 and 2 show how the isolated constituent precision varies by sentence length and the size of the span of the hypothesized constituent. In each figure the upper graph shows the isolated constituent precision and the bottom graph shows the corresponding number of hypothesized constituents. Again we notice that the isolated constituent precision is larger than 0.5 only in those partitions that contain very few samples. From this we see that a finer-grained model for parser combination, at least for the features we have examined, will not give us any additional power. ### 3.2 Performance Testing The results in Table 2 were achieved on the development set. The first two rows of the table are baselines. The first row represents the average accuracy of the three parsers we combine. The second row is the accuracy of the best of the three parsers.<sup>3</sup><sup>3</sup>3 The identity of this parser is not given, nor is the identity disclosed for the results of any of the individual parsers. We do not aim to compare the performance of the individual parsers, nor do we want to bias further research by giving the individual parser results for the test set. The next two rows are results of oracle experiments. The parser switching oracle is the upper bound on the accuracy that can be achieved on this set in the parser switching framework. It is the performance we could achieve if an omniscient observer told us which parser to pick for each of the sentences. The maximum precision row is the upper bound on accuracy if we could pick exactly the correct constituents from among the constituents suggested by the three parsers. Another way to interpret this is that less than 5% of the correct constituents are missing from the hypotheses generated by the union of the three parsers. The maximum precision oracle is an upper bound on the possible gain we can achieve by parse hybridization. We do not show the numbers for the Bayes models in Table 2 because the parameters involved were established using this set. The precision and recall of similarity switching and constituent voting are both significantly better than the best individual parser, and constituent voting is significantly better than parser switching in precision.<sup>4</sup><sup>4</sup>4All significance claims are made based on a binomial hypothesis test of equality with an $`\alpha <0.01`$ confidence level. Constituent voting gives the highest accuracy for parsing the Penn Treebank reported to date. Table 3 contains the results for evaluating our systems on the test set (section 22). All of these systems were run on data that was not seen during their development. The difference in precision between similarity and Bayes switching techniques is significant, but the difference in recall is not. This is the first set that gives us a fair evaluation of the Bayes models, and the Bayes switching model performs significantly better than its non-parametric counterpart. The constituent voting and naïve Bayes techniques are equivalent because the parameters learned in the training set did not sufficiently discriminate between the three parsers. Table 4 shows how much the Bayes switching technique uses each of the parsers on the test set. Parser 3, the most accurate parser, was chosen 71% of the time, and Parser 1, the least accurate parser was chosen 16% of the time. Ties are rare in Bayes switching because the models are fine-grained – many estimated probabilities are involved in each decision. ### 3.3 Robustness Testing In the interest of testing the robustness of these combining techniques, we added a fourth, simple non-lexicalized PCFG parser. The PCFG was trained from the same sections of the Penn Treebank as the other three parsers. It was then tested on section 22 of the Treebank in conjunction with the other parsers. The results of this experiment can be seen in Table 5. The entries in this table can be compared with those of Table 3 to see how the performance of the combining techniques degrades in the presence of an inferior parser. As seen by the drop in average individual parser performance baseline, the introduced parser does not perform very well. The average individual parser accuracy was reduced by more than 5% when we added this new parser, but the precision of the constituent voting technique was the only result that decreased significantly. The Bayes models were able to achieve significantly higher precision than their non-parametric counterparts. We see from these results that the behavior of the parametric techniques are robust in the presence of a poor parser. Surprisingly, the non-parametric switching technique also exhibited robust behaviour in this situation. ## 4 Conclusion We have presented two general approaches to studying parser combination: parser switching and parse hybridization. For each experiment we gave an non-parametric and a parametric technique for combining parsers. All four of the techniques studied result in parsing systems that perform better than any previously reported. Both of the switching techniques, as well as the parametric hybridization technique were also shown to be robust when a poor parser was introduced into the experiments. Through parser combination we have reduced the precision error rate by 30% and the recall error rate by 6% compared to the best previously published result. Combining multiple highly-accurate independent parsers yields promising results. We plan to explore more powerful techniques for exploiting the diversity of parsing methods. ## 5 Acknowledgements We would like to thank Eugene Charniak, Michael Collins, and Adwait Ratnaparkhi for enabling all of this research by providing us with their parsers and helpful comments. This work was funded by NSF grant IRI-9502312. Both authors are members of the Center for Language and Speech Processing at Johns Hopkins University.
warning/0006/nucl-th0006050.html	ar5iv	text	# On the Δ⁢Δ component of the deuteron in the Nambu–Jona–Lasinio model of light nuclei ## 1 Introduction As has been stated in Ref. that nowadays there is a consensus concerning the existence of non–nucleonic degrees of freedom in nuclei. The non–nucleonic degrees of freedom can be described either within QCD in terms of quarks and gluons or in terms of mesons and nucleon resonances . In this letter we investigate the non–nucleonic degrees of freedom in terms of the $`\mathrm{\Delta }(1232)`$ resonance and calculate the contribution of the $`\mathrm{\Delta }\mathrm{\Delta }`$ component to the deuteron in the Nambu–Jona–Lasinio model of light nuclei or differently the nuclear Nambu–Jona–Lasinio (NNJL) model . As has been shown in Ref. the NNJL model is motivated by QCD. The deuteron appears in the nuclear phase of QCD as a neutron–proton collective excitation, the Cooper np–pair, induced by a phenomenological local four–nucleon interaction. The NNJL model describes low–energy nuclear forces in terms of one–nucleon loop exchanges providing a minimal transfer of nucleon flavours from initial to final nuclear states and accounting for contributions of nucleon–loop anomalies which are completely determined by one–nucleon loop diagrams. The dominance of contributions of nucleon–loop anomalies to effective Lagrangians of low–energy nuclear interactions is justified in the large $`N_C`$ expansion, where $`N_C`$ is the number of quark colours . As has been shown in Refs. the NNJL model describes good low–energy nuclear forces for electromagnetic and weak nuclear reactions with the deuteron of astrophysical interest such as the neutron–proton radiative capture n + p $``$ D + $`\gamma `$, the solar proton burning p + p $``$ D + e<sup>+</sup> \+ $`\nu _\mathrm{e}`$, the pep–process p + e<sup>-</sup> \+ p $``$ D + $`\nu _\mathrm{e}`$ and reactions of the disintegration of the deuteron by neutrinos and anti–neutrinos caused by charged $`\nu _\mathrm{e}`$ \+ D $``$ e<sup>-</sup> \+ p + p, $`\overline{\nu }_\mathrm{e}`$ \+ D $``$ e<sup>+</sup> \+ n + n and neutral $`\nu _\mathrm{e}(\overline{\nu }_\mathrm{e})`$ \+ D $``$ $`\nu _\mathrm{e}(\overline{\nu }_\mathrm{e})`$ \+ n \+ p weak currents. A phenomenological Lagrangian of the $`\mathrm{npD}`$ interaction is defined by $`_{\mathrm{npD}}(x)=ig_\mathrm{V}[\overline{p}(x)\gamma ^\mu n^c(x)\overline{n}(x)\gamma ^\mu p^c(x)]D_\mu (x),`$ (1.1) where $`D_\mu (x)`$, $`n(x)`$ and $`p(x)`$ are the interpolating fields of the deuteron, the neutron and the proton. The phenomenological coupling constant $`g_\mathrm{V}`$ is related to the electric quadrupole moment of the deuteron $`Q_\mathrm{D}=0.286\mathrm{fm}`$: $`g_\mathrm{V}^2=2\pi ^2Q_\mathrm{D}M_\mathrm{N}^2`$ , where $`M_\mathrm{N}=940\mathrm{MeV}`$ is the nucleon mass. In the isotopically invariant form the phenomenological interaction Eq.(1.1) can be written as $`_{\mathrm{npD}}(x)=g_\mathrm{V}\overline{N}(x)\gamma ^\mu \tau _2N^c(x)D_\mu (x),`$ (1.2) where $`\tau _2`$ is the Pauli isotopical matrix and $`N(x)`$ is a doublet of a nucleon field with components $`N(x)=(p(x),n(x))`$, $`N^c(x)=C\overline{N}^T(x)`$ and $`\overline{N^c}(x)=N^T(x)C`$, where $`C`$ is a charge conjugation matrix and $`T`$ is a transposition. In the NNJL model the $`\mathrm{\Delta }(1232)`$ resonance is the Rarita–Schwinger field $`\mathrm{\Delta }_\mu ^a(x)`$, the isotopical index $`a`$ runs over $`a=1,2,3`$, having the following free Lagrangian : $`_{\mathrm{kin}}^\mathrm{\Delta }(x)=\overline{\mathrm{\Delta }}_\mu ^a(x)[(i\gamma ^\alpha _\alpha M_\mathrm{\Delta })g^{\mu \nu }+{\displaystyle \frac{1}{4}}\gamma ^\mu \gamma ^\beta (i\gamma ^\alpha _\alpha M_\mathrm{\Delta })\gamma _\beta \gamma ^\nu ]\mathrm{\Delta }_\nu ^a(x),`$ (1.3) where $`M_\mathrm{\Delta }=1232\mathrm{MeV}`$ is the mass of the $`\mathrm{\Delta }(1232)`$ resonance field $`\mathrm{\Delta }_\mu ^a(x)`$. In terms of the eigenstates of the electric charge operator the fields $`\mathrm{\Delta }_\mu ^a(x)`$ are given by $`\begin{array}{cccc}& & \mathrm{\Delta }_\mu ^1(x)=\frac{1}{\sqrt{2}}\left(\begin{array}{c}\mathrm{\Delta }_\mu ^{++}(x)\mathrm{\Delta }_\mu ^0(x)/\sqrt{3}\\ \mathrm{\Delta }_\mu ^+(x)/\sqrt{3}\mathrm{\Delta }_\mu ^{}(x)\end{array}\right),\mathrm{\Delta }_\mu ^2(x)=\frac{i}{\sqrt{2}}\left(\begin{array}{c}\mathrm{\Delta }_\mu ^{++}(x)+\mathrm{\Delta }_\mu ^0(x)/\sqrt{3}\\ \mathrm{\Delta }_\mu ^+(x)/\sqrt{3}+\mathrm{\Delta }_\mu ^{}(x)\end{array}\right),& \\ & & \mathrm{\Delta }_\mu ^3(x)=\sqrt{\frac{2}{3}}\left(\begin{array}{c}\mathrm{\Delta }_\mu ^+(x)\\ \mathrm{\Delta }_\mu ^0(x)\end{array}\right).& \end{array}`$ (1.12) The fields $`\mathrm{\Delta }_\mu ^a(x)`$ obey the subsidiary constraints: $`^\mu \mathrm{\Delta }_\mu ^a(x)=\gamma ^\mu \mathrm{\Delta }_\mu ^a(x)=0`$ \[7–9\]. The Green function of the free $`\mathrm{\Delta }`$–field is determined by $`<0\|\mathrm{T}(\mathrm{\Delta }_\mu (x_1)\overline{\mathrm{\Delta }}_\nu (x_2))\|0>=iS_{\mu \nu }(x_1x_2).`$ (1.13) In the momentum representation $`S_{\mu \nu }(x)`$ reads \[5–8\]: $`S_{\mu \nu }(p)={\displaystyle \frac{1}{M_\mathrm{\Delta }\widehat{p}}}\left(g_{\mu \nu }+{\displaystyle \frac{1}{3}}\gamma _\mu \gamma _\nu +{\displaystyle \frac{1}{3}}{\displaystyle \frac{\gamma _\mu p_\nu \gamma _\nu p_\mu }{M_\mathrm{\Delta }}}+{\displaystyle \frac{2}{3}}{\displaystyle \frac{p_\mu p_\nu }{M_\mathrm{\Delta }^2}}\right).`$ (1.14) The most general form of the $`\pi \mathrm{N}\mathrm{\Delta }`$ interaction compatible with the requirements of chiral symmetry reads : $`_{\pi \mathrm{N}\mathrm{\Delta }}(x)={\displaystyle \frac{g_{\pi \mathrm{N}\mathrm{\Delta }}}{2M_\mathrm{N}}}\overline{\mathrm{\Delta }}_\omega ^a(x)\mathrm{\Theta }^{\omega \phi }N(x)_\phi \pi ^a(x)+\mathrm{h}.\mathrm{c}.=`$ $`={\displaystyle \frac{g_{\pi \mathrm{N}\mathrm{\Delta }}}{\sqrt{6}M_\mathrm{N}}}[{\displaystyle \frac{1}{\sqrt{2}}}\overline{\mathrm{\Delta }}_\omega ^+(x)\mathrm{\Theta }^{\omega \phi }n(x)_\phi \pi ^+(x){\displaystyle \frac{1}{\sqrt{2}}}\overline{\mathrm{\Delta }}_\omega ^0(x)\mathrm{\Theta }^{\omega \phi }p(x)_\phi \pi ^{}(x)`$ $`\overline{\mathrm{\Delta }}_\omega ^+(x)\mathrm{\Theta }^{\omega \phi }p(x)_\phi \pi ^0(x)\overline{\mathrm{\Delta }}_\omega ^0(x)\mathrm{\Theta }^{\omega \phi }p(x)_\phi \pi ^0(x)+\mathrm{}],`$ (1.15) where $`\pi ^a(x)`$ is the pion field with the components $`\pi ^1(x)=(\pi ^{}(x)+\pi ^+(x))/\sqrt{2}`$, $`\pi ^2(x)=(\pi ^{}(x)\pi ^+(x))/i\sqrt{2}`$ and $`\pi ^3(x)=\pi ^0(x)`$. The tensor $`\mathrm{\Theta }^{\omega \phi }`$ is given in Ref. : $`\mathrm{\Theta }^{\omega \phi }=g^{\omega \phi }(Z+1/2)\gamma ^\omega \gamma ^\phi `$, where the parameter $`Z`$ is arbitrary. The parameter $`Z`$ defines the $`\pi \mathrm{N}\mathrm{\Delta }`$ coupling off–mass shell of the $`\mathrm{\Delta }(1232)`$ resonance. There is no consensus on the exact value of $`Z`$. From theoretical point of view $`Z=1/2`$ is preferred . Phenomenological studies give only the bound $`\|Z\|1/2`$ . The value of the coupling constant $`g_{\pi \mathrm{N}\mathrm{\Delta }}`$ relative to the coupling constant $`g_{\pi \mathrm{NN}}`$ is $`g_{\pi \mathrm{N}\mathrm{\Delta }}=2g_{\pi \mathrm{NN}}`$ . As has been shown in Ref. for the description of the experimental value of the cross section for the neutron–proton radiative capture for thermal neutrons the parameter $`Z`$ should be equal to $`Z=0.473`$. This agrees with the experimental bound . At $`Z=1/2`$ we get the result agreeing with the experimental value of the cross section for the neutron–proton radiative capture with accuracy about 3$`\%`$ . For the subsequent calculations of the $`\mathrm{\Delta }\mathrm{\Delta }`$ component of the deuteron it is useful to have the Lagrangian of the $`\pi \mathrm{N}\mathrm{\Delta }`$ interaction taken in the equivalent form $`_{\pi \mathrm{N}\mathrm{\Delta }}(x)={\displaystyle \frac{g_{\pi \mathrm{N}\mathrm{\Delta }}}{2M_\mathrm{N}}}_\phi \pi ^a(x)\overline{N^c}(x)\mathrm{\Theta }^{\phi \omega }\mathrm{\Delta }_\omega ^a(x)^c+\mathrm{h}.\mathrm{c}.,`$ (1.16) where $`\mathrm{\Delta }_\omega ^a(x)^c=C\overline{\mathrm{\Delta }}_\omega ^a(x)^T`$. Now we can proceed to the evaluation of the $`\mathrm{\Delta }\mathrm{\Delta }`$ component of the deuteron. ## 2 Effective $`\mathrm{\Delta }\mathrm{\Delta }\mathrm{D}`$ interaction In the NNJL model the existence of the $`\mathrm{\Delta }\mathrm{\Delta }`$ component of the deuteron we can understand in terms of the coupling constants of the effective $`\mathrm{\Delta }\mathrm{\Delta }\mathrm{D}`$ interaction. In order to evaluate the Lagrangian of the effective $`\mathrm{\Delta }\mathrm{\Delta }\mathrm{D}`$ interaction $`_{\mathrm{eff}}^{\mathrm{\Delta }\mathrm{\Delta }\mathrm{D}}(x)`$ we have to obtain, first, the effective Lagrangian of the transition N + N $``$ $`\mathrm{\Delta }`$ \+ $`\mathrm{\Delta }`$. This effective Lagrangian we define in the one–pion exchange approximation $`{\displaystyle d^4x_{\mathrm{eff}}^{\mathrm{NN}\mathrm{\Delta }\mathrm{\Delta }}(x)}`$ $`=`$ $`{\displaystyle \frac{g_{\pi \mathrm{N}\mathrm{\Delta }}^2}{8M_\mathrm{N}^2}}{\displaystyle d^4x_1d^4x_2[\overline{\mathrm{\Delta }}_\alpha ^a(x_1)\mathrm{\Theta }^{\alpha \beta }N(x_1)]}`$ (2.1) $`\times {\displaystyle \frac{}{x_1^\beta }}{\displaystyle \frac{}{x_1^\phi }}[\delta ^{ab}\mathrm{\Delta }(x_1x_2)][\overline{N^c}(x_2)\mathrm{\Theta }^{\phi \omega }\mathrm{\Delta }_\omega ^b(x_2)^c],`$ where $`\mathrm{\Delta }(x_1x_2)`$ is the Green function of $`\pi `$–mesons. In terms of the Lagrangians of the $`\mathrm{npD}`$ interaction and the N + N $``$ $`\mathrm{\Delta }`$ \+ $`\mathrm{\Delta }`$ transition the Lagrangian of the effective $`\mathrm{\Delta }\mathrm{\Delta }\mathrm{D}`$ interaction can be defined by $`{\displaystyle d^4x_{\mathrm{eff}}^{\mathrm{\Delta }\mathrm{\Delta }\mathrm{D}}(x)}=ig_\mathrm{V}{\displaystyle \frac{g_{\pi \mathrm{N}\mathrm{\Delta }}^2}{4M_\mathrm{N}^2}}{\displaystyle d^4xd^4x_1d^4x_2D_\mu (x)}`$ $`[\overline{\mathrm{\Delta }}_\alpha ^a(x_1)\mathrm{\Theta }^{\alpha \beta }S_F(xx_1)\gamma ^\mu \tau _2S_F^c(xx_2)\mathrm{\Theta }^{\phi \omega }\mathrm{\Delta }_\omega ^a(x_2)^c]{\displaystyle \frac{}{x_1^\beta }}{\displaystyle \frac{}{x_1^\phi }}\mathrm{\Delta }(x_1x_2),`$ (2.2) where $`S_F(xx_1)`$ and $`S_F^c(xx_2)`$ are the Green functions of the free nucleon and anti–nucleon fields, respectively. Such a definition of the contribution of the $`\mathrm{\Delta }\mathrm{\Delta }`$ component to the deuteron is in agreement with that given by Niephaus et al. in the potential model approach (PMA). For the evaluation of the effective Lagrangian $`_{\mathrm{eff}}^{\mathrm{\Delta }\mathrm{\Delta }\mathrm{D}}(x)`$ we would follow the large $`N_C`$ expansion approach to non–perturbative QCD . In the large $`N_C`$ approach to non–perturbative QCD with $`SU(N_C)`$ gauge group at $`N_C\mathrm{}`$ the nucleon mass is proportional to the number of quark colour degrees of freedom, $`M_\mathrm{N}N_C`$ . It is well–known that for the evaluation of effective Lagrangians all momenta of interacting particles should be kept off–mass shell. This implies that at leading order in the large $`N_C`$ expansion corresponding the $`1/M_\mathrm{N}`$ expansion of the momentum integral defining the effective Lagrangian $`_{\mathrm{eff}}^{\mathrm{\Delta }\mathrm{\Delta }\mathrm{D}}(x)`$ one can neglect the momenta of interacting particles with respect to the mass of virtual nucleons. As a result the effective Lagrangian $`_{\mathrm{eff}}^{\mathrm{\Delta }\mathrm{\Delta }\mathrm{D}}(x)`$ reduces itself to the local form and reads $`_{\mathrm{eff}}^{\mathrm{\Delta }\mathrm{\Delta }\mathrm{D}}(x)={\displaystyle \frac{g_\mathrm{V}}{16\pi ^2}}{\displaystyle \frac{g_{\pi \mathrm{N}\mathrm{\Delta }}^2}{4M_\mathrm{N}^2}}[\overline{\mathrm{\Delta }}_\alpha ^a(x)\mathrm{\Theta }^{\alpha \mu \omega }\tau _2\mathrm{\Delta }_\omega ^a(x)^c]D_\mu (x),`$ (2.3) where the structure function $`\mathrm{\Theta }^{\alpha \mu \omega }`$ is given by the momentum integral $`\mathrm{\Theta }^{\alpha \mu \omega }={\displaystyle \frac{d^4k}{\pi ^2i}\frac{1}{M_\pi ^2k^2}\mathrm{\Theta }^{\alpha \beta }k_\beta \frac{1}{M_\mathrm{N}\widehat{k}}\gamma ^\mu \frac{1}{M_\mathrm{N}+\widehat{k}}k_\phi \mathrm{\Theta }^{\phi \omega }}.`$ (2.4) Integrating over $`k`$ we obtain $`\mathrm{\Theta }^{\alpha \mu \omega }`$ $`=`$ $`{\displaystyle \frac{1}{3}}\left[I_1(M_\mathrm{N}){\displaystyle \frac{5}{2}}M_\mathrm{N}^2I_2(M_\mathrm{N})\right]\mathrm{\Theta }^{\alpha \beta }\gamma ^\mu \mathrm{\Theta }_{\beta }^{}{}_{}{}^{\omega }`$ (2.5) $``$ $`{\displaystyle \frac{1}{12}}\left[I_1(M_\mathrm{N})M_\mathrm{N}^2I_2(M_\mathrm{N})\right](\mathrm{\Theta }^{\alpha \beta }\gamma _\beta \mathrm{\Theta }^{\mu \omega }+\mathrm{\Theta }^{\alpha \mu }\gamma _\phi \mathrm{\Theta }^{\phi \omega }),`$ where the quadratically, $`I_1(M_\mathrm{N})`$, and logarithmically, $`I_2(M_\mathrm{N})`$, divergent integrals are determined by $`I_1(M_\mathrm{N})`$ $`=`$ $`{\displaystyle \frac{d^4k}{\pi ^2i}\frac{1}{M_\mathrm{N}^2k^2}}=2\left[\mathrm{\Lambda }\sqrt{M_\mathrm{N}^2+\mathrm{\Lambda }^2}M_\mathrm{N}^2\mathrm{}n\left({\displaystyle \frac{\mathrm{\Lambda }}{M_\mathrm{N}}}+\sqrt{1+{\displaystyle \frac{\mathrm{\Lambda }^2}{M_\mathrm{N}^2}}}\right)\right],`$ $`I_2(M_\mathrm{N})`$ $`=`$ $`{\displaystyle \frac{d^4k}{\pi ^2i}\frac{1}{(M_\mathrm{N}^2k^2)^2}}=2\left[\mathrm{}n\left({\displaystyle \frac{\mathrm{\Lambda }}{M_\mathrm{N}}}+\sqrt{1+{\displaystyle \frac{\mathrm{\Lambda }^2}{M_\mathrm{N}^2}}}\right){\displaystyle \frac{\mathrm{\Lambda }}{\sqrt{M_\mathrm{N}^2+\mathrm{\Lambda }^2}}}\right].`$ (2.6) The cut–off $`\mathrm{\Lambda }`$ restricts from above 3–momenta of fluctuating nucleon fields. Since we have no closed nucleon loops, the cut–off $`\mathrm{\Lambda }`$ cannot be determined by the scale of the deuteron size $`r_\mathrm{D}1/\mathrm{\Lambda }_\mathrm{D}`$ . The natural value of $`\mathrm{\Lambda }`$ is the scale of the Compton wavelength of the nucleon $`{}_{}{}^{}\lambda _{\mathrm{N}}^{}=1/M_\mathrm{N}=0.21\mathrm{fm}`$, i.e. $`\mathrm{\Lambda }=M_\mathrm{N}`$. The Lagrangian $`_{\mathrm{eff}}^{\mathrm{\Delta }\mathrm{\Delta }\mathrm{D}}(x)`$ of the effective $`\mathrm{\Delta }\mathrm{\Delta }\mathrm{D}`$ interaction we obtain in the form $`_{\mathrm{eff}}^{\mathrm{\Delta }\mathrm{\Delta }\mathrm{D}}(x)=g_{\mathrm{\Delta }\mathrm{\Delta }\mathrm{D}}[\overline{\mathrm{\Delta }}_\alpha ^a(x)\mathrm{\Theta }^{\alpha \beta }\gamma ^\mu \mathrm{\Theta }_{\beta }^{}{}_{}{}^{\omega }\tau _2\mathrm{\Delta }_\omega ^a(x)^c]D_\mu (x)`$ $`+\overline{g}_{\mathrm{\Delta }\mathrm{\Delta }\mathrm{D}}[\overline{\mathrm{\Delta }}_\alpha ^a(x)(\mathrm{\Theta }^{\alpha \beta }\gamma _\beta \mathrm{\Theta }^{\mu \omega }+\mathrm{\Theta }^{\alpha \mu }\gamma _\phi \mathrm{\Theta }^{\phi \omega })\tau _2\mathrm{\Delta }_\omega ^a(x)^c]D_\mu (x)=`$ $`=ig_{\mathrm{\Delta }\mathrm{\Delta }\mathrm{D}}[\overline{\mathrm{\Delta }}_\alpha ^{}(x)\mathrm{\Theta }^{\alpha \beta }\gamma ^\mu \mathrm{\Theta }_{\beta }^{}{}_{}{}^{\omega }\mathrm{\Delta }_\omega ^{++}(x)^c\overline{\mathrm{\Delta }}_\alpha ^{++}(x)\mathrm{\Theta }^{\alpha \beta }\gamma ^\mu \mathrm{\Theta }_{\beta }^{}{}_{}{}^{\omega }\mathrm{\Delta }_\omega ^{}(x)^c`$ $`+\overline{\mathrm{\Delta }}_\alpha ^+(x)\mathrm{\Theta }^{\alpha \beta }\gamma ^\mu \mathrm{\Theta }_{\beta }^{}{}_{}{}^{\omega }\mathrm{\Delta }_\omega ^0(x)^c\overline{\mathrm{\Delta }}_\alpha ^0(x)\mathrm{\Theta }^{\alpha \beta }\gamma ^\mu \mathrm{\Theta }_{\beta }^{}{}_{}{}^{\omega }\mathrm{\Delta }_\omega ^+(x)^c]D_\mu (x)`$ $`i\overline{g}_{\mathrm{\Delta }\mathrm{\Delta }\mathrm{D}}[\overline{\mathrm{\Delta }}_\alpha ^{}(x)(\mathrm{\Theta }^{\alpha \beta }\gamma _\beta \mathrm{\Theta }^{\mu \omega }+\mathrm{\Theta }^{\alpha \mu }\gamma _\phi \mathrm{\Theta }^{\phi \omega })\mathrm{\Delta }_\omega ^{++}(x)^c`$ $`\overline{\mathrm{\Delta }}_\alpha ^{++}(x)(\mathrm{\Theta }^{\alpha \beta }\gamma _\beta \mathrm{\Theta }^{\mu \omega }+\mathrm{\Theta }^{\alpha \mu }\gamma _\phi \mathrm{\Theta }^{\phi \omega })\mathrm{\Delta }_\omega ^{}(x)^c`$ $`+\overline{\mathrm{\Delta }}_\alpha ^+(x)(\mathrm{\Theta }^{\alpha \beta }\gamma _\beta \mathrm{\Theta }^{\mu \omega }+\mathrm{\Theta }^{\alpha \mu }\gamma _\phi \mathrm{\Theta }^{\phi \omega })\mathrm{\Delta }_\omega ^0(x)^c`$ $`\overline{\mathrm{\Delta }}_\alpha ^0(x)(\mathrm{\Theta }^{\alpha \beta }\gamma _\beta \mathrm{\Theta }^{\mu \omega }+\mathrm{\Theta }^{\alpha \mu }\gamma _\phi \mathrm{\Theta }^{\phi \omega })\mathrm{\Delta }_\omega ^+(x)^c],`$ (2.7) where the effective coupling constants $`g_{\mathrm{\Delta }\mathrm{\Delta }\mathrm{D}}`$ and $`\overline{g}_{\mathrm{\Delta }\mathrm{\Delta }\mathrm{D}}`$ read $`g_{\mathrm{\Delta }\mathrm{\Delta }\mathrm{D}}`$ $`=`$ $`g_\mathrm{V}{\displaystyle \frac{7g_{\pi \mathrm{N}\mathrm{\Delta }}^2}{384\pi ^2}}\left[{\displaystyle \frac{\mathrm{\Lambda }}{\sqrt{M_\mathrm{N}^2+\mathrm{\Lambda }^2}}}\left(1+{\displaystyle \frac{2}{7}}{\displaystyle \frac{\mathrm{\Lambda }^2}{M_\mathrm{N}^2}}\right)\mathrm{}n\left({\displaystyle \frac{\mathrm{\Lambda }}{M_\mathrm{N}}}+\sqrt{1+{\displaystyle \frac{\mathrm{\Lambda }^2}{M_\mathrm{N}^2}}}\right)\right],`$ $`\overline{g}_{\mathrm{\Delta }\mathrm{\Delta }\mathrm{D}}`$ $`=`$ $`g_\mathrm{V}{\displaystyle \frac{g_{\pi \mathrm{N}\mathrm{\Delta }}^2}{192\pi ^2}}\left[{\displaystyle \frac{\mathrm{\Lambda }}{\sqrt{M_\mathrm{N}^2+\mathrm{\Lambda }^2}}}\left(1+{\displaystyle \frac{1}{2}}{\displaystyle \frac{\mathrm{\Lambda }^2}{M_\mathrm{N}^2}}\right)\mathrm{}n\left({\displaystyle \frac{\mathrm{\Lambda }}{M_\mathrm{N}}}+\sqrt{1+{\displaystyle \frac{\mathrm{\Lambda }^2}{M_\mathrm{N}^2}}}\right)\right].`$ (2.8) On–mass shell of the $`\mathrm{\Delta }(1232)`$ resonance, i.e. in the case of the PMA , the contribution of the parameter $`Z`$ vanishes and the effective $`\mathrm{\Delta }\mathrm{\Delta }\mathrm{D}`$ interaction acquires the form $`_{\mathrm{eff}}^{\mathrm{\Delta }\mathrm{\Delta }\mathrm{D}}(x)=g_{\mathrm{\Delta }\mathrm{\Delta }\mathrm{D}}g^{\alpha \beta }[\overline{\mathrm{\Delta }}_\alpha ^a(x)\gamma ^\mu \tau _2\mathrm{\Delta }_\beta ^a(x)^c]D_\mu (x)=`$ $`=ig_{\mathrm{\Delta }\mathrm{\Delta }\mathrm{D}}g^{\alpha \beta }[\overline{\mathrm{\Delta }}_\alpha ^{}(x)\gamma ^\mu \mathrm{\Delta }_\beta ^{++}(x)^c\overline{\mathrm{\Delta }}_\alpha ^{++}(x)\gamma ^\mu \mathrm{\Delta }_\beta ^{}(x)^c`$ $`+\overline{\mathrm{\Delta }}_\alpha ^+(x)\gamma ^\mu \mathrm{\Delta }_\beta ^0(x)^c\overline{\mathrm{\Delta }}_\alpha ^0(x)\gamma ^\mu \mathrm{\Delta }_\beta ^+(x)^c]D_\mu (x).`$ (2.9) The total probability $`P(\mathrm{\Delta }\mathrm{\Delta })`$ to find the $`\mathrm{\Delta }\mathrm{\Delta }`$ component inside the deuteron we determine as follows $`P(\mathrm{\Delta }\mathrm{\Delta })={\displaystyle \frac{d\mathrm{\Gamma }(\mathrm{D}\mathrm{\Delta }\mathrm{\Delta })}{d\mathrm{\Gamma }(\mathrm{D}\mathrm{np})}},`$ (2.10) where $`d\mathrm{\Gamma }(\mathrm{D}\mathrm{\Delta }\mathrm{\Delta })`$ and $`d\mathrm{\Gamma }(\mathrm{D}\mathrm{np})`$ are the differential rates of the transitions D $``$ $`\mathrm{\Delta }`$ \+ $`\mathrm{\Delta }`$ and D $``$ n + p, respectively, defined by $`d\mathrm{\Gamma }(\mathrm{D}(P)\mathrm{\Delta }(p_1)\mathrm{\Delta }(p_2))=8g_{\mathrm{\Delta }\mathrm{\Delta }\mathrm{D}}^2{\displaystyle \frac{d\mathrm{\Phi }_{\mathrm{\Delta }\mathrm{\Delta }}(p_1,p_2)}{6\sqrt{s}}}\left(g_{\mu \nu }+{\displaystyle \frac{P_\mu P_\nu }{s}}\right)`$ $`\times \mathrm{tr}\{(M_\mathrm{\Delta }+\widehat{p}_1)(g_{\alpha \beta }+{\displaystyle \frac{1}{3}}\gamma _\alpha \gamma _\beta +{\displaystyle \frac{1}{3}}{\displaystyle \frac{\gamma _\alpha p_{1\beta }\gamma _\beta p_{1\alpha }}{M_\mathrm{\Delta }}}+{\displaystyle \frac{2}{3}}{\displaystyle \frac{p_{1\alpha }p_{1\beta }}{M_\mathrm{\Delta }^2}})\gamma ^\mu `$ $`\times (g^{\alpha \beta }+{\displaystyle \frac{1}{3}}\gamma ^\beta \gamma ^\alpha +{\displaystyle \frac{1}{3}}{\displaystyle \frac{\gamma ^\beta p_2^\alpha \gamma ^\alpha p_2^\beta }{M_\mathrm{\Delta }}}+{\displaystyle \frac{2}{3}}{\displaystyle \frac{p_2^\beta p_2^\alpha }{M_\mathrm{\Delta }^2}})(M_\mathrm{\Delta }+\widehat{p}_2)\gamma ^\nu \},`$ $`d\mathrm{\Gamma }(\mathrm{D}(P)\mathrm{n}(p_1)\mathrm{p}(p_2))=4g_\mathrm{V}^2{\displaystyle \frac{d\mathrm{\Phi }_{\mathrm{np}}(p_1,p_2)}{6\sqrt{s}}}\left(g_{\mu \nu }+{\displaystyle \frac{P_\mu P_\nu }{s}}\right)`$ $`\times \mathrm{tr}\{(M_\mathrm{N}+\widehat{p}_1)\gamma ^\mu (M_\mathrm{N}+\widehat{p}_2)\gamma ^\nu \}.`$ (2.11) We have denoted as $`P=p_1+p_2`$ and $`P^2=s`$ the 4–momentum and the invariant squared mass of the deuteron, respectively. Then, $`d\mathrm{\Phi }_{\mathrm{\Delta }\mathrm{\Delta }}(p_1,p_2)`$ and $`d\mathrm{\Phi }_{\mathrm{np}}(p_1,p_2)`$ are the phase volumes of the $`\mathrm{\Delta }\mathrm{\Delta }`$ and np states. The two–particle phase volume is equal to $`d\mathrm{\Phi }(p_1,p_2)=(2\pi )^4(Pp_1p_2){\displaystyle \frac{d^3p_1}{(2\pi )^32E_1}}{\displaystyle \frac{d^3p_2}{(2\pi )^32E_2}}.`$ (2.12) At leading order in the large $`N_C`$ expansion, when we can neglect the mass difference between the $`\mathrm{\Delta }(1232)`$ resonance and the nucleon, the phase volumes $`d\mathrm{\Phi }_{\mathrm{\Delta }\mathrm{\Delta }}(p_1,p_2)`$ and $`d\mathrm{\Phi }_{\mathrm{np}}(p_1,p_2)`$ are equal $`d\mathrm{\Phi }_{\mathrm{\Delta }\mathrm{\Delta }}(p_1,p_2)=d\mathrm{\Phi }_{\mathrm{np}}(p_1,p_2)=d\mathrm{\Phi }(p_1,p_2).`$ (2.13) The differential rates $`d\mathrm{\Gamma }(\mathrm{D}(P)\mathrm{\Delta }(p_1)\mathrm{\Delta }(p_2))`$ and $`d\mathrm{\Gamma }(\mathrm{D}(P)\mathrm{n}(p_1)\mathrm{p}(p_2))`$ calculated at leading order in the large $`N_C`$ expansion are given by $`d\mathrm{\Gamma }(\mathrm{D}(P)\mathrm{\Delta }(p_1)\mathrm{\Delta }(p_2))`$ $`=`$ $`{\displaystyle \frac{10}{9}}\times 8\times g_{\mathrm{\Delta }\mathrm{\Delta }\mathrm{D}}^2\times \sqrt{s}d\mathrm{\Phi }(p_1,p_2),`$ $`d\mathrm{\Gamma }(\mathrm{D}(P)\mathrm{n}(p_1)\mathrm{p}(p_2))`$ $`=`$ $`4\times g_\mathrm{V}^2\times \sqrt{s}d\mathrm{\Phi }(p_1,p_2).`$ (2.14) Hence, the probability $`P(\mathrm{\Delta }\mathrm{\Delta })`$ to find the $`\mathrm{\Delta }\mathrm{\Delta }`$ component inside the deuteron amounts to $`P(\mathrm{\Delta }\mathrm{\Delta })={\displaystyle \frac{10}{9}}\times {\displaystyle \frac{2g_{\mathrm{\Delta }\mathrm{\Delta }\mathrm{D}}^2}{g_\mathrm{V}^2}}=0.3\%,`$ (2.15) where the numerical value is obtained at $`\mathrm{\Lambda }=M_\mathrm{N}`$. Our theoretical prediction agrees good with recent experimental estimate of the upper limit $`P(\mathrm{\Delta }\mathrm{\Delta })<0.4\%`$ at 90$`\%`$ of CL quoted by Dymarz and Khanna . ## 3 Conclusion The theoretical estimate of the contribution of the $`\mathrm{\Delta }\mathrm{\Delta }`$ component to the deuteron obtained in the NNJL model agrees good with the experimental upper limit. Indeed, for the $`\mathrm{\Delta }(1232)`$ resonance on–mass shell we predict $`P(\mathrm{\Delta }\mathrm{\Delta })=0.3\%`$ whereas experimentally $`P(\mathrm{\Delta }\mathrm{\Delta })`$ is restricted by $`P(\mathrm{\Delta }\mathrm{\Delta })<0.4\%`$ at 90$`\%`$ of CL . Off–mass shell of the $`\mathrm{\Delta }(1232)`$ resonance, where the parameter $`Z`$ should contribute, our prediction for $`P(\mathrm{\Delta }\mathrm{\Delta })`$ can be changed, of course. Moreover, due to $`Z`$ dependence the contributions of the $`\mathrm{\Delta }\mathrm{\Delta }`$ component to amplitudes of different low–energy nuclear reactions and physical quantities can differ each other. However, we would like to emphasize that in the NNJL model by using the effective $`\mathrm{\Delta }\mathrm{\Delta }\mathrm{D}`$ interaction determined by Eq.(2) one can calculate the contribution of the $`\mathrm{\Delta }\mathrm{\Delta }`$ component of the deuteron to the amplitude of any low–energy nuclear reaction with the deuteron in the initial or final state. In our approach we do not distinguish contributions of the $`\mathrm{\Delta }\mathrm{\Delta }`$–pair with a definite orbital momentum $`{}_{}{}^{3}\mathrm{S}_{1}^{\mathrm{\Delta }\mathrm{\Delta }}`$, $`{}_{}{}^{3}\mathrm{D}_{1}^{\mathrm{\Delta }\mathrm{\Delta }}`$ and so on to the effective $`\mathrm{\Delta }\mathrm{\Delta }\mathrm{D}`$ interaction Eq.(2). The obtained value of the probability $`P(\mathrm{\Delta }\mathrm{\Delta })`$ should be considered as a sum of all possible states with a certain orbital momentum. Our prediction $`P(\mathrm{\Delta }\mathrm{\Delta })=0.3\%`$ agrees reasonably well with the result obtained by Dymarz and Khanna in the PMA : $`P(\mathrm{\Delta }\mathrm{\Delta })0.4÷0.5\%`$. Unlike our approach Dymarz and Khanna have given a percentage of the probabilities of different states $`{}_{}{}^{3}\mathrm{S}_{1}^{\mathrm{\Delta }\mathrm{\Delta }}`$, $`{}_{}{}^{3}\mathrm{D}_{1}^{\mathrm{\Delta }\mathrm{\Delta }}`$ and so to the wave function of the deuteron. In our approach the deuteron couples to itself and other particles through the one–baryon loop exchanges. The effective Lagrangian $`_{\mathrm{eff}}^{\mathrm{\Delta }\mathrm{\Delta }\mathrm{D}}(x)`$ of the $`\mathrm{\Delta }\mathrm{\Delta }\mathrm{D}`$ interaction given by Eq.(2) defines completely the contribution of the $`\mathrm{\Delta }\mathrm{\Delta }`$ intermediate states to baryon–loop exchanges. The decomposition of the effective $`\mathrm{\Delta }\mathrm{\Delta }\mathrm{D}`$ interaction in terms of the $`\mathrm{\Delta }\mathrm{\Delta }`$ states with a certain orbital momentum should violate Lorentz invariance for the evaluation of the contribution of every state to whether the amplitude of a low–energy nuclear reaction or a low–energy physical quantity. In the NNJL model this can lead to incorrect results. The relativistically covariant procedure of the decomposition of the interactions like the $`\mathrm{\Delta }\mathrm{\Delta }\mathrm{D}`$ one in terms of the states with a certain orbital momenta is now in progress in the NNJL model. However, a smallness of the contribution of the $`\mathrm{\Delta }\mathrm{\Delta }`$ component to the deuteron obtained in the NNJL model makes such a decomposition applied to the $`\mathrm{\Delta }\mathrm{\Delta }\mathrm{D}`$ interaction meaningless to some extent due to impossibility to measure the terms separately. ## 4 Acknowledgement We are grateful to Prof. W. Plessas for discussions which stimulated this investigation.
warning/0006/hep-ph0006292.html	ar5iv	text	# QCD predictions for spin dependent photonic structure function 𝑔₁^𝛾⁢(𝑥,𝑄²) in the low 𝑥 region of future linear colliders ## 1 Introduction The small $`x`$ behaviour of the spin dependent structure functions, where $`x`$ is the Bjorken parameter, may be influenced in QCD by the novel effects coming from the double $`ln^2(1/x)`$ resummation . These effects generate more singular behaviour in the limit $`x0`$ than that given by LO (or NLO) Altarelli-Parisi evolution equations with non-singular input. The double $`ln^2(1/x)`$ resummation effects have been quantitatively analysed for spin dependent structure function $`g_1(x,Q^2)`$ of the nucleon , and it has been found that they can in principle significantly affect the structure function in the small $`x`$ region which can be probed at possible polarised HERA measurements . The formalism developed in contains important subleading $`ln^2(1/x)`$ effects which follow from including the complete splitting functions and the running QCD coupling. It may however be still possible that other subleading terms can appreciably reduce the magnitude of the leading double $`ln^2(1/x)`$ resummation . In this paper we would like to investigate spin structure function $`g_1^\gamma `$ of the polarised photon in the low $`x`$ region which could become accessible in future linear $`e^+e^{}`$ or $`e\gamma `$ linear colliders . The $`e\gamma `$ mode, i.e. deep inelastic electron (positron) scattering on a photon beams obtained through the Compton back-scattering of the laser photon beams , would be particularily suitable for probing the photon structure in the region of low values of Bjorken parameter $`x`$ . Possible potential of probing the spin dependent structure functions of the photon at both $`e^+e^{}`$ and $`e\gamma `$ colliders is discussed in ref. . The spin dependent parton distributions of polarised photons could also be studied through the dijet photoproduction in polarised $`ep`$ collisions at HERA . The content of our paper is as follows: in the next section we discuss the double $`ln^2(1/x)`$ resummation for the case of the spin dependent parton distributions and for spin dependent structure function $`g_1^\gamma (x,Q^2)`$ of the photon. The novel feature of the corresponding integral equations for the unintegrated parton distribution functions is the presence of the additional contribution to the inhomogeneous terms which is generated by the point-like coupling of the photon to quarks and antiquarks. We present analytic solution of these integral equations using the approximation of the double $`ln^2(1/x)`$ resummation by that contribution which corresponds to the ladder diagrams. In Sec. 3 we extend the formalism by including complete leading order (LO) Altarelli-Parisi evolution at large values of $`x`$. We also include the complete double $`ln^2(1/x)`$ resummation by adding the corresponding higher order terms to the kernels of the integral equations. This extension leads to the system of integral equations for the unintegrated spin dependent parton distributions in the photon which embodies the complete LO Altarelli-Parisi evolution at large values of $`x`$ and the double $`ln^2(1/x)`$ resummation at small $`x`$. In Sec. 4 we discuss the solutions of these equations and show predictions for spin dependent structure function $`g_1^\gamma (x,Q^2)`$ and for the spin dependent gluon distributions in the photon. We study sensitivity of the predictions upon the assumptions concerning the non-perturbative spin dependent gluon distributions in the photon. We analyse two possible scenarios: (a) the case in which the non-perturbative part of the quark and gluon distributions are neglected and the partonic content of the polarised photon is entirely driven by the point-like coupling of the photon to quarks and antiquarks and (b) the case in which one introduces in a model dependent way the non-perturbative gluon distributions in the photon. Finally in Sec. 5 we give summary of our results. ## 2 Double $`ln^2(1/x)`$ resummation effects for the spin dependent parton distributions in the polarised photon Low $`x`$ behaviour of photonic spin structure function is influenced by double logarithmic $`ln^2(1/x)`$ contributions i. e. by those terms of the perturbative expansion which correspond to the powers of $`ln^2(1/x)`$ at each order of the expansion, similarly as for DIS spin dependent structure function $`g_1`$ of the nucleon . In the following we will apply the double $`ln^2(1/x)`$ resummation scheme based on unintegrated parton distributions . Conventional integrated spin dependent parton distributions $`\mathrm{\Delta }p_l(x,Q^2)`$ ($`p=q,g`$) are related to unintegrated parton distributions $`f_l(x^{},k^2)`$ in the following way : $$\mathrm{\Delta }p_l(x,Q^2)=\mathrm{\Delta }p_l^{(0)}(x)+_{k_0^2}^{W^2}\frac{dk^2}{k^2}f_l(x^{}=x(1+\frac{k^2}{Q^2}),k^2),$$ (1) where $`\mathrm{\Delta }p_l^{(0)}(x)`$ is the nonperturbative part of the distribution, $`k^2`$ denotes the transverse momentum squared of the probed parton, $`W^2`$ is the total energy in the center of mass $`W^2=Q^2(\frac{1}{x}1)`$, and index $`l`$ specifies the parton flavour. The parameter $`k_0^2`$ is the infrared cut-off which will be set equal to 1 GeV<sup>2</sup>. The nonperturbative part $`\mathrm{\Delta }p_l^{(0)}(x)`$ can be viewed upon as originating from the integration over non-perturbative region $`k^2<k_0^2`$, i. e. $$\mathrm{\Delta }p_l^{(0)}(x)=_0^{k_0^2}\frac{dk^2}{k^2}f_l(x,k^2).$$ (2) Photonic structure function $`g_1^\gamma (x,Q^2)`$ is related in a standard way to the (integrated) parton distributions describing the parton content of polarized photon : $$g_1^\gamma (x,Q^2)=\frac{<e^2>}{2}[\mathrm{\Delta }q_{NS}(x,Q^2)+\mathrm{\Delta }q_S(x,Q^2)],$$ (3) where $`N_f`$ denotes the number of active flavours ($`N_f=3`$). For convenience we have introduced in (3) the non-singlet and singlet combinations of the spin dependent quark and antiquark distributions defined as: $$\mathrm{\Delta }q_{NS}(x,Q^2)=\underset{l=1}{\overset{N_f}{}}\left(\frac{e_l^2}{e^2}1\right)(\mathrm{\Delta }q_l^\gamma (x,Q^2)+\mathrm{\Delta }\overline{q}_l^\gamma (x,Q^2)),$$ (4) $$\mathrm{\Delta }q_S(x,Q^2)=\underset{l=1}{\overset{N_f}{}}(\mathrm{\Delta }q_l^\gamma (x,Q^2)+\mathrm{\Delta }\overline{q}_l^\gamma (x,Q^2)),$$ (5) where $`e^m=\frac{1}{N_f}_{l=1}^{N_f}(e_l)^m`$. The full contribution to the double $`ln^2(1/x)`$ resummation comes from the ladder diagrams with quark and gluon exchanges along the ladder (see e. g. Fig. 1) and the non-ladder bremsstrahlung diagrams . The latter ones are obtained from the ladder diagrams by adding to them soft bremsstrahlung gluons or soft quarks , and they generate the infrared corrections to the ladder contribution. The relevant region of phase space generating the double $`ln^2(1/x)`$ resummation from ladder diagrams corresponds to ordered $`k_n^2/x_n`$, where $`k_n^2`$ and $`x_n`$ denote respectively the transverse momenta squared and longitudinal momentum fractions of the proton carried by partons exchanged along the ladder . It is in contrast to the leading order Altarelli - Parisi evolution alone which corresponds to ordered transverse momenta. The structure of the corresponding integral equations describing unintegrated distributions $`f_{NS}(x{}_{}{}^{},k^2),f_S(x{}_{}{}^{},k^2)`$ and $`f_g(x{}_{}{}^{},k^2)`$ in a photon is the same as for the case of the partonic structure of a hadron which read: $$f_{NS}(x^{},k^2)=f_{NS}^{(0)}(x^{},k^2)+\frac{\alpha _S}{2\pi }\mathrm{\Delta }P_{qq}(0)_x^{}^1\frac{dz}{z}_{k_0^2}^{k^2/z}\frac{dk^2}{k^2}f_{NS}(\frac{x^{}}{z},k^2),$$ (6) $`f_S(x^{},k^2)=f_S^{\left(0\right)}(x^{},k^2)+{\displaystyle \frac{\alpha _S}{2\pi }}{\displaystyle _x^{}^1}{\displaystyle \frac{dz}{z}}{\displaystyle _{k_0^2}^{k^2/z}}{\displaystyle \frac{dk^2}{k^2}}\left[\mathrm{\Delta }P_{qq}\left(0\right)f_S({\displaystyle \frac{x^{}}{z}},k^2)+\mathrm{\Delta }P_{qg}\left(0\right)f_g({\displaystyle \frac{x^{}}{z}},k^2)\right],`$ $`f_g(x^{},k^2)=f_g^{\left(0\right)}(x^{},k^2)+{\displaystyle \frac{\alpha _S}{2\pi }}{\displaystyle _x^{}^1}{\displaystyle \frac{dz}{z}}{\displaystyle _{k_0^2}^{k^2/z}}{\displaystyle \frac{dk^2}{k^2}}\left[\mathrm{\Delta }P_{gq}\left(0\right)f_S({\displaystyle \frac{x^{}}{z}},k^2)+\mathrm{\Delta }P_{gg}\left(0\right)f_g({\displaystyle \frac{x^{}}{z}},k^2)\right]`$ (7) with splitting functions $`\mathrm{\Delta }P_{ij}(0)\mathrm{\Delta }P_{ij}(z=0)`$ equal to : $`𝚫𝐏(\mathrm{𝟎})\left(\begin{array}{cc}\mathrm{\Delta }P_{qq}(0)& \mathrm{\Delta }P_{qg}(0)\\ \mathrm{\Delta }P_{gq}(0)& \mathrm{\Delta }P_{gg}(0)\end{array}\right)=\left(\begin{array}{cc}\frac{N_C^21}{2N_C}& N_F\\ \frac{N_C^21}{N_C}& 4N_C\end{array}\right),`$ (12) where $`\alpha _S`$ denotes the QCD coupling which at the moment is treated as a fixed parameter. The variables $`k^2`$($`k^2`$) denote the transverse momenta squared of the quarks (gluons) exchanged along the ladder. In the case of the parton distributions of a hadron the inhomogeneous driving terms $`f_l^{(0)}(x^{},k^2)`$ are entirely determined by non-perturbative parts $`\mathrm{\Delta }p_i^{(0)}(x^{})`$ of the (spin dependent) parton distributions. The novel feature of the photon case is the appearance of the additional contributions to these inhomogeneous terms describing point-like interaction of polarized photon with quarks and antiquarks. If the non-perturbative parts of the parton distributions were neglected then the inhomogeneous terms would be given by: $$f_l^{(0)}(x^{},k^2)=k_l^\gamma (x^{}),$$ (13) where functions $`k_l^\gamma (x^{})`$ are defined as : $`k_{NS}^\gamma (x)`$ $`=`$ $`{\displaystyle \frac{N_CN_f}{2\pi }}\left({\displaystyle \frac{e^4}{e^2}}e^2\right)\kappa (x),`$ (14) $`k_S^\gamma (x)`$ $`=`$ $`{\displaystyle \frac{N_CN_f}{2\pi }}e^2\kappa (x),`$ (15) $`k_g^\gamma (x)`$ $`=`$ $`0`$ (16) with function $`\kappa (x)`$ given by $$\kappa (x)=2\alpha _{em}(x^2(1x)^2),$$ (17) where $`N_C`$ denotes number of colours ($`N_C=3`$), and $`\alpha _{em}`$ is the electromagnetic coupling constant. To be precise, in the genuine double $`ln^2(1/x)`$ approximation we should set $`f_l^{(0)}(x)=k_l^\gamma (0)`$. For the inhomogeneous terms set equal to $`k_l^\gamma (0)`$ the solution(s) of equations (6,7) is found to be: $$f_{NS}(x,k^2)=d_{NS}I(2\sqrt{D_{NS}y\rho },\frac{y}{\rho }),$$ (18) $$f_S(x,k^2)=\frac{x^{}d_S}{x^{}x^+}I(2\sqrt{D_+y\rho },\frac{y}{\rho })\frac{x^+d_S}{x^{}x^+}I(2\sqrt{D_{}y\rho },\frac{y}{\rho }),$$ (19) $$f_g(x,k^2)=\frac{x^{}x^+d_S}{x^{}x^+}I(2\sqrt{D_+y\rho },\frac{y}{\rho })\frac{x^+x^{}d_S}{x^{}x^+}I(2\sqrt{D_{}y\rho },\frac{y}{\rho }),$$ (20) where $`y=\mathrm{ln}(1/x)`$, $`\rho =\mathrm{ln}[k^2/(k_0^2x)]`$, $`\overline{\alpha }_S=\alpha _S/(2\pi )`$ and $`d_{NS}`$ $`=`$ $`2N_FN_C\left({\displaystyle \frac{e^4}{e^2}}e^2\right),`$ $`d_S`$ $`=`$ $`2N_fN_Ce^2,`$ $`D_{NS}`$ $`=`$ $`\overline{\alpha }_S\lambda _{NS},`$ $`D_+`$ $`=`$ $`\overline{\alpha }_S\lambda _+,`$ $`D_{}`$ $`=`$ $`\overline{\alpha }_S\lambda _{}.`$ (21) The function $`I(2\sqrt{u},v)`$ is defined by $$I(2\sqrt{u},v)=\alpha _{em}[(1v)I_0(2\sqrt{u})+\frac{v}{\sqrt{u}}I_1(2\sqrt{u})],$$ (22) where $`I_i(z)`$ are the modified Bessel functions. The coefficients $`x^{},x^+`$ are defined as : $$x^\pm =\frac{\lambda _\pm \mathrm{\Delta }P_{qq}}{\mathrm{\Delta }P_{qg}},$$ (23) while $`\lambda _{NS}=\mathrm{\Delta }P_{qq}(0)`$, and $`\lambda _+`$, $`\lambda _{}`$ correspond to the eigenvalues of matrix $`𝚫𝐏(\mathrm{𝟎})`$ (12) (cf. ). In the limit of $`x0`$ the dominant term in singlet distribution $`f_S(x,Q^2)`$ is given by the first term in eq. (19) which is proportional to function $`I(2\sqrt{D_+y\rho },\frac{y}{\rho })`$, since $`D_+>D_{}`$. It can be checked, however, that coefficient $`x^{}`$ which multiplies this function is smaller by about a factor equal to three than coefficient $`x^+`$ multiplying function $`I(2\sqrt{D_{}y\rho },\frac{y}{\rho })`$. This implies that the asymptotic behaviour controlled by the leading term is delayed to the very small values of $`x`$ and that for moderately small values of $`x`$ the singlet quark distributions are dominated by the second term in eq. (19). This effect is closely related to the approximation in which possible non-perturbative (i.e. hadronic) parts of the (spin dependent) distributions are neglected. It will also be present in the more elaborate and realistic treatment of the distributions which will be discussed in the subsequent Sections. The contribution of the leading eigenvalue can be enhanced by the non-perturbative spin dependent (input) gluon distributions in the photon. Since $`y=ln(1/x)`$ and $`\rho =\mathrm{ln}[k^2/(k_0^2x)]`$ we find that $`y\rho ln^2(1/x)`$ and $`y/\rho 1`$ in the small $`x`$ limit. For large values of $`u`$ and for fixed $`v`$ function $`I(2\sqrt{u},v)`$ behaves like $`exp(2\sqrt{u})`$ modulo power corrections. This implies the power-law behaviour $`x^{2\sqrt{D_+}}`$ (modulo logarithmic corrections) of the (singlet) parton distributions and of structure function $`g_1^\gamma (x,Q^2)`$. Besides the ladder diagrams contributions the double logarithmic resummation does also acquire corrections from non-ladder bremsstrahlung contributions. It has been shown in ref. that these contributions can be included by adding the higher order terms to the kernels of integral equations (6,7). These terms can be obtained from the matrix: $$\left[\frac{\stackrel{~}{𝐅}_8}{\omega ^2}\right](z)𝐆_\mathrm{𝟎},$$ (24) where $`\left[\frac{\stackrel{~}{𝐅}_8}{\omega ^2}\right](z)`$ denote the inverse Mellin transform of the octet partial wave matrix (divided by $`\omega ^2`$ ), and the matrix $`𝐆_\mathrm{𝟎}`$ reads: $`𝐆_0`$ $`=`$ $`\left(\begin{array}{cc}\frac{N_c^21}{2N_c}& 0\\ 0& N_c\end{array}\right).`$ (27) Following ref. , we shall use Born approximation for the octet matrix which gives: $$\left[\frac{\stackrel{~}{𝐅}_8^{Born}}{\omega ^2}\right](z)=4\pi ^2\overline{\alpha }_S𝐌_8ln^2(z),$$ (28) where $`𝐌_\mathrm{𝟖}`$ is the splitting functions matrix in colour octet t-channel, and it takes the form: $`𝐌_8`$ $`=`$ $`\left(\begin{array}{cc}\frac{1}{2N_c}& \frac{N_F}{2}\\ N_c& 2N_c\end{array}\right).`$ (31) ## 3 Unified treatment of the LO Altarelli Parisi evolution and of the double $`ln^2(1/x)`$ resummation. In the region of large values of $`x`$ the integral equations (6), (7) describing pure double logarithmic resummation $`\mathrm{ln}^2(1/x)`$, even completed by including non-ladder contributions, are inaccurate. In this region one should use the conventional Altarelli - Parisi equations with complete splitting functions $`\mathrm{\Delta }P_{ij}(z)`$ and not restrict oneself to the effect generated only by their $`z0`$ part. Following refs. , we do therefore extend equations (6,7) and add to their right hand side(s) the contributions coming from the remaining parts of splitting functions $`\mathrm{\Delta }P_{ij}(z)`$. We also allow coupling $`\alpha _S`$ to run, setting $`k^2`$ as the relevant scale. In this way we obtain unified system of equations which contain both the complete leading order Altarelli - Parisi evolution and the double logarithmic $`ln^2(1/x)`$ effects at low $`x`$. The corresponding system of equations reads : $`f_{NS}(x^{},k^2)=f_k^{\left(0\right)}(x^{},k^2)`$ $`+`$ $`{\displaystyle \frac{\alpha _S\left(k^2\right)}{2\pi }}{\displaystyle \frac{4}{3}}{\displaystyle _x^{}^1}{\displaystyle \frac{dz}{z}}{\displaystyle _{k_0^2}^{k^2/z}}{\displaystyle \frac{dk^2}{k^2}}f_{NS}({\displaystyle \frac{x^{}}{z}},k^2)`$ $`\left(\mathrm{𝐋𝐚𝐝𝐝𝐞𝐫}\right)`$ $`+`$ $`{\displaystyle \frac{\alpha _S\left(k^2\right)}{2\pi }}{\displaystyle _{k_0^2}^{k^2}}{\displaystyle \frac{dk^2}{k^2}}{\displaystyle \frac{4}{3}}{\displaystyle _x^{}^1}{\displaystyle \frac{dz}{z}}{\displaystyle \frac{\left(z+z^2\right)f_{NS}(\frac{x^{}}{z},k^2)2zf_{NS}(x^{},k^2)}{1z}}`$ $`+`$ $`{\displaystyle \frac{\alpha _S\left(k^2\right)}{2\pi }}{\displaystyle _{k_0^2}^{k^2}}{\displaystyle \frac{dk^2}{k^2}}\left[2+{\displaystyle \frac{8}{3}}ln\left(1x^{}\right)\right]f_{NS}(x^{},k^2)`$ $`(\mathrm{𝐀𝐥𝐭𝐚𝐫𝐞𝐥𝐥𝐢}\mathrm{𝐏𝐚𝐫𝐢𝐬𝐢})`$ $``$ $`{\displaystyle \frac{\alpha _S\left(k^2\right)}{2\pi }}{\displaystyle _x^{}^1}{\displaystyle \frac{dz}{z}}\left(\left[{\displaystyle \frac{\stackrel{~}{𝐅}_8}{\omega ^2}}\right]\left(z\right){\displaystyle \frac{𝐆_0}{2\pi ^2}}\right)_{qq}{\displaystyle _{k_0^2}^{k^2}}{\displaystyle \frac{dk^2}{k^2}}f_{NS}({\displaystyle \frac{x^{}}{z}},k^2)`$ $``$ $`{\displaystyle \frac{\alpha _S\left(k^2\right)}{2\pi }}{\displaystyle _x^{}^1}{\displaystyle \frac{dz}{z}}{\displaystyle _{k^2}^{k^2/z}}{\displaystyle \frac{dk^2}{k^2}}\left(\left[{\displaystyle \frac{\stackrel{~}{𝐅}_8}{\omega ^2}}\right]\left({\displaystyle \frac{k^2}{k^2}}z\right){\displaystyle \frac{𝐆_0}{2\pi ^2}}\right)_{qq}f_{NS}({\displaystyle \frac{x^{}}{z}},k^2),`$ $`\left(\mathrm{𝐍𝐨𝐧}\mathrm{𝐥𝐚𝐝𝐝𝐞𝐫}\right)`$ $`f_S(x^{},k^2)=f_S^{\left(0\right)}(x^{},k^2)`$ $`+`$ $`{\displaystyle \frac{\alpha _S\left(k^2\right)}{2\pi }}{\displaystyle _x^{}^1}{\displaystyle \frac{dz}{z}}{\displaystyle _{k_0^2}^{k^2/z}}{\displaystyle \frac{dk^2}{k^2}}{\displaystyle \frac{4}{3}}f_S({\displaystyle \frac{x^{}}{z}},k^2)`$ $``$ $`{\displaystyle \frac{\alpha _S\left(k^2\right)}{2\pi }}{\displaystyle _x^{}^1}{\displaystyle \frac{dz}{z}}{\displaystyle _{k_0^2}^{k^2/z}}N_F{\displaystyle \frac{dk^2}{k^2}}f_g({\displaystyle \frac{x^{}}{z}},k^2)`$ $`\left(\mathrm{𝐋𝐚𝐝𝐝𝐞𝐫}\right)`$ $`+`$ $`{\displaystyle \frac{\alpha _S\left(k^2\right)}{2\pi }}{\displaystyle _{k_0^2}^{k^2}}{\displaystyle \frac{dk^2}{k^2}}{\displaystyle \frac{4}{3}}{\displaystyle _x^{}^1}{\displaystyle \frac{dz}{z}}{\displaystyle \frac{\left(z+z^2\right)f_S(\frac{x^{}}{z},k^2)2zf_S(x^{},k^2)}{1z}}`$ $`+`$ $`{\displaystyle \frac{\alpha _S\left(k^2\right)}{2\pi }}{\displaystyle _{k_0^2}^{k^2}}{\displaystyle \frac{dk^2}{k^2}}\left[2+{\displaystyle \frac{8}{3}}ln\left(1x^{}\right)\right]f_S(x^{},k^2)`$ $`+`$ $`{\displaystyle \frac{\alpha _S\left(k^2\right)}{2\pi }}{\displaystyle _{k_0^2}^{k^2}}{\displaystyle \frac{dk^2}{k^2}}{\displaystyle _x^{}^1}{\displaystyle \frac{dz}{z}}2zN_Ff_g({\displaystyle \frac{x^{}}{z}},k^2)`$ $`(\mathrm{𝐀𝐥𝐭𝐚𝐫𝐞𝐥𝐥𝐢}\mathrm{𝐏𝐚𝐫𝐢𝐬𝐢})`$ $``$ $`{\displaystyle \frac{\alpha _S\left(k^2\right)}{2\pi }}{\displaystyle _x^{}^1}{\displaystyle \frac{dz}{z}}\left(\left[{\displaystyle \frac{\stackrel{~}{𝐅}_8}{\omega ^2}}\right]\left(z\right){\displaystyle \frac{𝐆_0}{2\pi ^2}}\right)_{qq}{\displaystyle _{k_0^2}^{k^2}}{\displaystyle \frac{dk^2}{k^2}}f_S({\displaystyle \frac{x^{}}{z}},k^2)`$ $``$ $`{\displaystyle \frac{\alpha _S\left(k^2\right)}{2\pi }}{\displaystyle _x^{}^1}{\displaystyle \frac{dz}{z}}{\displaystyle _{k^2}^{k^2/z}}{\displaystyle \frac{dk^2}{k^2}}\left(\left[{\displaystyle \frac{\stackrel{~}{𝐅}_8}{\omega ^2}}\right]\left({\displaystyle \frac{k^2}{k^2}}z\right){\displaystyle \frac{𝐆_0}{2\pi ^2}}\right)_{qg}f_g({\displaystyle \frac{x^{}}{z}},k^2),`$ $`\left(\mathrm{𝐍𝐨𝐧}\mathrm{𝐥𝐚𝐝𝐝𝐞𝐫}\right)`$ $`f_g(x^{},k^2)=f_g^{\left(0\right)}(x^{},k^2)`$ $`+`$ $`{\displaystyle \frac{\alpha _S\left(k^2\right)}{2\pi }}{\displaystyle _x^{}^1}{\displaystyle \frac{dz}{z}}{\displaystyle _{k_0^2}^{k^2/z}}{\displaystyle \frac{dk^2}{k^2}}{\displaystyle \frac{8}{3}}f_S({\displaystyle \frac{x^{}}{z}},k^2)`$ $`+`$ $`{\displaystyle \frac{\alpha _S\left(k^2\right)}{2\pi }}{\displaystyle _x^{}^1}{\displaystyle \frac{dz}{z}}{\displaystyle _{k_0^2}^{k^2/z}}{\displaystyle \frac{dk^2}{k^2}}12f_g({\displaystyle \frac{x^{}}{z}},k^2)`$ $`\left(\mathrm{𝐋𝐚𝐝𝐝𝐞𝐫}\right)`$ $`+`$ $`{\displaystyle \frac{\alpha _S\left(k^2\right)}{2\pi }}{\displaystyle _{k_0^2}^{k^2}}{\displaystyle \frac{dk^2}{k^2}}{\displaystyle _x^{}^1}{\displaystyle \frac{dz}{z}}\left({\displaystyle \frac{4}{3}}\right)zf_S({\displaystyle \frac{x^{}}{z}},k^2)`$ $`+`$ $`{\displaystyle \frac{\alpha _S\left(k^2\right)}{2\pi }}{\displaystyle _{k_0^2}^{k^2}}{\displaystyle \frac{dk^2}{k^2}}{\displaystyle _x^{}^1}{\displaystyle \frac{dz}{z}}6z\left[{\displaystyle \frac{f_g(\frac{x^{}}{z},k^2)f_g(x^{},k^2)}{1z}}2f_g({\displaystyle \frac{x^{}}{z}},k^2)\right]`$ $`+`$ $`{\displaystyle \frac{\alpha _S\left(k^2\right)}{2\pi }}{\displaystyle _{k_0^2}^{k^2}}{\displaystyle \frac{dk^2}{k^2}}\left[{\displaystyle \frac{11}{2}}{\displaystyle \frac{N_F}{3}}+6ln\left(1x^{}\right)\right]f_g(x^{},k^2)`$ $`(\mathrm{𝐀𝐥𝐭𝐚𝐫𝐞𝐥𝐥𝐢}\mathrm{𝐏𝐚𝐫𝐢𝐬𝐢})`$ $``$ $`{\displaystyle \frac{\alpha _S\left(k^2\right)}{2\pi }}{\displaystyle _x^{}^1}{\displaystyle \frac{dz}{z}}\left(\left[{\displaystyle \frac{\stackrel{~}{𝐅}_8}{\omega ^2}}\right]\left(z\right){\displaystyle \frac{𝐆_0}{2\pi ^2}}\right)_{gq}{\displaystyle _{k_0^2}^{k^2}}{\displaystyle \frac{dk^2}{k^2}}f_S({\displaystyle \frac{x^{}}{z}},k^2)`$ $``$ $`{\displaystyle \frac{\alpha _S\left(k^2\right)}{2\pi }}{\displaystyle _x^{}^1}{\displaystyle \frac{dz}{z}}{\displaystyle _{k^2}^{k^2/z}}{\displaystyle \frac{dk^2}{k^2}}\left(\left[{\displaystyle \frac{\stackrel{~}{𝐅}_8}{\omega ^2}}\right]\left({\displaystyle \frac{k^2}{k^2}}z\right){\displaystyle \frac{𝐆_0}{2\pi ^2}}\right)_{gg}f_g({\displaystyle \frac{x^{}}{z}},k^2).`$ $`\left(\mathrm{𝐍𝐨𝐧}\mathrm{𝐥𝐚𝐝𝐝𝐞𝐫}\right)`$ In equations (3), (3), (3) we group separately terms corresponding to ladder diagram contributions to the double $`ln^2(1/x)`$ resummation, contributions from the non-singular parts of the Altarelli - Parisi splitting functions and finally contributions from the non-ladder bremsstrahlung diagrams. We label those three contributions as ”ladder”, ”Altarelli - Parisi ” and ”non-ladder” respectively. Inhomogeneous terms $`f_i^{(0)}(x^{},k^2)`$ ($`i=NS,S,g`$), as stated above, may be expressed as : $`f_{NS}^{(0)}(x^{},k^2)`$ $`=`$ $`k_{NS}^\gamma (x)+{\displaystyle \frac{\alpha _S(k^2)}{2\pi }}{\displaystyle \frac{4}{3}}{\displaystyle _x^{}^1}{\displaystyle \frac{dz}{z}}{\displaystyle \frac{(1+z^2)\mathrm{\Delta }q_{NS}^{(0)}(\frac{x^{}}{z})2z\mathrm{\Delta }q_{NS}^{(0)}(x^{})}{1z}}`$ (35) $`+{\displaystyle \frac{\alpha _S(k^2)}{2\pi }}\left[2+{\displaystyle \frac{8}{3}}ln(1x^{})\right]\mathrm{\Delta }q_{NS}^{(0)}(x^{}),`$ $`f_S^{(0)}(x^{},k^2)`$ $`=`$ $`k_S^\gamma (x)+{\displaystyle \frac{\alpha _S(k^2)}{2\pi }}{\displaystyle \frac{4}{3}}{\displaystyle _x^{}^1}{\displaystyle \frac{dz}{z}}{\displaystyle \frac{(1+z^2)\mathrm{\Delta }q_S^{(0)}(\frac{x^{}}{z})2z\mathrm{\Delta }q_S^{(0)}(x^{})}{1z}}`$ $`+{\displaystyle \frac{\alpha _S(k^2)}{2\pi }}(2+{\displaystyle \frac{8}{3}}ln(1x^{}))\mathrm{\Delta }q_S^{(0)}(x^{})`$ $`+{\displaystyle \frac{\alpha _S(k^2)}{2\pi }}N_F{\displaystyle _x^{}^1}{\displaystyle \frac{dz}{z}}(12z)\mathrm{\Delta }g^{(0)}({\displaystyle \frac{x^{}}{z}}),`$ $`f_g^{(0)}(x^{},k^2)`$ $`=`$ $`k_g^\gamma (x)+{\displaystyle \frac{\alpha _S(k^2)}{2\pi }}{\displaystyle \frac{4}{3}}{\displaystyle _x^{}^1}{\displaystyle \frac{dz}{z}}(2z)\mathrm{\Delta }q_S^{(0)}({\displaystyle \frac{x^{}}{z}})`$ $`+{\displaystyle \frac{\alpha _S(k^2)}{2\pi }}({\displaystyle \frac{11}{2}}{\displaystyle \frac{N_F}{3}}+6ln(1x^{}))\mathrm{\Delta }g^{(0)}(x^{})`$ $`+{\displaystyle \frac{\alpha _S(k^2)}{2\pi }}6{\displaystyle _x^{}^1}{\displaystyle \frac{dz}{z}}\left[{\displaystyle \frac{\mathrm{\Delta }g^{(0)}(\frac{x^{}}{z})z\mathrm{\Delta }g^{(0)}(x^{})}{1z}}+(12z)\mathrm{\Delta }g^{(0)}({\displaystyle \frac{x^{}}{z}})\right].`$ Equations (3), (3), (3) together with (35), (3) and (1) reduce to the leading order Altarelli - Parisi evolution equations for photonic structure function with starting (integrated) distributions $`\mathrm{\Delta }q_i^{(0)}(x)`$ ($`i=NS,S`$) and $`\mathrm{\Delta }g^{(0)}(x)`$ after we set the upper integration limit over $`dk^2`$ equal to $`k^2`$ in all terms in equations (3), (3), (3), neglect the higher order terms in the kernels, and set $`Q^2`$ in place of $`W^2`$ as the upper integration limit of the integral in eq. (1). In this approximation the cut-off parameter $`k_0^2`$ is equal to the magnitude of the scale $`Q^2`$ for which the parton distributions in the photon are entirely specified by the hadronic component of the photon and are equal to $`\mathrm{\Delta }q_i^{(0)}(x)`$ ($`i=NS,S`$) and $`\mathrm{\Delta }g^{(0)}(x)`$. ## 4 Numerical results. We have solved equations (3), (3), (3), assuming the input parametrizations which satisfy the constraint for the first moment of photonic structure function $`g_1^\gamma (x,Q^2)`$ : $$_0^1g_1^\gamma (x,Q^2)=0$$ (37) which, in turn, implies the non-perturbative input to fulfill the sum rule ($`l=NS,S`$) : $`{\displaystyle _0^1}\mathrm{\Delta }q_l^{(0)}(x)`$ $`=`$ $`0,`$ $`{\displaystyle _0^1}\mathrm{\Delta }g^{(0)}(x)`$ $`=`$ $`0.`$ (38) We have considered two input parametrizations and tested their influence on the behaviour of $`g_1^\gamma (x,Q^2)`$. The first parametrization assumed no non-perturbative contribution at all and followed the lower limit parametrization by Stratmann et al. : $`\mathrm{\Delta }q_l^{(0)}(x)`$ $`=`$ $`0,`$ $`\mathrm{\Delta }g^{(0)}(x)`$ $`=`$ $`0.`$ (39) In the second parametrization we allowed for the non-zero input gluon distribution which was based on the vector meson dominance (VMD) model. Assuming the dominance of the $`\rho `$ and $`\omega `$ meson contribution, one obtains : $$\mathrm{\Delta }g^{(0)}(x)=\alpha _{em}\left(g_\rho ^2\mathrm{\Delta }g^{\rho (0)}(x)+g_\omega ^2\mathrm{\Delta }g^{\omega (0)}\right),$$ (40) where $`g_\rho `$ and $`g_\omega `$ are constants characterizing the coupling of the $`\rho `$ and $`\omega `$ mesons to the photon, and: $$g_\rho ^2+g_\omega ^20.5.$$ (41) Coefficient $`\mathrm{\Delta }g^{V(0)}(x)`$ ($`V=\rho ,\omega `$) denotes the nonperturbative part of the spin dependent gluon distribution in a photon which was parametrized in the following form: $$\mathrm{\Delta }g^{V(0)}(x)=C_g^V(1x)^3(1+a_gx),$$ (42) so that we have $`\mathrm{\Delta }g^{V(0)}(x)C_g^V`$ in the limit $`x0`$. Similar behaviour was assumed in ref. for the nonperturbative part of the spin dependent gluon distribution in the nucleon, i.e. $`\mathrm{\Delta }g^{N(0)}(x)C_g^N`$. Constant $`C_g^V`$ was related to constant $`C_g^N`$ as below $$C_l^V=\frac{2}{3}C_l^N,$$ (43) and it reads $`C_g^V=4.5`$. Finally, coefficient $`a_l`$ is determined by imposing condition (38) on the distributions (40) so that $`a_l=5`$. In Figs. 2, 3 we present results obtained for photonic structure function $`g_1^\gamma (x,Q^2)`$ after numerical solving of eqs. (3), (3), (3) with parametrizations (39), (40) respectively. In Fig. 2 predictions for $`g_1^\gamma (x,Q^2)`$ based on eqs. (3), (3), (3) with input parametrization (39) are plotted and confronted with the results obtained from the solution of LO and NLO Altarelli - Parisi evolution equations with the input distribution given by eq. (39). One may see that double logarithmic contributions manifest at low $`x`$, however, not as strong as for the nucleon structure function case (cf. ). There is a characteristic decrease of photonic structure function till $`x10^4`$, then the function starts to increase rapidly, and it is expected to grow steeply in the ultra-asymptotic region $`x<10^5`$. We note that in the small $`x`$ region which may be probed in linear $`e\gamma `$ colliders (i.e. $`x>10^4`$) the leading asymptotic behaviour has not been established yet, and that it is delayed to the ultra-asymptotic region. This is manifestation of the effect discussed in Sec. 2. In Fig. 3 we show results for $`g_1^\gamma (x,Q^2)`$ which were obtained assuming the presence of the non-perturbative part of the spin dependent gluon distribution in the photon (see eq. (40)). One may see from this plot that the absolute magnitude of the structure function is significantly enhanced in comparison to the previous case. This is related to the enhancement of the leading asymptotic term by the non-perturbative gluon distribution. The structure function would stay negative in the limit $`x0`$. In both cases we notice that the NLO approximation of the Altarelli-Parisi equation contains significant part of the double $`ln^2(1/x)`$ resummation in the structure function $`g_1(x,Q^2)`$ at low values of $`x`$. It should be emphasised that this resummation embodies the leading singular part of the NLO approximation which contains the lowest order term of the double $`ln^2(1/x)`$ resummation. We also notice that the difference between the structure function $`g_1(x,Q^2)`$ calculated from equations (1), (3), (3), (3), (3) and that obtained within the LO Altarelli-Parisi formalism is also present at large values of $`x`$. This fact is caused by different upper integration limit in eq. (1) which for the LO approximation is equal to $`Q^2`$ instead of $`W^2=Q^2(1/x1)`$. Although this difference is formally subleading it is logarithmically enhanced at both small and large values of $`x`$. At large values of $`x`$ the unintegrated parton distributions $`f_l(x,k^2)`$ are dominated by the inhomogeneous parts $`k_l^\gamma (x)`$ (see eq. (13)), and we get $`g_1^\gamma (x,Q^2)\kappa (x)ln(W^2/k_0^2)`$ (modulo less singular terms) while in LO approximation we have $`g_1^\gamma (x,Q^2)\kappa (x)ln(Q^2/k_0^2)`$, where the function $`\kappa (x)`$ is defined by eq. (17). We do therefore notice that structure function $`g_1^\gamma (x,Q^2)`$ calculated within our scheme contains at large values of $`x`$ an additional term proportional to $`\kappa (x)ln(1/x1)`$ in comparison to the structure function calculated within the LO approximation, since $`ln(W^2/k_0^2)=ln(Q^2/k_0^2)+ln(1/x1)`$. This additional term is in fact equal to the singular part of the photonic coefficient $`\mathrm{\Delta }C_\gamma (x)`$ in the NLO approximation in the $`\overline{MS}`$ scheme . These effects are of course absent in the hadronic case and so the spin dependent nucleon structure function calculated within the formalism generating the double $`ln^2(1/x)`$ resummation approaches at large values of $`x`$ that calculated within the LO approximation . In Figs. 4, 5 we show sensitivity of our predictions for $`g_1^\gamma (x,Q^2)`$ at low values of $`x`$ to the magnitude of the infrared cut-off parameter $`k_0^2`$. We see that the magnitude of the structure function can change by about a factor equal to 1.8 for $`k_0^2`$ varying between $`0.5`$ and $`2`$ $`GeV^2`$. The cut-off parameter $`k_0^2`$ does also slightly affect the shape of $`g_1^\gamma (x,Q^2)`$ as the function of $`x`$. In Fig. 6 we plot the ratio $`g_1^\gamma (x,Q^2)/F_1^\gamma (x,Q^2)`$ which measures the asymmetry, using the structure function $`F_1^\gamma (x,Q^2)`$ obtained from the LO analysis presented in ref. . We see that the magnitude of this ratio is very small for $`x<10^3`$ (i.e. smaller than $`10^2`$), and it may be very difficult to measure such a low value of the asymmetry. We have also plotted spin dependent photonic gluon distribution $`\mathrm{\Delta }g^\gamma `$ derived for both parametrizations (39), (40) (see Figs. 7, 8 ). We observe that the gluon distributions are very different. We note in particular that $`\mathrm{\Delta }g^\gamma (x,Q^2)`$ is negative at small $`x`$ for the first case, i.e. when this distribution is generated purely radiatively. It is possible to obtain a positive gluon distribution assuming the (positive) non-perturbative part of this distribution (see Fig. 8). These two possible scenarios for the gluon distributions could be discriminated by the measurements which would access more directly the spin dependent gluon distributions in the photon like, for instance, the measurement of the dijet production in (polarised) $`\gamma \gamma `$ scattering etc. ## 5 Summary and conclusions In this paper we have studied the possible effects of the double $`ln^2(1/x)`$ resummation upon behaviour of spin dependent structure function $`g_1^\gamma (x,Q^2)`$ of the photon. This quantity could in principle be measured in the future linear colliders, in particular in the $`e\gamma `$ mode. We have extended the formalism developed by us for the case of the spin dependent structure function of the nucleon to the case of the photon structure functions by including the suitable inhomogeneus terms in the corresponding integral equations. These inhomogeneous terms describe the point-like coupling of the (real) photons to quarks and antiquarks. We have studied sensitivity of our predictions upon the possible hadronic component of the spin dependent distributions, and found that the presence of the (input) gluon distribution in the hadronic component can significantly enhance the absolute magnitude of the structure function in the low $`x`$ region. ## Acknowledgments We thank Gunnar Ingelman for reading the manuscript and useful comments. This research has been supported in part by the Polish Committee for Scientific Research grant 2 P03B 04718 and European Community grant ’Training and Mobility of Researchers’, Network ’Quantum Chromodynamics and the Deep Structure of Elementary Particles’ FMRX-CT98-0194. B. Z. is a fellow of Stefan Batory Foundation.
warning/0006/cond-mat0006418.html	ar5iv	text	# Mott transition of the 𝑓-electron system in the periodic Anderson model with nearest neighbor hybridization <sup>1</sup><sup>1</sup>institutetext: Theoretische Physik III, Elektronische Korrelationen und Magnetismus, Universität Augsburg, 86135 Augsburg, Germany ## Abstract We show analytically that, under certain assumptions, the periodic Anderson model and the Hubbard model become equivalent within the dynamical mean field theory for quasiparticle weight $`Z0`$. A scaling relation is derived which is validated numerically using the numerical renormalization group at zero temperature and quantum Monte Carlo simulations at finite temperatures. Our results show that the $`f`$-electrons of the half-filled periodic Anderson model with nearest neighbor hybridization get localized at a finite critical interaction strength $`U_\mathrm{c}`$, also at zero temperature. This transition is equivalent to the Mott-transition in the Hubbard model. : Rapid Note The periodic Anderson model (PAM) and the Hubbard model (HM) are two of the most fundamental models in condensed matter physics. Despite the simplicity of their Hamiltonians, the many body nature of these models results in a complicated correlated electron problem which does not allow for an exact solution except for the one-dimensional HM. Also in infinite dimensions DMFT ; Georges , where both models map onto a single impurity Anderson model with different self-consistency conditions, an exact solution is only possible numerically. In a recent paper Held99 , such a numerical study showed an astonishingly similar behavior of the two models and, in particular, that the PAM exhibits a transition similar to the Mott transition of the HM. In the present paper we show analytically that under certain assumptions the infinite dimensional PAM and the HM become equivalent in the limit of vanishing quasiparticle weight $`Z`$. These assumptions are similar in nature to those employed for the self-consistent projective method Moeller and the linearized dynamical mean-field theory BullaPotthof . Thus, the hitherto numerically found similarity can be understood and the critical Coulomb interaction $`U_c`$ for the Mott transition of one model can be determined from that of the other model. Applying the numerical renormalization group (NRG) at zero temperature ($`T=0`$) and the quantum Monte Carlo (QMC) technique at finite $`T`$, we investigate to what extent the two underlying assumptions are fulfilled and show, for the first time, that the zero temperature PAM with nearest neighbor hybridization has a Mott transition with quasiparticle weight $`Z0`$ at a finite $`U_c`$, in contrast to the single impurity Anderson model for which $`Z0`$ at $`U_c=\mathrm{}`$. The Hamiltonian of the HM reads $$H=t\underset{ij\sigma }{}f_{i\sigma }^{}f_{j\sigma }^{}+U\underset{i}{}(n_i^f\frac{1}{2})(n_i^f\frac{1}{2}).$$ (1) Here, $`f_{i\sigma }^{}`$ and $`f_{j\sigma }^{}`$ are creation and annihilation operators for an electron with spin $`\sigma `$ on site $`i`$ or $`j`$, respectively, $`n_{i\sigma }^f=f_{i\sigma }^{}f_{i\sigma }^{}`$, $`ij`$ denotes the sum over nearest neighbors, and $`t`$ the hopping amplitude between them. We use the symbol $`f`$ for the electrons of the HM since the equivalence of these and the $`f`$-electrons of the PAM will be reported in this paper. The PAM consists of a band of conducting electrons ($`d`$-electrons) and interacting $`f`$-electrons. Both are coupled via the hybridization $`V_{ij}`$: $`H`$ $`=`$ $`t{\displaystyle \underset{ij\sigma }{}}d_{i\sigma }^{}d_{j\sigma }^{}+{\displaystyle \underset{ij\sigma }{}}V_{ij}(d_{i\sigma }^{}f_{j\sigma }^{}+h.c.)`$ (2) $`+U{\displaystyle \underset{i}{}}(n_i^f{\displaystyle \frac{1}{2}})(n_i^f{\displaystyle \frac{1}{2}}).`$ We only consider the particle-hole symmetric case ($`\mu =0`$ in this form for a symmetric non-interacting density of states (DOS). In infinite dimensions or with the number of nearest neighbors $`𝒵\mathrm{}`$, a non-trivial scaling of the kinetic energy is obtained by $`t=t^{}/\sqrt{𝒵}`$. In the following, $`t^{}1`$ sets the energy scale. We consider two different kinds of hybridizations: (i) a nearest neighbor hybridization $`V_{ij}=t_{df}/\sqrt{𝒵}`$ for nearest neighbors $`i`$ and $`j`$ which is zero otherwise PAMi and (ii) an on site hybridization with $`V_{ii}=t_{df}`$ and zero otherwise PAMii . Within dynamical mean field theory (DMFT) DMFT ; Georges , which becomes exact in infinite dimensions, the HM and the PAM map onto the same single site problem (which depends on the Green function $`G_f`$, self-energy $`\mathrm{\Sigma }_f`$, $`T`$, and $`U`$) but different self-consistency conditions. For the HM this self-consistency condition at frequency $`\omega `$ is given by $`G_f(\omega )`$ $`=`$ $`{\displaystyle 𝑑ϵ\frac{N(ϵ)}{\omega \mathrm{\Sigma }_f(\omega )ϵ}},`$ (3) where $`N(ϵ)`$ is the non-interacting DOS. In the case of the PAM, the $`d`$-electrons can be integrated out since they enter only quadratically in the Hamiltonian and the effective action. This results in an effective $`f`$-electron problem with a self-consistency condition that reads $`G_f(\omega )={\displaystyle 𝑑ϵ\frac{N(ϵ)}{\omega \mathrm{\Sigma }_f(\omega )t_{df}^2ϵ^2/(\omega ϵ)}}`$ (4) for the PAM with nearest neighbor hybridization and $`G_f(\omega )={\displaystyle 𝑑ϵ\frac{N(ϵ)}{\omega \mathrm{\Sigma }_f(\omega )t_{df}^2/(\omega ϵ)}}`$ (5) for the PAM with on site hybridization, where $`N(ϵ)`$ is the free $`d`$-electron DOS. Note, that the effective one-particle potential of the PAM ($`1/(\omega ϵ)`$) is frequency dependent, i.e., retarded, due to the fact that the electrons may move from the $`f`$-orbitals to the $`d`$-band and return at a later time. The main difference between nearest neighbor \[Eq.(4)\] and on site hybridization \[Eq.(5)\] is that the former describes metallic f-electrons at $`U=0`$ and within a Fermi liquid phase while the latter describes Kondo-insulating f-electrons, i.e., a gapped f-electron quasiparticle peak induced by the hybridization. The equivalence of the PAM and the HM (at the Mott transition $`Z0`$) is shown on the basis of two assumptions: (i) that the metallic phase of the $`f`$-electrons may be described by Fermi liquid theory at low energies and (ii) that the remaining spectral weight of $`1Z`$ is contained in two Hubbard bands centered around $`\pm U/2`$ and, in particular, that differences in the internal structure of these bands have no influence on the low-energy physics. Assumption (ii) is certainly only fulfilled approximately and becomes justified if the high energy features are well separated from the low-energy features Noteii . For a detailed discussion on this assumption see Sec. 2 of BullaPotthof . With assumption (i) and $`Z=(1\mathrm{\Sigma }_f/\omega \|_{\omega =0})^1`$ the low-frequency self-consistency condition for the PAM with nearest neighbor hybridization is given by $`G_f(\omega )`$ $`=`$ $`{\displaystyle 𝑑ϵ\frac{ZN(ϵ)}{\omega Zt_{df}^2ϵ^2/(\omega ϵ)}}`$ (7) $`=`$ $`{\displaystyle 𝑑ϵ\frac{ZN(ϵ)}{\omega ϵ/2+\sqrt{1+4Zt_{df}^2}ϵ/2}\frac{\sqrt{1+4Zt_{df}^2}+1}{2\sqrt{1+4Zt_{df}^2}}}`$ $`+{\displaystyle \frac{ZN(ϵ)}{\omega ϵ/2\sqrt{1+4Zt_{df}^2}ϵ/2}}{\displaystyle \frac{\sqrt{1+4Zt_{df}^2}1}{2\sqrt{1+4Zt_{df}^2}}}.`$ With the partial fraction decomposition above and a variable transformation $`y=\frac{1}{2Z}(1\sqrt{1+4Zt_{df}^2})ϵ`$ for the two terms of Eqn. (7) one obtains $`G_f(\omega )`$ $`=`$ $`{\displaystyle 𝑑y\frac{Z\stackrel{~}{N}(y)}{\omega Zy}},`$ (8) which is just the low-frequency self-consistency condition of the HM within a Fermi liquid phase. However, with a DOS which depends on $`Z`$ (which is itself a function of $`U`$): $`\stackrel{~}{N}(y)`$ $`=N({\displaystyle \frac{2Zy}{\sqrt{1+4Zt_{df}^2}1}}){\displaystyle \frac{\sqrt{1+4Zt_{df}^2}+1}{\sqrt{1+4Zt_{df}^2}1}}{\displaystyle \frac{Z}{\sqrt{1+4Zt_{df}^2}}}`$ (9) $`+N({\displaystyle \frac{2Zy}{\sqrt{1+4Zt_{df}^2}+1}}){\displaystyle \frac{\sqrt{1+4Zt_{df}^2}1}{\sqrt{1+4Zt_{df}^2}+1}}{\displaystyle \frac{Z}{\sqrt{1+4Zt_{df}^2}}}.`$ In the limit $`Z0`$, $`\stackrel{~}{N}(y)`$ reduces to $`\stackrel{~}{N}(y)`$ $`\stackrel{Z0}{}`$ $`N(y/t_{df}^2)/t_{df}^2+𝒪(Z^2).`$ (10) and becomes, thus, independent of $`Z`$. Therefore, at $`Z0`$, the low energy spectral function of the PAM is identical to that of the HM with the DOS of Eq. (10). With assumption (ii), i.e., that differences in the internal structure of the Hubbard bands have no impact on the low-energy physics, the PAM with nearest neighbor hybridization is equivalent to a HM which has the DOS of the PAM’s $`d`$-electrons renormalized by the factor $`1/t_{df}^2`$. Thus, the critical Coulomb interaction and temperature for the Mott transition of the PAM can be calculated from that of the HM via $`U_c^{\mathrm{PAM}}=t_{df}^2U_c^{\mathrm{HM}}`$ $`\mathrm{and}`$ $`T_c^{\mathrm{PAM}}=t_{df}^2T_c^{\mathrm{HM}}.`$ (11) For the PAM with on site hybridization, the same proceeding yields for $`Z0`$: $`G_f(\omega )`$ $`\stackrel{Z0}{}`$ $`{\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑y{\displaystyle \frac{ZN(t_{df}^2/y)}{\omega Zy}}{\displaystyle \frac{t_{df}^2}{y^2}}`$ (12) Again, this is equivalent to the low-frequency self-consistency condition of a HM. While the PAM with nearest neighbor hybridization (which has metallic $`f`$-electrons at small $`U`$) maps to a familiar HM, the PAM with on site hybridization (which yields a Kondo insulating $`f`$-electron system) maps to a rather unusual HM. If the free $`d`$-electron DOS of the PAM $`N(ϵ`$) is zero for $`\|ϵ\|>D`$, the PAM with on site hybridization is equivalent to a HM with a gap of size $`t_{df}^2/D`$ in the non-interacting DOS. This reflects the Kondo insulating nature of this model. Furthermore, the DOS of this unusual HM has not a finite bandwidth but tails decaying like $`1/y^2`$ for large energies. In particular, the standard deviation of this DOS is infinite. For such a DOS, the linearized DMFT BullaPotthof predicts a Mott transition at $`U_c=\mathrm{}`$ and for the HM with Lorentzian DOS (a similar DOS without gap) it is known that $`U_c=\mathrm{}`$ Georges92 . Thus, at $`T=0`$ the analytic argument suggests $`U_c=\mathrm{}`$ for the PAM with on site hybridization, in agreement with recent NRG results PruschkePC . Nevertheless, at finite $`T`$ the transition is very similar to that of the HM and the PAM with nearest neighbor hybridization Held99 . This is due to the fact that the vanishing of the quasiparticle peak at a fixed finite temperature is unaffected by the very small energy scale present at $`T=0`$. With the approximative nature of assumption (ii) in mind we investigate now numerically by NRG NRG and QMC QMC to what extent the derived scaling relations hold. To this end, we calculate $`Z`$ calcZ as a function of $`U/t_{df}^2`$ for a Bethe lattice. The results are presented in Fig. 1 which shows that there is indeed a Mott transition $`Z0`$ at $`T=0`$ in the PAM with nearest neighbor hybridization. As in the HM Georges ; Bulla99a ; Roz99 , the coexistence of two solutions is observed at $`T=0`$ (Fig. 1 only contains the metallic solution obtained with increasing $`U`$). Fig. 1 validates, furthermore, that the scaling relation Eqn. (11) holds, at least approximately, even though, the actual values of $`U`$ differ by a factor of 10, both at zero and finite temperature (at finite temperature, $`T/t_{df}^2`$ was kept constant according to Eq.(11)). From Fig. 1 the critical value of $`U`$ for the Mott transition, i.e., the vanishing of $`Z`$, is determined calcU . The results are compared to prediction (11) in Fig. 2. At small $`t_{df}`$, the agreement is very good, while there are notable deviations at larger $`t_{df}`$. These deviations can be understood from the spectral functions discussed below. Fig. 3 shows the disappearance of the central quasiparticle peak at the Mott transition in the $`f`$-electron spectrum of the PAM with nearest neighbor hybridization. At the same time, the $`d`$-electron spectral function remains finite at the Fermi energy. Thus, despite the Mott transition of the $`f`$-electrons the overall system remains metallic. W.r.t. the deviations between $`U_c`$ and prediction (11), one observes that at $`t_{df}^2=0.2`$ the quasiparticle resonance is well separated from the high-energy Hubbard bands, while at $`t_{df}=1`$ there is additional spectral weight very close to the quasiparticle resonance. Thus, assumption (ii) is not a good approximation for larger $`t_{df}`$ with the consequence that the analytic calculation based on assumption (ii) is less justified and prediction (11) less accurate. This explains the the $`t_{df}`$-dependence of the deviations in Fig.2 which is a priori not clear from the analytic calculation. Finally, Fig. 4 shows a comparison between the $`f`$-spectral functions for the periodic Anderson model with nearest neighbour hybridization and the Hubbard model. The density of states for the Hubbard model calculation is chosen according to Eq. (10). As expected, the results show a good agreement in the low-frequency part whereas the deviations are more pronounced in the high-frequency regime. The agreement for small $`\omega `$ is, however, not perfect, even in the limit $`Z0`$, as the derivation of Eq. (10) is only approximate. In conclusion, we showed analytically that the PAM becomes equivalent to the HM at the Mott transition $`Z0`$ if (i) the low energy physics of both models is described by Fermi liquid theory and (ii) the high energy features are Hubbard bands which are well separated from the low energy quasiparticle peak. This allows to calculate the critical interaction $`U_c`$ at which $`Z0`$ for the PAM from that of the Hubbard model. In particular, the PAM with on-site hybridization maps to a Hubbard model with gapped DOS and Lorentzian tails which suggests $`U_c=\mathrm{}`$, while the PAM with nearest neighbor hybridization maps to the Hubbard model with the same DOS as the $`d`$-electron DOS of the PAM. The latter leads to the scaling relation $`U_c^{\mathrm{PAM}}=t_{df}^2U_c^{\mathrm{HM}}`$. Numerical calculations employing NRG and QMC yield that the PAM with nearest neighbor hybridization has indeed a Mott transition at a finite $`U_c`$ and that the above scaling relation is correct for not too large values of $`t_{df}`$. The similarity between both models includes the existence of hysteresis for the PAM with nearest neighbor hybridization. We are grateful to N. Blümer, C. Huscroft, A.K. McMahan, Th. Pruschke, R.T. Scalettar, and D. Vollhardt for valuable discussions. This work was supported in part by the Sonderforschungsbereich 484 of the Deutsche Forschungsgemeinschaft.
warning/0006/math0006171.html	ar5iv	text	# Asymptotics of numbers of branched coverings of a torus and volumes of moduli spaces of holomorphic differentials ## 1 Introduction ### 1.1 Moduli spaces of holomorphic differentials Let $`\mathrm{\Sigma }`$ be a compact Riemann surface of genus $`g>1`$ and $`\omega `$ is a holomorphic 1-form on $`\mathrm{\Sigma }`$, i.e. a tensor of the form $`\omega (z)dz`$ in local coordinates with $`\omega `$ holomorphic. Away from the zeros of $`\omega `$, we can choose a coordinate $`\zeta `$ so that $`\varphi =d\zeta `$. This determines a Euclidean metric $`\|d\zeta ^2\|`$ in that chart and the coordinate changes between such charts are of the form $`\zeta \zeta +c`$. Consequently, holomorphic differentials are sometimes referred to as translation surfaces or flat structures with parallel vector fields. Near a zero of order $`k1`$ of $`\omega `$, we can choose a local coordinate $`\zeta `$ so that $`\omega `$ is given by $`\zeta ^kd\zeta `$. The corresponding metric is then $`\|\zeta ^{2k}\|\|d\zeta ^2\|`$. The total angle around the zero is $`(2k+2)\pi `$, so we say that $`\mathrm{\Sigma }`$ has a cone singularity with total angle $`(2k+2)\pi `$. ###### Definition 1.1. Suppose that $`g>1`$ and let $`\mu `$ be a partition of $`2g2`$ into $`\mathrm{}=\mathrm{}(\mu )`$ parts. We denote by $`(\mu )`$ the moduli space of $`(\mathrm{}+2)`$-tuples $$(\mathrm{\Sigma },\omega ,p_1,\mathrm{},p_{\mathrm{}}),$$ where $`\mathrm{\Sigma }`$ is a Riemann surface of genus $`g`$, and $`\omega `$ is an holomorphic differential on $`\mathrm{\Sigma }`$, and $$(\omega )=\underset{i}{}\mu _i[p_i],$$ where $`(\omega )`$ is the divisor of $`\omega `$, that is, the set of zeros of $`\omega `$ counting multiplicity. For example if $`\mu =(3,1)`$, we require that $`\omega `$ has one triple zero $`p_1`$ and one simple zero $`p_2`$. Similarly, one can consider moduli spaces of pairs $`(\mathrm{\Sigma },\omega )`$ without ordering of the zeros of $`\omega `$. This presents no additional difficulties. One important feature is that these spaces, and the similar spaces of quadratic differentials, admit an ergodic $`SL(2,)`$ action. The dynamics of this action is related to billiards in rational polygons and to interval exchange transformations. This circle of ideas has been studied extensively by various authors, e.g. . ### 1.2 Local coordinates and invariant measure on $`(\mu )`$ Consider the relative homology group $$H_1(\mathrm{\Sigma },\{p_i\},)^n,n=2g+\mathrm{}(\mu )1,$$ where $`\mathrm{}(\mu )`$ is the number of parts in the partition $`\mu `$. Choose a basis $$\{\gamma _1,\mathrm{},\gamma _n\}H_1(\mathrm{\Sigma },\{p_i\},)$$ so that $`\gamma _i`$, $`i=1,\mathrm{},2g`$, form a standard symplectic basis of $`H_1(\mathrm{\Sigma },)`$ and $$\gamma _{2g+i}=[p_{i+1}][p_1],i=1,\mathrm{},\mathrm{}(\mu )1.$$ The group $`Sp(2g,)^{2g(\mathrm{}1)}`$ acts transitively on such bases by changing the basis in $`H_1(\mathrm{\Sigma },)`$ and translating the cycles $`\gamma _{2g+i}`$ by elements of $`H_1(\mathrm{\Sigma },)`$. Consider the period map $$\mathrm{\Phi }:(\mu )^n(^2)^n$$ defined by $$\mathrm{\Phi }(\mathrm{\Sigma },\omega )=(_{\gamma _1}\omega ,\mathrm{},_{\gamma _n}\omega )$$ It is known that $`\mathrm{\Phi }`$ is a local coordinate system on $`(\mu )`$. In particular, $$dim_{}(\mu )=2g+\mathrm{}(\mu )1.$$ (1.1) Let us pull back the Lebesgue measure from $`^n`$ to $`(\mu )`$ using $`\mathrm{\Phi }`$. This is well defined since it is clearly independent of the choice of basis $`\{\gamma _i\}`$. This measure is infinite, essentially because $`\omega `$ can be multiplied by any complex number. To correct this, we introduce the following ###### Definition 1.2. Denote by $`_1(\mu )`$ the subset of $`(\mu )`$ defined by the equation $`\mathrm{Area}_\omega (\mathrm{\Sigma })=1`$, where $$\mathrm{Area}_\omega (\mathrm{\Sigma })=\frac{\sqrt{1}}{2}_\mathrm{\Sigma }\omega \overline{\omega }$$ is the area of $`\mathrm{\Sigma }`$ with respect to the metric defined by $`\omega `$. In terms of the periods $`\varphi =\mathrm{\Phi }(\mathrm{\Sigma },\omega )`$ we have $$\mathrm{Area}_\omega (\mathrm{\Sigma })=\frac{1}{2}\underset{i=1}{\overset{g}{}}\left(\varphi _i\overline{\varphi }_{g+i}\overline{\varphi }_i\varphi _{g+i}\right)$$ (1.2) Denote by $`Q`$ the quadratic form on $`^{2dim(\mu )}`$ defined by (1.2). It follows that the image of $`_1(\mu )`$ under $`\mathrm{\Phi }`$ is contained in the hyperboloid $`Q(v)=1`$ and $`_1(\mu )`$ can be identified with a certain open subset of $`Q(v)=1`$. We now define a measure $`\nu `$ on $`_1(\mu )`$ as follows. ###### Definition 1.3. Let a set $`E_1(\mu )`$ lie in the domain of a coordinate chart $`\mathrm{\Phi }`$ and let $`C\mathrm{\Phi }(E)^n`$ be the cone over $`\mathrm{\Phi }(E)`$ with vertex at the origin $`0^n`$. By definition, we set $$\nu (E)=\mathrm{vol}(C\mathrm{\Phi }(E)),$$ where the volume on the right is with respect to the Lebesgue measure on $`^n`$. This measure is invariant under the $`SL(2,)`$ action on $`_1(\mu )`$. It is a theorem of Masur and Veech that $$\nu (_1(\mu ))<\mathrm{}.$$ The main goal of this paper is the computation of these numbers. They arise in particular in problems associated with billiards in rational polygons , and also in connection with interval exchanges and the Lyapunov exponents of the Teichmuller geodesic flow . ### 1.3 Volumes and branched coverings Our approach to the computation of the numbers $`\nu (_1(\mu ))`$ is based on the interpretation of $`\nu (_1(\mu ))`$ as the asymptotics in a certain enumeration problem, namely, the enumeration of connected branched coverings of a torus as their degree goes to $`\mathrm{}`$ and the ramification type is fixed. This interpretation was discovered by Kontsevich and Zorich and, independently, by Masur and the first author. ###### Definition 1.4. Given a partition $`\mu `$, denote by $`𝒞_d(\mu )`$ the weighted the number of connected ramified coverings of the standard torus $$\sigma :\mathrm{\Sigma }T$$ (1.3) of degree $`d`$, which are ramified over $`\mathrm{}(\mu )`$ fixed points of $`T`$, and such that the nontrivial part of the monodromy around the $`i`$th point is a cycle of length $`\mu _i`$. The weight of a covering (1.3) is $`\left\|\mathrm{Aut}(\sigma )\right\|^1`$, where $`\mathrm{Aut}(\sigma )`$ is the commutant of the monodromy subgroup of $`\sigma `$ inside the symmetric group $`S(d)`$. ###### Remark 1.5. Typically, the group $`\mathrm{Aut}(\sigma )`$ is trivial and, in particular, these weights make no impact on the asymptotics of $`𝒞_d(\mu )`$ as $`d\mathrm{}`$, see Section 3.1. The purpose of introducing the weights is to make certain exact formulas look better, such as, for example, to make the generating series (1.6) a quasimodular form. ###### Proposition 1.6. For any partition $`\mu `$, we have $$\nu (_1(\mu ))=\underset{D\mathrm{}}{lim}D^{dim_{}(\mu )}\underset{d=1}{\overset{D}{}}𝒞_d(\mu +\stackrel{}{1}),$$ (1.4) where $`\mu +\stackrel{}{1}=(\mu _1+1,\mathrm{},\mu _{\mathrm{}(\mu )}+1)`$. Recall that the dimension of $`(\mu )`$ is given by (1.1). The proof of Proposition 1.6 is elementary and is supplied in Section 3.2 below. The basic idea behind Proposition 1.6 is that to any covering (1.3) we can associate the point $$(\mathrm{\Sigma },\sigma ^{}(dz))(\mu ),$$ where $`dz`$ is the standard holomorphic differential on $`T`$, and counting such points in $``$ is like counting points of $`^{2n}`$ inside subsets of $`^{2n}`$, where $`n=dim(\mu )`$. Using Proposition 1.6, A. Zorich computed the numbers $`\nu (_1(\mu ))`$ for small $`\mu `$. ### 1.4 Enumeration of coverings It will be convenient to introduce the following numbers $$𝐜(\mu )=(\|\mu \|+1)\underset{D\mathrm{}}{lim}D^{\|\mu \|1}\underset{d=1}{\overset{D}{}}𝒞_d(\mu ),$$ (1.5) where $`\|\mu \|=\mu _i`$. The existence of this limit follows from Proposition 1.6 which states that $$\mathrm{vol}(_1(\mu ))=\frac{𝐜(\mu +\stackrel{}{1})}{dim(\mu )}.$$ Heuristically, one should think about (1.5) as saying that $$𝒞_d(\mu )𝐜(\mu )d^{\|\mu \|}$$ for a typical large number $`d`$. In this paper, we obtain a general formula for these numbers, and hence for the volumes $`\nu (_1)`$, by developing a systematic approach to the asymptotics of $`𝒞_d(\mu )`$ as $`d\mathrm{}`$. Our starting point is an exact result of S. Bloch and the second author , who considered certain generating functions, called the $`n`$-point functions, which encode the numbers $`𝒞_d(\mu )`$. These $`n`$-point functions were evaluated in in a closed form as a determinant of $`\vartheta `$-functions and their derivatives, see also the paper for a simplified approach. This result is reproduced in Theorem 2.17 below. A qualitative conclusion from it is that the following generating function $$𝒞(\mu )=\underset{d=0}{\overset{\mathrm{}}{}}q^d𝒞_d(\mu )$$ (1.6) is a quasimodular form in the variable $`q`$ for the full modular groups, that is, a polynomial in the Eisenstein series $`G_k(q)`$, $`k=2,4,6`$. The asymptotics in (1.5) corresponds to the $`q1`$ asymptotics of (1.6). In principle, using the formula for the $`n`$-point function, one can express for any given $`\mu `$ the generating function (1.6) in Eisenstein series. The quasimodularity of $`𝒞(\mu )`$ means that it transforms in a certain way under the transformation $$q=e^{2\pi i\tau }e^{2\pi i/\tau },$$ which takes $`q=1`$ to $`q=0`$, thus giving the $`q1`$ asymptotics of $`𝒞(\mu )`$. This quasimodularity is a manifestation of a certain “mirror symmetry” between coverings of very large degree ($`q1`$) and small degree ($`q0`$). In practice, however, the computation of (1.6) becomes very difficult even for relatively small $`\mu `$. We therefore pursue a different approach and first investigate the $`q1`$ asymptotics of the $`n`$-point function. Here we find a great simplification, see Theorem 4.7, essentially because the $`\vartheta `$-functions become trigonometric functions. We then extract from this asymptotics the information about the asymptotics (1.5). This extraction is still rather nontrivial because, inside of the $`n`$-point function, the numbers $`𝒞(\mu )`$ are wrapped up in several layers of enciphering, such as going from connected to disconnected coverings. For example, the terms corresponding to connected coverings appear only deep in the asymptotic expansion of the $`n`$-point function which requires us to keep track of many orders of asymptotics. ### 1.5 Summary of results The answer we obtain for the constants $`𝐜(\mu )`$ can be conveniently stated in terms of a certain multilinear form $$\|\mathrm{}\|_h:\mathrm{\Lambda }^{}\times \mathrm{}\times \mathrm{\Lambda }^{}[h^1],$$ (1.7) where $`\mathrm{\Lambda }^{}`$ an algebra closely related to the algebra of symmetric functions. The form (1.7) is such that $$f_{\mu _1}\|\mathrm{}\|f_{\mu _k}_h=𝐜(\mu )\frac{\|\mu \|!}{h^{\|\mu \|+1}}+\mathrm{},$$ (1.8) where $`f_k`$ are certain generators of $`\mathrm{\Lambda }^{}`$, and dots stand for terms of lower degree in $`h^1`$. The evaluation of (1.8) goes in 3 steps. First, one expresses the generators $`f_k`$ as polynomials in power-sum generators $`p_k`$ of $`\mathrm{\Lambda }`$. A formula for this expansion is obtained in Theorem 5.5. Then, using an analog of the Wick formula for (1.7) derived in Theorem 6.3, one reduces (1.8) to computations of the constants $`\mu `$ defined by $$p_{\mu _1}\|\mathrm{}\|p_{\mu _k}_h=\frac{\mu }{h^{\|\mu \|+1}}+\mathrm{},$$ which we call elementary cumulants. These numbers $`\mu `$ are finally computed in Theorem 6.7 in terms of values of the $`\zeta `$-function at even positive integers, that is, in Bernoulli numbers. In particular, we have $$\pi ^{2g}\nu (_1(\mu ))$$ for any $`\mu `$. This rationality was also conjectured by Kontsevich and Zorich. We were unable to simplify this answer further in the general case, but in the special case $`\mu =(2,\mathrm{},2)`$ which corresponds to differentials with simple zeros (that is, to generic ones), an attractive answer is available. It is given in Theorem 7.1. ### 1.6 Example of a volume computation Suppose we want to compute $`\nu ((3,1))`$ or, equivalently, $`𝐜(4,2)`$. From Theorem 5.5 we get $$f_2=\frac{1}{2}p_2,f_4=\frac{1}{4}p_4p_2p_1+\mathrm{},$$ where dots stand for lower weight term which make no contribution to the answer. In general, there exist a very important weight filtration on $`\mathrm{\Lambda }^{}`$ which we discuss in Section 5. It has the property that (1.7) takes it to the filtration of $`[h^1]`$ by degree, which allows us to identify many negligible terms. By the Wick formula, see Theorem 6.3, we have $$\begin{array}{c}f_4\|f_2_h=\frac{1}{8}p_4\|p_2_h\frac{1}{2}p_2p_1\|p_2_h+\mathrm{}=\hfill \\ \hfill \frac{h^7}{8}\mathrm{\hspace{0.17em}4},2\frac{h^7}{2}\mathrm{\hspace{0.17em}2}\mathrm{\hspace{0.17em}2},1\frac{h^7}{2}\mathrm{\hspace{0.17em}1}\mathrm{\hspace{0.17em}2},2+\mathrm{},\end{array}$$ where dots stand for lower terms. From Theorem 6.7, see also Example 6.9, we conclude that $$\mathrm{\hspace{0.17em}1}=\zeta (2)=\frac{\pi ^2}{6},\mathrm{\hspace{0.17em}2}=0,$$ and similarly $$\mathrm{\hspace{0.17em}4},2=\frac{416}{315}\pi ^6,\mathrm{\hspace{0.17em}2},2=\frac{16}{45}\pi ^4.$$ Hence $$f_4\|f_2_h=\frac{128}{945}\pi ^6h^7+\mathrm{},$$ which means that $$𝐜(4,2)=\frac{8}{42525}\pi ^6,\nu ((3,1))=\frac{8}{297675}\pi ^6.$$ This is one of the numbers computed by A. Zorich. ### 1.7 Connection with random partitions The quantities (1.7) are, by their construction, certain sums over all partitions $`\lambda `$. The variable $`h`$ enters this sums as a weight $`e^{h\|\lambda \|}`$ given to a partition $`\lambda `$. The leading term of the $`h+0`$ asymptotics, like in (1.8), describes certain statistical properties of random partitions of a very large size. Some of our formulas admit a nice probabilistic interpretation, see the Appendix. In particular, one can easily see in our formulas the existence of Vershik’s limit shape of a large random partition, see Section A.1 and also the Gaussian correction to this limit shape, see Section A.3. The point of view of random partitions also provides a very simple explanation why something like (1.6) can never be modular, see Section A.2, which makes the quasimodularity of (1.6) look even more like a miracle. ### 1.8 Some open problems The space $`_1(\mu )`$ is sometimes disconnected. The connected components of this space were described in . In particular, there are always at most $`3`$ components and $`_1(\mu )`$ is connected when at least one of the $`\mu _i`$’s is odd. The knowledge if the volumes of connected components is important for applications to ergodic theory. For small genus, volumes of connected components were determined by A. Zorich. Unfortunately, our formulas do not separate the connected components. Another problem important for applications is to compute the volumes of similarly defined moduli spaces of quadratic differentials. ### 1.9 Acknowledgements We would like to thank M. Kontsevich, H. Masur and A. Zorich for useful conversations, in particular related to Proposition 1.6. ## 2 Counting ramified covering of a torus ### 2.1 Basics Let $`T`$ be a torus and $`Z=\{z_1,\mathrm{},z_s\}`$ be a collection of distinct points in $`T`$. Let $`\sigma :\mathrm{\Sigma }T`$ be a ramified covering of $`T`$ which is unramified outside of $`Z`$. All information about $`\sigma `$ is encoded in the monodromy action of the fundamental group $`\pi _1(TZ,)`$ on the fiber over the basepoint $`T`$ $$\pi _1(TZ,)\mathrm{Aut}(\sigma ^1()).$$ If $`\sigma `$ is $`d`$-fold then any labeling of $`\sigma ^1()`$ by $`1,\mathrm{},d`$ produces an isomorphism $$\mathrm{Aut}(\sigma ^1())S(d).$$ Therefore, $`d`$-fold ramified coverings are in bijection with the orbits of the $`S(d)`$-action by conjugation on the set of all homomorphisms from $`\pi _1(TZ)`$ to $`S(d)`$ $$\left\{d\text{-fold coverings}\right\}=\mathrm{Hom}(\pi _1(TZ),S(d))/S(d).$$ (2.1) Introduce the following notation. For any conjugacy classes $`C_1,\mathrm{},C_sS(d)`$, denote by $$H_d(C_1,\mathrm{},C_s)\mathrm{Hom}(\pi _1(TZ),S(d))$$ those homomorphisms that send a small loop around $`z_i`$ into $`C_i`$ for $`i=1,\mathrm{},s`$. This corresponds to fixing the ramification type (namely $`C_i`$) over the points $`z_iZ`$. A natural way to count the orbits in (2.1) is to weight any orbit $`\sigma `$ in (2.1) by $`\|\mathrm{Aut}(\sigma )\|^1`$ where $`\mathrm{Aut}(\sigma )`$ is a point stabilizer of $`\sigma `$, that is, the centralizer of the image of $`\pi _1(TZ)`$ inside $`S(d)`$. Introduce the following weighted number of the $`d`$-fold coverings with prescribed monodromy $`C_1,\mathrm{},C_s`$ $`\mathrm{Cov}_d(C_1,\mathrm{},C_s)`$ $`={\displaystyle \underset{\sigma H_d(C_1,\mathrm{},C_s)/S(d)}{}}{\displaystyle \frac{1}{\|\mathrm{Aut}(\sigma )\|}}`$ $`=\left\|H_d(C_1,\mathrm{},C_s)\right\|/d!.`$ Since the conjugacy classes of $`S(d)`$ are naturally embedded into conjugacy classes of any bigger symmetric group, it makes sense to introduce the following generating function $$\mathrm{Cov}(C_1,\mathrm{},C_s)=\underset{d=0}{\overset{\mathrm{}}{}}q^d\mathrm{Cov}_d(C_1,\mathrm{},C_s).$$ ###### Remark 2.1. To avoid possible confusion, we point out that our definition of $`\mathrm{Aut}(\sigma )`$ does not allow permutations of the marked points $`z_1,\mathrm{},z_s`$. This will be important in the next subsection where we consider the relation between connected and disconnected coverings. For example, if a covering is a union of two otherwise identical coverings which are ramified over two different points of $`T`$ then this covering does not have an extra $`_2`$-symmetry. ### 2.2 Connected and disconnected coverings The generating function $`\mathrm{Cov}(C_1,\mathrm{},C_s)`$ counts all, possibly disconnected, coverings with given monodromy $`C_1,\mathrm{},C_s`$. In particular, $`\mathrm{Cov}()`$ counts all unramified coverings. Under the correspondence (2.1), connected components correspond to orbits of the $`\pi _1`$ action on $`\{1,\mathrm{},d\}`$ and unramified connected components correspond to those orbits on which small loops around the $`z_i`$’s act trivially. Let $$H_d^{}(C_1,\mathrm{},C_s)H_d(C_1,\mathrm{},C_s)$$ be the subset corresponding to coverings without unramified connected components. ###### Definition 2.2. Let $`\mathrm{Cov}^{}(C_1,\mathrm{},C_s)`$ be the generating function for the coverings without unramified connected components. In other words, $$\mathrm{Cov}^{}(C_1,\mathrm{},C_s)=\underset{d=0}{\overset{\mathrm{}}{}}q^d\frac{\|H_d^{}(C_1,\mathrm{},C_s)\|}{d!}.$$ ###### Definition 2.3. Similarly, let $`𝒞(C_1,\mathrm{},C_s)`$ be the generating function for connected coverings. ###### Lemma 2.4. $$\mathrm{Cov}^{}(C_1,\mathrm{},C_s)=\mathrm{Cov}(C_1,\mathrm{},C_s)/\mathrm{Cov}().$$ ###### Proof. This is equivalent to $$\|H_d(C_1,\mathrm{},C_s)\|=\underset{k=0}{\overset{d}{}}\left(\genfrac{}{}{0pt}{}{d}{k}\right)\|H_k^{}(C_1,\mathrm{},C_s)\|\|H_{dk}()\|,$$ which is obvious. ∎ To simplify the exposition, we shall from now on focus on the case when $`C_i`$ has a single nontrivial cycle of length $`m_i\{2,3,\mathrm{}\}`$. The case of more general monodromies presents no extra difficulties but it will be not needed for the application we have in mind. Accordingly, we shall write $`\mathrm{Cov}(m)`$, where $`m=(m_1,\mathrm{},m_s)`$, in place of $`\mathrm{Cov}(C_1,\mathrm{},C_s)`$ and similarly for $`𝒞_d(m)`$. The function $`𝒞`$ can be expressed in terms of functions $`\mathrm{Cov}^{}`$ as follows. Recall that a partition $`\alpha `$ of a set $`S`$ is a presentation of the set $`S`$ as an unordered disjoint union of nonempty subsets $$S=\alpha _1\alpha _2\mathrm{}\alpha _{\mathrm{}},$$ which are called the blocks of $`\alpha `$. The number $`\mathrm{}=\mathrm{}(\alpha )`$ is the length of the partition $`\alpha `$. We denote by $`\mathrm{\Pi }_s`$ the set of all partitions of $`\{1,\mathrm{},s\}`$. Any covering $`\sigma H_d(m)`$ produces a partition $`\alpha =\alpha (\sigma )\mathrm{\Pi }_s`$ as follows. Two numbers $`i`$ and $`j`$ belong to the same block of $`\alpha `$ if and only if the corresponding ramifications occur on the same connected component. It is clear that the same argument that establishes Lemma 2.4 shows that $$\mathrm{Cov}^{}(m)=\underset{\alpha \mathrm{\Pi }_s}{}\underset{k=1}{\overset{\mathrm{}(\alpha )}{}}\mathrm{Cov}^{}\left(m_{\alpha _k}\right),$$ (2.2) where $`m_{\alpha _k}=\{m_i\}_{i\alpha _k}`$ . ###### Remark 2.5. Recall that the set $`\mathrm{\Pi }_n`$ of partitions of an $`n`$-element set is partially ordered: if $`\alpha ,\beta \mathrm{\Pi }_n`$ we say that $`\alpha <\beta `$ if $`\alpha `$ is a refinement of $`\beta `$, that is, if the blocks of $`\beta `$ consist of whole blocks of $`\alpha `$. The maximal element of this poset is the partition $`\widehat{n}`$ into one block. The Möbius function of the partially ordered set $`\mathrm{\Pi }_n`$ is well known to satisfy $$\text{Möbius}(\widehat{n},\alpha )=(1)^{\mathrm{}(\alpha )1}(\mathrm{}(\alpha )1)!,$$ see, for example, Section 3.10.4 of . Applying the Möbius inversion to (2.2) results in the following: ###### Lemma 2.6. We have $$𝒞(m)=\underset{\alpha \mathrm{\Pi }_s}{}(1)^{\mathrm{}(\alpha )1}(\mathrm{}(\alpha )1)!\underset{k=1}{\overset{\mathrm{}(\alpha )}{}}\mathrm{Cov}^{}\left(m_{\alpha _k}\right),$$ where $`m_{\alpha _k}=\{m_i\}_{i\alpha _k}`$ . ### 2.3 Coverings and sums over partitions ###### Definition 2.7. Let $`C`$ be a conjugacy class in $`S(d)`$. Let $`f_C`$ be the following function of a partition $`\lambda `$ $$f_C(\lambda )=\mathrm{\#}C\frac{\chi ^\lambda (C)}{dim\lambda },$$ where $`\chi ^\lambda `$ is the character of the irreducible representation of $`S(d)`$ corresponding to the partition $`\lambda `$, $`\chi ^\lambda (C)`$ is its value on any element of $`C`$, and $`dim\lambda =\chi ^\lambda (1)`$ is the dimension of representation $`\lambda `$. If $`C`$ is the class of an $`m`$-cycle we shall write $`f_m`$ instead of $`f_C`$. Also, note the difference between partitions and partitions of a set. In the above definition we have simply partitions whereas in the previous section we used partitions of a set. For the number of ramified coverings, there exists the following expression in terms of the function $`f_C`$ which goes back essentially to Burnside, see Exercise 7 in §238 of . In exactly this form it is presented, for example, in . ###### Proposition 2.8. We have $$\mathrm{Cov}_d(C_1,\mathrm{},C_s)=\underset{\|\lambda \|=d}{}\underset{i=1}{\overset{s}{}}f_{C_i}(\lambda ),$$ where the sum is over all partitions $`\lambda `$ of the number $`d`$. It is known that for any conjugacy class $`C`$ the function $`f_C(\lambda )`$ is a polynomial function of a partition $`\lambda `$ in the following sense. Let $`\mathrm{\Lambda }^{}(n)`$ be the algebra of polynomials in $`\lambda _1,\mathrm{},\lambda _n`$ which are symmetric in the variables $`\lambda _ii`$. This algebra is filtered by the degree of a polynomial. Let the algebra $`\mathrm{\Lambda }^{}`$ be the projective limit of these algebras $`\mathrm{\Lambda }^{}:=\underset{}{\mathrm{lim}}\mathrm{\Lambda }^{}(n)`$ as filtered algebras with respect to homomorphisms that set the last variable to $`0`$. This is the algebra of shifted symmetric functions, see . By construction, any $`f\mathrm{\Lambda }^{}`$ has a well defined degree and can be evaluated at any partition $`\lambda `$. There is the following result, see and also ###### Proposition 2.9 (). We have $`f_C\mathrm{\Lambda }^{}`$ and the degree of $`f_C`$ is the number of non-fixed points of any permutation from $`C`$. Various expressions are known for this polynomial; for example, its expression in the shifted Schur functions is given by the formula (15.21) in . It is clear that we have $$\mathrm{Cov}(m)=\underset{\lambda }{}q^{\|\lambda \|}\underset{i}{}f_{m_i}(\lambda ),$$ where the sum is over all partitions $`\lambda `$. In particular, the generating function for the unramified coverings is $$\mathrm{Cov}()=\underset{\lambda }{}q^{\|\lambda \|}=(q)_{\mathrm{}}^1,$$ where $`(q)_{\mathrm{}}=_{n1}(1q^n)`$. Introduce the following linear functional on the algebra $`\mathrm{\Lambda }^{}`$ ###### Definition 2.10. For any $`F\mathrm{\Lambda }^{}`$, set $$F_q=(q)_{\mathrm{}}\underset{\lambda }{}q^{\|\lambda \|}F(\lambda ).$$ In particular, $`1_q=1`$. More generally, for $`s=1,2,\mathrm{}`$ consider the following multilinear functional on $`\left(\mathrm{\Lambda }^{}\right)^{\times s}`$ $$F_1\left\|F_2\right\|\mathrm{}\|F_s_q=\underset{\alpha \mathrm{\Pi }_s}{}(1)^{\mathrm{}(\alpha )1}(\mathrm{}(\alpha )1)!\underset{k=1}{\overset{\mathrm{}(\alpha )}{}}\underset{i\alpha _k}{}F_i_q$$ In other words, $`f_q`$ is the expected value of $`f`$ if the probability of a partition $`\lambda `$ is proportional to $`q^{\|\lambda \|}`$. In the physical language, $`f_q`$ is the Gibbsian average of $`f`$ with respect to the “energy” function $`\lambda \|\lambda \|`$. The functional $`F_1\left\|F_2\right\|\mathrm{}\|F_s_q`$ in the physical language would correspond to the “connected” part of $`F_1F_2\mathrm{}F_s_q`$. It is no coincidence that it counts quite precisely the connected coverings. Indeed, the following is an immediate corollary of Lemmas 2.4 and 2.6. ###### Proposition 2.11. We have $`\mathrm{Cov}^{}(m)`$ $`=f_{m_1}f_{m_2}\mathrm{}f_{m_s}_q,`$ (2.3) $`𝒞(m)`$ $`=f_{m_1}\left\|f_{m_2}\right\|\mathrm{}\|f_{m_s}_q.`$ (2.4) ### 2.4 Formula for $`n`$-point functions Our strategy for evaluation of the quantities (2.4) is the following. By multilinearity, it suffices to compute $`F_1\left\|F_2\right\|\mathrm{}\|F_s_q`$, where the $`F_i^{}s`$ range over any linear basis of the algebra $`\mathrm{\Lambda }^{}`$ and then expand the functions $`f_m`$ in this linear basis. ###### Remark 2.12. One fact supporting such a roundabout approach, aside of the fact that it appears to be very difficult to evaluate (2.4) directly, is the following. As our choice of the parameter $`q`$ for the generating function suggests, the averages $`_q`$ have some modular properties. More concretely, they are quasi-modular, see and below. It turns out, however, that (2.4) are linear combinations of quasi-modular forms of different weights or, in other words, they are inhomogeneous elements of the algebra of quasi-modular forms. The other basis of $`\mathrm{\Lambda }^{}`$, which will be introduced momentarily, does have the property that $`_q`$ takes basis vectors to homogeneous quasi-modular forms. A very convenient linear basis of the algebra $`\mathrm{\Lambda }^{}`$ is formed by monomials in the following generators $$p_k(\lambda )=\underset{i=0}{\overset{\mathrm{}}{}}\left[(\lambda _ii+1/2)^k(i+1/2)^k\right]+(12^k)\zeta (k).$$ (2.5) This peculiar expression is in fact a natural $`\zeta `$-function regularization of the divergent sum $`_{i=0}^{\mathrm{}}(\lambda _ii+1/2)^k`$. More precisely, since $`\lambda _i=0`$ for all but finitely many $`i`$ the first sum in (2.5) is finite while the second term in (2.5) is the natural regularization for $`_{i=0}^{\mathrm{}}(i+1/2)^k`$. ###### Remark 2.13. It is an experimental fact that the somewhat annoying $`\frac{1}{2}`$’s in the definition of $`p_k`$ are actually very useful, see . In other words, it turns out that the so-called modified Frobenius coordinates, which are the usual Frobenius coordinates plus $`\frac{1}{2}`$ for the half of a diagonal square, are the most convenient coordinates on partitions. For example, these $`\frac{1}{2}`$’s make the $`p_k`$ behave well under the involution $`\omega `$ in the algebra $`\mathrm{\Lambda }^{}`$, see Section 5.4. It is also convenient to introduce the following generating function $$𝐞^\lambda (x)=\underset{i}{}e^{(\lambda _ii+1/2)x}.$$ This sum converges provided $`\mathrm{}x>0`$ and has a simple pole at $`x=0`$ with residue $`1`$. We have (see the formula (0.18) in ) $$p_k(\lambda )=k!\left[x^k\right]𝐞^\lambda (x),$$ (2.6) where $`[x^k]`$ denotes the coefficient of $`x^k`$ in the Laurent series expansion about $`x=0`$. Therefore, all averages of the form $`p_{k_i}_q`$ are encoded in the following generating function. ###### Definition 2.14. We call the following generating function $$F(x_1,\mathrm{},x_n)=𝐞^\lambda (x_i)_q$$ the $`n`$-point function. Similarly, we also consider more general generating functions $$\begin{array}{c}F(x_1,\mathrm{},x_i\|x_{i+1},\mathrm{},x_j\|x_{j+1},\mathrm{}\|\mathrm{},x_n)=\hfill \\ \hfill 𝐞^\lambda (x_1)\mathrm{}𝐞^\lambda (x_i)\left\|𝐞^\lambda (x_{i+1})\mathrm{}𝐞^\lambda (x_j)\right\|𝐞^\lambda (x_{j+1})\mathrm{}\|\mathrm{}𝐞^\lambda (x_n)_q\end{array}$$ which we call the connected functions. It is clear that the connected functions are, by Definition 2.10, polynomials in the $`n`$-point functions. The following claim follows immediately from (2.6) ###### Proposition 2.15. Let $`\mu `$ be a multi-index $`\mu =(\mu _1,\mathrm{},\mu _n)`$. We have $$p_\mu _q=\mu !\left[x^\mu \right]F(x),$$ where $`x=(x_1,\mathrm{},x_n)`$ and, as usual, $$p_\mu =\underset{i}{}p_{\mu _i},\mu !=\underset{i}{}\mu _i,x^\mu =\underset{i}{}x^{\mu _i}.$$ Similarly, $$p_\mu \|p_\nu \|p_\eta \|\mathrm{}_q=\mu !\nu !\eta !\mathrm{}\left[x^\mu y^\nu z^\eta \mathrm{}\right]F(x\|y\|z\|\mathrm{}).$$ ###### Definition 2.16. The quantities $$p_\mu \|p_\nu \|p_\eta \|\mathrm{}_q,$$ which appear in the above proposition and which will be of primary interest to us in this paper, will be called cumulants. Proposition 2.15 is, of course, only useful if one can compute the $`n`$-point functions. The $`n`$-point functions were computed in (see also ) as certain determinants involving theta functions and their derivatives. Introduce the following odd genus 1 theta function $$\vartheta (x)=\vartheta _{\frac{1}{2},\frac{1}{2}}(x;q)=\underset{n}{}(1)^nq^{\frac{(n+\frac{1}{2})^2}{2}}e^{(n+\frac{1}{2})x}.$$ This is the only odd genus 1 theta functions and its precise normalization is not really important because the formulas will be homogeneous in $`\vartheta `$. The formula for the $`n`$-point functions is the following ###### Theorem 2.17 (). We have $$F(x_1,\mathrm{},x_n)=\underset{\begin{array}{c}\text{all }n!\text{ permutations}\\ \text{of }x_1,\mathrm{},x_n\end{array}}{}\frac{det\left[{\displaystyle \frac{\vartheta ^{(ji+1)}(x_1+\mathrm{}+x_{nj})}{(ji+1)!}}\right]_{i,j=1}^n}{\vartheta (x_1)\vartheta (x_1+x_2)\mathrm{}\vartheta (x_1+\mathrm{}+x_n)},$$ (2.7) where in the $`n!`$ summands the $`x_i`$’s have to be permuted in all possible ways, $`\vartheta ^{(k)}`$ stands for the $`k`$-th derivative of $`\vartheta `$, and by the usual convention that $`1/k!=0`$ if $`k<0`$ we do not have negative derivatives. In principle, one can use this formula to give a formula for the connected functions but it appears to be difficult to simplify the answer in any attractive manner. However, in the $`q1`$ limit, which corresponds to the limit of coverings of very large degree, the situation simplifies and useful formulas for the connected functions become available. ## 3 Coverings of large degree and volumes of moduli spaces ### 3.1 Coverings with automorphisms Suppose that a $`d`$-fold connected covering $$\sigma :\mathrm{\Sigma }T$$ has a nontrivial automorphism, that is, suppose that there exists a permutation $`hS(d)`$ which commutes with the monodromy subgroup $`GS(d)`$ of $`\sigma `$. Since the sets of fixed points of $`h^k`$, $`k=1,2,\mathrm{}`$, are $`G`$-stable and $`G`$ is transitive, they must be either empty or all of $`\{1,\mathrm{},d\}`$ for any $`k`$. It follows that the cycle type of $`h`$ is of the form $$(\underset{d_2\text{ times}}{\underset{}{d_1,\mathrm{},d_1}}),$$ for some factorization $`d=d_1d_2`$. Let $`_{d_1}`$ be the cyclic group generated by $`h`$. We have the following factorization $`\sigma =\sigma ^{\prime \prime }\sigma ^{}`$ $$\sigma :\mathrm{\Sigma }\underset{\text{ }d_1\text{-fold }}{\overset{\sigma ^{}}{}}\mathrm{\Sigma }/_{d_1}\underset{\text{ }d_2\text{-fold }}{\overset{\sigma ^{\prime \prime }}{}}T.$$ (3.1) Because the group $`G`$ commutes with $`h`$, the size of $`d_1`$ is bounded in terms of the ramification type $`\mu `$ of $`\sigma `$. On the other hand, the genus of $`\mathrm{\Sigma }/_{d_1}`$ is strictly less than the genus of $`\mathrm{\Sigma }`$ by the Riemann-Hurwitz formula and the number of ramification points of $`\sigma ^{\prime \prime }`$ is at most the number of ramification points of $`\sigma `$. We will see in the next Section that the number of connected genus $`g`$ coverings of degree $`D`$ with $`\mathrm{}`$ ramification points grows like $`D^{2g+\mathrm{}1}`$ as $`D\mathrm{}`$. Hence the number of coverings admitting a factorization of the form (3.1) grows slower than the number of all coverings. In particular, the proportion of those coverings of degree $`D`$ which have nontrivial automorphisms becomes negligible as $`D\mathrm{}`$. ### 3.2 Proof of Proposition 1.6 Recall that $`p_1,\mathrm{},p_{\mathrm{}}`$ denote the zeros of $`\omega `$ and $`\mu _i`$’s are the corresponding multiplicities. Also recall that we choose the basis $$\{\gamma _1,\mathrm{},\gamma _n\}H_1(\mathrm{\Sigma },\{p_i\},)$$ so that that $`\gamma _i`$, $`i=1,\mathrm{},2g`$, form a standard symplectic basis of $`H_1(\mathrm{\Sigma },)`$ and $$\gamma _{2g+i}=[p_{i+1}][p_1],i=1,\mathrm{},\mathrm{}(\mu )1.$$ We have the following elementary ###### Lemma 3.1. (cf. ) Consider $`\varphi =\mathrm{\Phi }(\mathrm{\Sigma },\omega )^{dim(\mu )}`$. We have $`\varphi _i^2`$, $`i=1,\mathrm{},2g`$, if and only if the following holds: * there exists a holomorphic map $`\sigma `$ from $`\mathrm{\Sigma }`$ to the standard torus $`T=[0,1]^2`$, * $`\omega =\sigma ^1(dz)`$, * $`\{p_i\}`$ is the set of critical points of $`\sigma `$, * the ramification of $`\sigma `$ at $`p_i`$ is of the form $`zz^{\mu _i+1}`$, * $`\sigma (p_{i+1})\sigma (p_1)=\varphi _{2g+i}mod^2`$, * the degree of $`\sigma `$ is equal to $`\mathrm{Area}_w(\mathrm{\Sigma })=\frac{\sqrt{1}}{2}_\mathrm{\Sigma }\omega \overline{\omega }`$. ###### Proof. The sufficiency of the conditions in the lemma is clear. To prove necessity, define the map $`\sigma `$ by $$\sigma (z)=_p^z\omega mod^2,$$ where $`p\mathrm{\Sigma }`$ is arbitrary. This map $`\sigma `$ is well defined because $`_\gamma \omega ^2`$ for any closed path $`\gamma \mathrm{\Sigma }`$. The required properties of $`\sigma `$ follow easily from the definitions. ∎ We note the map $`\sigma `$ depends only on $`(M,\omega )`$ and not on the choice of homology basis. Now we finish the proof of Proposition 1.6 as follows. Choose a vector $`\beta ^{dim(\mu )}`$ such that $$\beta _i^2,i=1,\mathrm{},2g,\beta _i\beta _jmod^2,i,j>2g,ij.$$ Let a set $`E_1(\mu )`$ lie in the domain of a coordinate chart $`\mathrm{\Phi }`$ and denote by $`C_D`$ the cone $$C_D=\{t\mathrm{\Phi }(\mathrm{\Sigma },\omega ),(\mathrm{\Sigma },\omega )E,t[0,\sqrt{D}]\}^{dim(\mu )}.$$ By definition of $`\nu `$ we have $$D^{dim(\mu )}\left\|C_D(^{2dim(\mu )}+\beta )\right\|\mathrm{vol}(C_1)=\nu (E),D\mathrm{}.$$ On the other hand, by Lemma 3.1, every point of the intersection $`C_D(^{2dim(\mu )}+\beta )`$ corresponds to a covering $`\sigma `$ of degree $`D`$ with ramification type $`\mu `$. Thus, $`\nu (E)`$ is the asymptotics of the number of those covering which correspond to the subset $`E`$ of the moduli space. Now for the whole moduli space $`_1(\mu )`$, it follows from the proof of the finiteness of the volume in that for every $`ϵ>0`$ there exists a compact subset $`K_ϵ_1(\mu )`$ such that $`\nu (K_ϵ)\nu (_1(\mu ))ϵ`$ and it is easy to show that $`_1(\mu )`$ has a rectifiable boundary. Hence $$\nu (_1(\mu ))=\underset{D\mathrm{}}{lim}D^{dim_{}(\mu )}\underset{d=1}{\overset{D}{}}𝒞_d(\mu +\stackrel{}{1}),$$ (3.2) as was to be shown. ### 3.3 Large degree coverings and $`q1`$ asymptotics Recall that we introduced in (1.5) the constants $`𝐜(\mu )`$ such that $$\underset{d=0}{\overset{D}{}}𝒞_d(m)𝐜(m)\frac{D^{\|m\|+1}}{\|m\|+1},D\mathrm{}.$$ where $`\|m\|=m_i`$. We now observe that $`𝐜(m)`$ is determined by the leading order asymptotics of $$𝒞(m)=f_{m_1}\left\|f_{m_2}\right\|\mathrm{}\|f_{m_s}_q$$ as $`q1`$. Namely, we have the following proposition which follows from the elementary power series identity $$\frac{1}{1q}\underset{d=0}{\overset{\mathrm{}}{}}q^da_d=\underset{d=0}{\overset{\mathrm{}}{}}q^d\underset{k=0}{\overset{d}{}}a_k.$$ ###### Proposition 3.2. $$f_{m_1}\left\|f_{m_2}\right\|\mathrm{}\|f_{m_s}_q=𝐜(m)\frac{\|m\|!}{(1q)^{\|m\|+1}}+O\left((1q)^{\|m\|}\right),q1.$$ The $`q1`$ asymptotics of the $`n`$-point functions and of the connected functions will be considered in the next section. ## 4 Asymptotics of connected functions. ### 4.1 Asymptotics of $`n`$-point functions. It will be convenient to replace the parameter $`q`$, $`\|q\|<1`$, by a new parameter $`h`$, $`\mathrm{}h>0`$, related to $`q`$ by $$q=e^h.$$ The $`q1`$ limit corresponds to the $`h+0`$ limit and $`{\displaystyle \frac{1}{1q}}{\displaystyle \frac{1}{h}}`$. The following proposition describes the behavior of the $`\vartheta `$-function in this limit: ###### Proposition 4.1. We have $$\frac{\vartheta (hx,e^h)}{\vartheta ^{}(0,e^h)}=h\frac{\mathrm{sin}(\pi x)}{\pi }\mathrm{exp}\left(\frac{hx^2}{2}\right)\left(1+O\left(e^{\frac{4\pi ^2}{h}}\right)\right)$$ (4.1) as $`h+0`$ uniformly in $`x`$. This asymptotic relation can be differentiated any number of times. ###### Proof. The Jacobi imaginary transformation (see e.g. Section 1.9 in ) yields $$\vartheta (hx,e^h)=\sqrt{\frac{2\pi }{h}}\mathrm{exp}\left(\frac{hx^2}{2}\right)\vartheta (2\pi ix,e^{\frac{4\pi ^2}{h}}).$$ We have $$\vartheta (2\pi ix,e^{\frac{4\pi ^2}{h}})=\underset{nZ}{}(1)^n\mathrm{exp}\left(\frac{2\pi ^2(n+\frac{1}{2})^2}{h}\right)e^{2\pi i(n+\frac{1}{2})x}.$$ It is obvious that this series, together with all derivatives, is dominated in the $`h+0`$ limit by only two terms, namely the terms with $`n=0`$ and $`n=1`$ which combine into a multiple of $`\mathrm{sin}(\pi x)`$. All other terms differ by a factor of at least $`O\left(e^{\frac{4\pi ^2}{h}}\right)`$. ∎ ###### Remark 4.2. As we will see below, all Laurent coefficients of all connected functions behave asymptotically like powers of $`h`$ as $`h+0`$. Therefore, error terms of the form $`\mathrm{exp}\left(\text{const}/h\right)`$ are completely negligible. We want to introduce an operation $`𝐀`$ of “taking the asymptotics” which replaces all $`\vartheta `$-functions and their derivatives by their asymptotics as $`h+0`$. Since the $`n`$-point functions (2.7) and all connected functions are homogeneous in $`\vartheta `$, we can ignore the constant factor $`h\vartheta ^{}(0,e^h)/\pi `$. Let us, therefore, make the following: ###### Definition 4.3. Introduce the following substitution operator $`𝐀`$ $$𝐀(g)=g\|_{\vartheta (hx,e^h)\mathrm{sin}\left(\pi x\right)\mathrm{exp}\left(hx^2/2\right)},$$ where $`g`$ is any expression containing $`\vartheta `$-functions and their derivatives. In particular, we have $$𝐀\left(\vartheta ^{(k)}\left(hx\right)\right)=\frac{1}{h^k}\frac{d^k}{dx^k}\mathrm{sin}(\pi x)\mathrm{exp}\left(\frac{hx^2}{2}\right),$$ (4.2) where $`k=0,1,2,\mathrm{}`$ . ###### Definition 4.4. Introduce the following asymptotic $`n`$-point function $$A(x_1,\mathrm{},x_n)=𝐀\left(F(hx_1,\mathrm{},hx_n)\right).$$ In other words, this is the result of substituting (4.1) into the formula for the $`n`$-point functions and discarding the error terms. Similarly, define the asymptotic connected functions $$A(x_1,\mathrm{}\|\mathrm{}\|\mathrm{},x_n)=𝐀\left(F(hx_1,\mathrm{}\|\mathrm{}\|\mathrm{},hx_n)\right).$$ Our next goal is to derive a formula for the asymptotic $`n`$-point function. We will see that it is considerably more simple than the $`n`$-point functions (2.7). ###### Definition 4.5. Introduce the following function $$𝒮(x_1,\mathrm{},x_n)=\frac{\pi (x_1+\mathrm{}+x_n)^{n1}}{\mathrm{sin}(\pi (x_1+\mathrm{}+x_n))}.$$ More generally, given any partition $`\alpha \mathrm{\Pi }_n`$ $$\{1,\mathrm{},n\}=\alpha _1\mathrm{}\alpha _{\mathrm{}(\alpha )}$$ set, by definition, $$𝒮_\alpha (x_1,\mathrm{},x_n)=\underset{k=1}{\overset{\mathrm{}(\alpha )}{}}𝒮(x_{\alpha _k}),$$ where $`x_{\alpha _k}=\{x_i\}_{i\alpha _k}`$. ###### Remark 4.6. Because, eventually, we will be expanding the functions $`𝒮`$ into Laurent series we recall the following Taylor series $$\frac{\pi x}{\mathrm{sin}(\pi x)}=\underset{k=0}{\overset{\mathrm{}}{}}(22^{2k+2})\zeta (2k)x^{2k}.$$ ###### Theorem 4.7. We have $$A(x_1,\mathrm{},x_n)=e^{\frac{h}{2}\left({\scriptscriptstyle x_i}\right)^2}\underset{\alpha \mathrm{\Pi }_n}{}h^{\mathrm{}(\alpha )}𝒮_\alpha (x_1,\mathrm{},x_n),$$ (4.3) where the summation is over all partitions $`\alpha `$ of the set $`\{1,\mathrm{},n\}`$ and the functions $`S_\alpha `$ were defined in Definition 4.5. ###### Remark 4.8. It is clear that $$A(x_1)=\mathrm{exp}\left(\frac{hx_1^2}{2}\right)\frac{\pi }{h\mathrm{sin}(\pi x_1)},$$ and, thus, (4.3) is satisfied if $`n=1`$. ###### Remark 4.9. Recall that the $`n`$-point functions are, by their definition, certain averages over the set of all partitions. As $`q1`$, larger and larger partitions play an important role in these averages, so the $`q1`$ asymptotics of the $`n`$-point functions is, in a sense, the study of a very large random partition, see the Appendix. In particular, the factorization of the leading order asymptotics $$A(x_1,\mathrm{},x_n)=h^n\underset{i=1}{\overset{n}{}}\frac{\pi }{\mathrm{sin}(\pi x_i)}+O(h^{n+1}),h+0,$$ corresponds to the existence of Vershik’s limit shape of a typical large partition. The proof of Theorem 4.7 will be based on a sequence of lemmas. First, note that the denominators of all summands in (2.7) have a factor of $`\vartheta (x_1+\mathrm{}+x_n)`$. It is convenient to set, by definition, $$\stackrel{~}{F}(x_1,\mathrm{},x_n)=\vartheta (x_1+\mathrm{}+x_n)F(x_1,\mathrm{},x_n).$$ Similarly, set $$\begin{array}{c}\stackrel{~}{A}(x_1,\mathrm{},x_n)=𝐀\left(\stackrel{~}{F}(hx_1,\mathrm{},hx_n)\right)=\hfill \\ \hfill \mathrm{sin}\left(\pi \left(x_i\right)\right)e^{\frac{h}{2}\left({\scriptscriptstyle x_i}\right)^2}A(x_1,\mathrm{},x_n).\end{array}$$ We have the following ###### Lemma 4.10. The function $`\stackrel{~}{A}(x_1,\mathrm{},x_n)`$ is a polynomial expression in $`h^1`$, the variables $`x_i`$, and cotangents of the form $`\mathrm{cot}\left(\pi _{iS}x_i\right)`$, where $`S`$ is a subset of $`\{1,\mathrm{},n\}`$. The degree of $`\stackrel{~}{A}`$ in $`h^1`$ equals $`n`$. ###### Proof. Observe that all $`\vartheta `$-functions appear in $`\stackrel{~}{F}(hx_1,\mathrm{},hx_n)`$ in the following combinations: either they appear in pairs of the form $$\frac{\vartheta ^{(k)}(hy)}{\vartheta (hy)},y=\underset{iS}{}x_i,$$ where $`S`$ is a subset of $`\{1,\mathrm{},n\}`$, or else they appear as the nullwerts $$\vartheta ^{(k)}(0).$$ It is clear from (4.2) that the asymptotics in the either case is a polynomial in $`h^1`$ of degree $`k`$ with coefficients involving $`y`$ and $`\mathrm{cot}(y)`$. It remains to observe that in all monomials which appear in the expansion of the determinant in (2.7) the orders of the derivatives sum up to $`n`$. ∎ It is clear that $`A(x_1,\mathrm{},x_n)`$ is meromorphic with at most first order poles at the divisors $$𝒟_{S,m}=\left\{\underset{iS}{}x_i=m\right\},S\{1,\mathrm{},n\},m,$$ and no other singularities. ###### Remark 4.11. For any nonsingular point $`x=(x_1,\mathrm{},x_n)`$, the asymptotic $`n`$-point function $`A(x)`$ describes the polynomial in $`h`$ terms in the asymptotics of $`F(hx)`$ as $`h+0`$. More generally, since the asymptotics (4.1) is uniform in $`x`$, any nonsingular contour integral of $`A`$ represents the asymptotics of the corresponding integral for $`F`$. In particular, the residues of $`A`$ at the divisors $`𝒟_{S,m}`$ are determined by the corresponding residues of $`F`$. ###### Lemma 4.12. The function $`A(x_1,\mathrm{},x_n)`$ is regular at the divisors $`𝒟_{S,0}`$ provided $`\|S\|>1`$. At $`𝒟_{\{1\},0}=\{x_1=0\}`$ we have $$A(x_1,\mathrm{},x_n)=\frac{1}{hx_1}A(x_2,\mathrm{},x_n)+$$ where dots stand for regular terms. ###### Proof. Follows, as explained in Remark 4.11, from the corresponding facts for $`F`$, see Section 9 in or Section 3 of . ∎ ###### Lemma 4.13. The function $`A(x_1,\mathrm{},x_n)`$ satisfies the following difference equation $$\begin{array}{c}A(x_11,\mathrm{},x_n)=e^{h\left({\scriptscriptstyle x_i}\frac{1}{2}\right)}\times \hfill \\ \hfill \underset{S=\{i_1,i_2,\mathrm{}\}\{2,\mathrm{},n\}}{}(1)^{\|S\|}A(x_1+x_{i_1}+x_{i_2}+\mathrm{},\mathrm{},\widehat{x_{i_1}},\mathrm{},\widehat{x_{i_2}},\mathrm{}),\end{array}$$ (4.4) where the sum is over all subsets $`S`$ of $`\{2,\mathrm{},n\}`$ and hats mean that the corresponding terms should be omitted. ###### Proof. Follows from the difference equation satisfied by $`F`$, see Section 8 in or Section 3 of . ∎ ###### Definition 4.14. Given a partition $`\alpha \mathrm{\Pi }_n`$ and a subset $`S\{1,\mathrm{},n\}`$, write $`S\alpha `$ if $`S`$ is a subset of one of the blocks of $`\alpha `$. ###### Lemma 4.15. The right-hand side of (4.3) satisfies the same difference equation (4.4) as $`A`$ does. ###### Proof. Observe that the binomial theorem and the definition of the function $`𝒮`$ imply that $$\begin{array}{c}𝒮(x_11,\mathrm{},x_k)=\hfill \\ \hfill \underset{S=\{i_1,i_2,\mathrm{}\}\{2,\mathrm{},k\}}{}(1)^{\|S\|+1}𝒮(x_1+x_{i_1}+x_{i_2}+\mathrm{},\mathrm{},\widehat{x_{i_1}},\mathrm{},\widehat{x_{i_2}},\mathrm{}),\end{array}$$ where the sum is over all subsets $`S`$ of $`\{2,\mathrm{},k\}`$ and hats mean that the corresponding terms should be omitted. Interchanging the order of summation in the partition $`\alpha `$ and in the subset $`S`$ one obtains $$\begin{array}{c}\underset{\alpha \mathrm{\Pi }_n}{}h^{\mathrm{}(\alpha )}𝒮_\alpha (x_11,\mathrm{},x_n)=\hfill \\ \hfill \underset{\alpha \mathrm{\Pi }_n}{}h^{\mathrm{}(\alpha )}\underset{\{1\}S\alpha }{}(1)^{\|S\|+1}𝒮_\alpha (x_1+x_{i_1}+x_{i_2}+\mathrm{},\mathrm{},\widehat{x_{i_1}},\mathrm{})=\\ \hfill \underset{S\{2,\mathrm{},n\}}{}(1)^{\|S\|+1}\underset{\alpha ^{}\mathrm{\Pi }_{n\|S\|}}{}h^{\mathrm{}(\alpha ^{})}𝒮_\alpha ^{}(x_1+x_{i_1}+x_{i_2}+\mathrm{},\mathrm{}),\end{array}$$ (4.5) where $`\alpha ^{}`$ is a partition of the set with $`n\|S\|`$ elements which is obtained from the partition $`\alpha `$ by mapping $`\{1\}S`$ to a point. Note that $`\{1\}S\alpha `$, which according to Definition 4.14 means that $`1`$ and $`S`$ belong to the same block of $`\alpha `$, implies $`\mathrm{}(\alpha )=\mathrm{}(\alpha ^{})`$. Now the obvious identity $$e^{\frac{h}{2}\left({\scriptscriptstyle x_i}1\right)^2}=e^{h\left({\scriptscriptstyle x_i}\frac{1}{2}\right)}e^{\frac{h}{2}\left({\scriptscriptstyle x_i}\right)^2}$$ (4.6) completes the proof. ∎ Now we can complete the proof of Theorem 4.7 ###### Proof of Theorem 4.7. By induction on $`n`$. The case $`n=1`$ is clear, see Remark 4.8. Suppose $`n>2`$. Denote by $`A^{[\text{?}]}(x_1,\mathrm{},x_n)`$ the right-hand side of (4.3). We know that $`A^{[\text{?}]}`$ satisfies the same difference equation as $`A(x_1,\mathrm{},x_n)`$ does. We claim that it also has the same singularities as $`A`$ does. Indeed, $`A^{[\text{?}]}`$ is regular at the divisors $`𝒟_{S,0}`$, $`\|S\|>0`$, because $`𝒮(x_1,\mathrm{},x_k)`$ is regular at $`\{x_1+\mathrm{}+x_k=0\}`$ provided $`k>0`$. It is also clear that on $`\{x_1=0\}`$ we have $$A^{[\text{?}]}(x_1,\mathrm{},x_n)=\frac{1}{hx_1}A^{[\text{?}]}(x_2,\mathrm{},x_n)+\mathrm{}$$ and so, by induction hypothesis, $`A`$ and $`A^{[\text{?}]}`$ have identical singularities at all divisors $`𝒟_{S,0}`$. Since they also satisfy the same difference equation, all of their singularities are identical. It follows that the function $$\mathrm{sin}\left(\pi \left(x_i\right)\right)e^{\frac{h}{2}\left({\scriptscriptstyle x_i}\right)^2}\left[A(x)A^{[\text{?}]}(x)\right]$$ (4.7) is regular everywhere. By the difference equation, the induction hypothesis, and (4.6) this function is also periodic in all $`x_i`$’s with period $`1`$. From Lemma 4.10 we conclude that (4.7) grows at most polynomially as $`\mathrm{}x_i\mathrm{}`$ and, therefore, it is a constant. Since both $`A`$ and $`A^{[\text{?}]}`$ are regular at $`\{x_1+\mathrm{}+x_n=0\}`$, the function (4.7) vanishes there. It follows that it is identically zero. This completes the proof. ∎ We conclude this subsection by the following asymptotic version of Proposition 2.15. It is clear from Theorem 4.7 that the asymptotic $`n`$-point function $`A(x_1,\mathrm{},x_n)`$ can be expanded into a Laurent series in $`x_1,\mathrm{},x_n`$ in the neighborhood of the origin. Same is true about the asymptotic connected functions since they are polynomials in the $`n`$-point functions. The Laurent coefficients of these connected functions are responsible for the $`h+0`$ asymptotics of the cumulants: ###### Proposition 4.16. We have $$\begin{array}{c}p_\mu \|p_\nu \|p_\eta \|\mathrm{}_q=\hfill \\ \hfill h^{\|\mu \|\|\nu \|\|\eta \|\mathrm{}}\mu !\nu !\eta !\mathrm{}\left[x^\mu y^\nu z^\eta \mathrm{}\right]A(x\|y\|z\|\mathrm{})+O(\mathrm{}),\end{array}$$ (4.8) where $`A`$ is the asymptotic connected function, $`\|\mu \|=_i\mu _i`$, and $`O(\mathrm{})`$ stands for an error term of the following type $$O(\mathrm{})=O\left(\frac{e^{\text{const}/h}}{h^{\text{const}}}\right).$$ ###### Proof. The Laurent coefficients of $`A`$ are certain contour integrals and hence by Remark 4.11 they represent the asymptotics of the corresponding coefficients of $`F`$. ∎ ###### Definition 4.17. Let $`_h`$ denote the polynomial in $`h^1`$ part of the asymptotics of $`_q`$ as $`q=e^h1`$, that is, the asymptotics of $`_q`$ without the exponentially small terms. For example, Proposition 3.2 can be restated as $$f_{m_1}\left\|f_{m_2}\right\|\mathrm{}\|f_{m_s}_h=𝐜(m)\frac{\|m\|!}{h^{\|m\|+1}}+\mathrm{}$$ (4.9) where dots stand for terms of smaller degree in $`h^1`$. ### 4.2 Asymptotics of the connected functions The following notation will be useful in manipulation the connected functions. Recall that in Remark 2.5 we introduced a partial ordering on the set $`\mathrm{\Pi }_n`$ of partitions of an $`n`$-element set. ###### Definition 4.18. Let $`Q`$ be a sequence of functions $`Q(x_1,\mathrm{},x_n)`$, where $`n=1,2,\mathrm{}`$. For any partition $`\alpha \mathrm{\Pi }_n`$ set, by definition $$Q_\alpha (x_1,\mathrm{},x_n)=\underset{\text{blocks }\alpha _k}{}Q(x_{\alpha _k}),$$ where $`x_{\alpha _k}=\{x_i\}_{i\alpha _k}`$. Similarly, for any $`\alpha \mathrm{\Pi }_n`$ introduce the corresponding connected function $$Q\left(\|_\alpha x\right)=Q\left(x_{\alpha _1}\right\|x_{\alpha _2}\left\|\mathrm{}\right)=\underset{\beta \alpha }{}(1)^{\mathrm{}(\beta )1}(\mathrm{}(\beta )1)!Q_\beta (x).$$ It is clear that definition is consistent with Definitions 2.10, 4.5. ###### Definition 4.19. Given two partitions $`\alpha `$ and $`\beta `$, denote by $`\alpha \beta `$ the meet of $`\alpha `$ and $`\beta `$, that is, the minimal partition consisting of whole blocks of both $`\alpha `$ and $`\beta `$. We say that $`\alpha `$ and $`\beta `$ are transversal and write $`\alpha \beta `$ if $$\mathrm{}(\alpha )+\mathrm{}(\beta )\mathrm{}(\alpha \beta )=n.$$ ###### Remark 4.20. Transversal pairs of partitions are extremal in the sense that for any $`\alpha ,\beta \mathrm{\Pi }_n`$ we have $$\mathrm{}(\alpha )+\mathrm{}(\beta )\mathrm{}(\alpha \beta )n.$$ Indeed, any block $`\beta _k`$ of $`\beta `$ can intersect at most $`\|\beta _k\|`$ blocks of $`\alpha `$ and therefore $$\mathrm{}(\alpha )\mathrm{}(\alpha \beta )\underset{k=1}{\overset{\mathrm{}(\beta )}{}}(\|\beta _k\|1)=n\mathrm{}(\beta ).$$ In other words, $`\alpha \beta `$ if $`\beta `$ bonds the blocks of $`\alpha `$ as effectively as possible. Our goal in this section is to prove a formula for the leading order asymptotics of connected functions as $`h0`$. In other words, we want to compute the term with the minimal exponent of $`h`$ in the asymptotic connected functions $$A\left(\|_\rho x\right)=\underset{\alpha \rho }{}(1)^{\mathrm{}(\alpha )1}(\mathrm{}(\alpha )1)!A_\alpha (x),$$ where $`x=(x_1,\mathrm{},x_n)`$, $`\rho \mathrm{\Pi }_n`$, and the $`A_\alpha (x)`$’s are products of the asymptotic $`n`$-point functions. This leading order asymptotics is described in the following ###### Theorem 4.21. As $`h+0`$ we have $$A\left(\|_\rho x\right)=h^{n+\mathrm{}(\rho )1}\underset{\alpha \rho }{}𝒮_\alpha (x)𝒯_{\alpha \rho }(x)+O\left(h^{n+\mathrm{}(\rho )}\right),$$ where $$𝒯_\beta (x)=(1)^{\mathrm{}(\beta )1}\left(x_i\right)^{\mathrm{}(\beta )2}\underset{\text{blocks }\beta _k}{}\left(\underset{i\beta _k}{}x_i\right).$$ ###### Remark 4.22. Observe that if $`\mathrm{}(\beta )=1`$ then $`𝒯_\beta (x)=1`$. In preparation for the proof of Theorem 4.21 we introduce the following function $$E(x_1,\mathrm{},x_n)=\mathrm{exp}\left(\frac{h}{2}\left(x_i\right)^2\right).$$ It is clear that $$E(x)=1+O(h),h0.$$ The next proposition describes the $`h0`$ asymptotics of the connected versions of $`E`$ ###### Proposition 4.23. Let $`\rho \mathrm{\Pi }_n`$ be a partition. As $`h0`$ we have $$E\left(\|_\rho x\right)=h^{\mathrm{}(\rho )1}𝒯_\rho (x)+O(h^{\mathrm{}(\rho )}).$$ ###### Proof. Recall that, by definition, $$E\left(\|_\rho x\right)=\underset{\alpha \rho }{}(1)^{\mathrm{}(\alpha )1}(\mathrm{}(\alpha )1)!E_\alpha (x).$$ We have $$E_\alpha (x)=\mathrm{exp}\left(\frac{h}{2}x_i^2\right)\mathrm{exp}\left(h\underset{\{ij\}\alpha }{}x_ix_j\right),$$ (4.10) where, we recall Definition 4.14, $`\{i,j\}\alpha `$ means that $`\{i,j\}`$ is a subset of a block of $`\alpha `$. The first factor in (4.10) is a common factor for all $`\alpha `$. The Taylor series expansion of the second factor in (4.10) can be interpreted as summation over certain graphs $`\mathrm{\Gamma }`$ with multiple edges $$\mathrm{exp}\left(h\underset{\{ij\}\alpha }{}x_ix_j\right)=\underset{\mathrm{\Gamma }\alpha }{}(h)^{{\scriptscriptstyle m(e)}}\underset{\text{edges }e=\{i,j\}}{}\frac{(x_ix_j)^{m(e)}}{m(e)!},$$ where $`\mathrm{\Gamma }\alpha `$ means that $`e=\{i,j\}\alpha `$ for any egde $`e`$ of $`\mathrm{\Gamma }`$, no edges from a vertex to itself are allowed, and $`m(e)`$ is a nonnegative integer, called multiplicity, which is assigned to any edge $`e`$. The Möbius inversion in the partially ordered set $`\mathrm{\Pi }_n`$, see Remark 2.5, implies that $$E\left(\|_\rho x\right)=e^{\frac{h}{2}{\scriptscriptstyle x_i^2}}\underset{\rho \text{-connected }\mathrm{\Gamma }}{}(h)^{{\scriptscriptstyle m(e)}}\underset{\text{edges }e=\{i,j\}}{}\frac{(x_ix_j)^{m(e)}}{m(e)!},$$ where $`\rho `$-connected means that $`\mathrm{\Gamma }`$ becomes connected after collapsing all blocks of $`\rho `$ to points, that is, after passing to the quotient $$\{1,\mathrm{},n\}\{1,\mathrm{},n\}/\rho \{1,\mathrm{},\mathrm{}(\rho )\}.$$ It is now clear that the minimal possible exponent of $`h`$ is $`\mathrm{}(\rho )1`$ and it is achieved by those graphs $`\mathrm{\Gamma }`$ which have no multiple edges and project onto spanning trees of $`\{1,\mathrm{},\mathrm{}(\rho )\}`$. That is, $$E\left(\|_\rho x\right)=(h)^{\mathrm{}(\rho )1}\underset{\begin{array}{c}\text{spanning trees}\\ \text{on }\{1,\mathrm{},\mathrm{}(\rho )\}\end{array}}{}\underset{\text{edges }e=\{k,l\}}{}y_ky_l+O(h^{\mathrm{}(\rho )}),$$ where $`y_k=_{i\rho _k}x_i`$. It is known, see Problem 3.3.44 in , that this sum over spanning trees equals $$\underset{\text{spanning trees}}{}=\left(y_k\right)^{\mathrm{}(\rho )2}\underset{k}{}y_k,$$ which concludes the proof. ∎ ###### Remark 4.24. Call a forest with vertices $`\{1,\mathrm{},n\}`$ a $`\rho `$-spanning forest if it has $`\mathrm{}(\rho )1`$ edges and connects all blocks of $`\rho `$. Equivalently, a forest is $`\rho `$-spanning if it projects onto a spanning tree on the quotient $`\{1,\mathrm{},n\}/\rho `$. It is clear from the proof of the above proposition that $$𝒯_\rho =(1)^{\mathrm{}(\rho )1}\underset{\begin{array}{c}\rho \text{-spanning}\\ \text{forests}\end{array}}{}\underset{\text{edges }e=\{i,j\}}{}x_ix_j.$$ ###### Proof of Theorem 4.21. By definition, we have $$A\left(\|_\rho x\right)=\underset{\beta \rho }{}(1)^{\mathrm{}(\beta )1}(\mathrm{}(\beta )1)!A_\beta (x).$$ Substituting Theorem 4.7 in this sum yields $$A\left(\|_\rho x\right)=\underset{\beta \rho }{}(1)^{\mathrm{}(\beta )1}(\mathrm{}(\beta )1)!E_\beta (x)\underset{\alpha \beta }{}h^{\mathrm{}(\alpha )}𝒮_\alpha (x).$$ Interchanging the order of summation we obtain $`A\left(\|_\rho x\right)`$ $`={\displaystyle \underset{\alpha }{}}h^{\mathrm{}(\alpha )}𝒮_\alpha (x){\displaystyle \underset{\beta \alpha \rho }{}}(1)^{\mathrm{}(\beta )1}(\mathrm{}(\beta )1)!E_\beta (x)`$ $`={\displaystyle \underset{\alpha }{}}h^{\mathrm{}(\alpha )}𝒮_\alpha (x)E\left(\|_{\alpha \rho }x\right).`$ Using Proposition 4.23 we conclude that $$A\left(\|_\rho x\right)=\underset{\alpha }{}h^{\mathrm{}(\alpha )+\mathrm{}(\alpha \rho )1}𝒮_\alpha (x)(𝒯_{\alpha \rho }+\mathrm{}),$$ where dots stand for lower order terms. We know from Remark 4.20 that the exponent $`\mathrm{}(\alpha )+\mathrm{}(\alpha \rho )1`$ takes its minimal value $`n+\mathrm{}(\rho )1`$ precisely when $`\alpha \rho `$. This concludes the proof. ∎ ###### Definition 4.25. Introduce the following notation for the coefficient of $`h`$ in the leading asymptotics of the connected functions $$A_{\text{lead}}\left(\|_\rho x\right)=\underset{\alpha \rho }{}𝒮_\alpha (x)𝒯_{\alpha \rho }(x).$$ (4.11) It is clear that Proposition 4.16 and Theorem 4.21 imply the formula for the leading asymptotics of the cumulants as $`h+0`$ ###### Definition 4.26. We call the number $`\mathrm{wt}(\mu )=\|\mu \|+\mathrm{}(\mu )`$ the weight of a partition $`\mu `$. ###### Theorem 4.27. Let $`\mu ,\mathrm{},\eta `$ be a collection of $`s`$ partitions. Then $$p_\mu \|\mathrm{}\|p_\eta _h=\frac{\mu !\mathrm{}\eta !\left[x^\mu \mathrm{}z^\eta \right]A_{\text{lead}}(x\|\mathrm{}\|z)}{h^{\mathrm{wt}(\mu )+\mathrm{}+\mathrm{wt}(\eta )s+1}}+\mathrm{},$$ (4.12) where $`\mathrm{wt}(\mu )=\|\mu \|+\mathrm{}(\mu )`$ and dots stand for terms of smaller degree in $`h^1`$. We will address the task of actually picking the Laurent coefficients of $`A_{\text{lead}}\left(\|_\rho x\right)`$ below in Sections 6 and 7. First, we take a small detour and consider the properties of the weight function $`\mathrm{wt}(\mu )`$ which was introduced in Theorem 4.27 ## 5 Weight filtration in $`\mathrm{\Lambda }^{}`$ ### 5.1 Weight grading and weight filtration The weight function $`\mathrm{wt}(\mu )=\|\mu \|+\mathrm{}(\mu )`$ introduced in Definition 4.26 has the following interpretation. It is known, see , and can be seen from the formula (2.7) for the $`n`$-point functions, that for any partition $`\mu `$ $$p_\mu _qQM_{\mathrm{wt}(\mu )},$$ where $`QM_{}`$ is the graded algebra of the quasi-modular form which is the polynomial algebra in the Eisenstein series $`G_k(q)`$, $`k=2,4,6`$. Therefore, the weight grading of $`\mathrm{\Lambda }^{}`$ which is defined by assigning the generators $`\{p_k\}`$ the weights $$\mathrm{wt}(p_k)=k+1,k=1,2,\mathrm{},$$ is very natural in the sense that the linear map $`_q:\mathrm{\Lambda }^{}QM_{}`$ preserves it. It is clear that $$p_\mu \|\mathrm{}\|p_\eta _qQM_{\mathrm{wt}(\mu )+\mathrm{}+\mathrm{wt}(\eta )}.$$ Proposition 4.27 says that $$p_\mu \|\mathrm{}\|p_\eta _h=\text{const}h^{\mathrm{wt}(\mu )\mathrm{}\mathrm{wt}(\eta )+\text{\# of partitions}1}+\mathrm{}.$$ Since we are interested in the coefficient of the lowest power of $`h`$ which is not identically zero by weight considerations, we introduce the following ###### Definition 5.1. We call the filtration of $`\mathrm{\Lambda }^{}`$ associated to the weight grading the weight filtration. It is clear that for any $`g_1,\mathrm{},g_s\mathrm{\Lambda }^{}`$ the constant in the expansion $$g_1\|\mathrm{}\|g_s_h=\text{const}h^{{\scriptscriptstyle \mathrm{wt}(g_i)}+s1}+\mathrm{}$$ depends only on the top weight terms of $`g_1,\mathrm{},g_s`$. ### 5.2 Elementary description of the weight filtration In contrast to the weight grading, the weight filtration is very easy to describe in completely elementary terms. By construction, the algebra $`\mathrm{\Lambda }^{}`$ is a projective limit of the algebras $`\mathrm{\Lambda }^{}(n)`$ of shifted symmetric functions in $`n`$ variables. The algebra $`\mathrm{\Lambda }^{}(n)`$ is isomorphic to the algebra of symmetric polynomials in $$\xi _i=\lambda _ii+\text{const},i=1,\mathrm{},n,$$ where any constant will do. It is easy to see that the induced filtration of $`\mathrm{\Lambda }^{}(n)`$ is the same as the one obtained by assigning weight $`(k+1)`$ to the polynomial $$\overline{p}_k=\xi _i^k,k=1,2,\mathrm{}.$$ Let $`\overline{m}_\mu \mathrm{\Lambda }^{}(n)`$ be the monomial symmetric function in the $`\xi _i`$’s, that is, the sum of all monomials which can be obtained from $`\xi ^\mu `$ by permuting the $`\xi _i`$’s. Recall that the notation $`\mu =1^{\varkappa _1}2^{\varkappa _2}3^{\varkappa _3}\mathrm{}`$ means that $`\mu `$ has $`\varkappa _k`$ parts equal to $`k`$. The following lemma is immediate ###### Lemma 5.2. For any partition $`\mu =1^{\varkappa _1}2^{\varkappa _2}3^{\varkappa _3}`$ we have $$\overline{p}_\mu =\overline{p}_{\mu _i}=\varkappa !m_\mu +\mathrm{},$$ where dots stand for lower weight terms. ###### Definition 5.3. Define the weight of a monomial $`\xi ^\mu `$ by $`\mathrm{wt}(\xi ^\mu )=\mathrm{wt}(\mu )=\|\mu \|+\mathrm{}(\mu )`$ or, in other words, $$\text{weight}=\text{degree}+\mathrm{\#}\text{ of variables}.$$ It is clear that the $`k`$-th subspace of the weight filtration is spanned by monomials of weight $`k`$. In other words, we have the following ###### Proposition 5.4. The weight of any shifted symmetric function $`g`$ is the maximum of the weights of all monomials in $`g`$. ### 5.3 Top weight term of $`f_k`$ The purpose of this subsection is to prove the following formula for the top weight term of $`f_k`$ ###### Theorem 5.5. We have $$f_k=k^1\underset{\mathrm{wt}(\lambda )=k+1}{}\frac{(k)^{\mathrm{}(\lambda )1}}{\varkappa !}p_\lambda +\mathrm{},$$ where the sum is over all partitions $`\lambda =1^{\varkappa _1}2^{\varkappa _2}3^{\varkappa _3}`$ of weight $`k+1`$ and dots stand for lower weight terms. ###### Remark 5.6. In fact, the dots in the above formula stand for terms of weight at most $`k1`$ as will be shown in the next subsection. In particular, since there are no partitions of weight $`1`$ we have $$f_2=\frac{1}{2}p_2$$ (5.1) ###### Proof. We can assume that the number of variables $`\lambda _i`$ is finite and equal to $`n0`$ and switch to the variables $`\xi _i=\lambda _i+ni`$. It is known, see Example I.7.7 in , that $$f_k=\frac{1}{k}\underset{i=1}{\overset{n}{}}(\xi _ik)\underset{ji}{}\left(1\frac{k}{\xi _i\xi _j}\right),$$ where $`(\xi _ik)=\xi _i(\xi _i1)\mathrm{}(\xi _ik+1)`$. Expand all fractions in geometric series assuming that $$\|\xi _1\|>\|\xi _2\|>\mathrm{}>\|\xi _n\|.$$ We have $$f_k=\frac{1}{k}\underset{i=1}{\overset{n}{}}(\xi _ik)\underset{j=1}{\overset{i1}{}}\left(1+k\underset{l=0}{\overset{\mathrm{}}{}}\frac{\xi _i^l}{\xi _j^{l+1}}\right)\underset{j=i+1}{\overset{n}{}}\left(1k\underset{l=0}{\overset{\mathrm{}}{}}\frac{\xi _j^l}{\xi _i^{l+1}}\right)$$ Now let $`\mu `$ is a partition of weight $`k+1`$ and let us compute the coefficient of $`\xi ^\mu `$ in the above expression. Observe that only the first summand produces positive powers of $`\xi _1`$ and, moreover, the monomials of maximal weight come from the expansion of $$\xi _1^k\underset{j=2}{\overset{n}{}}\left(1k\underset{l=0}{\overset{\mathrm{}}{}}\frac{\xi _j^l}{\xi _1^{l+1}}\right)$$ (5.2) Clearly, the coefficient of $`\xi ^\mu `$ in the expansion of (5.2) equals $`(k)^{\mathrm{}(\mu )1}`$. By Lemma 5.2 this concludes the proof. ∎ The statement of Theorem 5.5 can be rewritten as follows $$f_k=\frac{1}{k^2}\underset{_i(i+1)\varkappa _i=k+1}{}\frac{(kp_i)^{\varkappa _i}}{\varkappa _i!}+\mathrm{},$$ where the summation is over all $`(\varkappa _1,\varkappa _2,\mathrm{})_0^{\mathrm{}}`$ satisfying the condition $`_i(i+1)\varkappa _i=k+1`$. This can be restated as follows. ###### Proposition 5.7. We have $$f_k=k^2\left[z^{k+1}\right]P(z)^k+\mathrm{},$$ where $`\left[z^{k+1}\right]`$ stands for the coefficient of $`z^{k+1}`$, the dots stand for the lower order terms, and $`P(z)`$ is the following generating function $$P(z)=\mathrm{exp}\left(\underset{i1}{}z^{i+1}p_i\right).$$ ### 5.4 Involution and parity in $`\mathrm{\Lambda }^{}`$ The algebra $`\mathrm{\Lambda }^{}`$ has a natural involutive automorphism $`\omega `$ which acts as follows $$[\omega f](\lambda )=f(\lambda ^{}),$$ where $`\lambda `$ is a partition and $`\lambda ^{}`$ the dual partition (that is, the result of flipping the diagram of $`\lambda `$ along the diagonal), see Section 4 in . For any permutation $`g`$, we have $$\chi ^\lambda ^{}(g)=\mathrm{sgn}(g)\chi ^\lambda (g)$$ and, therefore, $$\omega f_k=(1)^{k+1}f_k.$$ Similarly it can be shown (for example, by expanding the statement of Lemma 5.1 in into a series) that $$\omega p_k=(1)^{k+1}p_k.$$ It follows that the expansion of $`f_k`$ in $`p_\mu `$ contains only terms of weight $$\mathrm{wt}(\mu )k+1mod2,$$ which justifies Remark 5.6. ###### Remark 5.8. Note that since $`\|\lambda \|=\|\lambda ^{}\|`$ we have $$f_q=\omega f_q$$ for any $`f\mathrm{\Lambda }^{}`$. In particular, $$p_\mu _q=f_\mu _q=0,\mathrm{wt}(\mu )1mod2,$$ which, of course, makes sense since there are no quasimodular forms of odd weight. In terms of coverings, this parity condition just means that the product of monodromies of all ramifications has to be an even permutation. ## 6 Asymptotics of cumulants ### 6.1 Analog of Wick’s formula for cumulants Given a multi-index $`m=(m_1,\mathrm{},m_n)`$ and a partition $`\rho \mathrm{\Pi }_n`$, we write $$\|_\rho p_m_h=\underset{i\rho _1}{}p_{m_i}\left\|\mathrm{}\right\|\underset{i\rho _{\mathrm{}(\rho )}}{}p_{m_i}_h.$$ Recall that the Wick formula is a rule to compute expectations of any polynomial in Gaussian normal variables $`\eta _i`$ given means $`\eta _i`$ and covariances $`\eta _i\|\eta _j`$ of these variables. Our purpose in this section is to prove a similar rule which reduces the computation of any cumulants $`\|_\rho p_m_h`$ to computations of the following elementary ones: ###### Definition 6.1. We call the coefficients $`m=m_1,\mathrm{},m_n`$ in the expansion $$p_{m_1}\|\mathrm{}\|p_{m_n}_h=\frac{m}{h^{\|m\|+1}}+\mathrm{},$$ the elementary cumulants. To state the analog of the Wick rule we need the following: ###### Definition 6.2. Given two partitions $`\alpha ,\beta \mathrm{\Pi }_n`$ we say that they are complementary and write $`\alpha \beta `$ if $`\alpha \beta `$ and $`\alpha \beta =\widehat{n}`$, where $`\widehat{n}\mathrm{\Pi }_n`$ is the partition into one block. In other words, $`\alpha \beta `$ if $`\beta `$ bonds all parts of $`\alpha `$ and does so using the minimal number of bonds. Now we have the following Wick-type formula: ###### Theorem 6.3. We have $$\|_\rho p_m_h=h^{\mathrm{wt}(m)+\mathrm{}(\rho )1}\underset{\alpha \rho }{}\underset{k=1}{\overset{\mathrm{}(\alpha )}{}}m_{\alpha _k}+\mathrm{},$$ where $`m_{\alpha _k}=\{m_i\}_{i\alpha _k}`$, $`\mathrm{wt}(m)=(m_i+1)`$, and dots stand for lower order terms. ###### Example 6.4. We have $$\begin{array}{c}h^{a+b+c+d+2}p_a\|p_b\|p_cp_d_h=a,b,cd+a,b,dc\hfill \\ \hfill +a,cb,d+a,db,c+\mathrm{}.\end{array}$$ ###### Example 6.5. Note, in particular, that if $`\rho =\widehat{n}`$ then the only partition complementary to $`\rho `$ is the partition into 1-element blocks. It follows that $$p_m_h=h^{\mathrm{wt}(m)}\underset{i}{}m_i+\mathrm{}.$$ This factorization of the leading order asymptotics corresponds to the limit shape for uniform measure on partitions, see Section A.1. Similarly, we have $$p_\mu \|p_\nu _h=h^{\mathrm{wt}(\mu )\mathrm{wt}(\nu )+1}\underset{k,l}{}\mu _k,\nu _l\underset{ik}{}\mu _i\underset{jl}{}\nu _j+\mathrm{},$$ which is the usual Wick’s rule for the Gaussian correction to the limit shape, see Section A.3. The covariance matrix of this Gaussian correction is $$\mathrm{Covar}(p_k,p_l)=h^{kl1}k,l.$$ ###### Proof. By definition of the cumulants and of the elementary cumulants, we have $$p_m_h=h^{\|m\|\mathrm{}(\alpha )}\underset{\alpha }{}\underset{k=1}{\overset{\mathrm{}(\alpha )}{}}m_{\alpha _k}+\mathrm{},$$ and therefore $$\|_\rho p_m_h=h^{\|m\|\mathrm{}(\alpha )}\underset{\alpha \rho =\widehat{n}}{}\underset{k=1}{\overset{\mathrm{}(\alpha )}{}}m_{\alpha _k}+\mathrm{}.$$ By Remark 4.20, for any $`\alpha `$ such that $`\alpha \rho =\widehat{n}`$, we have $$\|m\|+\mathrm{}(\alpha )\|m\|\mathrm{}(\rho )+n+1=\mathrm{wt}(m)\mathrm{}(\rho )+1,$$ with the equality if and only if $`\alpha \rho `$. ∎ Theorem 6.3 reduces the computation of the asymptotics of cumulants to the asymptotics $`m`$ of the elementary cumulants. These numbers will be considered in the following subsection. ### 6.2 Asymptotics of elementary cumulants ###### Definition 6.6. We set $$𝔷(k)=\{\begin{array}{cc}(22^{2k})\zeta (k)\hfill & k\text{ even},\hfill \\ 0\hfill & k\text{ odd}.\hfill \end{array}$$ By Remark 4.6 this means that $$\frac{\pi x}{\mathrm{sin}(\pi x)}=\underset{k=0}{\overset{\mathrm{}}{}}𝔷(k)x^{2k}.$$ (6.1) If $`\rho `$ is a partition into 1-element blocks then any $`\alpha `$ is transversal to it and $`\rho \alpha =\alpha `$. Therefore, from Theorem 4.27 and (6.1) we get $`m`$ $`=m!\left[x^m\right]{\displaystyle \underset{\alpha }{}}𝒮_\alpha (x)𝒯_\alpha (x)`$ $`=m!\left[x^m\right]{\displaystyle \underset{\alpha }{}}(1)^{\mathrm{}(\alpha )1}\left({\displaystyle x_i}\right)^{\mathrm{}(\alpha )2}{\displaystyle \underset{k=1}{\overset{\mathrm{}(\alpha )}{}}}{\displaystyle \underset{j=0}{\overset{\mathrm{}}{}}}𝔷(j)\left({\displaystyle \underset{i\alpha _k}{}}x_i\right)^{j+\|\alpha _k\|1},`$ where $`m=(m_1,\mathrm{},m_n)`$ is a multi-index, the sum is over all partitions $`\alpha \mathrm{\Pi }_n`$. Using the expansion $$\left(x_i\right)^{\mathrm{}(\alpha )2}=\underset{d_1,\mathrm{},d_{\mathrm{}(\alpha )}}{}\left(\genfrac{}{}{0pt}{}{\mathrm{}(\alpha )2}{d_1,\mathrm{},d_{\mathrm{}(\alpha )}}\right)\underset{k}{}\left(\underset{i\alpha _k}{}x_i\right)^{d_k}$$ we obtain the following ###### Theorem 6.7. For any $`m=(m_1,\mathrm{},m_n)`$ we have $$\begin{array}{c}m=\underset{\alpha \mathrm{\Pi }_n}{}(1)^{\mathrm{}(\alpha )1}(\mathrm{}(\alpha )2)!\times \hfill \\ \hfill \underset{d}{}(d!)^1\underset{k=1}{\overset{\mathrm{}(\alpha )}{}}\left\|m_{\alpha _k}\right\|!𝔷\left(\left\|m_{\alpha _k}\right\|\|\alpha _k\|d_k+1\right),\end{array}$$ (6.2) where $`\left\|m_{\alpha _k}\right\|=_{\alpha _k}m_i`$ and the summation is over all $`\mathrm{}(\alpha )`$-tuples $$d=(d_1,\mathrm{},d_{\mathrm{}(\alpha )})$$ of nonnegative integers such that $`d_k=\mathrm{}(\alpha )2`$ and $$d_k1+\left\|m_{\alpha _k}\right\|\|\alpha _k\|mod2,k=1,\mathrm{},\mathrm{}(\alpha ).$$ The $`\alpha =\widehat{n}`$ term in (6.2) should be understood as $`\|m\|!𝔷(\|m\|n+2)`$. ###### Remark 6.8. Given a partition $`\mu `$ with even parts, write $$𝔷_\mu =\underset{i}{}𝔷(\mu _i).$$ Observe that all $`𝔷_\mu `$ which appear in (6.2) satisfy $$\|\mu \|=\|m\|n+2.$$ For any $`k`$, we have $`𝔷(k)/\pi ^k`$, and hence $$m_1,\mathrm{},m_n/\pi ^{\|m\|n+2}.$$ ###### Example 6.9. In particular, we have $`k`$ $`=k!𝔷(k+1),`$ (6.3) $`k,l`$ $`=(k+l)!𝔷(k+l)k!l!𝔷(k)𝔷(l),`$ (6.4) As already mentioned in Example 6.5, these formulas describe the limit shape of a large random partitions and the covariance matrix for the central limit correction to it. ###### Remark 6.10. In general, all $`𝔷_\mu `$ which appear in (6.2) are distinct. However, for small $`m`$ there may be many like terms and collecting them may lead to substantial simplifications. In the next section, we will consider the most interesting of such special cases, namely, the case of $`m=(2,\mathrm{},2)`$ which corresponds to the case of simple branched coverings. ## 7 The case of simple branched coverings Consider the case when all ramifications are simple, that is, their monodromies only transpose a pair of sheets of the covering. Such coverings are enumerated by $`f_2\|\mathrm{}\|f_2_q`$. By virtue of (5.1), the asymptotics $`𝐜(2,\mathrm{},2)`$ of the number of simple coverings is the following $$𝐜(\underset{n\text{ times}}{\underset{}{2,\mathrm{},2}})=\frac{1}{(2n)!\mathrm{\hspace{0.17em}2}^n}\mathrm{\hspace{0.17em}2},\mathrm{},2.$$ The aim of this section is to prove the following ###### Theorem 7.1. We have $$\frac{𝐜(2,\mathrm{},2)}{n!}=\underset{\begin{array}{c}\text{even }\mu \\ \|\mu \|=n+2\end{array}}{}\frac{(1)^{\mathrm{}(\mu )1}}{\varkappa !(2n\mathrm{}(\mu )+2)!}\left(\underset{i}{}(2\mu _i3)!!\right)𝔷_\mu ,$$ (7.1) where $`n`$ is the number of $`2`$’s, the summation is over all even partitions $`\mu =2^{\varkappa _2}4^{\varkappa _4}6^{\varkappa _6}`$ of the number $`n+2`$, and $`\varkappa !=\varkappa _2!\varkappa _4!\mathrm{}`$. The following lemma is well known and elementary to prove ###### Lemma 7.2. For any function $`h`$ and any $`L=1,2,`$ we have $$\frac{1}{L!}\left(\underset{k=1}{\overset{\mathrm{}}{}}h(k)\frac{t^k}{k!}\right)^L=\underset{n=l}{\overset{\mathrm{}}{}}\frac{t^n}{n!}\underset{\alpha \mathrm{\Pi }_n,\mathrm{}(\alpha )=L}{}\underset{1}{\overset{L}{}}h\left(\|\alpha _k\|\right),$$ where the summation is over all partitions $`\alpha \mathrm{\Pi }_n`$ which have exactly $`L`$ parts. ###### Proof. Follows by extracting terms of degree $`L`$ in $`h`$ from the formula $$\mathrm{exp}\left(\underset{k=1}{\overset{\mathrm{}}{}}h(k)\frac{t^k}{k!}\right)=\underset{k=1}{\overset{\mathrm{}}{}}\mathrm{exp}\left(h(k)\frac{t^k}{k!}\right)=\underset{n=l}{\overset{\mathrm{}}{}}\frac{t^n}{n!}\underset{\alpha \mathrm{\Pi }_n}{}h\left(\|\alpha _k\|\right).$$ ###### Proof of Theorem 7.1. The formula (6.2) specializes to $$\begin{array}{c}\mathrm{\hspace{0.17em}2},\mathrm{},2=\underset{\alpha \mathrm{\Pi }_n}{}(1)^{\mathrm{}(\alpha )1}(\mathrm{}(\alpha )2)!\times \hfill \\ \hfill \underset{d}{}\underset{k=1}{\overset{\mathrm{}(\alpha )}{}}\frac{(2\left\|\alpha _k\right\|)!}{d_k!}𝔷\left(\|\alpha _k\|d_k+1\right),\end{array}$$ (7.2) where the summation is over $`d=(d_1,\mathrm{},d_{\mathrm{}(\alpha )})`$ satisfying the conditions described above. In particular, $`d_i=\mathrm{}(\alpha )2`$. Recall that the $`\alpha =\widehat{n}`$ term in (7.2) is to be understood as $`(2n)!𝔷(n+2)`$. This is in agreement with the coefficient of $`𝔷(n+2)`$ in (7.1). Therefore, in what follows we can assume that $`\mathrm{}(\alpha )2`$. We know from Remark 6.8 that all $`𝔷_\mu `$ appearing in (7.2) satisfy $$\|\mu \|=n+2.$$ Let $`\mu =2^{\varkappa _2}4^{\varkappa _4}6^{\varkappa _6}`$ be one such partition and pick the coefficient of $`𝔷_\mu `$ in (7.2). This means that of $`\mathrm{}(\alpha )`$ blocks of $`\alpha `$ we have to chose $`\varkappa _2`$ blocks for which we take $`d_k=\|\alpha _k\|1`$ so that to produce the factor of $`𝔷(2)^{\varkappa _2}`$. After that, we select $`\varkappa _4`$ blocks of $`\alpha `$ for which we take $`d_k=\|\alpha _k\|3`$, and so on. In the remaining $$\varkappa _0=\mathrm{}(\alpha )\mathrm{}(\mu )$$ parts of $`\alpha `$ we take $`d_k=\|\alpha _k\|+1`$ which results in the factor $`𝔷(0)=1`$. This can be imagined as painting the parts of $`\alpha `$ into different colors which we call “0”, “2”, “4” etc. Observe that the summands in (7.2) depend not on the actual partition $`\alpha `$ but rather on the sizes of blocks of a given color. For any color $`s=0,2,4,\mathrm{}`$ we can use Lemma 7.2 with $`h_s(k)=\frac{(2k)!}{(ks+1)!}`$ and this yields the following formula $$\begin{array}{c}\left[𝔷_\mu \right]\mathrm{\hspace{0.17em}2},\mathrm{},2=n!\left[t^n\right]\underset{l=2}{\overset{\mathrm{}}{}}(1)^{l1}(l2)!\times \hfill \\ \hfill \underset{s=0,2,\mathrm{}}{}\frac{1}{\varkappa _s!}\left(\underset{k=1}{\overset{\mathrm{}}{}}\frac{(2k)!}{(ks+1)!k!}t^k\right)^{\varkappa _s},\end{array}$$ (7.3) where $`\varkappa _0=l\mathrm{}(\mu )`$ is the only one of the $`\varkappa _i`$’s that depends on $`l`$. We have $$\underset{k=0}{\overset{\mathrm{}}{}}\left(\genfrac{}{}{0pt}{}{2k}{k}\right)t^k=\frac{1}{\sqrt{14t}}$$ and, therefore, for $`s=2,4,6,\mathrm{}`$ we obtain $$\begin{array}{c}\underset{k=1}{\overset{\mathrm{}}{}}\frac{(2k)!}{(ks+1)!k!}t^k=t^{s1}\frac{d^{s1}}{dt^{s1}}\frac{1}{\sqrt{14t}}\hfill \\ \hfill =2^{s1}(2s3)!!\frac{t^{s1}}{(14t)^{s1/2}}\end{array}$$ (7.4) For $`s=0`$, introduce the following notation $$H=\underset{k=1}{\overset{\mathrm{}}{}}\frac{(2k)!}{(k+1)!k!}t^k=\frac{1\sqrt{14t}}{2t}1.$$ We compute $`{\displaystyle \underset{l=2}{\overset{\mathrm{}}{}}}(1)^{l1}{\displaystyle \frac{(l2)!}{(l\mathrm{}(\mu ))!}}H^{l\mathrm{}(\mu )}`$ $`=(1)^{\mathrm{}(\mu )1}(\mathrm{}(\mu )2)!(1+H)^{1\mathrm{}(\mu )}`$ $`=(1)^{\mathrm{}(\mu )1}(\mathrm{}(\mu )2)!{\displaystyle \frac{2^{\mathrm{}(\mu )1}t^{\mathrm{}(\mu )1}}{\left(1\sqrt{14t}\right)^{\mathrm{}(\mu )1}}}.`$ Putting it all together using the equalities $$s\varkappa _s=\|\mu \|=n+2,\varkappa _s=\mathrm{}(\mu )$$ we obtain $$\begin{array}{c}\left[𝔷_\mu \right]\mathrm{\hspace{0.17em}2},\mathrm{},2=(1)^{\mathrm{}(\mu )1}n!\frac{2^{n+1}(\mathrm{}(\mu )2)!}{_{s2}\varkappa _s!}(\underset{i}{}(2\mu _i3)!!)\times \hfill \\ \hfill \left[t^n\right]\frac{t^{n+1}}{(14t)^{n+2\mathrm{}(\mu )/2}\left(1\sqrt{14t}\right)^{\mathrm{}(\mu )1}},\end{array}$$ It remains to show that $$[t^1]\frac{1}{(14t)^{n+2l/2}\left(1\sqrt{14t}\right)^{l1}}=\frac{1}{2}\left(\genfrac{}{}{0pt}{}{2n}{l2}\right).$$ Recall that the residue of a differential form is independent on the choice of coordinates. Using the change of variables $`z=1\sqrt{14t}`$, which implies that $`dt=\frac{1}{2}(1z)dz`$, we compute $$\begin{array}{c}[t^1]\frac{1}{(14t)^{n+2l/2}\left(1\sqrt{14t}\right)^{l1}}=\hfill \\ \hfill \frac{1}{2}[z^1]\frac{1}{(1z)^{2n+3l}z^{l1}}=\frac{1}{2}\left(\genfrac{}{}{0pt}{}{2n}{l2}\right).\end{array}$$ This concludes proof. ∎ ## Appendix A Large random partitions ### A.1 Leading asymptotics and Vershik’s limit shape of a typical random partition The computations we do in this paper can be interpreted probabilistically as follows. We consider the following probability measure $`𝔓`$ on partitions $$𝔓(\lambda )=\frac{e^{h\|\lambda \|}}{Z},$$ where $`Z`$ is the partition function $$Z=\underset{\lambda }{}q^{\|\lambda \|}=\underset{n1}{}(1q^n)^1,q=e^h.$$ It is a Gibbsian measure with the energy function $`\lambda \|\lambda \|`$ and inverse temperature $`h`$. Our algebra $`\mathrm{\Lambda }^{}`$ is naturally an algebra of functions on partitions and what we can compute is the polynomial terms in the asymptotics of the corresponding expectations $`_h`$ as $`h+0`$. The limit $`h+0`$ describes the behavior of random partitions of $`N`$ as $`N\mathrm{}`$ and some properties of $`_h`$ have a nice interpretation in these terms. In particular, we have the factorization of the leading order asymptotics, see Example 6.5, $$p_m_h=\underset{i}{}h^{m_i1}m_i+\mathrm{},$$ where the numbers $`m_i`$ are given by $$k=\{\begin{array}{cc}k!(22^{k+1})\zeta (k+1),\hfill & k\text{ odd},\hfill \\ 0,\hfill & k\text{ even},\hfill \end{array}$$ see Example 6.9. It is a general principle that if for some probability $`𝔐`$ measure the map $$g\stackrel{\text{Expectation}}{}g=g𝑑𝔐$$ is multiplicative, then $`𝔐`$ is a $`\delta `$-measure. Indeed, the multiplicativity implies $`\text{Var}(g)=g^2g^2=0`$ for any $`g`$. Thus, the multiplicativity of the leading order of the asymptotics reveals the existence of the limit shape of a typical large partition. This limit shape is, of course, the Vershik’s limit shape of a typical large random partition as we shall see momentarily. Consider the uniform measure on the set of all partitions of $`N`$. Then, as $`N\mathrm{}`$, the diagrams of typical partitions are concentrated, see for more precise statements, in the neighborhood of the shape bounded by the following curve $$\mathrm{exp}\left(\sqrt{\frac{\zeta (2)}{N}}x\right)+\mathrm{exp}\left(\sqrt{\frac{\zeta (2)}{N}}y\right)=1.$$ The expected size $`\|\lambda \|`$ of a partition $`\lambda `$ with respect to the measure $`𝔓`$ is $$p_1_h=\frac{\zeta (2)}{h^2}+\mathrm{},h+0,$$ and its variance is $$\text{Var}(\|\lambda \|)=p_1\|p_1_h=\frac{\mathrm{\hspace{0.17em}1},1}{h^3}+\mathrm{}=\frac{\pi ^2}{3h^3}+\mathrm{}=o\left(p_1_h^2\right).$$ Therefore, $`𝔓`$-typical partitions have size $`\zeta (2)/h^2`$ and hence are concentrated in the neighborhood of the shape bounded by the following curve $$\mathrm{{\rm Y}}=\left\{e^{hx}+e^{hy}=1\right\}.$$ We will now check that if a partition $`\lambda `$ is close to $`\mathrm{{\rm Y}}`$ then the $`p_k(\lambda )`$ is close to $`p_k_h`$. Informally, this can be stated as follows $$p_k_h=p_k\left(\mathrm{{\rm Y}}\right)+\mathrm{}.$$ By performing the summation along the rows of $`\lambda `$, one easily checks that $$p_k(\lambda )=k\underset{(i,j)\lambda }{}(ji)^{k1}+\mathrm{},$$ where the summation is over all squares $`(i,j)`$ in the diagram of $`\lambda `$ and dots stand for a linear combination of $`p_i(\lambda )`$ with $`i<k`$. If $`\lambda `$ is close to $`\mathrm{{\rm Y}}`$ then $$\left\|\{(i,j)\lambda ,ji=m\}\right\|h^1\mathrm{ln}\left(1+e^{h\|m\|}\right),$$ and therefore $$p_k(\lambda )\frac{k}{h}\underset{m}{}m^{k1}\mathrm{ln}\left(1+e^{h\|m\|}\right)\frac{k}{h^{k+1}}_{\mathrm{}}^{\mathrm{}}u^{k1}\mathrm{ln}\left(1+e^{\|u\|}\right)𝑑u.$$ The last integral obviously vanishes if $`k`$ is even and for $`k`$ odd it is twice the value of the following Mellin transform $$_0^{\mathrm{}}u^{s1}\mathrm{ln}\left(1+e^u\right)𝑑u=\left(12^s\right)\mathrm{\Gamma }(s)\zeta (s+1).$$ Thus, we see that indeed $`p_k_h=p_k\left(\mathrm{{\rm Y}}\right)`$+…. ### A.2 Quasimodularity and limit shape fluctuations We recall that averages $`p_\mu _q`$ are quasimodular forms in $`q`$ of weight $`\mathrm{wt}(\mu )=\|\mu \|+\mathrm{}(\mu )`$. They are only quasi-modular and not modular. This may look like an unfortunate circumstance from some other points of view, but is actually very natural from the point of view of random partitions. For if $`p_\mu _q`$ were modular that would mean that the limit shape $`\mathrm{{\rm Y}}`$ is incredibly rigid in the sense that fluctuations of random partitions around $`\mathrm{{\rm Y}}`$ would be very, very small. For example, if $`p_\mu _q`$ were modular then, because there is only one empty partition, the variance $$\text{Var}(p_\mu )=p_\mu \|p_\mu _q$$ would have no $`q^0`$ term and hence would be a modular cusp form. Consequently, we would have $$\text{Var}(p_\mu )=O\left(\frac{e^{4\pi ^2/h}}{h^{\text{const}}}\right),h+0.$$ In other words, not only this variance would not grow (compare this to $`p_\mu _qh^{\mathrm{wt}(\mu )}`$), but it actually would decay to $`0`$ faster than any power of the parameter $`h`$. In real life, of course, we have $$\text{Var}(p_\mu )h^{2\mathrm{wt}(\mu )+1},$$ and we have similar power laws for all other cumulants, see Theorem 6.3. They describe global fluctuation of a random partition about the limit shape $`\mathrm{{\rm Y}}`$ to all orders in $`h`$. It is curious to notice that, on the level of formulas, these fluctuations are there ultimately because the expectations $`p_\mu _q`$ involve the weight 2 Eisenstein series $$G_2(q)=\frac{1}{24}+\underset{n=1}{\overset{\mathrm{}}{}}\left(\underset{d\|n}{}d\right)q^n,$$ which has a two-term modular transformation law $$G_2\left(e^h\right)=\frac{4\pi ^2}{h^2}G_2\left(e^{4\pi ^2/h}\right)\frac{1}{2h}$$ and, hence, a two-term polynomial asymptotics as $`h+0`$ $$G_2\left(e^h\right)=\frac{\pi ^2}{6h^2}\frac{1}{2h}+O\left(\frac{e^{4\pi ^2/h}}{h^2}\right).$$ ### A.3 Central limit theorem Let us center and scale the random variables $`p_k`$, that is, introduce the variables $$\stackrel{~}{p}_k=h^{k+1/2}\left(p_kp_k_h\right).$$ We have $`\stackrel{~}{p}_k_h=0`$ and $$\mathrm{Covar}(\stackrel{~}{p}_k,\stackrel{~}{p}_l)=k,l+O(h),$$ (A.1) as $`h+0`$, where, see Example 6.9, $$k,l=(k+l)!𝔷(k+l)k!l!𝔷(k)𝔷(l).$$ Here $$𝔷(k)=\{\begin{array}{cc}(22^{2k})\zeta (k)\hfill & k\text{ even},\hfill \\ 0\hfill & k\text{ odd}.\hfill \end{array}$$ It follows from our Wick formula, see Theorem 6.3, that the leading asymptotics of averages of the form $$\stackrel{~}{p}_{m_1}\mathrm{}\stackrel{~}{p}_{m_n}_h$$ is given by the usual Wick rule with the covariance matrix (A.1). Hence the variables $`\stackrel{~}{p}_k`$ are asymptotically Gaussian normal with mean zero and covariance (A.1). They describe the Gaussian fluctuation of a typical partition of $`N`$ around its limit shape. Similar central limit theorems are known in the literature for partitions into distinct parts and for the Plancherel measure on partitions . Further terms in the asymptotics of $`_h`$ may not have such a transparent probabilistic interpretation. ### A.4 Correlation functions and $`n`$-point functions For $`y+\frac{1}{2}`$, consider the following function of a partition $`\lambda `$ $$\delta _y(\lambda )=\{\begin{array}{cc}1,\hfill & y\{\lambda _ii+\frac{1}{2}\},\hfill \\ 0,\hfill & \text{otherwise}.\hfill \end{array}$$ Then the averages of the form $$\delta _{y_1}(\lambda )\mathrm{}\delta _{y_k}(\lambda )_q$$ represent the probability to find the numbers $`y_1,\mathrm{},y_k`$ among the numbers $`\{\lambda _ii+\frac{1}{2}\}`$. In other words, they are the correlation functions for the 0/1 random process defined on $`+\frac{1}{2}`$ by $`y\delta _y(\lambda )`$. We can write the function $`𝐞^\lambda `$ considered in Section 2.4 in the following form $$𝐞^\lambda (\xi )=\underset{i}{}e^{(\lambda _ii+1/2)\xi }=\underset{y}{}e^{\xi y}\delta _y(\lambda ).$$ Therefore, we have, for example, $$F(\xi _1\|\xi _2)=𝐞^\lambda (\xi _1)\|𝐞^\lambda (\xi _2)_q=\underset{y_1,y_2}{}e^{\xi _1y_1+\xi _2y_2}\delta _{y_1}(\lambda )\|\delta _{y_2}(\lambda )_q.$$ In other words, the $`n`$-point functions and the connected functions are Laplace transforms of the correlation functions and their connected analogs. The correlation functions have a nice integral representation, see , from which using the Laplace method one can, in principle, derive their asymptotics. This is another possible approach to the asymptotics of the $`n`$-point functions. In particular, in the leading order of the asymptotics, the correlation functions factorize, which means that the local shape of a large random partitions is a random walk. This factorization is also reflected in the leading order factorization of the correlation functions. This triviality of the local shape represents a striking contrast to the situation with the Plancherel measure , where the local properties are nontrivial and interesting. Conversely, the global properties of the Plancherel measure are quite simple, whereas in our situation their behavior is rather involved.
warning/0006/cs0006025.html	ar5iv	text	# Entropy-based Pruning of Backoff Language Models ## 1 Introduction N-gram backoff models , despite their shortcomings, still dominate as the technology of choice for state-of-the-art speech recognizers . Two sources of performance improvements are the use of higher-order models (several DARPA-Hub4 sites now use 4-gram or 5-gram models) and the inclusion of more training data from more sources (Hub4 models typically include Broadcast News, NABN and WSJ data). Both of these approaches lead to model sizes that are impractical unless some sort of parameter selection technique is used. In the case of N-gram models, the goal of parameter selection is to chose which N-grams should have explicit conditional probability estimates assigned by the model, so as to maximize performance (i.e., minimize perplexity and/or recognition error) while minimizing model size. As pointed out in , pruning (selecting parameters from) a full N-gram model of higher order amounts to building a variable-length N-gram model, i.e., one in which training set contexts are not uniformly represented by N-grams of the same length. Seymore and Rosenfeld showed that selecting N-grams based on their conditional probability estimates and frequency of use is more effective than the traditional absolute frequency thresholding. In this paper we revisit the problem of N-gram parameter selection by deriving a criterion that satisfies the following desiderata. * Soundness: The criterion should optimize some well-understood information-theoretic measure of language model quality. * Efficiency: An N-gram selection algorithm should be fast, i.e., take time proportional to the number of N-grams under consideration. * Self-containedness: As a practical consideration, we want to be able to prune N-grams from existing language models. This means a pruning criterion should be based only on information contained in the model itself. In the remainder of this paper we describe our pruning algorithm based on relative entropy distance between N-gram distributions (Section 2), investigate how the quantities required for the pruning criterion can be obtained efficiently and exactly (Section 3), show that the criterion is highly effective in reducing the size of state-of-the-art language models with negligible performance penalties (Section 4), investigate the relation between our pruning criterion and that of Seymore and Rosenfeld (Section 5), and draw some conclusions (Section 6). ## 2 N-gram Pruning Based on Relative Entropy An N-gram language model represents a probability distribution over words $`w`$, conditioned on $`(N1)`$-tuples of preceding words, or histories $`h`$. Only a finite set of N-grams $`(w,h)`$ have conditional probabilities explicitly represented in the model. The remaining N-grams are assigned a probability by the recursive backoff rule $$p(w\|h)=\alpha (h)p(w\|h^{})$$ where $`h^{}`$ is the history $`h`$ truncated by the first word (the one most distant from $`w`$), and $`\alpha (h)`$ is a backoff weight associated with history $`h`$, determined so that $`_wp(w\|h)=1`$. The goal of N-gram pruning is to remove explicit estimates $`p(w\|h)`$ from the model, thereby reducing the number of parameters, while minimizing the performance loss. Note that after pruning, the retained explicit N-gram probabilities are unchanged, but backoff weights will have to be recomputed, thereby changing the values of implicit (backed-off) probability estimates. Thus, the pruning approach chosen is conceptually independent of the estimator chosen to determine the explicit N-gram estimates. Since one of our goals is to prune N-gram models without access to any statistics not contained in the model itself, a natural criterion is to minimize the ‘distance’ between the distribution embodied by the original model and that of the pruned model. A standard measure of divergence between distributions is relative entropy or Kullback-Leibler distance (see, e.g., ). Although not strictly a distance metric, it is a non-negative, continuous function that is zero if and only if the two distributions are identical. Let $`p(\|)`$ denote the conditional probabilities assigned by the original model, and $`p^{}(\|)`$ the probabilities in the pruned model. Then, the relative entropy between the two models is $$D(p\|\|p^{})=\underset{w_i,h_j}{}p(w_i,h_j)[\mathrm{log}p^{}(w_i\|h_j)\mathrm{log}p(w_i\|h_j)]$$ (1) where the summation is over all words $`w_i`$ and histories (contexts) $`h_j`$. Our goal will be to select N-grams for pruning such that $`D(p\|\|p^{})`$ is minimized. However, it would not be feasible to maximize over all possible subsets of N-grams. Instead, we will assume that the N-grams affect the relative entropy roughly independently, and compute $`D(p\|\|p^{})`$ due to each individual N-gram. We can then rank the N-grams by their effect on the model entropy, and prune those that increase relative entropy the least. To choose pruning thresholds, it is helpful to look at a more intuitive interpretation of $`D(p\|\|p^{})`$ in terms of perplexity, the average branching factor of the language model. The perplexity of the original model (evaluated on the distribution it embodies) is given by $$\mathrm{𝑃𝑃}=e^{_{h,w}p(h,w)\mathrm{log}p(w\|h)},$$ whereas the perplexity of the pruned model on the original distribution is $$\mathrm{𝑃𝑃}^{}=e^{_{h,w}p(h,w)\mathrm{log}p^{}(w\|h)}$$ The relative change in model perplexity can now be expressed in terms of relative entropy: $$\frac{\mathrm{𝑃𝑃}^{}\mathrm{𝑃𝑃}}{\mathrm{𝑃𝑃}}=e^{D(p\|\|p^{})}1$$ This suggests a simple thresholding algorithm for N-gram pruning: 1. Select a threshold $`\theta `$. 2. Compute the relative perplexity increase due to pruning each N-gram individually. 3. Remove all N-grams that raise the perplexity by less than $`\theta `$, and recompute backoff weights. ### 2.0.1 Relation to Other Work Our choice of relative entropy as an optimization criterion is by no means new. Relative entropy minimization (sometimes in the guise of likelihood maximization) is the basis of many model optimization techniques proposed in the past, e.g., for text compression , Markov model induction . Kneser first suggested applying it to backoff N-gram models, although, as shown in Section 5, the heuristic pruning algorithm of Seymore and Rosenfeld amounts to an approximate relative entropy minimization. The algorithm described in the next section is novel in that it removes some of the approximations employed in previous approaches. Specifically, the algorithm of assumes that backoff weights are unchanged by the pruning, and does not consider the effect that a changed backoff weight has on N-gram probabilities other than the pruned one (this effect is discussed in more detail in Section 5). The main approximation that remains in our algorithm is the greedy aspect: we do not consider possible interactions between selected N-grams, and prune based solely on relative entropy due to removing a single N-gram, so as to avoid searching the exponential space of N-gram subsets. ## 3 Computing Relative Entropy We now show how the relative entropy $`D(p\|\|p^{})`$ due to pruning a single N-gram parameter can be computed exactly and efficiently. Consider the effect of removing an N-gram consisting of history $`h`$ and word $`w`$. This entails two changes to the probability estimates. * The backoff weight $`\alpha (h)`$ associated with history $`h`$ is changed, affecting all backed-off estimates involving history $`h`$. We use the notation $`\mathrm{BO}(w_i,h)`$ to denote this case, i.e., that the original model does not contain an explicit N-gram estimate for $`(w_i,h)`$. Let $`\alpha (h)`$ be the original backoff weight, and $`\alpha ^{}(h)`$ the backoff weight in the pruned model. * The explicit estimate $`p(w\|h)`$ is replaced by a backoff estimate $$p^{}(w\|h)=\alpha ^{}(h)p(w\|h^{})$$ where $`h^{}`$ is the history obtained by dropping the first word in $`h`$. All estimates not involving history $`h`$ remain unchanged, as do all estimates for which $`\mathrm{BO}(w_i,h)`$ is not true. Substituting in (1), we get $`D(p\|\|p^{})`$ $`=`$ $`{\displaystyle \underset{w_i}{}}p(w_i,h)[\mathrm{log}p^{}(w_i\|h)\mathrm{log}p(w_i\|h)]`$ (2) $`=`$ $`\begin{array}{c}p(w,h)[\mathrm{log}p^{}(w\|h)\mathrm{log}p(w\|h)]\hfill \\ {\displaystyle \underset{w_i:\mathrm{BO}(w_i,h)}{}}p(w_i,h)[\mathrm{log}p^{}(w_i\|h)\mathrm{log}p(w_i\|h)]\hfill \end{array}`$ (5) $`=`$ $`p(h)\begin{array}{c}\{p(w\|h)[\mathrm{log}p^{}(w\|h)\mathrm{log}p(w\|h)]\hfill \\ +{\displaystyle \underset{w_i:\mathrm{BO}(w_i,h)}{}}p(w_i\|h)[\mathrm{log}p^{}(w_i\|h)\mathrm{log}p(w_i\|h)]\}\hfill \end{array}`$ (8) At first it seems as if computing $`D(p\|\|p^{})`$ for a given N-gram requires a summation over the vocabulary, something that would be infeasible for large vocabularies and/or models. However, by plugging in the terms for the backed-off estimates, we see that the sum can be factored so as to allow a more efficient computation. $$\begin{array}{c}D(p\|\|p^{})\hfill \\ =p(h)\begin{array}{c}\{p(w\|h)\mathrm{log}p(w\|h^{})+\mathrm{log}\alpha ^{}(h)\mathrm{log}p(w\|h)]\hfill \\ +\underset{w_i:\mathrm{BO}(w_i,h)}{}p(w_i\|h)[\mathrm{log}\alpha ^{}(h)\mathrm{log}\alpha (h)]\}\hfill \end{array}\hfill \\ =p(h)\begin{array}{c}\{p(w\|h)[\mathrm{log}p(w\|h^{})+\mathrm{log}\alpha ^{}(h)\mathrm{log}p(w\|h)]\hfill \\ +[\mathrm{log}\alpha ^{}(h)\mathrm{log}\alpha (h)]\underset{w_i:\mathrm{BO}(w_i,h)}{}p(w_i\|h)\}\hfill \end{array}\hfill \end{array}$$ The sum in the last line represents the total probability mass given to backoff (the numerator for computing $`\alpha (h)`$); it needs to be computed only once for each $`h`$, which is done efficiently by summing over all non-backoff estimates: $$\underset{w_i:\mathrm{BO}(w_i,h)}{}p(w_i\|h)=1\underset{w_i:\neg \mathrm{BO}(w_i,h)}{}p(w_i\|h)$$ The marginal history probabilities $`p(h)`$ are obtained by multiplying conditional probabilities $`p(h_1)p(h_2\|h_1)\mathrm{}`$. Finally, we need to be able to compute the revised backoff weights $`\alpha ^{}(h)`$ efficiently, i.e., in constant time per N-gram. Recall that $$\alpha (h)=\frac{1\underset{w_i:\neg \mathrm{BO}(w_i,h)}{}p(w_i\|h)}{1_{w_i:\neg \mathrm{BO}(w_i,h)}p(w_i\|h^{})}$$ $`\alpha ^{}(h)`$ is obtained by dropping the term for the pruned N-gram $`(w,h)`$ from the summation in both numerator and denominator. Thus, we compute the original numerator and denominator once per history $`h`$, and then add $`p(w\|h)`$ and $`p(w\|h^{})`$, respectively, to obtain $`\alpha ^{}(h)`$ for each pruned $`w`$. ## 4 Experiments We evaluated relative entropy-based language model pruning in the Broadcast News domain, using SRI’s 1996 Hub4 evaluation system . N-best lists generated with a bigram language model were rescored with various pruned versions of a large four-gram language model.<sup>1</sup><sup>1</sup>1We used the 1996 system, partly due to time constraints, partly because the 1997 system generated N-best lists using a large trigram language model, which makes rescoring experiments with smaller language models less meaningful. As noted in Section 2, the pruning algorithm is applicable irrespective of the particular N-gram estimator used. We used Good-Turing smoothing throughout and did not investigate possible interactions between smoothing methods and pruning. Table 1 shows model size, perplexity and word error results as determined on the development test set, for various pruning thresholds. The first and last rows of the table give the performance of the full four-gram and the pure trigram model, respectively. Note that perplexity here refers to the independent test set, not to the training set perplexity that underlies the pruning criterion. As shown, pruning is highly effective. For $`\theta =10^8`$, we obtain a model that is 26% the size of the original model without degradation in recognition performance and less than 6% perplexity increase. Comparing the pruned four-gram model to the full trigram model, we see that it is better to include non-redundant four-grams than to use a much larger number of trigrams. The pruned ($`\theta =10^8`$) four-gram has the same perplexity and lower word error ($`p<0.07`$) than the full trigram. ## 5 Comparison to Seymore and Rosenfeld’s Approach In , Seymore and Rosenfeld proposed a different pruning scheme for backoff models (henceforth called the “SR criterion,” as opposed to the relative entropy, or “RE criterion”). In the SR approach, N-grams are ranked by a weighted difference of the log probability estimate before and after pruning, $$N(w,h)[\mathrm{log}p(w\|h)\mathrm{log}p^{}(w\|h)]$$ (9) where $`N(w,h)`$ is the discounted frequency with which N-gram $`(w,h)`$ was observed in training. Comparing (9) with the expansion of $`D(p\|\|p^{})`$ in (2), we see that the two criteria are related. First, we can assume that $`N(w,h)`$ is roughly proportional to $`p(w,h)`$, so for ranking purposes the two are equivalent. The difference of the log probabilities in (9) corresponds to the same quantity in (2). Thus, the major difference between the two approaches is that the SR criterion does not include the effect on N-grams other than the one being considered, namely, those due to changes in the backoff weight $`\alpha (h)`$. To evaluate the effect of ignoring backed-off estimates in the pruning criterion we compared the performance of the SR and the RE criterion on the Broadcast News development test set, using the same N-best rescoring system as described before. To make the methods comparable we adopted Seymore and Rosenfeld’s approach of ranking the N-grams according to the criterion in question, and to retain a specified number of N-grams from the top of the ranked list. For the sake of simplicity we used a trigram-only version of the Hub4 language model used earlier, and restricted pruning to trigrams. We also verified that the discounted frequency $`N(w,h)`$ in (9) could be replaced with the model’s N-gram probability $`p(w,h)`$ without changing the ranking significantly: over 99% of the chosen N-grams were the same. This means the SR criterion can also be based entirely on information in the model itself, making it more convenient for model post-processing. Tables 2 and 3 show model perplexity and word error rates, respectively, for the two pruning methods as a function of the number of trigrams in the model. In terms of perplexity, we see a very small, albeit consistent, advantage for the relative entropy method, as expected given the optimized criterion. However, the difference is negligible when it comes to recognition performance, where results are identical or differ only non-significantly. We can thus conclude that, for practical purposes, the SR criterion is a very good approximation to the RE criterion. Finally, we looked at the overlap of the N-grams chosen by the two criteria, shown in Table 4. The percentage of common trigrams ranges from 88.3% to 85.2%, and seems to decrease as the model size increases. We can expect the most frequent N-grams to be among those that are shared, making it no surprise that both methods perform so similarly. ## 6 Conclusions We developed an algorithm for N-gram selection for backoff N-gram language models, based on minimizing the relative entropy between the full and the pruned model. Experiments show that the algorithm is highly effective, eliminating all but 26% of the parameters in a Hub4 four-gram model without significantly affecting performance. The pruning criterion of Seymore and Rosenfeld is seen to be an approximate version of the relative entropy criterion; empirically, the two methods perform about the same. ## 7 Acknowledgments This work was sponsored by DARPA through the Naval Command and Control Ocean Surveillance Center under contract N66001-94-C-6048. I thank Roni Rosenfeld and Kristie Seymore for clarifications and discussions regarding their paper . Thanks also to Hermann Ney and Dietrich Klakow for pointing out similarities to . ## 8 Erratum The published paper had an error in the second equation for $`D(p\|\|p^{})`$ in Section 3. In two instances, the quantity $`\mathrm{log}\alpha ^{}(h)`$ had been mistakenly typeset as $`\mathrm{log}\alpha (h^{})`$. Also, the information in reference was incorrect.
warning/0006/gr-qc0006021.html	ar5iv	text	# Probing Quantum Aspects of Gravity ## 1 Introduction It should not at all be surprising that despite the usual “forty orders of magnitude argument” against a feasible quantum gravity phenomenology certain quantum aspects of gravity can be probed terrestrially. Just as the exceedingly small cross sections for neutrinos at accessible energies, and the anticipated life time of proton which hugely exceeds the present age of the universe, have not discouraged a robust, and a highly rewarding, program of high energy phenomenology; similarly, it is now emerging that the mere smallness of the coupling associated with the gravitational interactions of elementary particles, or the smallness of the Planck length in comparison, say, with the size of atomic nuclei, does not prevent an experimental quantum-gravity phenomenology program that probes quantum gravity from its low energy limit to all the way up to Planck scale . In fact, about a decade ago Audretsch, Hehl, and Lämmerzahl argued as to why matter wave interferometry and quantum objects are fundamental to establishing an empirically-based conceptual framework for quantum gravity. A few years later, a specific aspect of those ideas was considered by Viola and Onofrio ; and subsequently, in greater detail, by Delgado . Concurrently, one of us has pursued this subject in the context of neutrinos, and for other systems modeled after neutrinos , while several other authors have made significant progress in understanding these effects in the context of flavor oscillation clocks and Brans-Dicke theory . Independently, in early 1999, Amelino-Camelia was to falsify the impression that quantum-gravity induced space-time fluctuations are beyond the scope of terrestrial probes. The Amelino-Camelia argument is fast becoming a classic and the reader is referred to Refs. for its origins. The astrophysical neutrinos, and gamma ray bursts, are also being viewed as probes of certain quantum-gravity aspects of space-time . The general point to made, therefore, is that experimental and observational techniques have reached a point where various quantum aspects of gravity can now be probed terrestrially. The results reported here and those found in , if confirmed, could lead to first experimental signatures indicating a profound difference between the classical and quantum aspects of gravity. The abstracted thesis lies in the observations: 1. In contrast to the simplest local $`U(1)`$ gauge theory coupled to electrically charged spin-$`1/2`$ matter, i.e. theory of quantum electrodynamics, quantum gravity is not endowed with a super-selection rule prohibiting a linear superposition of different gravitational charges. 2. For quantum objects in a linear superposition of different mass (or, energy) eigenstates, there is an operational limit on the fractional accuracy beyond which quantum measurement theory forbids any claim on the equality of the inertial and gravitational masses. Since we wish to stay as close to the terrestrial experiments as possible we present our arguments in the context of the weak gravitational fields. In particular, in order that a possible violation of the equivalence principle can be studied without theoretical prejudices we will treat gravitational interaction on the same footing as any other interaction. This means that any changes in the clocks and rods will be manifestly dependent on the gravitational environment. In the event there is no violation of the equivalence principle, the affect on rods and clocks would reduce to the expectations based on general relativity. ## 2 Weak-field limit of quantum gravity and absence of a super-selection rule The 1975 experiment of Colella, Overhauser, and Werner (COW) on the gravitationally induced phases in neutron interferometry established the weak-field limit of quantum gravity for the non-relativistic regime to be <sup>1</sup><sup>1</sup>1In the context of this equation, a knowledgeable physicist wrote to one of us (DVA) “ … quantum gravity is the theory of the quantum properties of the gravitational field, not the study of the properties of quantum matter in a gravitational field. You work in a different context than quantum gravity: the context of quantum matter interacting with classical gravity. Isn’t it?” Yes, and yet if experiments found that quantum matter interacting with classical gravity carries unexpected features, then the envisaged theory of quantum gravity cannot remain immune to such a development. It is in this realm of “quantum gravity” that this Letter is set. $`\left[\left({\displaystyle \frac{\mathrm{}^2}{2m_i}}\right)^2+m_gc^2\mathrm{\Phi }\right]\psi (\stackrel{}{x},t)=i\mathrm{}{\displaystyle \frac{\psi (\stackrel{}{x},t)}{t}}`$ (1) where $`\mathrm{\Phi }`$ is the dimensionless gravitational potential. In the kinetic term, $`m_i`$ is the inertial mass of a particle, and in the interaction term, $`m_g`$ is its gravitational mass. To be precise, the 1975 COW-experiment established this equation for neutrons and verified the equality, $`m_i=m_g`$ for neutrons, to an accuracy of roughly $`1\%`$. Since then these measurements have become more refined. Among the most notable confirmations of this result are by a recent atomic-interferometry experiment at Stanford , and by an experiment at Institute Laue-Langevin using a new type of neutron interferometer . The Stanford experiment has established that a macroscopic glass object falls with the same gravitationally-induced acceleration, to within $`7`$ parts in $`10^9`$, as a cesium atom in linear superposition of two different energy eigenstates. The experiment at Institute Laue-Langevin indicates that a statistically significant anomaly observed in the silicon single-crystal interferometer can be excluded by more than one standard-deviation. Clearly, one eagerly awaits more data from Institute Laue-Langevin to unambiguously interpret the anomaly reported in Ref. . If the theoretical framework presented in this Letter turns out to be correct, we should expect the Stanford experiment with a significant improvement in its already-impressive accuracy to see a difference in the gravitationally-induced accelerations of the classical and quantum objects. ### 2.1 Terrestrial Gravitational Environment From the perspective of terrestrial experiments, $`\mathrm{\Phi }`$ contains two important contributions: $`\mathrm{\Phi }(z)`$, and $`\widehat{\mathrm{\Phi }}`$. The former has Earth as its source, and the latter arises from the cosmic distribution of matter. As a study of the planetary motions reveals, and as simple calculations confirm, $`\widehat{\mathrm{\Phi }}`$ is essentially constant over the dimensions of the solar system. While in the context of the theory of general relativity it is difficult for local observations to detect $`\widehat{\mathrm{\Phi }}`$, a $`\widehat{\mathrm{\Phi }}`$ acquires local observability through a violation of the equivalence principle. A violation that, we shall show, is inherent to quantum gravity. Explicitly, under the boundary condition that $`\mathrm{\Phi }(\mathrm{})`$ vanishes at spatial infinity, $`\mathrm{\Phi }(z)`$ is given by: $`\mathrm{\Phi }(z)7\times 10^{10}{\displaystyle \frac{R_{}}{R_{}+z}}`$ (2) where $`R_{}`$ is radius of the earth, and $`z`$ is the vertical distance from the surface of the Earth. The remark on $`\mathrm{\Phi }(\mathrm{})`$ also implies that we shall restrict to the “local quasi-Newtonian” neighborhood (LQNN) $`\mathrm{LQNN}:R_{MilkyWay}R_{\mathrm{LQNN}}R_{Hubble}`$ (3) where $`R`$ refers to dimensions of the indicated region. It is not surprising that an estimate of $`\widehat{\mathrm{\Phi }}`$ is a more involved procedure. Towards that end we note that a compilation of roughly three hundred galaxy clusters shows that the super-clusters they define are in a lattice-like distribution with cells 430 million light-years in size . The whole distribution resembles a “three-dimensional chessboard” . It is the gravitational environment created by such a structure that interests us. For laboratory regions much smaller than the lattice size, a phenomenological description of the gravitational environment contains, (a) a potential gradient that is annulled (for an observer at rest inside the laboratory) by the gravitationally induced acceleration of the laboratory under consideration, and (b) a non-acceleration inducing constant gravitational potential. To see this clearly, imagine all the $`\mathrm{LQNN}`$-matter uniformly distributed around the region of interest with a spherical symmetry. In this approximation, there are no gradients in the gravitational potential and the effect of the local cosmic distribution of matter can be phenomenologically replaced by a constant gravitational potential. It is also to be noted that this still assumes, $`\mathrm{\Phi }(\mathrm{})=0`$, and only those contributions are included in $`\widehat{\mathrm{\Phi }}`$ for which the Newtonian condition $`\mathrm{\Phi }1`$ is still valid. To obtain an estimate for the contributions to $`\widehat{\mathrm{\Phi }}`$, we note that a local super-cluster known as Shapley Concentration (SC) has a mass around $`10^{16}`$ solar masses, and it is at a distance of about $`700`$ million light-years from us. This information yields: $`\widehat{\mathrm{\Phi }}_{\mathrm{SC}}\mathrm{\hspace{0.17em}2}\times 10^6`$ (4) Similarly, the Great Attractor’s (GA) contribution to $`\widehat{\mathrm{\Phi }}`$ is : $`\widehat{\mathrm{\Phi }}_{\mathrm{GA}}3\times 10^5`$ (5) In the presence of a non-zero cosmological constant these considerations can be modified in a well defined manner . In the above scenario $`\|\widehat{\mathrm{\Phi }}\|=\|\widehat{\mathrm{\Phi }}_{\mathrm{GA}}\|+\|\widehat{\mathrm{\Phi }}_{\mathrm{SC}}\|+\mathrm{}>3.2\times 10^5`$ (6) where the unspecified contributions contain the influence of the entire LQNN. The total $`\widehat{\mathrm{\Phi }}`$ must necessarily involve general-relativistically defined and calculated contributions from the entire cosmic matter. The purpose of expression (6) is only to serve as an existence argument for, and a lower bound on, $`\|\widehat{\mathrm{\Phi }}\|`$. It is to be noted that $`\|\widehat{\mathrm{\Phi }}\|/\left\|\mathrm{\Phi }(z=0)\right\|>0.5\times 10^5`$ (7) Despite the fact that $`\|\widehat{\mathrm{\Phi }}\|`$ exceeds $`\left\|\mathrm{\Phi }(z=0)\right\|`$ by five orders of magnitude, the observability of $`\mathrm{\Phi }(z)`$, as seen for example through the lunar orbit, arises because $`\left\|\stackrel{}{}\mathrm{\Phi }(z)\right\|\left\|\stackrel{}{}\widehat{\mathrm{\Phi }}\right\|`$ (8) The insensitivity of the planetary orbits to $`\widehat{\mathrm{\Phi }}`$ resides in its essential constancy over the solar system and in the validity of the equivalence principle for classical objects to a high precision . The $`\widehat{\mathrm{\Phi }}`$ does contribute to galactic motion. In the context of the solar neutrino anomaly, and a violation of the equivalence principle, we shall show that $`\widehat{\mathrm{\Phi }}`$ acquires a local observability. In general, in any quantum gravity phenomenology which does not a priori exclude a violation of the equivalence principle (VEP) as a possibility, $`\widehat{\mathrm{\Phi }}`$ can carry significant physical consequences. In fact, we shall show that if the inertial and gravitational masses are considered as operationally distinct objects, quantum gravity carries an inherent quantum induced violation of the equivalence principle (qVEP). ### 2.2 Flavor-oscillation clocks as probes of qVEP and $`\widehat{\mathrm{\Phi }}`$ Having once defined the gravitational environment of interest, we now remind the reader that the standard text-book understanding of the neutron interferometry is based on the Schrödinger equation (1) with $`\mathrm{\Phi }`$ replaced by $`\mathrm{\Phi }(z)`$. Such a treatment completely ignores all possible effects due to $`\widehat{\mathrm{\Phi }}`$. This is entirely justified for a single mass eigenstate in a non-interferometry setting (and without a VEP). However, for states that are in linear superposition of different masses, or, more generally, energies, a quantum-gravity phenomenology that wishes to study any possible violations of the equivalence principle cannot a priori ignore $`\widehat{\mathrm{\Phi }}`$ . In particular, if one allows for a violation of the equivalence principle, under the correction<sup>2</sup><sup>2</sup>2This does not constitute a transformation of changing $`\mathrm{\Phi }(\mathrm{})`$ by a constant. Both $`\mathrm{\Phi }(z)`$ and $`\widehat{\mathrm{\Phi }}`$ have been calculated with $`\mathrm{\Phi }(\mathrm{})=0`$. $`\mathrm{\Phi }(z)\mathrm{\Phi }(z)+\widehat{\mathrm{\Phi }},`$ (9) equation (1) is not invariant for states that are in a linear superposition of different energy, or different mass, eigenstates. The argument that establishes this is simple, but non trivial. Therefore, the reader’s attention is invited to the details. We construct two flavor states at a time $`t=0`$<sup>3</sup><sup>3</sup>3See remarks contained in the last paragraph at the end of Sec. 1. $`\|\alpha `$ $`=`$ $`\mathrm{cos}\theta \|m_1+\mathrm{sin}\theta \|m_2`$ $`\|\beta `$ $`=`$ $`\mathrm{sin}\theta \|m_1+\mathrm{cos}\theta \|m_2`$ (10) Let each of the mass eigenstates, $`\|m_1`$ and $`\|m_2`$, be at rest. The idealized frame of observations is chosen to be such that the only gravitational potential present is $`\widehat{\mathrm{\Phi }}`$. Then, the probability amplitude for a flavor oscillation from the state $`\|\alpha `$ to the state $`\|\beta `$ at a later time, $`t>0`$, is $`A_{\alpha \beta }(t)=`$ $`\beta \|\{\mathrm{cos}\theta \mathrm{exp}[i{\displaystyle \frac{\left(m_1^i+m_1^g\widehat{\mathrm{\Phi }}\right)c^2t}{\mathrm{}}}]\|m_1`$ (11) $`+\mathrm{sin}\theta \mathrm{exp}[i{\displaystyle \frac{\left(m_2^i+m_2^g\widehat{\mathrm{\Phi }}\right)c^2t}{\mathrm{}}}]\|m_2\}`$ The superscripts “i” and “g” on “$`m`$” refer respectively to inertial and gravitational masses. We draw attention to the fact that each of the mass eigenstates picks up a different, mass-dependent, gravitationally induced phase from $`\widehat{\mathrm{\Phi }}`$. In consequence, these relative phases become experimentally observable. This observability is in the usual sense in which one measures red shifts as, e.g., done by a comparison of clocks located in regions characterized by a different $`\widehat{\mathrm{\Phi }}`$. However, if the principle of equivalence is violated, then $`\widehat{\mathrm{\Phi }}`$ acquires a local observability. It is precisely the absence of a super-selection prohibiting the flavor states, simplest of which are given by $`\|\alpha `$ and $`\|\beta `$, that allows for emergence of the $`\widehat{\mathrm{\Phi }}`$-dependent relative phases. Had a super-selection rule prohibited the existence of flavor states, i.e. demanded $`\theta =0`$, then the emergent $`\widehat{\mathrm{\Phi }}`$-dependent phase would have been a global one, and thus it would have carried no physical observability. Incidently, as it emerges from the above discussion, a freely falling frame, contrary to the usual assertions, is not necessarily a frame devoid of a gravitational field. Vanishing of the curvature tensor is a necessary, but not sufficient, condition for the absence of gravity. The probability amplitude (11) yields probability for the flavor oscillation from the state $`\|\alpha `$ to the state $`\|\beta `$: $`P_{\alpha \beta }(t)=A_{\alpha \beta }^{}(t)A_{\alpha \beta }(t)=\mathrm{sin}^2\left(2\theta \right)\mathrm{sin}^2\left(\omega _{\alpha \beta }t\right)`$ (12) where the angular frequency for the flavor oscillations is, $`\omega _{\alpha \beta }={\displaystyle \frac{c^2}{2\mathrm{}}}\left(m_2^im_1^i\right)+{\displaystyle \frac{c^2}{2\mathrm{}}}\left(m_2^g\widehat{\mathrm{\Phi }}m_1^g\widehat{\mathrm{\Phi }}\right)`$ (13) The flavor-oscillation frequency, $`\omega _{\alpha \beta }`$, consists of two parts. The first is the kinetic part, and the second is the $`\widehat{\mathrm{\Phi }}`$ contribution. In a distant planetary system, where the local gravitational environment can be significantly different, the second part would be different. The existence of time-periodicity via $`\omega _{\alpha \beta }`$ allows us to interpret the system of flavor states as a clock. The flavor-oscillation clocks red-shift via the $`\widehat{\mathrm{\Phi }}`$-contribution to $`\omega _{\alpha \beta }`$. On assuming the equality of the inertial and gravitational masses in this setting, the general-relativistic predicted red shift is reproduced. This can be measured by comparing this clock with another embedded in a distant region with a different $`\widehat{\mathrm{\Phi }}`$. So far all we have established is that red-shift of flavor oscillations clocks shows a deep consistency in the quantum mechanical evolution and the principle of equivalence as embedded in the equality of the inertial and gravitational masses. We now turn to a fundamentally quantum mechanical source of a VEP. In what follows we shall take the view that the inertial and gravitational masses are two independent objects, a view compatible with Lyre’s recent critique of the subject . This view has the further support in that the very operational procedures that define inertial and gravitational masses are profoundly different, and it is more so in the quantum context. The essential physical idea is that if any one of the two quantities $`A`$ and $`B`$ carries an intrinsic quantum uncertainty, $`\mathrm{\Delta }`$, then from an operational point of view the equality of $`A`$ and $`B`$ cannot be claimed beyond the fractional accuracy $`{\displaystyle \frac{\mathrm{\Delta }}{(A+B)/2}}`$ (14) We shall consider this general statement in the context of the equality of the inertial and gravitational masses to establish a quantum-induced violation of the equivalence principle (qVEP): $`m_g=\left(1+f\right)m_i`$ (15) where $`f`$ vanishes for objects with a classical counterpart and is non-zero for objects with no classical counterpart. Coupled with result (13), this implies that flavor oscillation clocks carry a local observability for $`\widehat{\mathrm{\Phi }}`$. That is, while in the absence of a qVEP (or, even in the absence of a VEP) $`\widehat{\mathrm{\Phi }}`$ has no local observability. A qVEP/VEP can make a $`\widehat{\mathrm{\Phi }}`$ observable locally. This is an important implication of the violation of equivalence principle. Quantum systems are particularly sensitive to a $`\widehat{\mathrm{\Phi }}`$ as can be seen by referring to Eqs. (7) and (8), and on taking note of the observations: (a) Classically important gravitationally-induced force in being proportional to $`\stackrel{}{}\widehat{\mathrm{\Phi }}`$ carries relatively little physical significance in the present context, and (b) Quantum mechanically important gravitationally-induced relative phases are proportional, apart from the difference in masses of the underlying mass eigenstates, to $`f\widehat{\mathrm{\Phi }}`$. We now immediately note that the very quantum construct that defines the flavor eigenstates does not allow them to carry a definite mass. Therefore, within the stated framework, the equality of the inertial and gravitational masses looses any operational meaning beyond the flavor-dependent fractional accuracy defined as $`f_\eta {\displaystyle \frac{\sqrt{\nu _\eta \|\widehat{m}^2\|\nu _\eta \nu _\eta \|\widehat{m}\|\nu _\eta ^2}}{\nu _\eta \|\widehat{m}\|\nu _\eta }},\eta =\alpha ,\beta `$ (16) Here $`\widehat{m}`$ is the mass operator: $`\widehat{m}\|m_ȷ=m_ȷ\|m_ȷ`$. Explicitly, this yields: $`f_\alpha ={\displaystyle \frac{\mathrm{sin}(2\theta )\delta m}{2\left(m_1+\mathrm{sin}^2(\theta )\delta m\right)}},f_\beta ={\displaystyle \frac{\mathrm{sin}(2\theta )\delta m}{2\left(m_1+\mathrm{cos}^2(\theta )\delta m\right)}}`$ (17) where $`\delta mm_2m_1`$. For $`\delta mm_ı,ı=1,2`$, we have the flavor-independent relation $`f={\displaystyle \frac{\mathrm{sin}(2\theta )\delta m}{2m}}`$ (18) Only for some very specific values of $`\theta `$, i.e. for $`2\theta =n\pi ,n=0,1,2,\mathrm{}`$, do the states $`\|\alpha `$ and $`\|\beta `$ coincide with states characterized by well-defined masses. For such states alone $`f`$ vanishes. Otherwise, $`f`$ remains non-vanishing. Once the equality of the inertial and gravitational masses has been compromised, the potential $`\widehat{\mathrm{\Phi }}`$ carries not only observability only in comparison with “distant” systems but it also becomes observable locally. ## 3 Illustrative Experimental Settings We now explore how the above obtained qVEP can be studied in some realistic experimental settings. ### 3.1 Atomic interferometry Consider two sets, differentiated by the index “$`ı`$,” of “flavors” for Cesium atoms: $`\left[\begin{array}{c}\|^\alpha Ce_{\xi _ı}\\ \|^\beta Ce_{\xi _ı}\end{array}\right]=\left[\begin{array}{cc}\mathrm{cos}(\xi _ı)& \mathrm{sin}(\xi _ı)\\ \mathrm{sin}(\xi _ı)& \mathrm{cos}(\xi _ı)\end{array}\right]\left[\begin{array}{c}\|^{E_1}Ce\\ \|^{E_2}Ce\end{array}\right],ı=a,b`$ (19) Here, $`\|^{E_1}Ce`$ and $`\|^{E_2}Ce`$ represent two different energy eigenstates of the Cesium atom. The “flavor” states, $`\|^\alpha Ce_{\xi _ı}`$ and $`\|^\beta Ce_{\xi _ı}`$, are linear superposition of the energy eigenstates and are characterized by the flavor indices $`\{\alpha ,\beta \}`$, and by the mixing angle $`\xi _ı`$. That is, we have two copies of the flavor states similar to the ones introduced in Eqs. (10). Each of the two copies is defined by a different mixing angle. As observed in identical free fall experiments by a stationary observer on Earth, the flavor-dependent qVEP predicts a fractional difference in the spread in their accelerations to be: $`{\displaystyle \frac{\|\mathrm{\Delta }a_{\mathrm{}\xi _b}\|\|\mathrm{\Delta }a_{\mathrm{}\xi _a}\|}{g}}\left\{\left\|{\displaystyle \frac{\mathrm{sin}(2\xi _b)}{E_{\mathrm{}\xi _b}}}\right\|\left\|{\displaystyle \frac{\mathrm{sin}(2\xi _a)}{E_{\mathrm{}\xi _a}}}\right\|\right\}{\displaystyle \frac{\delta E}{2}},\mathrm{}=\alpha ,\beta `$ (20) where $`\delta EE_2E_1`$, and $`g`$ refers to the magnitude of the acceleration due to gravity for a classical object. One may for instance take $`\xi _a=0`$, and $`\xi _b=\pi /4`$. Then the above expression reduces to $`{\displaystyle \frac{\|\mathrm{\Delta }a_{\xi _b=\pi /4}\|}{g}}{\displaystyle \frac{\delta E}{2E_{\xi _b}}}`$ (21) where the $`\mathrm{}`$ dependence has dropped because to the lowest order $`f_{\mathrm{}}`$ is same for both flavors \[not both sets, see Eq. (18)\]. For flavor states of Cesium atoms prepared with $`\delta E1\text{eV}`$, this difference is of the order of a few parts in $`10^{12}`$, and should be observable in refined versions of experiment reported in Ref. . How difficult this refinement in techniques at Stanford and NIST would be is not fully known to us. However, the extraordinary accuracy in similar experiments and the already achieved absolute uncertainty of $`\mathrm{\Delta }g/g3\times 10^9`$, representing a million fold increase compared with previous experiments, makes us cautiously optimistic about observing qVEP in atomic interferometry experiments pioneered by the group of Steven Chu at Stanford. At the same time, a definitive null result for qVEP would establish that the inertial and gravitational mass, despite their different operational definitions, are physically identical objects. ### 3.2 Solar Neutrino Anomaly In recent times it has been conjectured that the solar neutrino anomaly may be related to a flavor-dependent violation of the equivalence principle . The suggestion, in fact, originally came from Maurizio Gasperini in the late 1980’s . After appropriate generalization, and on interpreting the flavor index $`\mathrm{}`$ to represent the three neutrino flavors ($`\nu _e`$, $`\nu _\mu `$ and $`\nu _\tau `$), the non-relativistic arguments presented so far can be readily extended to the relativistic system of neutrino oscillations. Here we simply provide an outline of this argument. To estimate the qVEP effects it suffices to restrict to a two-state neutrino oscillation framework. A simple calculation shows that the difference in fractional measure of qVEP turns out to be exceedingly small : $`\mathrm{\Delta }f_{\mathrm{}\mathrm{}^{}}f_{\mathrm{}}f_{\mathrm{}^{}}=6.25\times 10^{26}\left[{\displaystyle \frac{(\mathrm{\Delta }m^2)^2}{\text{eV}^4}}\right]\left[{\displaystyle \frac{\text{MeV}^4}{E^4}}\right]\mathrm{sin}(4\theta _V)`$ (22) where $`\mathrm{}`$ (say, $`\nu _e`$) and $`\mathrm{}^{}`$ (say, $`\nu _\mu `$) refer to two different neutrino flavors, and $`\theta _V`$ is the vacuum mixing angle between the underlying mass eigenstates (whose superposition leads to different flavors of neutrinos). The difference in the squares of the underlying mass eigenstates, $`m_2^2m_1^2`$, has been represented by $`\mathrm{\Delta }m^2`$ (in eV<sup>2</sup>); and $`E`$ is the expectation value of the neutrino energy (in MeV). The qVEP-induced oscillation length is found to be $`\lambda _{qVEP}^{osc}=\left[0.66\times 10^2{\displaystyle \frac{E^3}{\left(\mathrm{\Delta }m^2\right)^2\|\mathrm{sin}(4\theta _V)\widehat{\mathrm{\Phi }}\|}}\right]\times \lambda _{}`$ (23) where $`\lambda _{}1.5\times 10^8\text{km}`$ is the mean Earth-Sun distance. Assuming that the mass and gravitational eigenstates coincide, the oscillation length that enters the neutrino-oscillation probability is not $`\lambda _{qVEP}^{osc}`$ but $`\lambda ^{osc}={\displaystyle \frac{\lambda _0^{osc}\lambda _{qVEP}^{osc}}{\lambda _0^{osc}+\lambda _{qVEP}^{osc}}}`$ (24) where $`\lambda _0^{osc}`$ is the usual kinematically induced oscillations length $`\lambda _0^{osc}=\left[{\displaystyle \frac{2\pi \text{m}}{1.27}}\right]\left[{\displaystyle \frac{E}{\text{MeV}}}\right]\left[{\displaystyle \frac{\text{eV}^2}{\mathrm{\Delta }m^2}}\right]`$ (25) For $`\mathrm{\Delta }m^2`$, the LSND excess event anomaly sets $`\mathrm{\Delta }m^20.4\text{eV}^2`$, while the Super-Kamiokande evidence on atmospheric neutrino oscillations suggests another $`\mathrm{\Delta }m^23\times 10^3\text{eV}^2`$. For both of these mass-squared differences, for any set of reasonable parameters, $`\lambda _{qVEP}^{osc}\lambda _0^{osc}`$. Consequently, $`\lambda ^{osc}\lambda _0^{osc}`$, and the qVEP-induced effects is suppressed by the kinematic term. On the other hand, there is yet no independent confirmation for the LSND result, and the possibility remains open as to whether two of the three underlying mass eigenstates are massless. In that event, the relevant oscillation length associated with qVEP is: $`\lambda _{qVEP}^{osc}={\displaystyle \frac{2\pi c\mathrm{}}{\widehat{\mathrm{\Phi }}\left(\zeta _{\mathrm{}\mathrm{}^{}}/E\right)E}}={\displaystyle \frac{2\pi c\mathrm{}}{\zeta _{\mathrm{}\mathrm{}^{}}\widehat{\mathrm{\Phi }}}}\left({\displaystyle \frac{\pi }{\zeta _{\mathrm{}\mathrm{}^{}}\widehat{\mathrm{\Phi }}}}\right)\times 10^{33}\text{km}`$ (26) where, in the last term, $`\zeta _{\mathrm{}\mathrm{}^{}}`$ is measured in $`eV`$, and is defined as: $`\zeta _{\mathrm{}\mathrm{}^{}}\left\|\sqrt{\nu _{\mathrm{}}\|H^2\|\nu _{\mathrm{}}\nu _{\mathrm{}}\|H\|\nu _{\mathrm{}}^2}\sqrt{\nu _{\mathrm{}^{}}\|H^2\|\nu _{\mathrm{}^{}}\nu _{\mathrm{}^{}}\|H\|\nu _{\mathrm{}^{}}^2}\right\|`$ (27) This oscillation length has no explicit energy dependence, except that carried via $`\zeta _{\mathrm{}\mathrm{}^{}}`$. The $`\zeta _{\mathrm{}\mathrm{}^{}}`$ measures the difference in the energy-widths of the wave functions of the the two involved flavors. If this was to be a solution to the solar neutrino anomaly, it requires that $`\lambda _{qVEP}^{osc}\lambda _{}`$, i.e. $`\zeta _{\mathrm{}\mathrm{}^{}}\widehat{\mathrm{\Phi }}2\times 10^{41}\text{eV}`$ (28) This requirement tells us that the wave functions of the two involved flavors carry the same width to a very high precision. This solution to the solar neutrino anomaly requires a non-zero $`\widehat{\mathrm{\Phi }}`$, and shows this to be locally observable. In terms of the $`E^n`$ dependence, the kinematic oscillation length carries $`n=1`$, the Gasperini-conjectured VEP for massless neutrinos has $`n=1`$, and the qVEP-induced oscillation length for the massless neutrinos has $`n=0`$ (cf. n=3, for massive qVEP). Therefore, as more data on the solar neutrino flux becomes available we should be able to distinguish between the various mechanisms. Of course, a possibility that more than one mechanism is at play in reality should not be ignored. ## 4 Concluding Remarks Several new theoretical insights, and an outline for new experimental proposals, emerge in this Letter. First, we noted that the super-selection rule that prohibits the linear superposition of states with different electric charges, has no counterpart in the realm of gravitational interactions. The absence of this super-selection rule endows the cosmic gravitational potentials in quantum gravity with a much more visible physical status, without altering the classical results. Under the assumption that the inertial and gravitational masses are operationally different objects, we showed that since flavor states carry an inherent quantum uncertainty in their masses (or energies) the equality of the their inertial and gravitational masses looses operational meaning beyond certain fractional accuracy. We used this fact to make a prediction on the free fall of states that are in a linear superposition of different energy eigenstates. That prediction can be tested in the new generation of atomic interferometry experiments. Furthermore, we established that a qVEP can also have significant implications for the solar neutrino anomaly. Elsewhere we shall sketch how the Schrödinger’s SQUID ., i.e. a superconducting quantum interference device with a linear superposition of macroscopic counter-propagating supercurrents, could serve as a sensitive probe of Earth’s gravitomagnetic field. Acknowledgements We are indebted to a referee for asking us many questions and for making several suggestions to improve the presentation of this Letter. These questions are attended here by for several pedagogic remarks. Maurizio Gasperini, Roland Koberle, and Carlo Rovelli, are thanked for their insightful questions and ensuing discussions. I (DVA) extend my thanks to Hugo Morales for bringing their work, cited in Ref. , to my attention, and for a discussion on the details of that paper. It is also my (DVA) pleasure to thank Sam Werner for bringing several aspects of neutron interferometry to my attention over the last few years. I thank G. van der Zouw for providing reference , and for a valuable correspondence.
warning/0006/cond-mat0006174.html	ar5iv	text	# Spin-transport in multi-terminal normal metal - ferromagnet systems with non-collinear magnetizations ## 1 Introduction Spin-injection from a ferromagnetic metal into a non-magnetic metal was first realized by Tedrow and Meservey in the seventiesMeservey94:173 . The discovery of the giant magneto-resistance (GMR) in metallic magnetic multilayers has led to an explosion of interest into spin-transport in hybrid normal metal-ferromagnetic metal systems in the nineties (for reviews see Ref. Levy94:367 ). Although discovered only ten years ago, the GMR is commercially utilized in high-end magnetic recording media. Spin-transport between ferromagnets through tunnel junctions has also attracted renewed interest (for a review see Ref. Levy99:223 ). Recently a magnetic double barrier tunnel device was fabricated which enables the study of the interplay between spin-polarized tunneling and Coulomb charging effectsOno96:3449 ; Brataas99:93 ; Barnas98:1058 . Magneto-electronic principles have until now led to magnetic-field sensor devices. Future applications might include non-volatile memory cells or even transistors, the latter being a three-terminal device. Johnson realized that novel long-range effects in transport between ferromagnets and normal metals can occur in multi-terminal systemsJohnson85:1790 . In Johnson’s spin-transistor different ferromagnetic (Ohmic) contacts provide information about the amount of spin-accumulation in a normal metal film over distances much larger than the mean-free path. A transistor-like effect was observed on switching the configuration of the magnetizations of the ferromagnetic contacts from parallel to anti-parallel. Spin-transport in systems comprising ferromagnets with non-collinear magnetization directions has attracted less attention. Moodera et al. measured the dependence of the current through magnetic tunnel junctions on the relative angle between the magnetization directions of the electrodesMoodera96:4724 . The results were in agreement with the theoretical predictions based on the spin-torque model introduced by SlonczewskiSlon89:6995 . Non-collinear spin transport has been addressed by a number of theoretical papersValet93:7099 . The above examples do not exhaust the novel phenomena that can be anticipated for multi-terminal hybrid normal metal-ferromagnet circuits and devices. The question of the most appropriate theoretical approach to the field arises. If the possibilities of macroscopic quantum coherence and its application to quantum computing are contemplated, a fully quantum mechanical treatment of the many-body system is required, of course. However, for contact with the experiments mentioned above and probably also with most to be realized in the near future a full quantum mechanical treatment is unnecessary and unrealistic. When at least a part of the device is diffusive simplified approaches are called for. The situation is similar to that in the field of inhomogeneous superconductors which has recently been reviewed by Belzig et al. Belzig99:1251 . The theoretical framework of choice for transport in superconducting and/or magnetic “dirty” systems is the non-equilibrium Keldysh Green functions formalism in the quasiclassical approximation. However, it is technically difficult and physically not very transparent for all but the devoted specialist. This led one of us to simplify equations for complicated hybrid superconductor-normal metal systems to a handful of easily accessible rules, the circuit theory of Andreev reflectionNazarov94:1420 . We recently introduced a circuit (or finite-element) theory of spin and charge transport in hybrid ferromagnet-normal metal systems which provides parametric dependencies of the electron transport properties as well as microscopic expressions for the parameters and illustrated its appealBrataas00:2481 . Fig. 1 shows an example of a typical many-terminal configuration of present interest. The main physical parameters of such a circuit are the magnetization directions, the chemical potentials of the leads, and the contact conductances between the normal and ferromagnetic metals. In this paper we introduce the spin-polarized kinetic equations based on the Keldysh Green function technique in the quasi-classical approximation. When solved with judiciously chosen boundary conditions the basic equations of the circuit theory emerge. Before turning to the technical details let us first discuss the conditions under which long-range spin effects are observable in normal metals. Spins injected into a normal metal node relax due to unavoidable spin-flip processes. Naturally the dwell time on the node must be shorter than the spin-flip relaxation time in order to observe non-locality in the electron transport. For a simple ferromagnet (F) normal metal (N) double heterostructure (F—N—F) with anti parallel magnetizations the condition can be quantified following Ref. Brataas99:93 . The spin-current into the normal metal node is roughly proportional to the particle current, $`e(ds/dt)_{tr}I=V/R`$, where $`s`$ is the number of excess spins on the normal metal node, $`V`$ is the voltage difference between the two reservoirs coupled to the normal metal node, and $`R`$ is the F—N contact resistance. When the node is smaller than the spin-diffusion length, the spin-relaxation rate is $`e(ds/dt)_{rel}=s/\tau _{\text{sf}}`$, where $`\tau _{\text{sf}}`$ denotes the spin-relaxation time on the node. (Otherwise this simple approach breaks down since the spatial dependence of the spin-distribution in the normal metal should be taken into accountHuertas00:5700 ). The number of spins on the normal metal node is equivalent to a non-equilibrium chemical potential difference $`\mathrm{\Delta }\mu =s\delta `$ in terms of the energy level spacing $`\delta `$ (the inverse density of states) (more generally the relation between $`\mathrm{\Delta }\mu `$ and $`s`$ is determined by the spin-susceptibilityBrataas99:93 ; MacDonald9912391 ). The spin-accumulation on the normal metal node significantly affects the transport properties when the non-equilibrium chemical potential difference is of the same order of magnitude or larger than the applied source-drain voltage, $`\mathrm{\Delta }\mu >eV`$ or $`\delta \tau _{\text{sf}}/h>R/R_K`$, where $`R_K=e^2/h`$ is the quantum resistance. We see that spin-accumulation is only relevant for sufficiently small normal metal nodes and/or sufficiently long spin-accumulation times and/or good contact conductances. The implications of this relation have been discussed in Ref. Brataas99:93 for different materials. In the present article we explain in more detail the foundations of the circuit theory of spin-transport Brataas00:2481 and present more applications; a general result for two-terminal devices and results for the spin-resistance in three-terminal devices similar to the set-up of JohnsonJohnson85:1790 . The manuscript is organized in the following way. In Section 2 we describe the basic entities in a circuit theory, the nodes, the contacts and the reservoirs. The contact conductances are computed in section 3 for a diffusive, a ballistic and a tunnel contact. The circuit theory is employed in section 4 to find the current trough two-terminal systems and the ’spin-resistance’ of a three terminal device. Our conclusions can be found in section 5. Appendix A gives the detailed derivation of the transformation from a non-collinear to a collinear two-terminal system. ## 2 Circuit theory A typical (magneto)electronic circuit as schematically shown in Fig. 1 can be divided into contacts (resistive elements), nodes (low impedance interconnectors) and reservoirs (voltage sources). The present theory is applicable when the contacts limit the electric current and the nodes are characterized by a distribution function which is constant in position and isotropic in momentum space. The latter condition justifies a diffusion approximation and requires that the nodes are either irregular in shape or contain a sufficient number of randomly distributed scatterers. State-of-the art magneto-electronic devices are rather dirty, so this does not appear to be a major restriction for the applicability of the theory. Because the spin-accumulation is not necessarily parallel to the spin-quantization axis, the electron distribution at each node is described by a $`2\times 2`$ matrix in spin-space. The current through each contact can be calculated as a function of the distribution matrices on the adjacent nodes. The spin-current conservation law then allows computation of the circuit properties as a function of the applied voltages. The recipe for calculating the current-voltage characteristics can be summarized as: * Divide the circuit into nodes, contacts, and reservoirs. * Specify the $`2\times 2`$ distribution matrix in spin-space for each node and reservoir. * Compute the current through a contact and the distribution matrices in the adjacent nodes, which are related by the spin-charge conductances specified below. * Make use of the spin-current conservation law at each node, stating that the difference between in and outgoing spin-currents equals the spin-relaxation rate. * Solve the resulting system of linear equations to obtain all currents as a function of the reservoir chemical potentials. ### 2.1 Node We denote the $`2\times 2`$ distribution matrix at a given energy $`ϵ`$ in the node by $`\widehat{f}(ϵ)`$, where hat ($`\widehat{}`$) denotes a $`2\times 2`$ matrix in spin-space,. The external reservoirs are assumed to be in local equilibrium so that the distribution matrix is diagonal in spin-space and attains its local equilibrium value $`\widehat{f}=\widehat{1}f(ϵ,\mu _\alpha )`$, $`\widehat{1}`$ is the unit matrix, $`f(ϵ,\mu _\alpha )`$ is the Fermi-Dirac distribution function and $`\mu _\alpha `$ is the local chemical potential in reservoir $`\alpha `$. The direction of the magnetization of the ferromagnetic nodes is denoted by the unit vector $`𝐦_\alpha `$. The $`2\times 2`$ non-equilibrium distribution matrices in the nodes in the stationary state are uniquely determined by current conservation $$\underset{\alpha }{}\widehat{I}_{\alpha \beta }=\left(\frac{\widehat{f}_\beta }{t}\right)_{\text{rel}},$$ (1) where $`\widehat{I}_{\alpha \beta }`$ denotes the $`2\times 2`$ current in spin-space from node (or reservoir) $`\alpha `$ to node (or reservoir) $`\beta `$ and the term on the right hand side describes spin-relaxation in the normal node. The right hand side of Eq. (1) can be set to zero when the spin-current in the node is conserved, i.e. when an electron spends much less time on the node than the spin-flip relaxation time $`\tau _{\text{sf}}`$. If the size of the node in the transport direction is smaller than the spin-flip diffusion length $`l_{\text{sf}}=\sqrt{D\tau _{\text{sf}}}`$, where $`D`$ is the diffusion coefficient then the spin-relaxation in the node can be introduced as $`(\widehat{f}^N/t)_{\text{rel}}=(\widehat{1}\text{Tr}(\widehat{f}^N)/2\widehat{f}^N)/\tau _{\text{sf}}`$. If the size of the node in the transport direction is larger than $`l_{\text{sf}}`$ the simplest circuit theory fails and we have to use a more complicated description with a spatially dependent spin-distribution functionHuertas00:5700 . ### 2.2 Current through a contact A schematic picture of a contact between a normal metal and a ferromagnetic node is shown in Fig. 2. The current is evaluated on the normal side of the contact (dotted line). The current through the contact is $`\widehat{I}`$ $`=`$ $`{\displaystyle \frac{e}{h}}\{{\displaystyle \underset{nm}{}}[\widehat{t}^{nm}\widehat{f}^F\left(\widehat{t}^{mn}\right)^{}`$ (2) $`(M\widehat{f}^N\widehat{r}^{nm}\widehat{f}^N\left(\widehat{r}^{mn}\right)^{})]\},`$ where $`r_{ss^{}}^{nm}`$ is the reflection coefficient for electrons from transverse mode $`m`$ with spin $`s^{}`$ incoming from the normal metal side reflected to transverse mode $`n`$ with spin $`s`$ on the normal metal side, and $`t_{ss^{}}^{nm}`$ is the transmission coefficient for electrons from transverse mode $`m`$ with spin $`s^{}`$ incoming from the ferromagnet transmitted to transverse mode $`n`$ with spin $`s`$ on the normal metal side. (Note that the hermitian conjugate in (2) operates in the spin-space and the space spanned by the transverse modes, e.g. $`(\widehat{r}^{mn})_{ss^{}}^{}=(\widehat{r}_{s^{}s}^{nm})^{}`$) The relation (2) can be found intuitively in the spirit of the Landauer-Büttiker formalism,Buttiker86:1761 but can also be derived more rigorously by using the Keldysh formalism for non-equilibrium transport. We use below the latter approach and clarify the order of the spin-indices. Implicitly included in (2) are also effects related to the precession of spins non-collinear to the magnetization direction in ferromagnets which will be made more explicit below. The relation (2) between the current and the distributions has a simple form after transforming the spin-quantization axis. The detailed calculation of this transformation is shown in Appendix A. Disregarding spin-flip processes in the contacts, the reflection matrix for an incoming electron from the normal metal transforms as $$\widehat{r}^{nm}=\underset{s}{}\widehat{u}^sr_s^{nm},$$ where $`r_{}^{nm}`$ ($`s=`$) and $`r_{}^{nm}`$ ($`s=`$) are the spin-dependent reflection coefficients in the basis where the spin-quantization axis is parallel to the magnetization in the ferromagnet, the spin-projection matrices are $$\widehat{u}^{}=(\widehat{1}+\widehat{𝝈}𝐦)/2,$$ (3) $$\widehat{u}^{}=(\widehat{1}\widehat{𝝈}𝐦)/2$$ (4) and $`\widehat{𝝈}`$ is a vector of Pauli matrices. Similarly for the transmission matrix $$\widehat{t}^{nm}(\widehat{t}^{mn})^{}=\underset{s}{}\widehat{u}^s\|t_s^{nm}\|^2,$$ where $`t_{}^{nm}`$ and $`t_{}^{nm}`$ are the spin-dependent transmission coefficients in the basis where the spin-quantization axis is parallel to the magnetization in the ferromagnet. Using the unitarity of the scattering matrix, we find that the general form of the relation (2) reads $`e\widehat{I}`$ $`=`$ $`G^{}\widehat{u}^{}\left(\widehat{f}^F\widehat{f}^N\right)\widehat{u}^{}+G^{}\widehat{u}^{}\left(\widehat{f}^F\widehat{f}^N\right)\widehat{u}^{}`$ (5) $`G^{}\widehat{u}^{}\widehat{f}^N\widehat{u}^{}(G^{})^{}\widehat{u}^{}\widehat{f}^N\widehat{u}^{},`$ where we have introduced the spin-dependent conductances $`G^{}`$ and $`G^{}`$ $`G^{}={\displaystyle \frac{e^2}{h}}\left[M{\displaystyle \underset{nm}{}}\|r_{}^{nm}\|^2\right]={\displaystyle \frac{e^2}{h}}{\displaystyle \underset{nm}{}}\|t_{}^{nm}\|^2,`$ (6) $`G^{}={\displaystyle \frac{e^2}{h}}\left[M{\displaystyle \underset{nm}{}}\|r_{}^{nm}\|^2\right]={\displaystyle \frac{e^2}{h}}{\displaystyle \underset{nm}{}}\|t_{}^{nm}\|^2`$ (7) and the mixing conductance $$G^{}=\frac{e^2}{h}\left[M\underset{nm}{}r_{}^{nm}(r_{}^{nm})^{}\right].$$ (8) The precession of spins leads to an effective relaxation of spins non-collinear to the local magnetization in ferromagnets and consequently the distribution function is limited to the form $`\widehat{f}^F=\widehat{1}f_0^F+\widehat{𝝈}𝐦f_s^F`$. Such a restriction does not appear in the normal metal node and $`\widehat{f}^N`$ can be any hermitian $`2\times 2`$ matrix. We thus see how the relation between the current through a contact and the distributions in the ferromagnetic node and the normal metal node are determined by 4 parameters, the two real spin-dependent conductances ($`G^{}`$, $`G^{}`$) and the real and imaginary parts of the mixing conductance $`G^{}`$. These contact-specific parameters can be obtained by microscopic theory or from experiments. The spin-conductances $`G^{}`$ and $`G^{}`$ have been used in descriptions of spin-transport for a long timeLevy94:367 . The mixing conductance is a new concept which is relevant for transport between non-collinear ferromagnets. Note that although the mixing conductance is a complex number the $`2\times 2`$ current in spin-space is hermitian and consequently the current and the spin-current in any direction given by Eq. (5) are real numbers. From the definitions of the spin-dependent conductances (6), (7) and the ‘mixing’ conductance (8) we find $$2\text{Re}G^{}=G^{}+G^{}+\frac{e^2}{h}\underset{nm}{}\|r_{}^{nm}r_{}^{nm}\|^2$$ and consequently the conductances should satisfy $$2\text{Re}G^{}G^{}+G^{}.$$ (9) A physical interpretation of this result is given below. Before outlining the derivation of (2) leading to (5), let us discuss the physics in simple terms. Some insight can be gained by re-writing the current and the distribution function in terms of a scalar particle and a vector spin-contribution, $`\widehat{I}=(\widehat{1}I_0+\widehat{𝝈}𝐈_s)/2`$, $`\widehat{f}^N=\widehat{1}f_0^N+\widehat{𝝈}𝐬f_s^N`$ and $`\widehat{f}^F=\widehat{1}f_0^F+\widehat{𝝈}𝐦f_s^F`$. The particle current can then be written as $`I_0`$ $`=`$ $`(G^{}+G^{})(f_0^Ff_0^N)`$ (10) $`+(G^{}G^{})(f_s^F𝐦𝐬f_s^N).`$ The familiar expressions for collinear transport are recovered when $`𝐦𝐬=\pm 1`$. The spin-current is $`𝐈_s`$ $`=`$ $`𝐦[(G^{}G^{})(f_0^Ff_0^N)`$ (11) $`+(G^{}+G^{})f_s^F+(2\text{Re}G^{}G^{}G^{})𝐬𝐦f_s^N]`$ $`𝐬2\text{Re}G^{}f_s^N+(𝐬\times 𝐦)2\text{Im}G^{}f_s^N.`$ The first three terms point in the direction of the magnetization of the ferromagnet $`𝐦`$, the fourth term is in the direction of the non-equilibrium spin-distribution $`𝐬`$, and the last term is perpendicular to both $`𝐬`$ and $`𝐦`$. The last contribution solely depends on the imaginary part of the mixing conductance. We can interpret this term by considering how the direction of the spin on the normal metal node $`𝐬`$ would change in time keeping, all other parameters constant. The cross product creates a precession of $`𝐬`$ around the magnetization direction $`𝐦`$ of the ferromagnet similar to a classical torque while keeping the magnitude of the spin-accumulation constant. In contrast, the first four terms represent diffusion-like processes which decrease the magnitude of the spin-accumulation. We now understand condition (9) since (11) implies that the non-equilibrium spin-distribution $`f_s^N`$ propagates easier into a configuration parallel to $`𝐬`$ than parallel to $`𝐦`$, since these processes are governed by positive diffusion-like constants $`2\text{Re}G^{}`$ and $`2\text{Re}G^{}G^{}G^{}`$, respectively. ### 2.3 Derivation of the current In this section the relation between the current through a contact and the adjacent distribution functions (2) is derived. This derivation is not crucial for the understanding of Sections 3-5 and can be skipped by readers mainly interested in the physical implications of (2) and (5). We follow the lines of the derivation of the contact current between a normal metal and a superconductor in Ref. Nazarov94:1420 . We consider a F-N system comprising of a ferromagnet with arbitrary magnetization direction and a normal metal node separated by a contact, as shown in Fig. 2. The Stoner Hamiltonian is $$\widehat{H}=\left[\frac{1}{2m}^2+V^\text{p}(𝐫)\right]\widehat{1}+\widehat{V}^\text{s}(𝐫),$$ (12) where $`V^\text{p}(𝐫)`$ is the spin-independent potential and $`\widehat{V}^\text{s}(𝐫)`$ is the spin-dependent potential. The latter vanishes in the normal metal node and has an arbitrary, but spatially independent direction in spin-space in the ferromagnetic reservoir, $`\widehat{V}^\text{s}(𝐫)=(𝝈𝐦)V^s(𝐫)`$ . Non-equilibrium transport properties are most conveniently discussed in the framework of the Keldysh formalism. The Keldysh Green function is given by the ($`4\times 4`$) matrix $$\stackrel{ˇ}{G}=\left(\begin{array}{cc}\widehat{G}^R& \widehat{G}^K\\ \widehat{0}& \widehat{G}^A\end{array}\right),$$ where $`\widehat{G}^R`$, $`\widehat{G}^K`$ and $`\widehat{G}^A`$ are the retarded, Keldysh and advanced Green functions respectively, which are ($`2\times 2`$) matrices in spin-space and $`\widehat{0}`$ is the ($`2\times 2`$) zero matrix. The retarded Green function in spin-space is $$\widehat{G}^R(1,1^{})=\left(\begin{array}{cc}G_{}^R(1,1^{})& G_{}^R(1,1^{})\\ G_{}^R(1,1^{})& G_{}^R(1,1^{})\end{array}\right)$$ and there are analogous expressions for $`\widehat{G}^K`$ and $`\widehat{G}^A`$. Here $`1`$ denotes the spatial and the time coordinates, $`1=𝐫_1t_1`$. The symbol “check” ($`\stackrel{ˇ}{}`$) denotes ($`4\times 4`$) matrices in Keldysh space and the symbol “hat” ($`\widehat{}`$) denotes ($`2\times 2`$) matrices in spin-space. The spin-components of the Green functions are $`G_{\sigma s}^R(1,1^{})`$ $`=`$ $`i\theta (t_1t_1^{})[\psi _\sigma (1),\psi _s^{}(1^{})]_+,`$ (13) $`G_{\sigma s}^A(1,1^{})`$ $`=`$ $`i\theta (t_1^{}t_1)[\psi _\sigma (1),\psi _s^{}(1^{})]_+,`$ (14) $`G_{\sigma s}^K(1,1^{})`$ $`=`$ $`i[\psi _\sigma (1),\psi _s^{}(1^{})],`$ (15) where $`\psi _s^{}(1)`$ is the electron field operator for an electron with spin $`s`$ in the $`z`$-direction. The Keldysh Green functions is determined by the equation $$\left(\widehat{H}i\mathrm{}\frac{}{t}\right)\stackrel{ˇ}{G}(𝐫t,𝐫^{}t^{})=\stackrel{ˇ}{1}\delta (𝐫t𝐫^{}t^{}),$$ and the boundary conditions to be discussed below ($`\stackrel{ˇ}{1}`$ is a $`4\times 4`$ unit matrix). In the stationary situation $`\stackrel{ˇ}{G}(1,1^{})=d(E/2\pi )\mathrm{exp}(iE\left(t_1t_1^{}\right))\stackrel{ˇ}{G}_E(r,r^{})`$ and the Green function on a given energy shell is determined from $$\left(\widehat{H}E\right)\stackrel{ˇ}{G}_E(𝐫,𝐫^{})=\stackrel{ˇ}{1}\delta (𝐫𝐫^{}).$$ We will in the following omit the index $`E`$ in denoting the Green function at a given energy. The Keldysh Green function can be decomposed into quasi-one-dimensional modes as $`\stackrel{ˇ}{G}_{ss^{}}(𝐫,𝐫^{})`$ $`={\displaystyle \underset{nm,\alpha \beta }{}}\stackrel{~}{G}_{nsms^{}}^{\alpha \beta }(x,x^{})\times `$ (16) $`\chi _s^n(\rho ;x)\chi _s^{}^m(\rho ^{};x^{})e^{i\alpha k_s^nxi\beta k_s^{}^mx^{}},`$ where $`\chi _s^n(\rho ;x)`$ is the transverse wave function and $`k_s^n`$ denotes the longitudinal wave-vector for an electron in transverse mode $`m`$ with spin $`s`$. The indices $`\alpha `$ and $`\beta `$ denote right-going ($`+)`$ and left-going ($``$) modes. The symbol ‘tilde’ ($`\stackrel{~}{}`$) denotes matrices in Keldysh space, spin-space, ant the space spanned by the transverse modes and the directions of propagation. The current operator can be found from the continuity relation for the electron density. The spin-density matrix is $$\rho _{\sigma s}(1)=\psi _s^{}(1)\psi _\sigma (1).$$ The time-evolution of the spin-density matrix reads $$\frac{}{t_1}\rho _{\sigma s}=\frac{}{𝐫_1}𝐉_{\sigma s}^\text{p}+\left(\frac{\rho _{\sigma s}}{t_1}\right)_{\text{prec.}},$$ where we have inserted the Hamiltonian (12) and found the spin-current $$𝐉_{\sigma s}^\text{p}=\frac{\mathrm{}i}{2m}\frac{\psi _s^{}}{𝐫_1}\psi _\sigma \psi _s^{}\frac{\psi _\sigma }{𝐫_1},$$ and the spin-precession $$\left(\frac{\rho _{\sigma s}}{t_1}\right)_{\text{prec.}}=\frac{1}{i\mathrm{}}\underset{\alpha }{}\left[V_{\sigma \alpha }^\text{s}\rho _{\alpha s}\rho _{\sigma \alpha }V_{\alpha s}^\text{s}\right].$$ (17) In three dimensions the spin-precession is an average over many states with different Larmor frequencies which average out very quickly in a ferromagnet, leading to an efficient relaxation of the non-diagonal terms in the spin-density matrix that represent a spin-accumulation non-collinear to the magnetization in the ferromagnet. This spin-relaxation mechanism does not exist in normal metals where in the absence of spin-flip scattering the spin-wave functions remain coherent. In the stationary situation the spin-current is $`𝐉_{\sigma s}`$ $`=({\displaystyle \frac{}{𝐫_1}}{\displaystyle \frac{}{𝐫_1^{}}}){\displaystyle \frac{\mathrm{}i}{2m}}{\displaystyle }{\displaystyle \frac{dE}{2\pi }}{\displaystyle }d(t_1t_1^{})\times `$ (18) $`\mathrm{exp}(iE(t_1t_1^{}))\psi _s^{}(1)\psi _\sigma (1^{})\|_{𝐫_1^{}=𝐫_1}.`$ We now define the extended $`4\times 4`$ current matrix in Keldysh and spin-space as $$\stackrel{ˇ}{I}(x)=𝑑\rho \frac{e\mathrm{}}{m}\left(\frac{}{x}\frac{}{x^{}}\right)\stackrel{ˇ}{G}(𝐫,𝐫^{})\|_{𝐫^{}=𝐫}.$$ The transverse wave function $`\chi _s^n(\rho ;x)`$ is spatially independent in the leads and we find $`\stackrel{ˇ}{I}_{ss^{}}(x)`$ $`=ie{\displaystyle \underset{n\alpha \beta }{}}(\alpha v_s^n\beta v_s^{}^m)\stackrel{~}{G}_{nsms^{}}^{\alpha \beta }(x,x)\times `$ (19) $`{\displaystyle 𝑑\rho \chi _s^n(\rho ;x)\chi _s^{}^m(\rho ;x)},`$ where $`v_s^n=\mathrm{}k_s^n/m`$ is the longitudinal velocity for an electron in transverse mode $`n`$ with spin $`s`$. In a normal metal, the transverse states and the longitudinal momentum are spin-independent and the Keldysh current simplifies to $$\stackrel{ˇ}{I}_{ss^{}}(x)=2ie\underset{n\alpha }{}\alpha v^n\stackrel{~}{G}_{nsns^{}}^{\alpha \alpha }(x,x),$$ (20) which we will use to calculate the spin-current on the normal side of the contact. We use the representation $`i\stackrel{~}{G}_{nsms^{}}^{\alpha \beta }(x,x^{})`$ $`=`$ $`{\displaystyle \frac{\stackrel{~}{g}_{nsms^{}}^{\alpha \beta }(x,x^{})}{\sqrt{v_s^nv_s^{}^m}}}`$ (21) $`+\stackrel{ˇ}{1}\delta _{ss^{}}{\displaystyle \frac{\alpha \delta _{\alpha ,\beta }\text{sign}(xx)}{v_s^n}},`$ where the latter term does not contribute to the current on the normal side, and we have on the normal metal side $$\stackrel{ˇ}{I}_{ss^{}}(x)=2e\underset{n\alpha }{}\alpha \stackrel{~}{g}_{nsns^{}}^{\alpha \alpha }(x,x).$$ (22) We now introduce the transfer matrix $`M`$ between waves propagating to the right (left) on the right hand side of the contact $`\mathrm{\Psi }_R^+`$ ($`\mathrm{\Psi }_R^{}`$) and waves propagating to the right (left) on the left hand side of the contact $`\mathrm{\Psi }_L^+`$ ($`\mathrm{\Psi }_L^{}`$) $$\left(\begin{array}{c}\mathrm{\Psi }_R^+\\ \mathrm{\Psi }_R^{}\end{array}\right)=M\left(\begin{array}{c}\mathrm{\Psi }_L^+\\ \mathrm{\Psi }_L^{}\end{array}\right).$$ The elements of the transfer matrix are related to the reflection and transmission coefficients by $$\left(\begin{array}{cc}m^{++}& m^+\\ m^+& m^{}\end{array}\right)=\left(\begin{array}{cc}tr^{}(t^{})^1r& r^{}(t^{})^1\\ (t^{})^1r& (t^{})^1\end{array}\right),$$ Similarly we can introduce the scattering matrix $$S=\left(\begin{array}{cc}r& t^{}\\ t& r^{}\end{array}\right)$$ so that $$S=\left(\begin{array}{cc}(m^{})^1m^+& (m^{})^1\\ m^{++}m^+(m^{})^1m^+& m^+(m^{})^1\end{array}\right),$$ where $`r_{nm}^{s\sigma }`$ is the reflection matrix for incoming states from the left in mode $`m`$ and spin $`\sigma `$ to mode $`n`$ with spin $`s`$, $`t_{nm}^{s\sigma }`$ is the transmission matrix for incoming states from the left transmitted to outgoing states to the right, $`r^{}`$ is the reflection matrix for incoming states from the right reflected to the right, and $`t^{}`$ is the transmission matrix for incoming states from the right transmitted to the left. Unitarity of the $`S`$-matrix requires $`S^{}S=1`$ and $`SS^{}=`$ and implies that the transfer matrix satisfies $`\overline{M}^{}\overline{\mathrm{\Sigma }}_z\overline{M}`$ $`=`$ $`\overline{\mathrm{\Sigma }}_z,`$ (23) $`\overline{M}\overline{\mathrm{\Sigma }}_z\overline{M}^{}`$ $`=`$ $`\overline{\mathrm{\Sigma }}_z.`$ (24) where $`\left(\overline{\mathrm{\Sigma }}_z\right)_{nsms^{}}^{\alpha \beta }=\alpha \delta _{\alpha ,\beta }\delta _{ns,ms^{}}`$ is a Pauli matrix with respect to the direction of propagation. In order to connect the Green function to the left and to the right of the contact, we use the transfer matrix of the contact $`\stackrel{~}{g}_{nsms^{}}^{\sigma \sigma ^{}}(x=x_2,x^{})=_{ls^{\prime \prime },\sigma ^{\prime \prime }}M_{nsls^{\prime \prime }}^{\sigma \sigma ^{\prime \prime }}\stackrel{~}{g}_{ls^{\prime \prime }ms^{}}^{\sigma ^{\prime \prime }\sigma ^{}}(x=x_1,x^{})`$ and similarly for the $`x^{}`$-coordinate. Hence $$\stackrel{~}{g}_2=M\stackrel{~}{g}_1M^{},$$ (25) where $`\stackrel{~}{g}_{2(1)}=\stackrel{~}{g}(x=x_{2(1)},x^{}=x_{2(1)})`$. Up to this point the Keldysh Green functions have been obtained exactly for the Hamiltonian (12). Now we should include the proper boundary conditions to uniquely define the Green functions. To this end we introduce the assumptions of isotropizations at the nodes. The incoming modes are assumed to take their quasi-classical values described by the quasi-classical Green functions $`\overline{G}`$, whereas the outgoing modes are determined by the properties of the contact:Nazarov94:1420 $`\left(\overline{\mathrm{\Sigma }}_z+\overline{G}_1\right)\left(\overline{\mathrm{\Sigma }}_z\overline{g}_1\right)`$ $`=`$ $`0`$ (26) $`\left(\overline{\mathrm{\Sigma }}_z+\stackrel{~}{g}_1\right)\left(\overline{\mathrm{\Sigma }}_z\overline{G}_1\right)`$ $`=`$ $`0`$ (27) $`\left(\overline{\mathrm{\Sigma }}_z\overline{G}_2\right)\left(\overline{\mathrm{\Sigma }}_z+\stackrel{~}{g}_2\right)`$ $`=`$ $`0`$ (28) $`\left(\overline{\mathrm{\Sigma }}_z\stackrel{~}{g}_2\right)\left(\overline{\mathrm{\Sigma }}_z+\overline{G}_2\right)`$ $`=`$ $`0,`$ (29) where $`\overline{G}_1`$ ($`\overline{G}_2`$) is the isotropic Green function in reservoir $`1`$ ($`2`$): $$\left(\overline{G}_1\right)_{nsms^{}}^{\alpha \beta }=\delta _{n,m}\delta ^{\alpha \beta }(\stackrel{ˇ}{G}_1)_{ss^{}}.$$ In a normal metal, the homogeneous retarded quasi-classical Green function is $$\overline{G}_R=\left(\begin{array}{cc}G_R^{++}& G_R^+\\ G_R^+& G_R^{}\end{array}\right)=\left(\begin{array}{cc}1& 0\\ 0& 1\end{array}\right).$$ and the advanced quasi-classical Green function is $`\overline{G}_A=\overline{G}_R`$. (Note that here $`1`$ means a unit matrix in the basis of the transverse modes and spin, $`1\delta _{ns,ms^{}}\widehat{1}`$). The Keldysh component of the Green function is $$\overline{G}_{K,1(2)}=\widehat{h}_{1(2)}\left(\begin{array}{cc}1& 0\\ 0& 1\end{array}\right),$$ where the $`2\times 2`$ distribution matrix $`\widehat{h}`$ is related to the (non-equilibrium) distribution functions $`\widehat{f}(ϵ)_{1(2)}`$ in the nodes by $$\widehat{h}_{1(2)}=2(2\widehat{f}(ϵ)_{1(2)}1).$$ The isotropization conditions (26), (27), (28) and (29) relate the retarded and advanced Green function on the left and right hand side of the contact: $`\stackrel{~}{g}_{R,1}`$ $`=`$ $`\left(\begin{array}{cc}1& 0\\ \stackrel{~}{g}_{R,1}^+& 1\end{array}\right)`$ $`\stackrel{~}{g}_{R,2}`$ $`=`$ $`\left(\begin{array}{cc}1& \stackrel{~}{g}_{R,2}^+\\ 0& 1\end{array}\right)`$ where $`\stackrel{~}{g}_{R,1}^+`$ and $`\stackrel{~}{g}_{R,2}^+`$ are determined by the Green function on the right and the scattering properties of the contact. The advanced Green function is related to the retarded Green function by $$\stackrel{~}{g}_A=\stackrel{~}{g}_R^{}.$$ The Keldysh component on the left side is determined by (26), (27), (28), (29) and (2.3) and is dictated by the boundary conditions given by the isotropization process to be $`\stackrel{~}{g}_{K,1}`$ $`=`$ $`\left(\begin{array}{cc}\widehat{h}_11& \widehat{h}_1r^{}\\ r\widehat{h}_1& \stackrel{~}{g}_{K,1}^{}\end{array}\right),`$ (34) $`\stackrel{~}{g}_{K,2}`$ $`=`$ $`\left(\begin{array}{cc}\stackrel{~}{g}_{K,2}^{++}& r^{}\widehat{h}_2\\ \widehat{h}_2r^{}& \widehat{h}_21\end{array}\right).`$ (37) We now use the relation between the Green function on the left hand side and the right hand side of the contact (25) to obtain the retarded Green functions $`\stackrel{~}{g}_{R,1}^+`$ $`=`$ $`2r`$ $`\stackrel{~}{g}_{R,2}^+`$ $`=`$ $`2r^{},`$ and the Keldysh Green function $`\stackrel{~}{g}_{K,1}^{}`$ $`=`$ $`t^{}\widehat{h}_2t^{}+\widehat{h}_1r^{}`$ (38) $`\stackrel{~}{g}_{K,2}^{++}`$ $`=`$ $`t\widehat{h}_1t^{}+r^{}\widehat{h}_2r^{}.`$ (39) Inserting the expression the Keldysh component (39) into (22) and using (2.3 )we finally find the expression for the current through the contact (2). ## 3 Contact conductances The four conductance parameters $`G^{}`$, $`G^{}`$, $`\text{Re}G^{}`$ and $`\text{Im}G^{}`$ depend on the microscopic details as illustrated below for 3 elementary model contacts: a diffusive, a ballistic, and a tunnel contact. ### 3.1 Diffusive contact We consider first a diffusive contact between a normal metal node and a ferromagnetic node and show the relations between the conductances (see Fig. 3). The cross-section of the contact is $`A`$, the length of the normal metal part of the contact is $`L^N`$, the length of the ferromagnetic part of the contact is $`L^F`$, the conductivity on the normal side $`\sigma ^N`$ and the spin-dependent conductivities on the ferromagnetic side $`\sigma ^{Fs}`$. The conductance of the normal part is $`G_D^N=A\sigma ^N/L^N`$ and the spin-dependent conductances of the ferromagnetic part are $`G_D^{Fs}=A\sigma ^{Fs}/L^F`$. The spin-dependent conductances of the whole contact are obtained simply as the diffusive ferromagnetic and normal metal regions in series: $`G_D^{}`$ $`=`$ $`{\displaystyle \frac{G_D^FG_D^N}{G_D^F+G_D^N}},`$ (40) $`G_D^{}`$ $`=`$ $`{\displaystyle \frac{G_D^FG_D^N}{G_D^F+G_D^N}}.`$ (41) These spin-dependent conductances ($`G_D^{}`$ and $`G_D^{}`$) fully describe collinear transport (in the absence of spin-flip scattering). For non-collinear magnetizations the mixing conductance Is also needed. It can be derived from the scattering matrix, e.g. with the method developed in Ref. Nazarov94:134 . Here we use a much simpler approach based on the diffusion equation, describing the scattering properties of the contact by a spatially dependent distribution matrix. The current density on the normal side of the contact ($`x<0`$) is $`\widehat{ı}(x<0)=\sigma ^N_x\widehat{f}`$ and consequently the total current is $$\widehat{I}(x<0)=G_D^N(L^N_x)\widehat{f},$$ where $`\widehat{f}`$ is the spatially dependent distribution matrix on the normal side in the contact. In the normal metal node the boundary condition is $$\widehat{f}(x=L^N)=\widehat{f}^N.$$ (42) In a ferromagnet spin-up and spin-down states are incoherent, and hence spins non-collinear to the magnetization direction relax according to (17) and only spins collinear with the magnetization will propagate sufficiently far away from the NF-interface. We assume that the ferromagnet is sufficiently strong and that the contact is longer than the ferromagnetic decoherence length $`\xi =\sqrt{D/h_{\text{ex}}}`$, where $`D`$ is the diffusion constant and $`h_{\text{ex}}`$ is the exchange splitting. The decoherence length is typically very short in ferromagnets, $`\xi `$=2nm in Ni wiresPetrashov99:3281 . The distribution function on the ferromagnetic side can then be represented by a 2-component distribution function $$\widehat{f}(x>0)=\widehat{u}^{}f^{}+\widehat{u}^{}f^{},$$ where $`\widehat{u}^{}`$ and $`\widehat{u}^{}`$ are the spin-projection matrices (3) and (4). We allow for a spin-accumulation collinear to the magnetization direction in the ferromagnet. The boundary condition determined by the distribution function in the ferromagnetic node is thus $`f^{}(x=L^F)`$ $`=`$ $`f^F,`$ (43) $`f^{}(x=L^F)`$ $`=`$ $`f^F.`$ (44) The total current in the ferromagnet is $$\widehat{I}(x>0)=G_D^F\widehat{u}^{}_xf^{}+G_D^F\widehat{u}^{}_xf^{}.$$ We assume that the resistance of the diffusive region of the contacts is much larger than the contact resistance between the normal and the ferromagnetic metal. The distribution function is in this limit continuous across the normal metal - ferromagnetic interface, $$\widehat{f}(0^+)=\widehat{f}(0^{}).$$ (45) Current conservation on the left ($`x<0`$) and on the right ($`x>0`$) of the normal metal-ferromagnet interface dictates $$_x\widehat{I}=0.$$ (46) Note that the component of the spin-current that is non-collinear to the magnetization direction in the ferromagnet is not conserved on going through the interface due to strong relaxation induced by (17). The first order differential equation (46) and the boundary conditions (42), (43), (44) and (45) uniquely determine the distribution functions and hence the conductance in the diffusive contact. The current on the normal side of the contact becomes $`e\widehat{I}`$ $`=`$ $`G_D^{}\widehat{u}^{}(\widehat{f}^F\widehat{f}^N)\widehat{u}^{}+G_D^{}\widehat{u}^{}(\widehat{f}^F\widehat{f}^N)\widehat{u}^{}`$ (47) $`+`$ $`G_D^N\left[\widehat{u}^{}(\widehat{f}^F\widehat{f}^N)\widehat{u}^{}+\widehat{u}^{}(\widehat{f}^F\widehat{f}^N)\widehat{u}^{}\right].`$ The current in a diffusive contact thus takes the generic form (5) with $`G^{}=G_D^{}`$, $`G^{}=G_D^{}`$ and $`G^{}=G_D^N`$. The mixing conductance is thus real and only depends on the normal conductance. The latter results can be understood as a consequence of the effective spin-relaxation of spins non-collinear to the local magnetization direction. Those spins cannot propagate in the ferromagnet, and consequently the effective conductance can only depend on the conductance in the normal metal as (47) explicitly demonstrates. ### 3.2 Ballistic contact A simplified expression for the conductances can be found for a ballistic contact. Firstly, the reflection and transmission coefficients appearing in (6), (7) and (8) are diagonal in the space of the transverse channels since the transverse momentum is conserved. In a simplified modelBauer92:1676 the transmission channels are either closed $`t=0`$ or open $`t=1`$. The conductances (6), (7) and (8) can then be found by simply counting the number of propagating modes. We obtain the spin-dependent conductances $`G_B^{}`$ $`=`$ $`{\displaystyle \frac{e^2}{h}}N^{}`$ (48) $`G_B^{}`$ $`=`$ $`{\displaystyle \frac{e^2}{h}}N^{},`$ (49) where $`N^{}`$ is the number of spin-up propagating channels and $`N^{}`$ is the number of spin-down propagating channels. The mixing conductance is determined by $$G_B^{}=\text{max}(G_B^{},G_B^{})$$ and is real. In a quantum mechanical calculation the channels just above the potential step are only partially transmitting and the channels below a potential step can have a finite transmission probability due to tunneling. Furthermore, the band structure of ferromagnetic metals is usually complicated and interband scattering exists even at ideal interfaces. We may therefore expect that in general the phase of the scattered wave will be relevant giving a non-vanishing imaginary part of the mixing conductance. First-principles calculations of the complete conductance matrix are therefore highly desirable. ### 3.3 Tunnel contact For a tunneling contact the transmission coefficients are exponentially small and the reflection coefficients have a magnitude close to one. The spin-dependent conductances are $`G_T^s`$ $`=`$ $`{\displaystyle \frac{e^2}{h}}{\displaystyle \underset{nm}{}}\|t_s^{nm}\|^2.`$ (50) For simple models of tunnel barriers $`r_s^{nm}=\delta ^{nm}\mathrm{exp}i\varphi ^n\delta r_s^{nm}`$, where the phase-shift $`\varphi ^n`$ is spin-independent. We expand (8) in terms of the small correction $`\delta r_s^{nm}`$ and find that $$\text{Re}G_T^{}=(G_T^{}+G_T^{})/2,$$ where $`G_T^{}`$ and $`G_T^{}`$ are the spin-dependent tunneling conductances (50). Since the transmission coeeficients in a tunnel contact are all exponentially small, the imaginary part of $`G^T`$ is of the same order of magnitude as $`G^T`$ and $`G^T`$ but it is not universal and depends on the details of the contact. ## 4 Illustrations of the theory We will in this chapter illustrate the appeal of the circuit theory of spin-transport by computing the transport properties of two-terminal devices and a three terminal device. It is assumed that the normal metal node in these devices is smaller than the spin-diffusion length so that the spatial distribution function is homogeneous within the node. ### 4.1 Two terminals First we consider a normal metal node attached to two ferromagnetic reservoirs with identical contacts , e.g. $`G_1^{}=G_2^{}=G^{}`$, $`G_1^{}=G_2^{}=G^{}`$ and $`G_1^{}=G_2^{}=G^{}`$. The relative angle between the magnetization in the two ferromagnetic reservoirs is $`\theta `$. With the aid of (1) and (5) we find the current $$I(\theta )=\frac{G}{2}V\left(1\frac{P^2}{1+g_{\text{sf}}}\frac{\mathrm{tan}^2\theta /2}{\mathrm{tan}^2\theta /2+\alpha }\right),$$ (51) where $$\alpha =\frac{\|\eta \|^2+g_{\text{sf}}(3\eta _R+2g_{\text{sf})}}{(\eta _R+2g_{\text{sf}})(1+g_{\text{sf}})}.$$ (52) Here, we have introduced the total conductance of one contact $`G=G^{}+G^{}`$, the polarization $`P=(G^{}G^{})/(G^{}+G^{})`$, the relative mixing conductance $`\eta =2G^{}/(G^{}+G^{})`$ and the ratio of the ’spin-flip conductance’Brataas99:93 $`G_{\text{sf}}=e^2/(2\delta \tau _{\text{sf}})`$ ($`\delta `$ is the energy level spacing) to the conductance of the whole device in the parallel configuration $`g_{\text{sf}}=G_{\text{sf}}/(G/2))`$. The current is an even function of $`\theta `$. Note that $`\alpha >1`$. When the magnetizations are parallel ($`\theta =0`$), there is no spin-accumulation on the normal metal node and the current is given by Ohm’s law $`I_\text{P}=I(\theta =0)=GV/2`$. The anti-parallel magnetization configuration ($`\theta =\pi `$) generates the largest spin-accumulation, reducing the particle current to $`I_{\text{AP}}=I(\theta =\pi )=G[1P^2/(1+g_{\text{sf}})]V/2`$. In this case the magneto-resistance ratio $`(I_\text{P}I_{\text{AP}})/I_\text{P}`$ is $`P^2/(1+g_{\text{sf}})`$, irrespective of the relative mixing conductance $`\eta `$. Naturally, the spin-accumulation and consequently the magnetoresistance decreases with spin-flip relaxation time. Any spin flip reduces the effective polarization. The result for long spin-flip relaxation times ($`g_{\text{sf}}1`$) was previously obtained for two tunnel junctionsBrataas99:93 and we have thus generalized it to arbitrary contacts. For general $`\theta `$ the current depends on $`\alpha `$ and thus on the mixing conductance. In Fig. 4 we plot the current vs. the relative magnetization angle $`\theta `$ for a given effective polarization $`P^2/(1+g_{\text{sf}})`$ and a number of values of $`\alpha `$ ($`\alpha =1`$, $`\alpha =10`$ and $`\alpha =100`$). In general, the current increases with increasing $`\eta `$. As one can see from (5) a large relative mixing conductance means that spins orthogonal to the magnetization in the reservoirs easily can escape from the normal metal node. This suppresses the spin accumulation. Therefore when $`\eta 1`$ and $`\theta `$ is not close to $`\pi `$ the current approaches Ohm’s law $`I=GV/2`$. Except for the anti-parallel magnetizations, the angle dependence vanishes in that limit which explains the sharp dip at $`\theta `$ close to $`\pi `$. Fig. 4 illustrates a universal property of the two-terminal device with non-collinear magnetizations that is independent of the contact conductances and the spin-flip relaxation time. By scaling the total conductance modulation to the difference between the conductance in the parallel and anti-parallel configuration $`(G/2)P^2/(1+g_{\text{sf}})`$ the current change for any two terminal device with a diffusive normal metal node should be above the universal curve determined by the minimum value of $`\eta `$, $`\|\eta \|=1`$. Thus, according to our theory the current vs. magnetization angle relation for a spin valve must lie above the universal curve obtained for $`\|\eta \|=1`$. The result (51) has been derived for normal metals islands that can be described as Fermi liquidsBrataas9906065 . It was recently generalized to transport through a Luttinger liquid by Balents and EggerBalents00:3463 . In a Luttinger liquid the current is non-linear in the applied source-drain bias voltage, and the spin-charge separation reduces the spin-accumulationBalents00:3463 . Coulomb charging effects can also reduce the spin-accumulation in the linear response regimeBrataas99:93 . ### 4.2 Three terminals Let us now consider a set-up similar to the Johnson spin-transistor as shown in Fig. 6 which was also discussed by Geux et al. Geux00:119 within the context of a multi-terminal Landauer-Büttiker formalism for collinear magnetization configurations only. A small normal metal node is attached to two ferromagnetic reservoirs and one normal metal reservoir by three contacts. A voltage bias applied to the ferromagnetic reservoir F1 and the normal metal reservoir N causes a current between the same reservoirs passing through the normal metal node. The spin-accumulation on the normal metal node injected by F1 affects the chemical potential of ferromagnet F2, which is adjusted such that the charge current into F2 vanishes. We characterize the contact between the first (second) ferromagnet and the normal metal node by the total conductance $`G_1=G_1^{}+G_1^{}`$ ($`G_2=G_2^{}+G_2^{}`$), the polarization $`P_1=(G_1^{}G_1^{})/G_1`$ ($`P_2=(G_2^{}G_2^{})/G_2`$) and the relative mixing conductance $`\eta _2=2G_2^{}/(G_2^{}+G_2^{})`$ ($`\eta _1=2G_1^{}/(G_1^{}+G_1^{})`$). The contact between the normal metal reservoir and the normal metal node is characterized by a single conductance parameter, $`G_{3N}`$. $`\theta `$ is the relative angle between the magnetization of ferromagnet F1 and ferromagnet F2. We assume that the typical rate of spin-injection into the node is faster than the spin-flip relaxation rate, so that the right hand side of (1) can be set to zero. The current through the normal metal node is invariant with respect to a flip in the magnetization direction of ferromagnet F1 or F2: $`I(\theta )=I(\theta +\pi )`$. However the chemical potential of ferromagnet F2 changes during the same process since it is sensitive to the magnitude and direction of the spin-accumulation on the normal metal node: $`\mu _2(\theta )\mu _2(\theta +\pi )`$. A spin-‘resistance’ $`R_s(\theta )`$ can be defined as the ratio between the difference in the chemical potential of ferromagnetic F2 when ferromagnet F1 or ferromagnet F2 is flipped: $`R_S=(V_2(\theta +\pi )V_2(\theta ))/I(\theta )`$. In the collinear configuration ($`\theta =0`$) the spin-resistance $`R_s(\theta =0)`$ is thus the ratio between the difference in the chemical potential of ferromagnetic F2 when its magnetization is parallel ($`\mu _2^\text{P}`$) and anti-parallel ($`\mu _2^{\text{AP}}`$) to the magnetization of ferromagnet F1 and a current ($`I`$) passes from ferromagnet F1 to the normal metal reservoir N. With the aid of the general conductances, valid for arbitrary contacts, we solve for the non-equilibrium distribution function on the normal metal node (1) under the condition that no particle current enters ferromagnet F2. Using the solution for the non-equilibrium distribution function we find the current (5) through the system and subsequently the non-equilibrium chemical potential of ferromagnet F2. Let us first discuss the results in the collinear configuration, $`\theta =0`$ and $`\pi `$. The spin-resistance can be simply expressed as $$R_S(\theta =0)=\frac{2P_1P_2}{G_1(1P_1^2)+G_{3N}+G_2(1P_2^2)},$$ (53) and is independent of the relative mixing conductances $`\eta _1`$ and $`\eta _2`$ that are only relevant for the transport properties in systems with non-collinear magnetization configurations. The spin-resistance is proportional to the product of the polarizations of the contacts to ferromagnet F1 and ferromagnet F2. In order to measure a large effect of the spin-accumulation, e.g. a large spin-resistance, highly resistive contacts should be used. On the other hand, the resistance has to be small enough so that the transport dwell time is shorter than the spin-flip relaxation. The simple result (53) covers a large class of experiments, since we have not specified any details about the contacts between the reservoirs and the normal metal node. It is noted, though, that Eq. (53) is only valid for a normal metal node that is smaller than the spin-diffusion length and can therefore not be applied directly to Johnson’s experimentJohnson85:1790 . We can understand that the present results are quite different from those of Ref. Geux00:119 as follows. The general formulation in terms of transmission probabilities of Geux et al. is exact. However, in order to include the effects of spin-relaxation the transmission probabilities were treated as pair-wise resistors between the reservoirs. This corresponds to an equivalent circuit in which resistors connect the three reservoirs in a “ring” topology. The present model, on the other hand, can be described by a “star” configuration circuit, in which all resistors point from the reservoirs to a single node. The present model is more accurate when the contacts dominate the transport properties, whereas Geux’s model is preferable when the resistance of the normal metal island is important. Effectively, Johnson’s thin film device appears to be closer to the star configuration. Let us now proceed to discuss the results when the magnetization directions are non-collinear. The analytical expression for the spin-resistance is much simpler when the two contacts F1-N and F2-N are identical, $`G_1=G_2G`$, $`P_1=P_2P`$ and $`\eta _1=\eta _2\eta `$. Furthermore we disregard the imaginary part of the mixing conductance which is very small or zero in the model calculations of tunnel, ballistic and diffusive contacts presented in this paper as well as in recent first-principle band-structure calculationsXia01 . The spin-resistance then has the simple form $$R_S=\frac{2(G_{3N}+2G\eta )P^2\mathrm{cos}(\theta )}{(G_{3N}+G(1+\eta P^2))^2G^2\mathrm{cos}^2(\theta )(1\eta P^2)^2}$$ (54) The spin-resistance is an even function of the relative angle between the magnetization directions $`\theta `$ and we recover the result (53) when $`\theta =0`$. The spin-resistance vanishes when the magnetizations are perpendicular $`\theta =\pi /2`$ as expected from the symmetry of the systems. The angular dependence is approximately proportional to $`\mathrm{cos}(\theta )`$ when the relative mixing conductance is not too large, $`\eta 1`$. For larger mixing conductances $`\eta 1`$ the spin-accumulation on the normal metal island is strongly suppressed in the perpendicular configuration $`\theta =\pi /2`$ due to the large transport rates for spins between the normal metal node and ferromagnet F2. Consequently the spin-resistance is small and only weakly dependent on the relative angle around $`\theta =\pi /2`$. Another novel three-terminal device comprising of three ferromagnetic reservoirs (the “spin-flip transistor”), which utilizes the added functionality provided by non-collinear magnetization directions, was introduced in Ref. Brataas00:2481 . ## 5 Conclusion We developed a mesoscopic circuit theory of spin-transport in multi-terminal hybrid ferromagnet - normal metal systems starting from microscopic principles. Based on conservation of spin-current on each node the circuit theory is parameterized by the conductances of the contacts, viz. two spin-dependent conductances and a (complex) mixing conductance. The latter is a novel concept relevant for transport in systems with non-collinear magnetization configurations. Explicit expressions for the conductances for diffusive, ballistic and tunnel contacts have been derived. The circuit theory leads to simple and quite general results for the conductance of two-terminal and three-terminal devices, like Johnson’s spin-transistor. For two-terminal systems a universal lower limit for the current modulation as a function of the relative magnetization has been found. After completion of this work a complementary approach to spin-transport in ferromagnetic-normal metal systems starting from the scattering matrices was presented in Ref. Waintal00:12317 . Using random matrices to describe the scattering within disordered normal metal nodes equivalent results to our (2) were obtained. ###### Acknowledgements. We would like to thank W. Belzig, P. W. Brouwer, B. I. Halperin, D. Huertas Hernando, J. Inoue and X. Waintal for discussions. A. B. is financially supported by the Norwegian Research Council. This work is part of the research program for the “Stichting voor Fundamenteel Onderzoek der Materie” (FOM), which is financially supported by the “Nederlandse Organisatie voor Wetenschappelijk Onderzoek” (NWO). We acknowledge benefits from the TMR Research Network on “Interface Magnetism” under contract No. FMRX-CT96-0089 (DG12-MIHT) and support from the NEDO joint research program (NTDP-98). ## Appendix A Transformation from a non-collinear to a collinear configuration We consider the transmission and reflection matrices between a normal metal and a ferromagnet. The Schrödinger equation is $$\widehat{H}(𝐫)\psi (𝐫)=E\psi (𝐫),$$ where $`\psi (𝐫)`$ is a two-component spinor. The Hamiltonian is $$\widehat{H}(𝐫)=\widehat{U}\left[\frac{1}{2m}^2\widehat{1}+V_s(𝐫)\sigma _z+\widehat{V}_c(𝐫)\right]\widehat{U}.$$ (55) We consider transport between a normal metal and a uniform ferromagnet, so that the magnetization direction $`𝐦`$ is a spatially independent unit vector. In (55) $`V_s(𝐫)`$ denotes the spin-dependent potential and $`\widehat{V}_c(𝐫)`$ is the scattering potential of the contact. The direction of the magnetization is represented by the angles $`\theta `$ and $`\phi `$ as $`𝐦=(\mathrm{sin}\theta \mathrm{cos}\phi ,\mathrm{sin}\theta \mathrm{sin}\phi ,\mathrm{cos}\theta )`$. The hermitian and unitary matrix $`\widehat{U}`$ that diagonalizes the spin-dependent potential is $$\widehat{U}=\left(\begin{array}{cc}\mathrm{cos}(\theta /2)& \mathrm{sin}(\theta /2)e^{i\phi /2}\\ \mathrm{sin}(\theta /2)e^{i\phi /2}& \mathrm{cos}(\theta /2)\end{array}\right).$$ The spin-dependent potential vanishes in the normal metal, $`V_s(𝐫)=0`$ for $`x<x_l`$ and attains a constant value in the ferromagnet $`V_s(𝐫)=V_s`$ for $`x>x_r`$. The contact is represented by the scattering potential $$\widehat{V}_c(𝐫)=\left(\begin{array}{cc}V_{}(𝐫)& V_{\text{sf}}(𝐫)\\ V_{\text{sf}}^{}(𝐫)& V_{}(𝐫)\end{array}\right)$$ (56) and attains the bulk values within the normal metal and the ferromagnet for $`x<x_l`$ and $`x>x_r`$,respectively. The off-diagonal terms in (56) represent the exchange potentials due to a non-collinear magnetization in the contact, spin-orbit interaction or spin-flip scatterers. The Hamiltonian (55) can be diagonalized in spin-space by $$\psi (𝐫)=\widehat{U}\varphi (𝐫).$$ (57) The Schrödinger equation for the spinor $`\varphi (𝐫)`$ is $$\left[\frac{1}{2m}^2\widehat{1}+V_s(𝐫)\sigma _z+\widehat{V}_c(𝐫)E\right]\varphi (𝐫)=0.$$ Let us now consider an incoming wave from the normal metal in the transverse mode $`n`$ and with spin $`s`$ collinear to the magnetization in the ferromagnet. The wave function in the normal metal is $`\varphi _s^n(𝐫)=`$ $`{\displaystyle \underset{ms^{}}{}}{\displaystyle \frac{\chi _N^m(\rho )}{\sqrt{k^m}}}\times `$ (58) $`[\delta _{s^{}s}\delta ^{mn}\xi _se^{ik^nx}+r_{\text{c},s^{}s}^{mn}\xi _s^{}e^{ik^mx}],`$ where $`\xi _{}^{}=(1,0)`$ and $`\xi _{}^{}=(0,1)`$ are the spinors, $`\chi _N^m(\rho )`$ is the transverse wave function, $`k^m`$ is the longitudinal wave vector for mode $`m`$ and $`r_{\text{c},s^{}s}^{mn}`$ is the reflection matrix from state $`ns`$ to state $`ms^{}`$. We would like to transform the result for the reflection matrix into a basis with arbitrary spin quantization axis. To this end we introduce the incoming spinor wave function $`\psi _s^n(𝐫)=`$ $`{\displaystyle \underset{ms^{}}{}}{\displaystyle \frac{\chi _N^m(\rho )}{\sqrt{k^m}}}\times `$ (59) $`\left[\delta _{s^{}s}\delta ^{mn}\xi _se^{ik^nx}+r_{s^{}s}^{mn}\xi _s^{}e^{ik^mx}\right].`$ Using the transformation (57) we can also write the wave function spinor in terms of the basis states $`\varphi (𝐫)`$ as $$\psi _s^n(𝐫)=\widehat{U}\underset{\sigma }{}\varphi _\sigma ^n(𝐫)a_{\sigma s},$$ (60) where $`a_{\sigma s}`$ are expansion coefficients to be determined by equating (59) and (60). We thus find that $$a_{\sigma s}=\xi _\sigma ^{}U\xi _s=U_{\sigma s}$$ and $$r_{s^{}s}^{mn}=\underset{\sigma ^{}\sigma }{}U_{s^{}\sigma ^{}}r_{\text{c},\sigma ^{}\sigma }^{mn}U_{\sigma s}.$$ (61) Disregarding spin-flip processes in the contact the transformation of the reflection matrix can be written as $$\widehat{r}^{nm}=\widehat{u}_{}r_{\text{c,}}^{mn}+\widehat{u}_{}r_{\text{c,}}^{mn},$$ where the spin-projection matrices $`\widehat{u}_{}`$ and $`\widehat{u}_{}`$ are defined in (3) and (4). Spin-flip processes can also be included by using the general transformation (61), but the reflection matrix $`\widehat{r}^{nm}`$ can then not be expressed in terms of the spin-projection matrices only. We can perform a similar calculation in order to find the transformation of the transmission coefficients from the ferromagnet into the normal metal. In the basis where the spin-quantization axis is collinear with the magnetization the incoming wave from the ferromagnet is $`\varphi _s^n(𝐫)=`$ $`{\displaystyle \underset{ms^{}}{}}{\displaystyle \frac{\chi _{Fs}^m(\rho )}{\sqrt{k_s^m}}}\times `$ (62) $`\left[\delta _{s^{}s}\delta ^{mn}\xi _se^{ik_s^nx}+r_{\text{cF},s^{}s}^{mn}\xi _s^{}e^{ik_s^mx}\right],`$ where $`\chi _m^{Fs}(\rho )`$ is the (spin-dependent) transverse wave function and $`k_s^m`$ is the spin-dependent Fermi wave-vector. The outgoing wave into the normal metal is $$\varphi _s^n(𝐫)=\underset{ms^{}}{}\frac{\chi _N^m(\rho )}{\sqrt{k^m}}t_{\text{cF},s^{}s}^{m,n}\xi _s^{}\mathrm{exp}(ik_s^mx).$$ By transforming the outgoing wave into an arbitrary magnetization direction according to (57), we see that the transmission coefficient from a state with spin $`s`$ collinear to the magnetization direction in the ferromagnet to a state with spin $`s^{}`$ collinear to the spin-quantization axis along the $`z`$-direction is $$\widehat{t}^{nm}=\widehat{U}\widehat{t}_{\text{cF}}^{nm}.$$ In the absence of spin-flip scattering in the contact, we have $$t_{ss^{}}^{nm}=U_{ss^{}}t_{\text{cF},s^{}}^{nm}.$$ The current in the normal metal is (for a given energy shell) (note that we associate the first index with $`\mathrm{\Psi }`$ and the second index with $`\mathrm{\Psi }^{}`$) $`{\displaystyle \frac{h}{e}}\widehat{I}`$ $`=`$ $`M\widehat{f}^N`$ (63) $`{\displaystyle \underset{nm}{}}\left[\widehat{r}^{mn}\widehat{f}^N\left(\widehat{r}^{nm}\right)^{}\widehat{t}^{mn}\widehat{f}^F\left(\widehat{t}^{nm}\right)^{}\right].`$ The contribution from the transmission probability to the spin-current is therefore $`eI_{\alpha \delta }^F`$ $`=`$ $`{\displaystyle \frac{e^2}{h}}{\displaystyle \underset{nm\beta }{}}t_{\alpha \beta }^{mn}f_\beta ^F\left(t_{\beta \delta }^{nm}\right)^{}`$ $`=`$ $`{\displaystyle \frac{e^2}{h}}{\displaystyle \underset{nm\beta }{}}U_{\alpha \beta }f_\beta ^F\left\|t_\beta ^{mn}\right\|^2U_{\beta \delta }`$ Whereas the contribution from the transmission probability becomes $$e\widehat{I}^F=G_{}\widehat{u}_{}f_{}^F+G_{}\widehat{u}_{}f_{}^F,$$ where the spin-dependent conductance is $$G_s=\frac{e^2}{h}\underset{nm}{}\left\|t_s^{mn}\right\|^2.$$ Similarly, the contribution from the normal metal is $`e\widehat{I}`$ $`=`$ $`M\widehat{f}^N{\displaystyle \underset{ss^{}}{}}\widehat{u}^s\widehat{f}^N\widehat{u}^s^{}r_s^{mn}\left(r_s^{}^{mn}\right)`$ $`=`$ $`G_{}\widehat{u}_{}\widehat{f}^N\widehat{u}_{}G_{}\widehat{u}_{}\widehat{f}^N\widehat{u}_{}`$ $`G_{}\widehat{u}_{}\widehat{f}^N\widehat{u}_{}G_{}^{}\widehat{u}_{}\widehat{f}^N\widehat{u}_{},`$ where we have used the unitarity of the scattering matrix so that $`M_{nm}\left\|r_s^{nm}\right\|^2=_{nm}\left\|t_s^{nm}\right\|^2`$ and the mixing conductance is introduced as $$G_{}=\frac{e^2}{h}\left[M\underset{nm}{}\left(r_{}^{mn}\right)^{}r_{}^{nm}\right].$$
warning/0006/math0006019.html	ar5iv	text	# Oriented Quantum Algebras, Categories and Invariants of Knots and Links ### Abstract This paper defines the concept of an oriented quantum algebra and develops its application to the construction of quantum link invariants. We show, in fact, that all known quantum link invariants can be put into this framework. ## 1 Introduction An oriented quantum algebra $`(A,\rho ,D,U)`$ is an abstract model for an oriented quantum link invariant. This model is based on a solution to the Yang-Baxter equation and some extra structure that serves to make an invariant possible to construct. The definition of an oriented quantum algebra is as follows: We are given an algebra $`A`$ over a base ring $`k`$, an invertible solution $`\rho `$ in $`AA`$ of the Yang-Baxter equation (in the algebra formulation of this equation – see the Remark below), and automorphisms $`U:AA`$ and $`D:AA`$ of the algebra. It is assumed that $`D`$ and $`U`$ commute and that $$(UU)\rho =\rho $$ and $$(DD)\rho =\rho $$ and that $$[(1_AU)\rho )][(D1_{A^{op}})\rho ^1]=1_{AA^{op}}.$$ and $$[(D1_{A^{op}})\rho ^1][(1_AU)\rho )]=1_{AA^{op}}.$$ In other words, $`[(1_AU)\rho )]`$ and $`[(D1_{A^{op}})\rho ^1]`$ are inverses in the algebra $`AA^{op}.`$ Here $`A^{op}`$ denotes the opposite algebra. The first equation is formulated in the tensor product of $`A`$ with itself, while the second equation is formulated in the tensor product of $`A`$ with its opposite algebra. When $`U=D=T`$, then $`A`$ is said to be balanced. In this case $$(TT)\rho =\rho ,$$ $$[(1_AT)\rho )][(T1_{A^{op}})\rho ^1]=1_{AA^{op}}$$ and $$[(T1_{A^{op}})\rho ^1][(1_AT)\rho )]=1_{AA^{op}}.$$ In the case where $`D`$ is the identity mapping, we call the oriented quantum algebra standard. As we shall see in section 6, the invariants defined by Reshetikhin and Turaev (associated with a quasi-triangular Hopf algebra) arise from standard oriented quantum algebras. It is an interesting structural feature of algebras that we have elsewhere called quantum algebras (generalizations of quasi-triangular Hopf algebras) that they give rise to standard oriented quantum algebras. We shall see that appropriate matrix representations of oriented quantum algebras or the existence of certain traces on these algebras allow the construction of oriented invariants of knots and links. These invariants include all the known quantum link invariants at the time of this writing. Remark. Note that we have the Yang-Baxter elements $`\rho `$ and $`\rho ^1`$ in $`AA.`$ We assume that $`\rho `$ and $`\rho ^1`$ satisfy the algebraic Yang-Baxter equation. This equation (for $`\rho `$) states $$\rho _{12}\rho _{13}\rho _{23}=\rho _{23}\rho _{13}\rho _{12}$$ where $`\rho _{ij}`$ denotes the placement of the tensor factors of $`\rho `$ in the $`i`$-th and $`j`$-th tensor factors of the triple tensor product $`AAA.`$ We write $`\rho =\mathrm{\Sigma }ee^{}`$ and $`\rho ^1=\mathrm{\Sigma }EE^{}`$ to indicate that these elements are sums of tensor products of elements of $`A`$. The expression $`ee^{}`$ is thus a generic element of the tensor product. However, we often abbreviate and write $`\rho =ee^{}`$ and $`\rho ^1=EE^{}`$ where the summation is implicit. We refer to $`e`$ and $`e^{}`$ as the signifiers of $`\rho `$, and $`E`$ and $`E^{}`$ as the signifiers of $`\rho ^1`$. For example, $`\rho _{13}=e1e^{}`$ in $`AAA.`$ Braiding operators, as they appear in knot theory, differ from the algebraic Yang-Baxter elements by a permutation of tensor factors. This point is crucial to the relationship of oriented quantum algebras and invariants of knots and links, and will be dealt with in the body of the paper (specifically in Section 3). Remark. In writing a function $`F(x)`$ we often abbreviate this expression to $`Fx`$ when this entails no ambiguity. Thus $`F(G(H(J(x))))=FGHJx`$ in this notation. Remark. If $`A`$ is an $`n\times n`$ matrix and $`v`$ is a row vector of dimension $`n`$, then $`vA`$ is a row vector of dimension $`n`$. If matrices are regarded as functions on the left ( $`(v)A=vA`$), then the order of composition proceeds from right to left as in $`((v)A)B=vAB.`$ In some of our applications it is useful to think of the matrices as acting on the left in this fashion so that $`AB`$ denotes both matrix product and composition of functions. The role of this remark will become clear in the sections on matrix models, state models and quasi-triangular Hopf algebras. The paper is organized as follows. Section 2 describes the tangle category $`Tang`$ and the flat tangle category $`Flat`$. Section 3 describes the category $`Cat(A)`$ of an oriented quantum algebra $`A`$ and the functor $`F:TangCat(A).`$ In fact, this section motivates the definition of an oriented quantum algebra by showing just what algebraic conditions are neccessary for the functor $`F`$ to be an invariant of regular isotopy of tangles. This analysis is how we discovered the definition of these algebras. Section 4 discusses matrix models for the invariants of knots and links associated with oriented quantum algebras. Included in Section 4 is a discussion of bead sliding for reformulating the evaluations of the matrix models and a specific example of a matrix oriented quantum algebra that gives rise to specializations of the Homfly polynomial. Section 5 is a discussion of combinatorial state sum invariants of knots and links. The contents of this section can be used to verify the relationship of the algebra of the previous section with the Homfly polynomial. Section 6 shows that representations of quasitriangular ribbon Hopf algebras have the stucture of oriented quantum algebras. We use this section to show explicitly how the link invariants of Reshtikhin and Turaev fit into our framework. ## 2 The Tangle Category We recall the oriented tangle category denoted here by $`Tang`$. This is a category that formalizes the structure of knot and link diagrams in a manner suitable for the construction of quantum link invariants. (The reader should note that $`Tang`$ refers, as explained below, to tangles will all multiplicities of input and output.) We shall refer to embeddings of disjoint unions of circles and arcs into three dimensional space as string. In this paper, all strings will be oriented. This means that each string is equipped with a preferred direction, usually indicated in a diagram by an arrowhead drawn on the string. When we speak of matching strings in tangles to compose them (see below and Figure 0), we assume that the strings have compatible orientations so that the composition is also oriented. Figure 0 - Tangles and Composition of Tangles Figure 1 - Knot as Tangle with Cup and Cap Decomposition Intuitively, a tangle is a box in three dimensional space with knotted and linked string embedded within it and a certain number of strands of that string emanating from the surface of the box. There are no open ends of string inside the box. We usually think of some subset of the strands as inputs to the tangle and the remaining strands as the outputs from the tangle. Usually the inputs are arranged to be drawn vertically and so that they enter tangle from below, while the outputs leave the tangle from above. The tangle itself (within the box) is arranged as nicely as possible with respect to a vertical direction. This means that a definite vertical direction is chosen, and that the tangle intersects planes perpendicular to this direction transversely except for a finite collection of critical points. These basic critical points are local maxima and local minima for the space curves inside the tangle. Two tangles configured with respect to the same box are ambient isotopic if there is an isotopy in three space carrying one to the other that fixes the input and output strands of each tangle. We can compose two tangles $`A`$ and $`B`$ where the number of output strand of $`A`$ is equal to the number of input strands of $`B.`$ Composition is accomplished by joining each output strand of $`A`$ to a corresponding input strand of $`B`$. Of course this can be done (in space) in more than one way. When we use diagrammatic tangles, as we will in this paper, then the composition operation is naturally well-defined. To have composition well-defined for spatial tangles we can choose an ordering of the input and of the output strands of each tangle and then match them according to this ordering. Note that the box associated with a tangle or tangle diagram is only a delineation of the location of the tangle. The tangle itself consists in the woven pattern of strings. We have just given the basic three dimensional description of a tangle. For the purposes of combinatorial topology and algebra it is useful to give a modified tangle definition that uses diagrams instead of embeddings of the tangle into three dimensions. (A diagram does specify an embedding, but the diagram is not itself an embedding.) A tangle diagram is a box in the plane, arranged parallel to a chosen vertical direction with a left-right ordered sequence of input strands entering the bottom of the box, and a left-right ordered sequence of output strands emanating from the top of the box. Inside the box is a diagram of the tangle represented with crossings (broken arc indicating the undercrossing line) in the usual way for knot and links. We assume, as above, that the tangle is represented so that it is transverse to lines perpendicular to the vertical except for a finite number of points in the vertical direction along the tangle. We shall say that the tangle is well arranged or Morse with respect to the vertical direction when these transversality conditions are met. At the critical points we will see a local maximum, a local minimum or a crossing in the diagram. Tangle composition is well-defined (for matching input/output counts) since the input and output strands have an ordering (from left to right for the reader facing the plane on which the tangle diagram is drawn). Note that the cardinality of the set of input strands or output strands can be equal to zero. If they are both zero, then the tangle is simply a knot or link diagram arranged well with respect to the vertical direction. The Reidemeister moves illustrated in Figure 2 are a set of moves on diagrams that combinatorially generate isotopy for knots, links and and tangles . If two tangles are equivalent in three dimensional space, then corresponding diagrams of these tangles can be obtained one from another, by a sequence of Reidemeister moves. Each move is confined to the tangle box and keeps the input and output strands of the tangle diagram fixed. In illustrating the Reidemeister moves in Figure 2 we have shown samples of each type of move. The move 0 is a graphical equivalence in the plane that does not change any diagrammatic relations. The move 1 adds or removes a twist in the diagram. We have shown one of the two basic examples; the other is obtained by switching the crossing in this illustration. Similar remarks apply to obtain other cases of the moves 2 and 3. Two (tangle) diagrams are said to be regularly isotopic if one can be obtained from the other by a sequence of Reidemeister moves of type 0,2,3 (move number 1 is not used in regular isotopy). From now on, all tangles will be tangle diagrams, and we shall say that two tangles are equivalent when they are regularly isotopic. If we did not insist on arranging our tangle diagrams as Morse diagrams with respect to vertical direction, the Reidemeister moves on diagrams would suffice to describe equivalence of tangles. In order to describe how to move Morse diagrams to one another that are regularly isotopic, we must add extra moves and rewrite move 0 with respect to the vertical. This is illustrated in Figure 3 and Figure 5 and discussed in more detail below. Figure 2 - Reidemeister Moves If $`A`$ and $`B`$ are given tangles, we denote the composition of $`A`$ and $`B`$ by $`AB`$ where the diagram of $`A`$ is placed below the diagram of $`B`$ and the output strands of $`A`$ are connected to the input strands of $`B`$. If the cardinalities of the sets of input and output strands are zero, then we simple place one tangle below the other to form the product. Along with tangle composition, as defined in the previous paragraph, we also have an operation of product or juxtaposition of tangles. To juxtapose two tangles $`A`$ and $`B`$ simply place their diagrams side by side with $`A`$ to the left of $`B`$ and regard this new diagram as a new tangle whose inputs are the imputs of $`A`$ followed by the inputs of $`B`$, and whose outputs are the otputs of $`A`$ followed by the outputs of $`B`$. We denote the tangle product of $`A`$ and $`B`$ by $`AB`$. It remains to describe the equivalence relation on tangles that makes them represent regular isotopy classes of embedded string. For this purpose it is useful to note that it follows from our description of the tangle diagrams (See Figure 1) that every tangle is a composition of elementary tangles where an elementary tangle is one of the following list: a cup (a single minimum – zero inputs, two outputs), a cap (a single maximum – two inputs, zero outputs), a crossing (a single local crossing diagram – two inputs and two outputs). Figure 5 illustrates these elementary tangles and the moves on tangles involving certain compositions of them. These moves include the usual Reidemeister moves configured with respect to a vertical direction plus switchback moves involving the passage of a bit of string across a maximum or a minimum. We have illustrated these moves first with the unoriented and then with the different oriented elementary tangles. Since we consider here regular isotopy of tangles, we do not illustrate the first Reidemeister move which consists in adding or removing a curl (a curl is a crossing with two of its endpoints connected directly to each other) from the diagram. Each elementary tangle comes in more than one flavor due to different possibilities of orientation and choice of under or over crossing line. Two tangles are said to be equivalent if one can be obtained frome the other by a finite sequence of elementary moves. In illustrating the elementary moves for oriented tangles, we have not listed all the cases. In the case of the second Reidemeister move, we show only the move with reversed orientations on the lines. In the case of the move of type four, we show only one of the numerous cases. In most moves there are other cases not illustrated but obtained from the given illustration by switching one or more crossings. We leave the full enumeration to the reader. Note that in this move four a vertical crossing is exchanged for a horizontal crossing. This relationship allows us (below) to define the horizontal crossings in terms of the vertical crossings and the cups and caps. In the type three move we have illustrated the two main types - all arrows up and two arrows up, one down. In the discussion below we will show that the all arrows up or all arrows down move is sufficient to generate the other type three moves (in the presence of both moves of type two). Figure 3 - Unoriented Moves on Tangles Figure 4 - Oriented Elementary Tangles Figure 5 - Representative Moves on Oriented Tangles In considering the oriented moves on tangles we see that there are two basic types of Reidemeister $`2`$ move. The first ( $`2_A`$) has both strings oriented in parallel to each other. The second ($`2_B`$) has the strings oriented in opposite directions. Similarly there are two basic types of third Reidimeister move that we denote by $`3_C`$ and $`3_{NC}`$ where the former has a cyclic triangle and the latter does not. See Figure 5. It turns out that the cyclic type three move is a consequence of the reverse oriented two move and the non-cyclic type three move. The proof of this statement is illustrated in Figure 6. Figure 6 - Reverse Type Two Move Plus Non Cyclic Type three Implies Cyclic Type Three Move This reduction of the number of type three moves makes working with the tangle category easier. It is still the case that one must verify invariance under both varieties of type two move for any functor on $`Tang`$. Note also the switchback moves shown in Figure 5. These moves give necessary relations between the crossings and the maxima and minima. In order to make $`Tang`$ a category, we define the objects of $`Tang`$ to be ordered lists of signs ($`+1`$ or $`1`$), including the empty list. Thus the objects of $`Tang`$ are the lists $$<>,<ϵ_1>,<ϵ_1,ϵ_2>,\mathrm{},<ϵ_1,ϵ_2,\mathrm{},ϵ_n>,\mathrm{}$$ We let $`ϵ`$ denote the list $`<ϵ_1,ϵ_2,\mathrm{},ϵ_n>`$ with $`0`$ standing for the empty list. We let $`ϵ`$ denote the number of entries in the list $`ϵ`$. A tangle is a morphism from $`ϵ`$ to $`ϵ^{}`$ where $`ϵ`$ and $`ϵ^{}`$ are the number of input and output strands of this tangle, respectively. Each sign corresponds to a single input or output strand of the tangle. If the sign is positive, then the strand is oriented upwards. If the sign is negative, then the strand is oriented downwards. Two morphisms are equal if they are equivalent as tangles. It is clear that this assignment makes $`Tang`$ into a category, where composition of tangles corresponds to composition of morphisms in the category. The juxtapositon or tensor operation on tangles makes $`Tang`$ into an associative tensor category with $`ϵϵ^{}`$ the list obtained by appending the second list of signs to the first list of signs. Note that the empty list is an identity element for the tensor product. ### 2.1 Flat Tangles We now discuss the simpler category $`Flat`$ of flat tangles. A flat tangle is exactly the same as an ordinary tangle diagram except that the crossings in the flat tangle have no over or under specification associated with them. Thus the generating morphisms of $`Flat`$ are the oriented cups and caps and the various orientations of the flat crossing. All the generalized Reidemeister moves hold in $`Flat`$ with no stipulations about under and over crossings. This means that there is much more freedom to perfom moves in $`Flat`$. See Figure 7 for sample illustrations of some of the moves in $`Flat.`$ Note that the crossing in $`Flat`$ has all the formal properties of a permutation. In fact, the category $`Flat`$ naturally contains copies of all the symmetric groups with the symmetric group on $`n`$ letters occuring as the flat tangles on $`n`$ upward oriented strands that do not use any cups or caps. Figure 7 - Representative Oriented Moves in $`Flat`$ ## 3 The Category of an Oriented Quantum Algebra Let $`A`$ be an oriented quantum algebra. In this section we build a category $`Cat(A)`$ associated to $`A`$ by decorating morphisms of the category $`Flat`$ of flat tangles with ”beads” from the quantum algebra. The category $`Cat(A)`$ has built in bead sliding rules that allow the reduction of individual strings to pure algebra. We will construct a functor from the tangle category to the category of the quantum algebra and show this functor is well-defined. In the course of this construction the reasons for our definition of oriented quantum algebra will become transparent. We will discuss the structure of evaluations on $`Cat(A)`$ that give rise to invariants of links and tangles. First note that given any algebra $`A`$ there is a category $`C(A)`$, associated with this algebra with one object $`[+]`$ and a morphism $`a`$ for every element $`a`$ in the algebra (we use the same symbol for the element and its corresponding morphism). We simply declare that $`a:[+][+]`$ and that composition of morphisms corresponds to the multiplication of elements in the algebra. Since $`A`$ is an algebra, we can also add morphisms of $`C(A)`$ in correspondence to the addition of elements of $`A`$. The category $`Cat(A)`$ will be constructed by thinking of the morphisms in $`C(A)`$ as labelled arrows and generalizing them to labelled flat oriented diagrams from the flat tangle category. In this way, we see at once that we must deal with down arrows as well as up arrows, and since down arrows in $`Flat`$ terminate in the object $`[]`$, we must enlarge the list of objects to those generated by the empty object $`[]`$ and the objects $`[+]`$ and $`[]`$ from $`Flat`$. Using the same object structure that we described for the tangle categories, we can regard the basic element for $`C(A^^n)`$ as the object $$[n]=[+][+]\mathrm{}[+]$$ ($`n`$ factors). Morphisms in $`C_n(A)=C(A^^n)`$ are sums of morphisms that correspond to $`n`$-fold tensor products of elements of $`A`$. However,by the motivation above, we also need morphisms whose objects are negative signed lists. The simplest such object is $`[]`$, and a morphism from $`[1]`$ to $`[1]`$ is a downward pointing arrow in $`Flat`$. We can decorate this arrow with an element $`a`$ of the algebra $`A`$. As a morphism we denote it by $`a^t:[1][1]`$. Formally, the morphisms $`a:[+][+]`$ and $`a^t`$ determine each other. Informally, $`a^t`$ is just what you see if you reverse the sense of external vertical direction for the morphisms of $`Cat(A)`$. We can bundle all of these categories together into one tensor category $`C_{\mathrm{}}(A)`$ with morphisms in $`11`$ correspondence with the elements in arbitrary-fold tensor products of $`A`$ and objects in $`11`$ correspondence with finite sequences of signs. Figure 8 - Decorated Single Arrows and the Transpose of a Morphism For a quantum algebra $`A`$, we now extend this tensor category $`C_{\mathrm{}}(A)`$ to encompass both the automorphisms $`U`$ and $`D`$ of the quantum algebra and the structure of the flat tangle category $`Flat.`$ We accomplish this by interpreting morphisms in $`C_1(A)`$ as single vertical lines (that is, as flat $`11`$ tangles) decorated by a label that corresponds to the algebra element that gives this morphism. In our notation, this decoration is a round node (a ”bead”) on the line that is usually accompanied by a text label in the plane next to the bead and disjoint from the line. Since the algebra element may be a sum of elements, we may use a sum of such labelled vertical segments. An unlabelled single segment denotes the identity morphism in $`C_1(A).`$ Similarly, a morphism in $`C_n(A)`$ is denoted by a labelling of a set of $`n`$ parallel vertical segments. If the segments (from left to right) are labelled $`a_1`$, $`a_2`$, … $`a_n`$, then this labelled bundle of segments is the morphism in $`C_n(A)`$ that corresponds to the tensor product $$a_1a_2\mathrm{}a_n.$$ So far, we have indicated how to represent the category $`C_{\mathrm{}}(A)`$ via labelling of the identity $`n`$-tangles in $`Flat.`$ We now extend this to a category we call the category of the oriented quantum algebra $`A`$ and denote by $`Cat(A).`$ The objects in $`Cat(A)`$ are identical to the objects in $`Flat`$. The morphisms in $`Cat(A)`$ are flat tangles that have been decorated on some of their vertical segments by elements of the algebra $`A`$. (Thus all the elements of $`C_{\mathrm{}}(A)`$ are reperesented in $`Cat(A)`$ by decorations of the identity tangles.) The relations on generating morphisms for $`Flat`$ still hold in $`Cat(A)`$. In addition we have extra relations for the cups and caps as illustrated in Figure 10. The basic form of this relation is: $$(a1_V)Cup=(1_V\tau (a))Cup,$$ $$Cap(1_Va)=Cap(\tau ^{}(a)1_V)$$ where $`\tau ,\tau ^{}:AA`$ are automorphisms of the algebra $`A.`$ Here we have not specified the orientations on the $`Cup`$ or the $`Cap.`$ Up to the choice of the automorphism $`\tau `$ or $`\tau ^{}`$, these relations are independent of the choice of orientation, and apply to any element $`a`$ of the algebra $`A`$. The topological relations for $`Cup`$ and $`Cap`$ that hold in $`Flat`$ are extended to $`Cat(A)`$. Once we orient the cups and caps we can specify the choice of automorphism $`\tau `$ or $`\tau ^{}`$ from two possibilities that we call $`U`$ (”up”) and $`D`$ (”down”). Caps with clockwise orientation and cups with counterclockwise orientation receive $`U`$. Caps with counterclockwise orientation and cups with clockwise orientation reveive $`D.`$ See Figures 9 and 10. The upshot of these relations of the $`Cup`$ and $`Cap`$ with the automorphisms $`U`$ and $`D`$ of $`A`$ is that $`U`$ and $`D`$ have diagrammatic interpretations as shown in Figure 10. One way to think about this diagrammatic interpretation is that $`U(a)`$ is obtained from the upward pointing diagram for the morphism $`a`$ by turning this diagram upside down and running a vertical line upward that turns through a cap (on the left) and connects to the top part of the inverted $`a`$. Then a $`Cup`$ is connected to the bottom part and continues upward to form a globally upward pointing morphism that represents $`U(a)`$. For $`D(a)`$ the same diagram is used but all the arrows are reversed. Figure 9 - Diagrams for the Automorphisms $`U`$ and $`D`$ Figure 10 - Bead Sliding and the Automorphisms $`U`$ and $`D`$ The reader may wonder if it is necessary to have two distinct automorphisms $`U`$ and $`D.`$ In fact, we shall see that there are cases where it is most convenient to have $`U=D`$ and other cases where it is most natural to take $`D`$ to be the identity mapping while $`U`$ is non-trivial. The latter occurs in representing a quasi-triangular ribbon Hopf algebra, as we will see later in section 6. It is interesting to note that the morphisms $`UD`$ and $`DU`$ are both of the form $`UD(a)=DU(a)=GaG^1`$ where $`G`$ is the flat curl morphism illustrated in Figure 11. In the case of a ribbon Hopf algebra it is convenient to interpret $`G`$ as a certain grouplike element in the algebra itself. Figure 11 - $`UD=DU`$ The functor $`F:TangCat(A)`$ is defined by replacing each crossing in a tangle $`Q`$ by a flat crossing that is decorated with a corresponding Yang-Baxter element as shown in Figures 12 and 13. The resulting flat diagram is then a morphism in $`Cat(A).`$ This serves to define $`F(Q).`$ Figure 12 shows how $`F`$ is naturally defined for vertically oriented crossings. Figure 13 shows how the switchback move implies the definitions of $`F`$ on horizontally oriented crossings. Then in Figure 14 we point out how the two ways of performing the switchback move are compatible through our axiomatic assumptions that $`(UU)\rho =\rho `$ and $`(DD)\rho =\rho `$. This explains and justifies the first axiom for a quantum algebra. Remark. The reader should note the compatibility of these symmetry axioms about $`DD`$ and $`UU`$ with the categorical turn axiom that states (as in Figure 12) that the downward versions of the braiding operators (images under $`F`$ of the crossings) are exactly the 180 degree turns of the upward versions. We leave as an exercise in bead sliding to show that the algebraic symmetry axioms plus the categorical bead-sliding axioms imply the categorical turn axiom. Figure 12 - The Functor $`F`$ defined on vertical crossings Figure 13 - Horizontal Crossings Figure 14 - The relations $`(UU)\rho =\rho `$ and $`(DD)\rho =\rho `$ In order to see that $`F`$ is well-defined it remains to verify invariance under the reverse Reidemeister two move. In Figure 15 we show that this invariance is equivalent to the equation $$1_A1_A=eDEE^{}Ue^{}$$ (summation convention of the pairs $`E,E^{}`$ and $`e,e^{}`$). This, in turn, is equivalent to the condition that $$[(1_AU)\rho ][(D1_{A^{op}})\rho ^1]=1_{AA^{op}}.$$ This proves that the functor $`F`$ is well-defined and it gives us the motivation for the second axiom for an oriented quantum algebra. Figure 15 - The Reverse Type Two Move ### 3.1 Bead Sliding Morphisms in the category $`Cat(A)`$ are precisely the morphisms in $`Flat`$ decorated by elements of the algebra $`A`$. The rules of interaction of cups and caps with algebra elements amount to this: If an algebra element $`a`$ decorates the right side of a a cap then it can be moved to the left side of that cap at the expense of relabeling it as $`U(a)`$ if the left side of the cap is a rising orientation, and $`D(a)`$ if the left side of the cap is a falling orientation. If an algebra element $`a`$ decorates the left side of a a cup then it can be moved to the right side of that cup at the expense of relabeling it as $`U(a)`$ if the right side of the cup is a rising orientation, and $`D(a)`$ if the right side of the cup is a falling orientation. This amounts to a counterclockwise turn or bead slide taking $`a`$ around the cap and changing it into $`U(a)`$ or $`D(a)`$. This rule of transformation is uniform. Clockwise turns correspond to applications of the automorphisms $`U^1`$ and $`D^1`$, while counterclockwise turns correspond to applications of $`U`$ and $`D`$. The upshot of these transformations is that, given a morphism in $`Cat(A)`$, we can move all the decorations on a given component to any single vertical segment of that component. In particular, this means that in the case of a $`11`$ tangle, we can move all the algebra to the top of the tangle. What remains below the algebra is an immersed curve that can be regularly homotoped to a string of curls (as illustrated in Figure 11). Each curl is a special morphism in this category, not neccessarily corresponding to an element of the algebra. It is convenient to label the curls $`G`$ and $`G^1`$ as shown in Figure 11. Then we get an algebraic expression for every morphism in the form $`G^nw`$ where $`w`$ is an expression in the algebra $`A`$. Note that in general $`w`$ is a summation of products since the decoration of each crossing consists in a sum in $`AA`$. For a $`11`$ tangle $`T`$ we let $`Inv(T)`$ denote the expression $`G^nw`$. Up to equivalence in the oriented algebra A (possibly augmented by an element corresponding to $`G`$) the expression $`Inv(T)`$ is an invariant of the regular isotopy class of the tangle. The following proposition shows what happens when we reverse the orientation of the tangle T. Proposition. Let $`T`$ be a $`11`$ tangle of one component (a knot with ends). Let $`r(T)`$ denote the result of reversing the orientation of $`T`$. If $`Inv(T)=G^nw`$ then $`Inv(r(T))=G^nr(w)`$ where $`r(w)`$ is obtained by reversing the order of the products in $`w`$. Proof. First note that we can arrange the diagram for the tangle so that all the crossings are vertical. It then follows from our conventions that reversing the orientation of the diagram does not affect the decoration of the crossings with algebra. See Figure 12 for an illustration. The cup and cap operators are obtained for the reverse orientation by interchanging $`U`$ and $`D`$. Note that if (for the sake of argument) the pair of signifiers for the $`\rho `$ at a crossing are $`E`$ and $`E^{}`$ then, when the beads are slid to the top of the tangle, $`E`$ and $`E^{}`$ will differ by a composition of the operators $`U`$ and $`D`$ that is obtained from going around a closed loop (from down to down or from up to up). Such a composition of operators is neccessarily a power of $`t=UD=DU`$. We know that $`(UU)\rho =\rho `$ and that $`(DD)\rho ^1=\rho ^1.`$ Note that $`UU`$ is an automorphism of $`AA`$. Hence $`\rho ^1=((UU)\rho )^1=(UU)\rho ^1.`$ Similarly, $`(DD)\rho =\rho .`$ The upshot of this remark is that in the algebra expression $`Inv(T)`$ if $`E`$ and $`E^{}`$ receive identical operators as compositions of $`U`$ and $`D`$, then these operators can be removed from both of them. Since, referring specifically to $`E`$ and $`E^{}`$ in the discussion above, we have that $`E`$ and $`E^{}`$ will differ by a power of $`t=DU=UD`$, it follows that the entire algebra expression $`Inv(T)`$ involves only the operator $`t`$ (after removing common operators from the pairs $`E`$, $`E^{}`$ and $`e`$, $`e^{}`$. The Lemma follows easily from these observations. // Corollary. The knot invariant derived via $`11`$ tangles from an oriented quantum algebra is equivalent to an invariant derived from a standard oriented quantum algebra obtained by replacing $`U`$ by $`t=UD=DU`$ and replacing $`D`$ by the identity automorphism. Proof. It is not hard to see that if $`(A,\rho ,D,U)`$ is an oriented quantum algebra, then $`(A,\rho ,1,DU)`$ is also a quantum algebra. The method of the proof of the proposition shows that these two algebras yield the same invariants. // Figure 16 - Bead Sliding Trefoil Remark. In Figure 16 we have $$w(T)=G^1(UDUF)(UDUK^{})(UDE)(UF^{})(UK)(E^{})$$ $$=G^1(DUF)(DUK^{})(UDE)F^{}KE^{}=G^1(tF)(tK^{})(tE)F^{}KE^{}.$$ This example is a concise illustration of the content of the Proposition. This proposition suggests the conjecture that the $`11`$ tangle invariants can detect the difference between some knots and their reversals. ## 4 Matrix Models This section will show how matrix representations of a quantum algebra (or a matrix quantum algebra) give rise to invariants that can be construed directly as state summations via the vertex weights from cup, cap and crossing matrices. Thus we get a double description in terms of bead sliding and in terms of the state sums. We will also discuss how our theory of quantum algebras corresponds to the usual way of augmenting a solution to the Yang-Baxter equation to produce a quantum link invariant. This is a case of taking an oriented quantum algebra associated with a solution to the Yang-Baxter equation. We shall restrict the discussion to balanced oriented quantum algebras where $`U=D=T`$. We modify our discussion for the general case and for other specific cases of quantum algebras in . In a matrix model for a knot or link invariant we are given a diagram for the knot or link $`K`$ that is arranged with respect to a vertical direction so that there are a finite number of transverse directions to the vertical that have critical points (maxima, minima or crossings) and these critical points are separated. Thus $`K`$ is given as a morphism in the tangle category. We then traverse the diagram for $`K`$, marking one point on each arc in the diagram from critical point to critical point. This divides the diagram (by deleting the marked points) into a collection of generators of the tangle category (cups, caps and crossings). See Figure 17. Figure 17 – A knot $`K`$ with marked points We further assume that a matrices with entries in an appropriate commutative ring $`k`$ have been assigned to each of the different orientation types of cups, caps and crossings. With such an assigment of matrices, we can create an evaluation $`Z(K)`$ of a given marked diagram by the following algorithm: Let $`I`$ denote the index set for the individual indices on the cap, cap and crossing matrices. (Cups and caps have two indices while crossings have four indices.) A coloring of a marked diagram is an arbitrary assignment of indices to the marked points on the diagram. A colored diagram then has indices assigned to each of its component cup, cap and crossing matrices. We define Z(K) to be the sum over all colorings of the products of these matrix entries. Thus in the diagram shown in Figure 17 we have that $$Z(K)=\mathrm{\Sigma }_{a,\mathrm{},h}[\overline{M}_{ad}^>][\overline{S}_{ef}^{cd}][\underset{¯}{S}_{gh}^{cd}][\|R_{kl}^{fg}][\underset{¯}{M}_>^{ck}][\underset{¯}{M}_<^{eh}].$$ Here $`[\overline{M}^>]`$ stands for a right-oriented (clockwise) cap, $`[\overline{M}^<]`$ stands for a left-oriented (counter-clockwise) cap, $`[\underset{¯}{M}_>]`$ stands for a counter-clockwise cup, $`[\underset{¯}{M}_<]`$ stands for a clockwise cup. $`\overline{R}`$ is the positive upward pointing crossing matrix and $`\overline{S}`$ is its inverse. A bar below the $`R`$ connotes a downward-pointing crossing and a bar to the left or to the right connotes a crossing that points to the left or to the right respectively. Thus we have the following list of matrices that are directly associated with the link diagram: $$\overline{M}^>,\overline{M}^<,\underset{¯}{M}_>,\underset{¯}{M}_<,\overline{R},\underset{¯}{R},\|R,R\|,\overline{S},\underset{¯}{S},\|S,S\|$$ Figure 18 - Matrix Notations In the models all these oriented ”matrices” (as above and in Figure 18) will be defined by a smaller collection of ordinary matrices with standard multiplication convention. We shall call these oriented matrices of Figure 18 the diagram matrices since they can be read directly from a decorated Morse link diagram in the process of translating from topology to algebra. We shall call the smaller collection of standard matrices the background matrices for the matrix model. There will be a single background matrix $`M`$ (written with lower indices $`M_{ab}`$) and its inverse $`M^1`$ so that $`\mathrm{\Sigma }_iM_{ai}M_{ib}^1=\delta _{ab}.`$ The background matrices $`R`$ and $`S`$ written with indices in the form $`R_{cd}^{ab}`$ and $`S_{cd}^{ab}`$, and $`\mathrm{\Sigma }_{ij}R_{cd}^{ij}S_{ij}^{ab}=\delta _c^a\delta _d^b.`$ Thus, if we think of $`ab`$ as a single index and write $`R_{cd}^{ab}=R_{ab,cd}`$ and $`S_{cd}^{ab}`$ then $`R`$ and $`S`$ multiply in the standard matrix convention where the left lower index is the input index and the right lower index is the output index. In this convention we can write $`RS=SR=I`$ where $`I`$ denotes the identity matrix of this dimension. The rewrite definitions of the diagram matrices in terms of the background matrices are as follows: $$\overline{M}_{ab}^>=M_{ab}$$ $$\overline{M}_{ab}^<=M_{ba}^1$$ $$\underset{¯}{M}_>^{ab}=M_{ab}^1$$ $$\underset{¯}{M}_<^{ab}=M_{ba}$$ $$\overline{R}_{cd}^{ab}=R_{cd}^{ab}$$ $$\underset{¯}{R}_{cd}^{ab}=R_{ba}^{dc}$$ $$\overline{S}_{cd}^{ab}=S_{cd}^{ab}$$ $$\underset{¯}{S}_{cd}^{ab}=S_{ba}^{dc}$$ $$\|R_{cd}^{ab}=\overline{M}_{ci}^<\overline{R}_{dj}^{ia}\underset{¯}{M}_<^{jb}=\underset{¯}{M}_<^{jb}\underset{¯}{R}_{ic}^{bj}\overline{M}_{jd}^<$$ $$R\|_{cd}^{ab}=\overline{M}_{ci}^>\underset{¯}{R}_{dj}^{ia}\underset{¯}{M}_>^{jb}=\underset{¯}{M}_>^{jb}\overline{R}_{ic}^{bj}\overline{M}_{jd}^>$$ $$\|S_{cd}^{ab}=\overline{M}_{ci}^<\overline{S}_{dj}^{ia}\underset{¯}{M}_<^{jb}=\underset{¯}{M}_<^{jb}\underset{¯}{S}_{ic}^{bj}\overline{M}_{jd}^<$$ $$S\|_{cd}^{ab}=\overline{M}_{ci}^>\underset{¯}{S}_{dj}^{ia}\underset{¯}{M}_>^{jb}=\underset{¯}{M}_>^{jb}\overline{S}_{ic}^{bj}\overline{M}_{jd}^>$$ The last four equations expressing the horizontal versions of the braiding matrices in terms of the vertical ones and the cup and cap matrices follow from the switchback move as illustrated in Figures 5 and 13. The conditions for invariance under regular isotopy in the tangle category (Figure 5) translate into conditions on these matrices. For example, the type three move translates to the Yang-Baxter Equation in braiding form. Assuming that the matrices satisfy these conditions, it follows that $`Z(K)`$ is a regular isotopy invariant of knots and links. In fact the same method of assignment gives a functor from the tangle category to the tensor category associated with the basic representation module associated with these matrices or equivalently to the category of an oriented quantum algebra $`M_n(k)`$ associated with the $`n\times n`$ matrices over the ring $`k`$ where $`n`$ is the size of the index set. In working with $`n\times n`$ matrices $`A`$ it is convenient for diagram purposes to write $`A_i^j=A_{ij}`$ where the second half of this equation denotes the standard convention for matrix indices ($`ij`$ stands for row-$`i`$ and column-$`j`$) so that $$(AB)_{ij}=\mathrm{\Sigma }_kA_{ik}B_{kj}.$$ In writing $`A_i^j`$ we indicate that for the standard upward orientation with repect to the vertical, the input index for the matrix is at the bottom and the output index for the matrix is at the top. With these conventions, Figure 10 (interpreted for matrices) shows that the automorpism $`T:M_n(k)A(n)`$ is given by the equation $$T(A)=MAM^1.$$ To see this note that $$T(A)_{ij}=T(A)_i^j=\overline{M}_{ik}^>A_k^l\underset{¯}{M}_>^{lj}=M_{ik}A_{kl}M_{lj}^1=(MAM^1)_{ij}.$$ In this picture the generators of the algebra are the elementary matrices $`E_a^b`$ (with entry $`1`$ in the a-th row, b-th column place and zero elsewhere). Here we think of the lower index on the elementary matrix as the index corresponding to the entrance to the arrow for the corresponding morphism in $`Cat(M_n(k))`$ and the upper index corresponds to the exit from the arrow. In this convention we have $`E_a^bE_c^d=\delta _c^bE_a^d`$ where $`\delta _c^b`$ is the Kronecker delta (equal to one when $`b=c`$ and $`0`$ otherwise). These conventions are important for specific calculations of these quantum algebras associated to the matrix models. In order to complete the relationship between matrix models and our description of oriented quantum algebras we note that given $`\rho M_n(k)M_n(k)`$ We obtain a braiding matrices $`R`$ and $`\overline{R}`$ by permuting the upper and lower indices of $`\rho `$ and $`\rho ^1`$ respectively. That is $$R_{cd}^{ab}=\rho _{cd}^{ba}$$ and $$\overline{R}_{cd}^{ab}=(\rho ^1)_{dc}^{ab}.$$ These assignments follow directly from the definition of the functor from the tangle category to the category of the algebra $`M_n(k).`$ Figure 19 illustrates the corresponding diagrams. In these diagrams we denote the matrix representation of $`\rho =ee^{}`$ by $$\rho _{cd}^{ab}=e_c^ae_d^b.$$ The functor places the signifiers $`e`$ and $`e^{}`$ of $`\rho `$ on the lines of a flat crossing and the resulting diagrammatic matrix is given by $$R_{cd}^{ab}=e_d^ae_c^b=e_c^be_d^a=\rho _{cd}^{ba}$$ Note that this identity is dependent on the fact that the matrix elements that correspond to the signifiers of $`\rho `$ are commuting scalars in the base ring $`k`$. Figure 19 - Braiding Matrix $`R`$ and Algebraic Matrix $`\rho `$ ### 4.1 Matrices and Bead Sliding. Note that when we use a matrix model based on a representation of an oriented (balanced) quantum algebra we require not only a matrix representation of the algebra, but also a matrix representation of the basic automorphism $`T`$ of $`A`$. This data entails the matrices $`e_b^a`$ and $`e_b^a`$ that define the matrix representation of $`\rho `$ and the matrices $`E_b^a`$ and $`E_b^a`$ that define the matrix representation of $`\rho ^1`$ and the background matrices $`M`$ and $`M^1`$ that define the representation of $`T`$ via $`T(v)=MvM^1.`$ Note that we apply $`T`$ functionally on the left. It has been our convention to multiply algebra in the order of its appearance on the oriented lines of the diagram. With our index conventions for matrices this corresponds to the left-right order of matrix multiplication. This means that if we regard the functor $`Cat(M_n(k))`$ as containing morphisms that represent individual matrices, then the composition of such morphisms by attaching directed arrows head-to-tail corresponds to the multiplication of these matrices. Remark. It is also natural to represent $`A`$ to $`End(V)`$, endomorphisms of a given vector space $`V`$. The reader should note, however, that in this language the composition of morphisms of vector spaces proceeds in the opposite order from the matrix multiplication that we have preferred. In order to rectify this, one must speak of representations of the opposite algebra $`A^{op}`$ to $`End(V)`$. This point of view is useful in other contexts, but will not be pursued here. Theorem. Let $`A`$ be a (balanced) quantum algebra. Let $`Rep:AM_n(k)`$ be a representation of $`A`$ to the ring of $`n\times n`$ matrices over the ground ring $`k`$. Suppose there is an invertible matrix $`M`$ in $`M_n(k)`$ such that the automorphism $`\tau :M_n(k)M_n(k)`$ given by $`\tau (x)=MxM^1`$ gives $`Rep(A)`$ the structure of a (balanced) oriented quantum algebra such that $`Rep(T(a))=\tau (Rep(a))`$ for all $`a`$ in $`A`$. Then the matrices $`Rep(\rho )`$, $`Rep(\rho ^1)`$ and $`M`$ give data for a matrix model oriented link invariant of regular isotopy. Proof. The proof of this Theorem is contained in the discussion that precedes it. // Some discussion of this Theorem is in order. First of all, note that the evaluation of a matrix model can be read directly from the pattern of matrices on the diagram. One simply writes down the list of the diagram matrix entries corresponding to the cups, caps and crossings and then sums the product of the elements in this list over all possible values of the repeated indices. The resulting evaluation is a function of the non-repeated indices. On the other hand, we can view the matrices that come from the representation of an oriented quantum algebra as having the specific forms such as $$R_{cd}^{ab}=e_d^ae^b.$$ By putting the expression of the invariant in terms of the signifier matrices $`Rep(e)`$, $`Rep(e^{})`$, $`Rep(E)`$, $`Rep(E^{})`$ and $`M`$ and $`M^1`$ we bring the expression of the invariant close to the abstract expression in $`Cat(A).`$ In particular, there is a corresponding matrix expression for any diagram that is obtained from the original abstract diagram by bead sliding (just replace the signifiers by their corresponding matrices and write down the resulting sum of products of terms invloving them and the cups and caps). Thus every diagram obtained by sliding beads on the original abstract diagram has a matrix evaluation. It is easy to see that these evaluations are invariant under bead sliding. (We leave the proof to the reader.) The consequence is that we can slide the beads first and then evaluate the matrix model. (This pattern was first observed in .) In particular if $`K`$ is a closed loop diagram and we slide all the algebra to one segment where it takes the form $`w`$ and regularly homotop the flat diagram to the form $`G^n`$ then the matrix model yields the invariant $$INV(K)=trace((M^2)^nRep(w))$$ as the value of the matrix model. Here $`trace`$ denotes standard matrix trace and the term $`M^2`$ is the matrix evaluation of $`G`$ (Bead sliding shows that $`GxG^1=UD(x)`$ for all matrices $`x`$. The formula $`G=M^2`$ then follows from $`U(x)=D(x)=MxM^1.`$) Remark on General Matrix Models. Everything that we have said in this section generalizes to matrix models with two background matrices corresponding to the two automorphisms $`U`$ and $`D`$ in the general case of oriented quantum algebras. We have restricted ourselves to the balanced case only for ease of exposition. The general case follows the same lines. Since, in the genral case there are two automorphisms, there will be two background matrices $`M`$ and $`M^{}`$ with $`U(x)=MxM^1`$ and $`D(x)=M^{}xM^1`$ for all matrices $`x`$. Specifically we will have $$\overline{M}^>=M,\underset{¯}{M}_>=M^1$$ and $$\overline{M}^<=M^1,\underset{¯}{M}_<=M^{}.$$ Otherwise, the model for a general oriented quantum algebra behaves in all respects like the model for a balanced algebra. ### 4.2 An Example of a Matrix Oriented Balanced Quantum Algebra In this subsection we give a specific example of a matrix oriented balanced quantum algebra. This algebra can be used to produce a sequence of models of specializations of the Homfly polynomial , as we shall see in the next section. Recall from the previous section the elementary matrices $`E_a^b`$ and the rule of multiplication $`E_a^bE_c^d=\delta (b,c)E_a^d.`$ We let $$z=qq^1.$$ In the equations below there is an implicit summation over the repeated indices for an index set of the form $`\{1,2,3,\mathrm{},N\}`$ for a natural number $`N`$. Logical conditions on the indices are expressed within the formulas. The logical symbol refers to indices at the same level in the expression to which it belongs. For example, $$E_b^a^>E_a^b=\mathrm{\Sigma }_{a>b}E_b^aE_a^b.$$ We begin by defining $`\rho `$ , $`\rho ^1`$ and the automorphism $`T.`$ $$\rho =zE_b^a^>E_a^b+qE_a^aE_a^a+E_a^a^{}E_b^b$$ $$\rho ^1=zE_b^a^>E_a^b+q^1E_a^aE_a^a+E_a^a^{}E_b^b$$ $$T(E_b^a)=q^{ab}E_b^a$$ Then $$(1T)\rho =zq^{ab}E_b^a^>E_a^b+qE_a^aE_a^a+E_a^a^{}E_b^b$$ $$(T1)\rho ^1=zq^{ba}E_b^a^>E_a^b+q^1E_a^aE_a^a+E_a^a^{}E_b^b.$$ Here is the calculation: $`[(1T)\rho ][(T1)\rho ^1]=\mathrm{\Sigma }_{a>b,a^{}>b^{}}z^2q^{ab}q^{b^{}a^{}}E_b^aE_b^{}^a^{}E_a^{}^b^{}E_a^b`$ $`+\mathrm{\Sigma }_{a>b}zq^{ab}q^1E_b^aE_a^{}^a^{}E_a^{}^a^{}E_a^b+\mathrm{\Sigma }_{a>b,a^{}b^{}}zq^{ab}E_b^aE_a^{}^a^{}E_b^{}^b^{}E_a^b`$ $`\mathrm{\Sigma }_{a^{}>b^{}}zqq^{b^{}a^{}}E_a^aE_b^{}^a^{}E_a^{}^b^{}E_a^a+\mathrm{\Sigma }_{a,a^{}}E_a^aE_a^{}^a^{}E_a^{}^a^{}E_a^a`$ $`+\mathrm{\Sigma }_{a^{}b^{}}qE_a^aE_a^{}^a^{}E_b^{}^b^{}E_a^a\mathrm{\Sigma }_{ab,a^{}>b^{}}zq^{b^{}a^{}}E_a^aE_b^{}^a^{}E_a^{}^b^{}E_b^b`$ $`+\mathrm{\Sigma }_{ab}q^1E_a^aE_a^{}^a^{}E_a^{}^a^{}E_b^b+\mathrm{\Sigma }_{ab,a^{}b^{}}E_a^aE_a^{}^a^{}E_b^{}^b^{}E_b^b`$ $`=\mathrm{\Sigma }_{a^{}>a>b^{}}z^2q^{ab^{}}q^{aa^{}}E_b^{}^a^{}E_a^{}^b^{}+\mathrm{\Sigma }_{a^{}>b^{}}zq^{a^{}b^{}1}E_b^{}^a^{}E_a^{}^b^{}`$ $`\mathrm{\Sigma }_{a^{}>b^{}}zq^{b^{}a^{}+1}E_b^{}^a^{}E_a^{}^b^{}+\mathrm{\Sigma }_aE_a^aE_a^a+\mathrm{\Sigma }_{ab}E_a^aE_b^b`$ $`=\mathrm{\Sigma }_{a^{}>b^{}}z[z\mathrm{\Sigma }_{a^{}>a>b^{}}q^{ab^{}}q^{aa^{}}+q^{a^{}b^{}1}q^{b^{}a^{}+1}]E_b^{}^a^{}E_a^{}^b^{}`$ $`+\mathrm{\Sigma }_aE_a^aE_a^a+\mathrm{\Sigma }_{ab}E_a^aE_b^b`$ But $$[z\mathrm{\Sigma }_{a^{}>a>b^{}}q^{ab^{}}q^{aa^{}}+q^{a^{}b^{}1}q^{b^{}a^{}+1}]=q^{a^{}b^{}}[z\mathrm{\Sigma }_{a^{}>a>b^{}}q^{2a}+q^{2a^{}1}q^{2b^{}+1}]$$ and $$z\mathrm{\Sigma }_{a^{}>a>b^{}}q^{2a}=(q^1q)(q^{2b^{}+2}+\mathrm{}+q^{2a^{}2})=q^{2a^{}1}q^{2b^{}+1}$$ Thus $$[(1T)\rho ][(T1)\rho ^1]=\mathrm{\Sigma }_aE_a^aE_a^a+\mathrm{\Sigma }_{ab}E_a^aE_b^b=1_{AA^{op}}.$$ This verifies that the algebra generated by elementary matrices in conjunction with $`\rho `$, $`\rho ^1`$ and $`T`$ form a balanced oriented quantum algebra. In order to associate a link invariant to this algebra we can construct a matrix model by taking $$M_{ij}=q^i\delta _{ij}.$$ We leave it as an exercise for the reader to verify that the resulting invariant is an unnormalized version of the Homfly polynomial. This exercise is clarified by the remarks on state models in the next section. ## 5 State Sums There are many versions of the general notion of a state summation model for a link invariant. Given a link diagramm $`K`$, a combinatorial structure associated with $`K`$ is a graph with decorations (possibly algebraic) that is obtained from $`K`$ by some well-defined process of labelling and replacement. The exact details of what a combinatorial structure can be are left open, as there are many possibilities. One well known way to obtain combinatorial structures associated to a link diagram $`L`$ is to replace each crossing of $`L`$ with either a smoothing of that crossing or a flattening of that crossing. In smoothing a crossing we replace the connections at the crossing so that it fits in the plane without any arcs crossing over or under one another. In flattening a crossing, the crossing is replaced by a four-valent vertex in the plane. See Figure 20 for illustrations of smoothing and flattening. By a combinatorial state sum I mean that for each link diagram $`K`$ there will be associated a set of combinatorial structures $`S(K)`$, called the states of $`K`$, and a functional $`<K\|S>`$ that associates to each state of $`K`$ and state $`S`$ an element $`<K\|S>`$ in a commutative ring $`k`$. Then we define the state sum for $`K`$ to be the summation $$Z_K=\mathrm{\Sigma }_{SS(K)}<K\|S><S>.$$ where $`<S>`$ is a specifically given state evaluation in $`k`$. It is intended that $`Z_K`$ be a regular isotopy invariant of the link $`K`$. In this section we shall consider state sums of the following special form. There is given an index set $`I=\{1,2,3,\mathrm{},n\}`$. Each crossing of the link diagram can be replaced by either oriented parallel arcs (an oriented smoothing) with a sign of either equality or inequality between them (this constitutes three possibilities, since the inequality can be oriented in two ways between the two lines), or by crossed arcs (a flattening) with a sign of inequality between them. In Figure 20 we have illustrated these local replacements in the form of symbolic summations (we use the diagram and its evaluation interchangeably) $$K_+=ASK_=+BSK_<+CSK_>+DFK_{}$$ $$K_{}=A^{}SK_=+B^{}SK_<+C^{}SK_>+D^{}FK_{}$$ where $`K_+`$ and $`K_{}`$ denote the link with a specific crossing that is either positive or negative, $`SK_=`$ denotes the result of smoothing with left top line equal to the left top right line, $`SK_<`$ denotes the result of smoothing with left top line less than the left top right line, $`SK_>`$ denotes the result of smoothing with left top line greater than the left top right line, $`FK_{}`$ denotes the result of flattening with left top line unequal to the left top right line. These equations express the state summation symbolically. We expand in this way on eacn crossing until a formal sum of products is reached. The diagrams that are implicated in these products have a medley of stipulations of equality and inequality inscribed upon them. Those that are impossible (e.g. a line is asked to be less than itself) are given value zero. A diagram $`D`$ with a possible assignments of equality and inequality is evaluated as $`<D>`$ as in the general state sum description of the previous paragraph. This recursive description of the state summation is identical to the description $$Z_K=\mathrm{\Sigma }_{SS(K)}<K\|S><S>$$ where the states $`S`$ are the diagrams $`D`$ obtained by smoothing and flattening, and the evaluations $`<K\|S>`$ denote the product of labels $`A`$,$`A^{}`$, …,$`D`$,$`D^{}`$ that are implicit in the recursive expansion. That is, one should think of that state diagram $`D`$ as decorated not only with signs of equality and inequality, but also with the alphabetic labels that are implicit in the recursive expansion. Then $`<K\|S>`$ is the product of the labels that is the coefficient of the corresponding diagram in the recursive expansion. We now turn to the specific definition of $`<D>`$ for a state diagram $`D`$. This diagram is labelled with equalities and inequalities that make it possible to create actual labellings of its curves (one numerical label per curve) from the index set $`I=\{1,2,3,\mathrm{},n\}.`$ Let $`\mathrm{\Lambda }`$ denote an actual labelling of $`D`$ and $`D(\mathrm{\Lambda })`$ that particular labelling of $`D`$. Let $$<D>=\mathrm{\Sigma }_\mathrm{\Lambda }<D(\mathrm{\Lambda })>=\mathrm{\Sigma }_\mathrm{\Lambda }q^{\mathrm{\Sigma }_{i\mathrm{\Lambda }}iRot_D(i)}$$ where $`\mathrm{\Lambda }`$ runs over all admissible labellings of $`D`$ from the index set $`I`$. Here $`q`$ is a commuting algebraic variable, and $`Rot_D(i)`$ denotes the Whitney degree in the plane of the component of $`D`$ that is labelled by the index $`i`$. (We think of $`\mathrm{\Lambda }`$ as a list of indices (with multiplicities) such that each index is attached to a specific component of $`D`$.) This specification completely defines the state summation. That is, the state summation is now well-defined on link diagrams. It is not in general an invariant of regular isotopy for links. We will now show that this specification corresponds to a specific matrix model and that a special case gives specializations of the Homfly polynomial. The Homfly specialization has vertex weights given by the expansion $$K_+=qSK_=+(qq^1)SK_<+FK_{}$$ $$K_{}=q^1SK_=+(q^1q)SK_>+FK_{}.$$ Note that $$K_+K_{}=(qq^1)[SK_=+SK_<+SK_>]=(qq^1)SK$$ where $`SK`$ denotes the diagram obtained by smoothing the crossing in question. This is the source of the skein relation for the Homfly polynomial. The matrix model arises by interpreting the expansion formulas for $`K_+`$ and $`K_{}`$ as definitions for the braiding matrices in the matrix model. Translating these braiding matrices to the algebraic form (by composing with the appropriate permutation) yields the $`\rho `$ and $`\rho ^1`$ of the previous section. We omit these details. The upshot is that the present state sum can be used to prove that the matrix model in the last section does give the Homfly polynomial specializations. In Figure 21 we show how to interpret the smoothed and flattened local states as matrices, using the convention that $`\delta [a,b,c,d]`$ is equal to 1 when $`a=b=c=d`$ and is equal to 0 otherwise, $`\delta [a,b]`$ is equal to 1 when $`a=b`$ and is equal to 0 otherwise and $`[P]`$ is equal to 1 when the proposition $`P`$ is true and is equal to 0 otherwise. With these interpretations for the braiding matrices, it is not hard to see that this state model is identical to the link invariant derived from the oriented quantum algebra of the previous section. This completes our discussion of these relationships among state models, matrix models and oriented quantum algebras. Figure 20 - Local States Figure 21 - Local Matrices ## 6 Quasitriangular Ribbon Hopf Algebras In this section we show how to recover the results of Reshetikhin and Turaev that associate an oriented link invariant to each representation of a quasitriangular ribbon Hopf algebra. In our language, each such representation gives rise to a $`D=1`$ (standard) oriented quantum algebra and a corresponding matrix model. Any quasitriangular Hopf algebra is an example of an (unoriented) quantum algebra. In a quantum algebra with antipode $`s`$ we have $$(ss)\rho =\rho $$ and $$(s1)\rho =(1s^1)\rho =\rho ^1.$$ Then $$(se)fe^{}f^{}=11$$ $$(sf)s^2(e)e^{}f^{}=11$$ $$(sf)es^2(e^{})f^{}=11$$ $$[(s1)\rho ][(1s^2)\rho ]=1_A1_{A^{op}}$$ $$[\rho ^1][(1s^2)\rho ]=1_A1_{A^{op}}.$$ Similarly, $$[(1s^2)\rho ][\rho ^1]=1_A1_{A^{op}}.$$ This shows that any quantum algebra $`A`$ is a standard oriented quantum algebra with $`t=s^2`$. In particular, This applies to quasitriangular ribbon Hopf algebras. We now obtain in this way a new proof of the reuslts of Reshetikhin and Turaev on the existence of link invariants from representations of such algebras. In order to define a link invariant from a representation, we will define cups and caps as morphisms of vector spaces so that they represent the automorphisms $`t=U`$ and $`1=D.`$ Once these cups and caps are defined, the evaluation of tangles is accomplished by regarding the image of each tangle under the functor $`F`$ as a morphism of vector spaces. In particular, a closed link diagram is a linear map from $`k`$ to $`k`$ and the value of its invariant is the value of this map on the unit $`1`$ in $`k`$. This method of evaluation is neccessary for the direct comparison of our invariant with the Reshetikhin Turaev invariant. It is also compatible with the other methods in this paper (matrices and bead sliding). In a quasitrangular ribbon Hopf algebra $`A`$ the square of the antipode is represented by a grouplike element $`G`$ so that $`s^2(a)=G^1aG`$ and $$t(a)=s^2(a)=GaG^1$$ for all $`a`$ in $`A`$. The existence of this grouplike element allows us, given a finite dimensional representation of $`A`$, to represent the cups and the caps so that they correctly represent the automorphisms $`t`$ and the identity. The definitions are given below. Remark. A quantum algebra with anti-automorphism $`s`$ whose square $`s^2`$ is represented by conjugation by an element $`G`$ is called (by us) a twist quantum algebra . The results of this section can be stated in full generality for twist quantum algebras. Since we are in a representation of the algebra $`A`$, we can assume that each element of $`A`$ corresponds to an endomorphism of a vector space $`V`$. Let $`\beta `$ run over a basis $``$ for $`V`$. Let $`\beta ^{}`$ run over the dual basis for $`V^{}`$. Thus $`\beta ^{}(\beta ^{})=\delta (\beta ,\beta ^{}).`$ Note that for any $`v`$ in $`V`$ that $$v=\mathrm{\Sigma }_\beta \beta ^{}(v)\beta .$$ We define $`v^{}`$ for any $`v`$ in $`V`$ by the equation $`v^{}(\beta )=\beta ^{}(v)`$ where $`\beta `$ is in the basis $`.`$ The transpose of an element $`a`$ in $`A`$ will be denoted by $`a^t.`$ Then $`a^t`$ corresponds to an element in the endomorphisms of the dual space $`V^{}.`$ Note also that if $`a`$ is an endomorphism of $`V`$, then $`a^t`$ is an endomorphism of $`V^{}`$ defined by the formula $$a^tf(v)=f(a(v))$$ for any $`f`$ in $`V^{}`$. By our usual conventions the transpose of the morphism for an element $`a`$ is diagrammed by drawing a down line that is still labelled $`a`$. First we define $`CapRight`$ and $`CupRight.`$ It is understood that these formulas occur in the representation with $`xy^{}`$ representing an element of $`VV^{}`$. Each summation runs over a basis for $`V`$. $$CapRight(xy^{})=y^{}(G^1x)$$ for any $`x`$ and $`y`$ in $`V.`$ $$CupRight(1)=\mathrm{\Sigma }_\beta (\beta ^{}G\beta ).$$ where $`\beta `$ runs over a basis for $`V`$. Then, letting $`a`$ be any endomorphism of $`V`$ and $`x`$ an element of $`V`$, we let $`t(a)`$ be the endomorphism of $`V`$ obtained from sandwiching $`a`$ in the middle of the CapRight and CupRight as in Figure 10. We have $$t(a)(x)=\mathrm{\Sigma }_\beta CapRight(xa^t\beta ^{})G\beta =\mathrm{\Sigma }_\beta a^t\beta ^{}(G^1x)G\beta =\mathrm{\Sigma }_\beta \beta ^{}(aG^1x)G\beta $$ Now $$aG^1x=\mathrm{\Sigma }_\beta \beta ^{}(aG^1x)\beta $$ thus $$t(a)x=GaG^1x.$$ hence $$t(a)=GaG^1.$$ $`CapLeft`$ and $`CupLeft`$ are defined by evaluation and coevaluation without the use of $`G`$ so that $`D=1`$. These constructions show that any representation of a quasitriangular ribbon Hopf algebra $`A`$ or an oriented twist quantum algebra gives rise to an invariant of regular isotopy of knots and links. The specification of the cups and caps gives a matrix model for this invariant in any basis for the representation space. In fact, the specification of cups and caps that we have used matches (up to reversals of arrow conventions) the cups and caps of Reshetikhin and Turaev in . The choice of cups and caps determines the automorphisms of the corresponding oriented quantum algebra. The oriented quantum algebra underlying the Reshetikhin Turaev invariants for a representation of a ribbon Hopf algebra is identical to the algebra that we have described in this section. From this it follows that these methods reproduce the Reshetikhin Turaev invariants.
warning/0006/quant-ph0006070.html	ar5iv	text	# A Suggestion for a Teleological Interpretation of Quantum Mechanics ## Chapter 1 Introduction We start by presenting in Chapter 2 some of the conceptual difficulties in the foundations of quantum mechanics. They include the measurement problem, problems which arise in various popular interpretations of quantum mechanics and the problem of defining classicality. These fundamental issues are subjects of many discussions taking different approaches, and we wish to present the conceptual common ground necessary for the understanding of our work, and put it in uniform terminology. In Chapter 3 we briefly review the time-symmetric reformulation of quantum mechanics, in which the suggested interpretation is formulated. In this formalism, two temporal boundary conditions are assumed: an initial one and a final one. Two wave-functions are evolved from these, respectively: the standard one, which we call the history vector, and a backwards evolving one, the hermitian adjoint of which we call the destiny vector. These are combined to form the two-state, constituting the complete description of any system. Final boundary conditions are usually introduced by post-selection of the measured system, taking into account only the experiments which yield a specific outcome. We wish to generalize this formulation to be applicable also to closed systems, namely to the universe. We show that the density matrix of the closed universe in standard quantum mechanics is a special case of its possible two-states in the time-symmetric formalism. From here on we work in the frame of the two state vector formalism and are interested only in the unitary evolution of two-states and in the reduced two-states of their subsystems. In Chapter 4 we suggest choosing a special final boundary condition which solves the measurement problem. This is done by setting the final states of measuring devices as one of their classically possible pointer states, according to the measurements in which they are involved, with a probability distribution that reconstructs the predictions of standard quantum mechanics for large ensembles of such measurements. By this, probability is eliminated from the description of any single measurement, and its specific outcome may be calculated, given its boundary conditions. We analyze ideal measurements and show how effective reduction is attained without the need of supplemental mechanisms, thus solving the measurement problem. Here we introduce the process of “two-time decoherence”, which, we show, governs the behaviour of the measuring device. We next consider non-ideal weak measurements, where a weak interaction between the measuring device and the system being measured takes place, and the outcome is the expected value of the operator dependent of the boundary conditions. Clearly these kind of measurements may be naturally described using the two-state formalism. We remark that weak values, or the strange outcomes obtained from weak observations, may be used to explain miscellaneous unaccounted for phenomena. In Chapter 5 we discuss the validity of classical properties such as locality, causality, realism, determinism and free will, in the framework of our interpretation. This discussion is mainly philosophical, but is also an indispensable part of a complete picture of any interpretation. We argue that all properties excluding realism are valid. We further suggest a mechanism which allows essential free will within the framework of the suggested interpretation, and claim that in this context a more complex approach to the concept of time should be adopted. Chapter 6 constitutes a discussion of ideas which relate to the interpretation suggested, and a summary of our work. ## Chapter 2 Background ### 2.1 The Measurement Problem Quantum theory was originally intended to describe the behaviour of microscopic particles, and indeed it predicts with great accuracy the outcomes of experiments in this regime. Furthermore, quantum theory has supplied explanations to phenomena previously unaccounted for, such as the spectrum of black body radiation. Today quantum theory is almost unanimously accepted as correct. Nevertheless quantum theory raises considerable physical and philosophical difficulties regarding the usage of classical concepts such as locality, realism, determinism and so forth. The difficulty intensifies when we attempt to apply quantum theory to the macroscopic regime, meaning also to our measuring devices – an action that seems legitimate, for also they are made of microscopic particles. At first sight, it seems that in order to build a theoretical model which may reconstruct the empirical results, one needs to define an observer or a measuring device external to the observed quantum system, one which does not obey the normal evolution rules of quantum mechanics. This of course is not desired, because then quantum theory will be incomplete, in the sense that it will not describe all physical nature. This is known as the measurement problem. The measurement problem can be simply demonstrated in the following manner. An experiment is performed on a spin-$`\frac{1}{2}`$ particle in order to find its spin component along some axis. Let the initial state of the particle be $`\frac{1}{\sqrt{2}}\left(\|+\|\right)`$. The initial state of the measuring device is $`\|\mathrm{R}`$ (device “READY”). Now assume an interaction between the particle and the measuring device takes place, such that if the device measures $`\|`$, it evolves into the state $`\|\mathrm{U}`$ (device measured “UP”), and if it measures $`\|`$, it evolves into the state $`\|\mathrm{D}`$ (device measured “DOWN”). The evolution predicted by quantum mechanics is $$\frac{1}{\sqrt{2}}\left(\|+\|\right)\|\mathrm{R}\frac{1}{\sqrt{2}}\left(\|\|\mathrm{U}+\|\|\mathrm{D}\right).$$ (2.1) But we know from everyday practice (assume we are experimentalists) that when measuring a spin-$`\frac{1}{2}`$ particle as above, we get $`\|\|\mathrm{U}`$ in $`50\%`$ of the cases and $`\|\|\mathrm{D}`$ in the other $`50\%`$, not a superposition of the two as in (2.1). In general, the experiment shows that after an ideal measurement, the quantum system is found to be in one of the eigenstates of the measured operator, correlated to the appropriate state of the measuring device. For pre-selected ensembles this happens with a probability equal to the absolute value of the projection of the initial state on the specific eigenstate, squared. In order to explain this gap between theory and observed reality, different interpretations of quantum mechanics have been suggested, or better phrased, different interpretations of our observations. Their common goal is to provide the most complete description of physical reality possible, and to settle some of the contradictions between quantum theory and classical concepts. ### 2.2 Interpretations of Quantum Mechanics Generally, interpretations of quantum mechanics can be divided into two main categories. The first kind explains our observations by supplementing the evolution rules of quantum mechanics with the concept of a random “collapse of the wave-function”. A reduction of the quantum superposition state to a classical state is supposed to take place at some stage of the measurement process. These interpretations are problematic because the collapse is non-local , the collapse mechanism, if at all specified, gives a nondeterministic outcome, and Occam’s razor, the principle of simplicity, is unsympathetic to the excessive collapse rule. A second kind of interpretation attempts to explain experimental outcomes deterministically, without the need of a collapse. Among these are “hidden variables” interpretations and “relative state” interpretations. hidden variables interpretations, following Bohm , assume the existence of inaccessible variables with definite values, which determine the state after the measurement. Bell , in his famous inequality theorem, and recently the GHZ argument, show that these kind of theories are inherently non-local. Also it is not clear how the empirical probabilities, as they arise in the standard theory, are to be reconstructed. The different variations of the relative state interpretation (such as “many worlds” or “many-minds”), which are themselves interpretations of Everett’s original suggestion , settle the measurement problem by attributing different observations to the different states of consciousness correlated to them. In these interpretations there is no simple relation of the empirical probabilities to the possible outcomes. In fact it is assumed that all possible outcomes and observations coexist, so one cannot explain why he is the one observing a certain outcome. Both of these non-collapse interpretations also contain some multiplicity of entities (variables, worlds), needed for the description of the system, against the spirit of Occam’s razor. It is worth commenting that we have discussed only ontological interpretations whereas epistemological ones exist also. The former are interpretations in the sense we have described: they attempt to explain our observations by giving a broader, presumably complete description of physical nature. The latter confine themselves to give a set of logical rules regarding our knowledge of reality, putting aside the discussion of what is really happening. We find this kind of interpretations unsatisfactory, and perhaps even opposed to the spirit of the science of physics. In this work we suggest a new ontological interpretation, which attempts to overcome the difficulties mentioned. Namely it is local, deterministic and simple, and it reconstructs the empirical probability rules of standard quantum mechanics. The classical properties mentioned in this section will be defined more precisely and be further discussed in Chapter 5. ### 2.3 Classicality and Decoherence The measurement problem, as it arises in a situation where a classical apparatus is measuring a quantum system, is tightly connected to the definition of the classicality of systems. A classical system, by definition, is a system which does not exhibit quantum-like behaviour in some sense. Generally, we recognize one definite classical basis of states, of which our classical system assumes one specific state. We do not observe superpositions among classical states, in contrast to the case of quantum states. Accordingly we may postulate that it is not possible to interfere or mix the phases between two classical states. In the case of a measurement process, it can be further shown that without a scheme of choosing the classical basis and a postulate such as above, it is not even well defined what observable is being measured . This is sometimes referred to as the problem of the preferred basis. Selection of a classical basis and the destruction of phase coherence can be achieved in the framework of standard quantum mechanics, by the dynamical process of environment induced superselection or decoherence, first introduced by Zurek . Here it is assumed that the to-be-classical apparatus is being constantly monitored by an environment, singling out an almost orthogonal basis. The additional degrees of freedom, now coupled to the different apparatus states in this basis, prohibit a change of this basis. Doing so will result in the destruction of any previous correlations of the apparatus with other systems, such as the system being measured. Note that such a correlation is essential for the definition of the classical basis. Due to the near orthogonality of the environment states, when tracing out the environmental degrees of freedom, one notices that the off-diagonal interference terms in the reduced density matrix are negligible. Therefore no projection onto a superposition of classical states can take place. Here it is assumed that the experimenter cannot take into account the environment itself, when performing such an experiment, since in realistic situations the exact state of at least part of the environment is unknown. Up to now we have not yet solved the measurement problem – no reduction to a single classical state has occurred, but importantly a basis for the reduction has been defined. The environment in discussion is the dominant part of the systems “not of interest”, interacting with our apparatus. Usually these may take the form of internal parts of our macroscopic device, where the aforementioned “apparatus” is but the device’s pointer. The classical states of the preferred basis are called “preferred states” or “pointer states”. As a result of the diagonality of the density matrix, these states are insensitive to measurements performed on them, in agreement with our classical experience. By contrast, quantum states change or undergo “preparation” with each new measurement. Therefore we may relate classicality to predictability. Zurek has even suggested a predictability sieve, in order to identify the classical states by the length of time that they maintain predictability. With this in mind we shall later relate different time measures to different measures of classicality of systems, where for ideal classical systems, we would like the time they remain predictable to be almost infinite or at least longer than the lifetime of the universe. To conclude the discussion we shall rederive a simple toy model of decoherence presented in Ref. . This model will be later used also in the context of our interpretation. Let us start with the initial state $`a\|+b\|`$ for the quantum system and $`\|\mathrm{R}=\frac{1}{\sqrt{2}}\left(\|\mathrm{U}+\|\mathrm{D}\right)`$ for the apparatus, both at time $`t_0=0`$. Assume an interaction Hamiltonian between them of the form $$H_{sa}=g\sigma _z^{(s)}\sigma _y^{(a)},$$ (2.2) where $`g`$ is a constant, $`\sigma _y`$ and $`\sigma _z`$ are Pauli matrices, and we write all states in the basis of eigenstates of $`\sigma _z`$, $`(s)`$ designates system and $`(a)`$ designates apparatus. Let the interaction take place for a time $$t_1=\frac{\pi \mathrm{}}{4g}.$$ (2.3) The evolution will be <sup>1</sup><sup>1</sup>1Derivations may be found in Appendix A. $$\frac{1}{\sqrt{2}}\left(a\|+b\|\right)\left(\|\mathrm{U}+\|\mathrm{D}\right)a\|\|\mathrm{U}+b\|\|\mathrm{D}.$$ (2.4) Next take the state obtained and couple it to an environment consisting of $`N`$ two-level particles with the basis $`\{\|\mathrm{u}_k,\|\mathrm{d}_k\}_{k=1}^N`$, in the initial state $`_{k=1}^N\left(\alpha _k\|\mathrm{u}_k+\beta _k\|\mathrm{d}_k\right)`$. Assume an interaction Hamiltonian between the apparatus and environment of the form $$H_{ae}=\sigma _z^{(a)}\underset{k=1}{\overset{N}{}}g_k\sigma _{z,k}^{(e)}\underset{jk}{}1_j,$$ (2.5) where $`g_k`$ are constants, $`(e)`$ designates environment and $`1`$ is the unit operator. The evolution is $`\left(a\|\|\mathrm{U}+b\|\|\mathrm{D}\right){\displaystyle \underset{k=1}{\overset{N}{}}}\left(\alpha _k\|\mathrm{u}_k+\beta _k\|\mathrm{d}_k\right)`$ (2.6) $`a\|\|\mathrm{U}\|\epsilon _\mathrm{U}\left(\mathrm{t}\mathrm{t}_1\right)+b\|\|\mathrm{D}\|\epsilon _\mathrm{D}\left(\mathrm{t}\mathrm{t}_1\right),`$ where $`\|\epsilon _\mathrm{U}\left(\mathrm{t}^{}\right)`$ $`=`$ $`{\displaystyle \underset{k=1}{\overset{N}{}}}\left(\alpha _k\mathrm{exp}\left(ig_kt^{}/\mathrm{}\right)\|\mathrm{u}_k+\beta _k\mathrm{exp}\left(ig_kt^{}/\mathrm{}\right)\|\mathrm{d}_k\right),`$ (2.7) $`\|\epsilon _\mathrm{D}\left(\mathrm{t}^{}\right)`$ $`=`$ $`{\displaystyle \underset{k=1}{\overset{N}{}}}\left(\alpha _k\mathrm{exp}\left(ig_kt^{}/\mathrm{}\right)\|\mathrm{u}_k+\beta _k\mathrm{exp}\left(ig_kt^{}/\mathrm{}\right)\|\mathrm{d}_k\right)`$ (2.8) are the environment states which correspond to the superselected pointer states. Tracing out the environment, the reduced system-apparatus density matrix obtained is $`\rho {}_{}{}^{\mathrm{DEN}}{}_{sa}{}^{}(t)=\mathrm{tr}_e\rho {}_{}{}^{\mathrm{DEN}}(t)`$ $`=`$ $`\|a\|^2\|\|\|\mathrm{U}\mathrm{U}\|+`$ (2.9) $`+`$ $`z(tt_1)ab^{}\|\|\|\mathrm{U}\mathrm{D}\|+`$ $`+`$ $`z^{}(tt_1)ba^{}\|\|\|\mathrm{D}\mathrm{U}\|+`$ $`+`$ $`\|b\|^2\|\|\|\mathrm{D}\mathrm{D}\|`$ where $$z(t^{})=\epsilon _U(t^{})\|\epsilon _D(t^{})=\underset{k=1}{\overset{N}{}}\left(\mathrm{cos}\left(2g_kt^{}/\mathrm{}\right)+i\left(\|\alpha _k\|^2\|\beta _k\|^2\right)\mathrm{sin}\left(2g_kt^{}/\mathrm{}\right)\right)$$ (2.10) is the correlation amplitude. The temporal average of the absolute value of this amplitude is $$\overline{\|z(t^{})\|^2}=\underset{T\mathrm{}}{lim}T^1_0^T\|z(\tau )\|^2𝑑\tau =2^N\underset{k=1}{\overset{N}{}}\left(1+\left(\|\alpha _k\|^2\|\beta _k\|^2\right)^2\right).$$ (2.11) This implies that for large enough an environment, consisting of many $`N`$ particles, $`z(t)`$ is negligible in average, and the diagonal terms of (2.9), which contain it as a factor, are damped out. Thus after some finite decoherence time, an effective pointer basis has been established, and neither change of basis nor projection onto a superposition of basis states are possible. The only difficulty with this toy model is that since $`z(t)`$ is of the almost-periodic function family, as long as $`N`$ is finite, any value of its range will recur an infinite number of times . Thus $`z(t)`$ will eventually return to assume non-negligible values causing recoherence. Only when the environmental degrees of freedom have a continuous spectrum of eigenstates, can an infinitely long recoherence time be attained. Classical systems should have a very short decoherence time and a recoherence time longer than the lifetime of the universe. These can be achieved when the environment is large, as indeed characterizes measuring devices, which are macroscopic and therefore have large environments. Of course a more realistic model of an environment should be used. Since physical interactions are usually a function of distance, given by a potential, we would expect the pointer basis to be a position basis, so that the different states are localized. However up to now we have ignored the free Hamiltonian of the apparatus and environment, assuming that they were commutative with the interaction Hamiltonian. This is generally not true because the momentum terms of the free Hamiltonians are not commutative with the interaction potential. Thus a condition for localization is massiveness of the apparatus , which suppresses the non-local terms. This again is true for macroscopic devices. ## Chapter 3 Time Symmetric Quantum Mechanics ### 3.1 Background In their famous 1964 article, ABL suggested a new rule for calculating probability. In the case that a final state $`\mathrm{\Psi }_f`$ is specified for the measured system, in addition to the usual choice of an initial state $`\mathrm{\Psi }_i`$, the probability that an intermediate measurement of an operator $`A`$ yields the eigenstate $`\|a_k`$ is $`\mathrm{prob}(a_k\mathrm{\Psi }_i,\mathrm{\Psi }_f)`$ $`=`$ $`{\displaystyle \frac{\mathrm{prob}(\mathrm{\Psi }_f(t)a_k)\mathrm{prob}(a_k\mathrm{\Psi }_i(t))}{_j\mathrm{prob}(\mathrm{\Psi }_f(t)a_j)\mathrm{prob}(a_j\mathrm{\Psi }_i(t))}}=`$ (3.1) $`=`$ $`{\displaystyle \frac{\|\mathrm{\Psi }_f(t)\|a_k\|^2\|a_k\|\mathrm{\Psi }_i(t)\|^2}{_j\|\mathrm{\Psi }_f(t)\|a_j\|^2\|a_j\|\mathrm{\Psi }_i(t)\|^2}},`$ where $`a_k\{a_j\}_j`$, an eigenbasis of the measured operator $`A`$, and we assume that an instantaneous measurement occurs at a time $`t`$ intermediate of the boundary conditions, to which all wave-functions are evolved. If the measurement is not instantaneous, the initial and final wave-functions should be taken at the beginning and ending of the measurement interaction, respectively (assuming no free evolution of the wave-functions in between). If only the initial condition is specified, (3.1) should reduce to the regular empirical probability rule: $$\mathrm{prob}(a_k\mathrm{\Psi }_i)=\|a_k\|\mathrm{\Psi }_i(t)\|^2.$$ (3.2) Formula (3.1) is actually an application of the simple conditional probability formula to the quantum case. But a conceptual leap has been made in the recognition that boundary conditions may be chosen time-symmetrically in contrast to the conventional asymmetric choice of an initial condition only. The gauntlet has been thrown down: why should boundary conditions be chosen with such a discrimination? Later Aharonov et. al. introduced the concept of weak measurement and weak values . The idea is as follows. If one performs an isolated, weak interaction measurement, where the measured system is almost undisturbed and no reduction takes place, his apparatus will show the expected value of the measured operator, with a weighing of the appropriate probabilities. A condition for this, as will be discussed in Section 4.3, is the existence of a large enough uncertainty in the pointer’s initial state. Then the pointer’s final state will be spread around the expected value, and the final outcome observed by us, will be the result of an ideal measurement on this spread state, with the appropriate probability distribution. When only an initial boundary condition is specified for the quantum system, or when the final condition is identical to the initial condition, one gets after interaction the expectation value $$A\mathrm{\Psi }_i\|A\|\mathrm{\Psi }_i=\underset{k}{}a_k\mathrm{prob}(a_k\mathrm{\Psi }_i).$$ (3.3) In the general case when both initial and final boundary conditions are specified the outcome is the weak value $`A_w`$, which may be far from any eigenstate of the measured operator $$A_w\frac{\mathrm{\Psi }_f\|A\|\mathrm{\Psi }_i}{\mathrm{\Psi }_f\|\mathrm{\Psi }_i}\underset{k}{}a_k\sqrt{\mathrm{prob}(a_k\mathrm{\Psi }_i,\mathrm{\Psi }_f)},$$ (3.4) where the times at which the wave-functions are taken are as above. Notice that in (3.4) the appropriate weighing of each eigenvalue is proportional to the square root of the ABL probability (3.1). The final boundary condition may result, for example, from post-selection of the system after the interaction has taken place, which can be achieved by performing an ideal measurement, and discarding the cases with unwanted outcomes. Alternatively, some systems in nature (as, we shall suggest, the universe) may have an inherent final boundary condition, just as all systems have initial ones. Weak values may play an important role in the understanding of certain phenomena such as tunneling or Hawking radiation from a black hole . Later, we shall consider weak measurements in the frame of our interpretation. In order to reduce the time-symmetric case to the pre-selected-only case, one must choose the final state identical to the initial state. This is immediately apparent when comparing the weak value formula, left equation in (3.4), with the expectation value formula, left equation in (3.3). A generalization to closed systems is achieved by taking the final condition as the initial condition evolved to the final time, as will be shown in Section 3.3. However when reducing the ABL formula (3.1) to the regular probability formula (3.2), one must choose the final condition as the measured $`\|a_k`$, which is actually the evolved initial state, assuming it has undergone reduction to a specific eigenstate. This discrepancy arises due to the use of a probabilistic formula which is foreign to our unitary formalism. This choice is also a clue for the upcoming suggestion which will later justify it. ### 3.2 The Two State Vector Formalism Following Ref. , we wish to reformulate quantum mechanics, to be time-symmetric, in the sense that it will take into account both initial and final boundary conditions. The Schrödinger equation is first order in the time derivative, therefore only one temporal boundary condition may be consistently specified for a solution of the equation. Assuming both initial and final boundary conditions exist, we must have two solutions suitable for each of the two boundary conditions. The first is the regular wave-function evolved forward in time from the initial condition, which we call the “history vector” and denote by $`\|\mathrm{\Psi }_{\mathrm{HIS}}(t)`$. The second is a different wave-function evolving from the future final condition, backwards in time. We call the hermitian adjoint of this vector the “destiny vector”, denoted by $`\|\mathrm{\Psi }_{\mathrm{DES}}(t)`$. We postulate that the complete description of any system is given by two vectors as such. These may be combined into operator form by defining the “two-state” $$\rho (t)\frac{\|\mathrm{\Psi }_{\mathrm{HIS}}(t)\mathrm{\Psi }_{\mathrm{DES}}(t)\|}{\mathrm{\Psi }_{\mathrm{DES}}(t)\|\mathrm{\Psi }_{\mathrm{HIS}}(t)}.$$ (3.5) This, in general, is not reducible to a single wave-function. It is clear that orthogonal boundary conditions are forbidden, therefore $$\mathrm{\Psi }_{\mathrm{DES}}(t)\|\mathrm{\Psi }_{\mathrm{HIS}}(t)0,$$ (3.6) which is a reasonable choice due to the fact that a final state, orthogonal to the initial state, has probability zero for being post-selected. For a given Hamiltonian $`H(t)`$, the time evolution of the two-state from time $`t_1`$ to $`t_2`$ is $$\rho (t_2)=U(t_2,t_1)\rho (t_1)U(t_1,t_2),$$ (3.7) where $`U(t_2,t_1)`$ is the regular evolution operator $$U(t_2,t_1)=\mathrm{exp}\left(i/\mathrm{}_{t_1}^{t_2}H(\tau )𝑑\tau \right).$$ (3.8) The two-state takes the place of the density matrix in standard quantum mechanics. Any subsystem’s two-state may be obtained by taking the partial trace of all other degrees of freedom. In the current work, our formalism supports only these two operations: unitary time evolution and tracing. No other formula is allowed nor required, as we shall show in the next chapter. ### 3.3 The Two-State of the Universe The Conventional approach to nonrelativistic quantum mechanics assumes that a complete description of the state of a closed system, such as the universe, is given at any time $`t`$ by a wave-function $$\|\mathrm{\Psi }(t)=U(t,t_0)\|\mathrm{\Psi }(t_0),$$ (3.9) where $`\mathrm{\Psi }(t_0)`$ is usually defined at some initial time $`t_0=t_i`$ where $`t>t_i`$, hence $`\mathrm{\Psi }(t_0)`$ is the initial boundary condition $`\mathrm{\Psi }_i(t_i)`$. We shall denote this wave-function $`\mathrm{\Psi }_i`$. The density matrix associated with the state $`\|\mathrm{\Psi }_i(t)`$ is $$\rho {}_{}{}^{\mathrm{DEN}}(t)=\|\mathrm{\Psi }_i(t)\mathrm{\Psi }_i(t)\|,$$ (3.10) and the state of any subsystem is obtained by taking the partial trace of all other degrees of freedom. We will show that the above description is consistent with the assumption of a special final boundary condition of the form $$\|\mathrm{\Psi }_f(t_f)=U(t_f,t_i)\|\mathrm{\Psi }_i(t_i),$$ (3.11) at the final time $`t_f`$, for a backward evolving wave-function denoted $`\mathrm{\Psi }_f`$. This will be established by writing the two-state at any intermediate time. Up to a normalization factor $`\rho (t)`$ $`=`$ $`\|\mathrm{\Psi }_i(t)\mathrm{\Psi }_f(t)\|=`$ (3.12) $`=`$ $`\|\mathrm{\Psi }_i(t)\mathrm{\Psi }_f(t_f)\|U(t_f,t)=`$ $`=`$ $`\|\mathrm{\Psi }_i(t)\mathrm{\Psi }_i(t_i)\|U(t_f,t_i)U(t_f,t)=`$ $`=`$ $`\|\mathrm{\Psi }_i(t)\mathrm{\Psi }_i(t_i)\|U(t_i,t)=`$ $`=`$ $`\|\mathrm{\Psi }_i(t)\mathrm{\Psi }_i(t)\|=\rho {}_{}{}^{\mathrm{DEN}}(t).`$ Therefore if only an initial boundary condition is assumed, in all calculations two-states may by substituted by density matrices, giving the same results. In the previous section’s notation we have simply taken the destiny vector to be equal to the history vector. Under the assumption of a deterministic evolution rule for the universe, which will be justified later, we have shown that our formalism is reducible to the conventional one, the latter being a special case of the former. Taking final boundary conditions different from (3.11), our formalism introduces a richer state structure into quantum theory. This is a generalization, to the closed universe, of the ABL suggestion, of choosing two temporal boundary conditions for the system being measured. In the next chapter we suggest postulating a very special final boundary condition at the final time, a time which should be as late as the lifetime of the universe, whether the universe ends in a singularity, in relaxation to a steady state, or is infinite in time. ## Chapter 4 Teleological Interpretation of Quantum Mechanics ### 4.1 The Suggestion We are now ready to present our suggestion for a new interpretation of quantum mechanics, the Teleological Interpretation. The Webster New Collegiate Dictionary defines “Teleology” as > 1 a: the study of evidences of design in nature b: a doctrine (as in vitalism) that ends are immanent in nature c: a doctrine explaining phenomena by final causes 2: the fact or character attributed to nature or natural processes of being directed toward an end or shaped by a purpose 3: the use of design or purpose as an explanation of natural phenomena. We argue that special final conditions may exist, so that if they are taken into account, the probabilistic predictions of quantum mechanics may be explained. Setting aside for the moment the mechanism by which a proper chosen final state causes an effective reduction to the appropriate desired outcome, we wish to present the scheme by which the final states should by selected. We argue that a universe set up as follows behaves as predicted by standard quantum mechanics, such as we believe our universe does, using only unitary Schrödinger evolution. * Choose the universe’s initial boundary condition. * Choose the universal Hamiltonian. * Identify the classical systems and their preferred basis. * Identify measurement-like interactions between classical and quantum systems. * Assign the universe’s final boundary condition as the initial one, evolved to the final time, with the following exceptions: + For classical systems select one of the preferred basis states (normalized) from the superposition, while ensuring that the probability distribution for measurements on large ensemble match the one predicted by the regular probability rules. + Set special final states to produce strange phenomena (optional). + Set special final states to match the free will of sentient beings (optional). Assuming such boundary conditions for the universe, ideal “probabilistic” and non-ideal weak measurements will be analyzed in the following sections. Other than determining the preset distribution, the probability rules mentioned in Section 3.1 need not to be applied in any manner, on the contrary, we treat them as empirical rules and show how their predictions are reconstructed. Therefore no “projections” should be applied to the system during the measurement process. We must stress that in most situations the final classical states are not known to us prior to the completion of the measurement, and are assumed to be such or the other for the sake of the computational examples. The reader should not concern himself at this stage with questions of the amount of freedom of choice in performing different measurements. We will later examine the applicability of the concept of free will in the framework of the suggested interpretation. ### 4.2 Ideal Measurements In this section we shall analyze the ideal measurement process, and show how effective reduction takes place. For the sake of simplicity, we stick with the decoherence toy model presented in Section 2.3. Although simple, it is important to take such a dynamic model in order to fully understand the relevant processes. There is some resemblance to the work done in Ref. . Recall the state obtained in Section 2.3 after decoherence. Let us take this state as our history vector $$\|\mathrm{\Psi }_{\mathrm{HIS}}(t)=a\|\|\mathrm{U}\|\epsilon _\mathrm{U}\left(\mathrm{t}\mathrm{t}_1\right)+b\|\|\mathrm{D}\|\epsilon _\mathrm{D}\left(\mathrm{t}\mathrm{t}_1\right),$$ (4.1) where $`t_1`$ was some finite system-apparatus interaction time and $`\|\mathrm{U},\|\mathrm{D}`$ were superselected as the classical pointer states. Let us assume that the environment associated with these states is large enough so that the recoherence time, or the time which takes the correlation amplitude to revert to a non-negligible value, is longer than the lifetime of the universe. It is then possible to assign the final boundary condition as $$\|\mathrm{}\|\mathrm{U}\|\epsilon _\mathrm{U}\left(\mathrm{t}_\mathrm{f}\right),$$ (4.2) for example, where $`\|\mathrm{}`$ are unknown systems correlated to our pointer state, and a specific state was chosen for the pointer $`\|\mathrm{U}`$, from its classical basis, correlated to the adequate environment state of that time $`\|\epsilon _\mathrm{U}\left(\mathrm{t}_\mathrm{f}\right)`$. Such a choice is reasonable because after decoherence has taken place and before recoherence, no interference between the pointer states can take place anyway. The quantum system, by contrast, has a certain definite state only until the next measurement made on it, which prepares it in a new state $$\|\varphi =c\|+d\|,$$ (4.3) which takes the role of an effective final boundary condition for the quantum system as will be soon showed. Therefore the destiny vector at a time after the measurement interaction is over is $$\|\mathrm{\Psi }_{\mathrm{DES}}(t)=\|\varphi \|\mathrm{U}\|\epsilon _\mathrm{U}\left(\mathrm{t}\mathrm{t}_1\right).$$ (4.4) The complete description of our systems is given up to a normalization factor by the two-state $`\rho (t)`$ $`=`$ $`\|\mathrm{\Psi }_{\mathrm{HIS}}(t)\mathrm{\Psi }_{\mathrm{DES}}(t)\|=`$ (4.5) $`=`$ $`a\|\|\mathrm{U}\|\epsilon _\mathrm{U}\left(\mathrm{t}\mathrm{t}_1\right)\varphi \|\mathrm{U}\|\epsilon _\mathrm{U}\left(\mathrm{t}\mathrm{t}_1\right)\|+`$ $`+`$ $`b\|\|\mathrm{D}\|\epsilon _\mathrm{D}\left(\mathrm{t}\mathrm{t}_1\right)\varphi \|\mathrm{U}\|\epsilon _\mathrm{U}\left(\mathrm{t}\mathrm{t}_1\right)\|.`$ Ignoring the environment the reduced two-state obtained is $`\rho _{sa}(t)=\mathrm{tr}_e\rho (t)`$ $`=`$ $`a\|\varphi \|\|\mathrm{U}\mathrm{U}\|+`$ (4.6) $`+`$ $`z^{}(tt_1)b\|\varphi \|\|\mathrm{D}\mathrm{U}\|.`$ Refer to Section 2.3 to recall the behaviour of $`z(t)`$. It is evident that after a decoherence time an effective reduction of the pointer to the state: $`\|\mathrm{U}\mathrm{U}\|`$ has occurred. We call this process “two-time decoherence” differing it from the regular meaning of decoherence. While the above is true for the pointer involved in the original measurement, notice that the state of the quantum system and the state of any apparatus performing further measurements in the same basis of the quantum system or original pointer, experience immediate effective reduction, with no decoherence time delay. This becomes evident, after tracing out the original pointer’s degree of freedom, as in the above example, the off-diagonal term which contained $`\|\mathrm{U}\mathrm{D}\|`$ vanishes in their reduced two-states. In the “old” probabilistic nomenclature, applying the ABL rule, the original pointer has probability $`1`$ to be found (by those correlated systems) in the reduced state, and probability $`0`$ to be found in any other state. Therefore in a realistic experiment where a chain of measurements exists, one should expect to observe immediate reduction, in contrast to the prediction of the many worlds interpretation, for example, which states that a decoherence time until effective reduction, should always be expected. This may be an important deviation point when comparing which of the two interpretations is more applicable. It may be that the two-time decoherence does not play an important role in the measurement chain, but as we have shown, it naturally emerges from the combination of regular decoherence needed for classicality, and the two-state formalism with our special final boundary condition. Of course it remains essential that the final state is chosen from the classical pointer states superselected by regular decoherence. In the many worlds picture where each superposition term is viewed as a branching world, we have simply selected one specific branch. Such a view may help seeing why the interpretation suggested is self consistent, and why is it naturally demanded, if one does not wish to have a multitude of “worlds”. It remains to show how the effective reduction determines the backward evolving state of the quantum system, for a previous measurement, as the process presented above shows effective reduction only after a finite positive time duration of the system-apparatus interaction. Evolving the destiny vector at time $`t_1`$, $`\left(c\|+d\|\right)\|\mathrm{U}`$, backwards to the time $`t_0=0`$ (which was chosen for convenience as the beginning of the measurement), the two-state of the quantum system and apparatus obtained is (up to normalization) $`\rho _{sa}(0)`$ $`=`$ $`ac^{}\|\|\|\mathrm{R}\mathrm{R}\|+ad^{}\|\|\|\mathrm{R}\mathrm{L}\|+`$ (4.7) $`+`$ $`bc^{}\|\|\|\mathrm{R}\mathrm{R}\|+bd^{}\|\|\|\mathrm{R}\mathrm{L}\|,`$ where $`\|\mathrm{R}=\frac{1}{\sqrt{2}}\left(\|\mathrm{U}+\|\mathrm{D}\right)`$ and $`\|\mathrm{L}=\frac{1}{\sqrt{2}}\left(\|\mathrm{U}\|\mathrm{D}\right)`$. Taking the partial trace on the apparatus’ degree of freedom, shows that the backward evolving vector of the quantum state is $`\|`$ as expected from this process, in which the outcome was “UP”. This sets a final boundary condition for the quantum state in a previous measurement, in the same manner that we have taken into account the state $`\|\varphi `$ from the next measurement. We have shown how effective reduction may take place in an ideal measurement when the final state of the classical apparatus is chosen as one of its possible classical states after the measurement. Setting a final boundary condition for the classical states at a very late time, enables them to stay predictable as expected. Conversely, the quantum system is “prepared” at each measurement in a new state which constitutes an effective boundary conditions for both the next and previous measurement. In our analysis we have treated these as our initial and final boundary conditions for simplicity, bringing the final apparatus state from the absolute final time, under the assumption that it has not undergone any further interaction. We have thus formulated a connection between the classicality of a system and the length of time between its initial and final boundary conditions. Our example considers only a single measurement process per measuring device. If the apparatus undergoes multiple interactions, always some initialization process of the measuring device must take place, one which is dependent on the previous measurement’s outcome. This is obvious, due to the fact that information cannot be lost but is always transferred to other systems. Hence, the information of most of the measurements’ outcomes reside in those systems’ final state. ### 4.3 Weak Measurements We now wish to analyze non-ideal weak measurements, which may be naturally described using the two-state formalism. A weak measurement is one in which the precision of the measurement is low enough, so that negligible change would be induced to the measured system. In a weak measurement the measuring device gets correlated to the different eigenstates of the system, but no reduction to a specific eigenstate takes place. What is measured is an average “weak” value of the operator, which is dependent on the initial and final states of the system. Let us take a many level quantum system in a basis of the states $`\|a_k`$ on which the operator $`A`$ is defined as $$A=\underset{k}{}a_k\|a_ka_k\|.$$ (4.8) The initial state of the system is chosen to be $$\|\varphi _1=\underset{k}{}c_k\|a_k,$$ (4.9) where $`c_k`$ are constants. Next we take the measuring device as a pointer, with its position $`q`$ described by a Gaussian-like function $`Q(q)`$, initially set as $`Q(0)`$. We let an interaction between the system and apparatus take place under the Hamiltonian $$H=g(t)PA,$$ (4.10) until the time $`t_1`$, where $$_0^{t_1}g(\tau )𝑑\tau =1,$$ (4.11) and $`P`$ is the operator of the momentum conjugate to $`q`$. The evolved state of the apparatus after the time $`t_1`$ is given by the law: $$\mathrm{exp}\left(ia_kP/\mathrm{}\right)\|Q(0)=\|Q(a_k),$$ (4.12) for eigenvalues $`a_k`$ of $`A`$. Let us take the initial state of our composite system to be $$\|\mathrm{\Psi }_i(0)=\|\varphi _1\|Q(0).$$ (4.13) At the time $`t=t_1`$ the evolved initial state is $$\|\mathrm{\Psi }_i(t_1)=\underset{k}{}c_k\|a_k\|Q(a_k).$$ (4.14) At some time $`t_2>t_1`$ we perform an ideal measurement on the quantum system and obtain the result $$\|\varphi _2=\underset{k}{}c_k^{}\|a_k,$$ (4.15) which serves as a final boundary condition for the quantum system as explained in the previous section. A calculation shows that the final composite state must then be $$\|\mathrm{\Psi }_f(t_2)=\|\varphi _2\varphi _2\|\|\mathrm{\Psi }_i(t_1)=\|\varphi _2\underset{j}{}c_jc_j^{}\|Q(a_j).$$ (4.16) The two-state at a time $`t`$ between $`t_1`$ and $`t_2`$ (after interaction and before post-selection, and assuming no free evolution) is given up to a normalization factor by $$\rho (t)=\|\mathrm{\Psi }_i(t_1)\mathrm{\Psi }_f(t_2)\|,$$ (4.17) and the apparatus’ pointer will show $$\rho _a(t)=\mathrm{tr}_s\rho (t)=\underset{k,j}{}c_kc_k^{}c_j^{}c_j^{}\|Q(a_k)Q(a_j)\|.$$ (4.18) The condition for weakness of the measurement is that the Gaussians are wide enough so that the relation $$\underset{k}{}c_kc_k^{}\|Q(a_k)\underset{k}{}c_kc_k^{}\|Q(a^{})\|\widehat{Q}(a^{}),$$ (4.19) for some $`a^{}`$, holds due to their interference. Then tracing out the quantum system’s degree of freedom, the apparatus reads $$\rho _a(t)\|\widehat{Q}(a^{})\widehat{Q}(a^{})\|,$$ (4.20) where it is shown that $`a^{}`$ equals $`A_w`$, the weak value of $`A`$, $$A_w=\frac{\varphi _1\|A\|\varphi _2}{\varphi _1\|\varphi _2}=\frac{_kc_kc_k^{}a_k}{_kc_kc_k^{}},$$ (4.21) by computing the weak value of the evolution operator, as follows: $`{\displaystyle \underset{k}{}}c_kc_k^{}\|Q(a_k)`$ $`=`$ $`{\displaystyle \underset{k}{}}c_kc_k^{}\mathrm{exp}\left(ia_kP/\mathrm{}\right)\|Q(0)=`$ (4.22) $`=`$ $`\varphi _2\|\mathrm{exp}\left(iAP/\mathrm{}\right)\|\varphi _1\|Q(0)=`$ $`=`$ $`{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{\left(iP/\mathrm{}\right)^n}{n!}}\varphi _2\|A^n\|\varphi _1\|Q(0)=`$ $`=`$ $`\varphi _2\|\varphi _1\mathrm{exp}\left(iA_wP/\mathrm{}\right)\|Q(0)+`$ $`+`$ $`{\displaystyle \underset{n=2}{\overset{\mathrm{}}{}}}{\displaystyle \frac{\left(iP/\mathrm{}\right)^n}{n!}}\left(\varphi _2\|A^n\|\varphi _1\varphi _2\|A\|\varphi _1^n\right)\|Q(0)`$ $``$ $`\varphi _2\|\varphi _1\mathrm{exp}\left(iA_wP/\mathrm{}\right)\|Q(0)=\|\widehat{Q}(A_w),`$ where we have applied the usual condition for weakness , which requires that the terms with $`n>1`$ in the Taylor expansion are negligible, given the choice of a wide enough initial Gaussian. It is clear that after the post-selection takes place, the weak value emerges as a consequence of a projection onto the new quantum state. The weak value actually exist also before the post-selection, after the system-apparatus interaction is completed. This fact is usually explained by the reasoning that the order of actions, looking at the pointer and performing the post-selection, is unimportant, as the post-selection cannot affect the measuring device after the measuring interaction is over. Thus the apparatus must show the same value even before post-selection takes place. In the above two-state formulation, the weak measurement is clearly seen to arise before the post-selection, when looking at the reduced two-state of the apparatus after tracing out the quantum system. If the weakness condition is not satisfied but the measurement is not an ideal one, we are dealing with a regime of measurement of intermediate strength. In some of these cases, the outcome of the measurement may be given by a combination of the ideal and weak mechanisms, as the outcome of an ideal measurement on a set of different weak values . Measurements performed by us, on large, uncontrollable systems, may satisfy the weakness condition. Measurements of galactic properties which yield too large a spin or magnetic moment or mass, may be due to a special final boundary condition for that stellar object, which yields a weak value, far from the expected eigenvalue, calculated by theoretical means. The problem of the missing mass, a recent discovery that the universe seems too young or more generally inconsistencies in measurements of the cosmological constants by different methods , may as well be explained by a special final boundary condition for the universe. Another example may be the observation that the calculated number of Darwin mutations seems to be too low to explain the genetic evolution of complex life forms. Perhaps these sorts of strange phenomena may be explained by assuming the existence of special final boundary conditions for these systems, which would appear to us as new fundamental laws of our universe. Of course when dealing with everyday low-energy short-duration experiments, these should reduce to give the expected regular results . It might trouble some physicists, or please others, if such a special boundary condition could be used to break the restrictions of causality. ## Chapter 5 The Classical Properties ### 5.1 Causality, Locality and Realism In this discussion we refer to “causality” as the impossibility of superluminal signaling or of advanced action. In the context of quantum theory this means that probability distribution of experiments’ outcomes cannot be affected by events outside of their past light cone. We use “locality” for the stronger property of complete prohibition of any action at a distance or advanced action, meaning that there may be no influence on any events outside the future light-cone, including the quantum state itself, even if it does not imply defiance of causality. The second property (and of course the first, being implied by it) should exist in order to retain consistency with the theory of relativity, which we axiomatically assume holds. The standard quantum theory does not contradict the concept of causality in any relativistic or nonrelativistic setup . We wish to show that causality is maintained also in the framework of the suggested interpretation. Causality requires ignorance of the future boundary state, if such exists, for knowledge of it would allow the existence of the above restricted effects. It is to be remembered that in all examples of the previous chapters, the final boundary state was assumed to take a specific state, for the sake of demonstration, and generally, it cannot be known a-priori. In fact only when an second identical measurement is performed in sequence to the preparation measurement, can the final state be known for certain (“with probability $`1`$”). In the discussion of ideal measurements in Section 4.2, we have shown that our interpretation is consistent with the conventional formalism and therefore causal. Neither can weak measurements defy causality, because, due to the weakness condition, there is large uncertainty in the outcome of the weak measurement, and it may yield values in the proximity of a strange value, appropriate to some final condition, also for other final conditions. In fact, an error as such will result in the majority of cases. Therefore it is not possible to deduce from the outcome of a weak measurement on the final state. In order to demonstrate how forbidden knowledge of a final boundary state (a non-causal state of affairs by itself) could have been used for superluminal signaling, examine the following setup. We work with two spin-$`\frac{1}{2}`$ particles located at two far away locations. We start with the initial state $`\frac{1}{\sqrt{2}}\left(\|_L\|_R+\|_L\|_R\right)`$, and assume we know the final state to be $`\frac{1}{\sqrt{2}}\left(\|_L\|_R+\|_L\|_R\right)`$, where $`L`$ denotes the left particle and $`R`$ the right particle. An observer on the left may or may not perform a unitary rotation on his particle of the form $`\|_L\|_L`$ and $`\|_L\|_L`$, leaving the initial composite state as it is or transforming it into the state $`\frac{1}{\sqrt{2}}\left(\|_L\|_R+\|_L\|_R\right)`$. Now the observer on the right measures the spin of his particle, obtaining $`\|_R`$ or $`\|_R`$, according to the action or non-action of his friend on the left. In this manner, the left observer may allegedly transmit signals to the right observer in an instant. A procedure like this would be possible for many arbitrary choices of initial and final states. The theory of relativity states that physics is simple only when analyzed locally. Therefore we would like it to be possible to analyze physics locally. Moreover non-local effects are strange to the theory of relativity as they defy Lorentz covariance. Quantum theory, due to its linear structure, has an inherent non-locality encompassed in its entangled states (a spatially separated correlated pair, for example). This property is sometimes called “wholeness” or “inseparability” of quantum mechanics. This non-locality might raise causality concerns when performing measurements on part of the entangled state. A local interpretation of quantum mechanics would have to show how could the outcomes of such a measurement be explained locally. Take for example the non-local collapse interpretation; the collapse of the wave-function is assumed to take place instantaneously in all space. It is well known that such a phenomenon cannot be used for superluminal signaling, as mentioned above. But even so, the mere concept of instantaneous state collapse is non-covariant, for even if the collapse events are simultaneous in some space-time hyper-surface, these events would not occur at the same time on any other hyper-surface when changing the frame of reference . This is a common pitfall of collapse interpretations. On the other hand, the picture presented by the interpretation suggested by us, gives a purely local explanation for the effective state reduction. The property of “realism” or “objectivity”, represents the classical concept that physical nature exist independently of possible observations of it. The lack of covariance of the collapse process is an example in which the description of nature is dependent on the observer. EPR define realism by the following counterfactual: > If, without in any way disturbing a system, we can predict with certainty (i.e., with probability equal to unity) the value of a physical quantity, then there exists an element of physical reality corresponding to this physical quantity. This means that a (possibly “hidden”) variable exists, which determines the outcome of the measurement. The concern of whether this variable is actually accessible to us, goes to the discussion of free will in the following section. As mentioned before in Section 2.2 (,,) it has been proved that locality and realism cannot coexist in any interpretation of quantum mechanics. This proof rests on the supplemental assumptions that no non-causal action is allowed, that asking questions of “what if” is permitted (there is “counterfactual definiteness” ) and that there are no predetermined “conspiratorial” dependencies between what has been measured and what has outcome. Then no local hidden variables theory can exist, and at least one of these concepts should be given up. In the many worlds interpretation counterfactual definiteness does not hold, because of the coexistence of multiple outcomes for a measurement, therefore the discussion of realism is irrelevant. Also in our interpretation, realism is irrelevant, because we have assumed predetermined final boundary conditions which determine the outcomes of measurements, knowing from the initial state and Hamiltonian what observations actually take place. Bell described such a situation as apparently separate parts of the world being deeply and conspiratorially entangled. ### 5.2 Determinism and Free Will The classic property of “determinism” signifies the ability to completely deduce the state of the system at any time, only from the knowledge of its initial boundary condition and evolution rules. Sometimes this is also referred to as “causality” but we reserve the latter term for the relativistic meaning discussed above. The concept of determinism constitutes a main disagreement point between the different interpretations of the quantum theory. We have addressed deterministic and nondeterministic interpretations in Section 2.2. Deterministic interpretations strive to reach a complete description of reality with the introduction of additional rules into standard quantum mechanics, in order to make the behaviour of any system predictable in principle, as opposed to the random collapse mechanism. This is in the spirit of Einstein’s famous saying that “God does not play dice”. We claim that our suggested interpretation is deterministic in a broader, two-time sense, where the given boundary conditions also include the final condition. With this, specific outcomes of measurements are completely accounted for, while the probabilistic structure arises due to a preset stochastic distribution in the final boundary condition, and the usual lack of knowledge of the specific final states therein. The latter is a requirement of causality as discussed before. The discussion of free will or freedom of choice may seem awkward in the scope of a thesis in physics, but since these concepts have considerably bothered many philosophers (including the author) in their attempt to explain reality, we find the discussion relevant in the context of a theory which strives to give a complete description of reality. We make a discrimination between effective or apparent free will which means that any specific observer may effectively experience freedom of choice, and essential or real free will which is more a moral concept, of whether an individual is “really” free, in some sense, to choose his course of action. We say that a system has an effective free will, or is a “free agent”, if at some instant a choice can be made between different possible evolutions, independently of any accessible past data, or in short, if there is freedom from the past. A theory which allows the existence of free agents must include a free-from-the-past mechanism which can supply different outcomes, as a function of something different from accessible past variables. For example, if there had existed a mechanism which generates purely random numbers, it would have served this purpose adequately. The empirical probabilistic behaviour of quantum mechanics, never mind the interpretation explaining it, would do as well as a mechanism which permits effective freedom of choice. Notice that the effective free will experienced by us, Humans, may well be due to our lack of complete knowledge of the exact past or current state of the relevant systems (intensified by chaotic processes) and it may even be to some extent a psychological illusion. By stating that a theory allows effective free will, we permit but not prove, Humans to be free agents. The possibility of effective free will is implied by, but does not necessarily imply, lack of determinism, for we have only required independence of accessible past data, while also a deterministic theory such as hidden variables can supply the necessary free-from-the-past mechanism, as the hidden variables determine the outcome of the measurement, but are themselves inaccessible. We have further broadened the concept of determinism to be time-symmetric, where for free will we do not do so, because the future data is anyway inaccessible to us, due to the restrictions of causality. The possibility of effective freedom of choice may be demonstrated in our interpretation as follows. We analyze two large macroscopic isolated systems, such as two distant galaxies. System A containing Humans and system B containing aliens. Assume that in system A the natural time flows toward the future as usual, while in system B it flows backwards towards the past. This may be achieved for system B by choosing a special initial boundary condition such that the entropy decreases with the usual flow of time as it is in system A; then in system B the thermodynamic arrow of time is reversed in respect to system A. Assume that both systems are classical in the sense that system B is monitoring system A without disturbing it. Now the past of system B encompasses the future state of system A. Call these data the future boundary condition of system A. As long as system B does not pass any information to system A (an action which would cause severe causal problems), system A cannot purposely change its choice to be inconsistent with (and thus spoil) system B’s memory. Now let system A be quantum mechanical. Dependence of events on the past is not obliged because of the probabilistic structure of quantum mechanics, as explained above. In our interpretation this is expressed in the unknown final boundary condition chosen for the universe. This picture perhaps suits an old saying of Our Sages in Pirkei Avot, Chapter 3, Verse 19: “All is foreseen and the choice is given”. Moving on to essential free will; Humans have such a strong tendency to believe in their freedom of choice, that whole moral doctrines rely upon it. We believe that the individual chooses how to act (for example whether to be good or evil) and therefore he is responsible for his deeds and influences his fate. We have seen that systems may well effectively behave as having free will. But when analyzing the origin of a choice made, after discarding all past dependencies one is left only with the quantum mechanic probabilistic structure which supplies a stochastic free-from-the-past mechanism. How can such a mechanism reflect an individual’s free sober choice? Even if free from the past, effective freedom of choice is not a real choice of the individual, and the essence of the concept is lost. Actually it is quite difficult to think of any theoretical model which would allow such a thing. Now the question should be asked, whether we believe in the concept of free will strongly enough to demand such a theory. If so, we would like the deviation required from our current physical theory to be minimal. It may be that our interpretation could meet these demands. We have mentioned that effective freedom of choice is due to the probabilistic structure which is embodied in the final boundary condition in our interpretation. If we assume that for some reason the states of this boundary condition are somehow compatible with the volitional choices of Human beings, we can achieve a mechanism for essential free will. Recalling that the data in the final boundary condition are inaccessible, we are self consistent as in the example above. Alternatively one may choose to look at things in the following manner. The complete description of any system encompasses both a history vector and a destiny vector, making the future also part of the system. Discarding its past and demanding the choice to be made by the system, one is left only with its future, to determine the choice. This might suggest that a new conception of time, should be adopted: one in which our treatment of time is more complex than the usual one-dimensional notion. Such an approach might be necessary when one attempts to describe the logical picture of events, since the cause for actions of systems comes from both their past and their future, while the effect occurs at some present time. Perhaps the words of T. S. Eliot in “Four Quartets” are suitable for this picture: > Time past and time future > What might have been and what has been > Point to one end, which is always present. ## Chapter 6 Conclusion ### 6.1 Discussion It is interesting to compare our suggested interpretation to similar interpretations of quantum mechanics and to related philosophical ideas in general. In Section 4.2 we have already made some comparisons to the many worlds interpretation. The idea of applying quantum mechanics to the whole universe and discussing its wave-function, and adequate boundary conditions, was introduced by Hartle and Hawking . The two-state formalism may be extended to a formalism of multiple time boundaries . Also, consistent history interpretations are based on a history of projections. As we have shown, such an approach is unnecessary in order to solve the measurement problem. In the course of this work we have mainly used the formalism of two-states for its formal convenience, although as stated before, one may look at the complete state of the system as constituting the regular history vector, and of a destiny vector which determines the “fate” of the system. This recalls the ideas of the philosopher Henry Bergson, of systems having some internal tendency, or inner motive, “élan vital”, towards a certain destiny. We have not yet considered the question of the role of the quantum mechanical measurement process in determining the arrow of time. We rely on decoherence as the cause of irreversible singling of the classical basis of states for classical systems, which lasts until the late end of the universe. Only then do we allow a final boundary condition which causes effective reduction. Hence we do not increase the measure of irreversibility beyond that created by the thermodynamic arrow of time (which itself is usually assumed to be a consequence of the cosmological arrow of time). Therefore it seems that in our interpretation there is no microscopic quantum mechanical reason for irreversibility, nor does our choice of the special final boundary condition increase the irreversibility determined by the initial condition of the universe. ### 6.2 Summary We have suggested a new interpretation of quantum mechanics, the Teleological Interpretation. We have shown that a special final boundary condition may be chosen, one which causes effective reduction consistent with the predictions of standard quantum mechanics, thus solving the measurement problem. Because the deviation taken from the conventional theory is minimal, we dare to state that by Occam’s principle, it may well be that such a final boundary condition indeed exists for our universe. We think that the suggested interpretation may answer some of the problems and gaps left by previous interpretations of quantum mechanics. We hope that this work will be the beginning of an adequate response to the many articles discussing the time-symmetric formulation of quantum mechanics, which end with the statement, that the formulation may lead to a new interpretation of quantum mechanics. ### 6.3 Acknowledgments The Author would like to thank his instructors: Prof. Yakir Aharonov and Prof. Issachar Unna, for their inspirational guidance of the work. Also much gratitude goes to Dr. Lev Vaidman, to Dr. Benny Reznik, and to Dr. Daniel Rohrlich for reviewing and commenting on this work and for many helpful conversations. ## Appendix A Derivation of Discussed States The following trivial derivations are are given for the completeness of this work. We use the identities: $$\mathrm{exp}\left(ic\sigma _z\right)=\left(\begin{array}{cc}\mathrm{exp}\left(ic\right)& 0\\ 0& \mathrm{exp}\left(ic\right)\end{array}\right),$$ $$\mathrm{exp}\left(ic\sigma _y\right)=\left(\begin{array}{cc}\mathrm{cos}\left(c\right)& \mathrm{sin}\left(c\right)\\ \mathrm{sin}\left(c\right)& \mathrm{cos}\left(c\right)\end{array}\right),$$ where $`c`$ is a constant, $`\sigma _y`$ and $`\sigma _z`$ are Pauli matrices. The designations $`(s)`$, $`(a)`$ and $`(e)`$ stand for system, apparatus and environment respectively. $`g`$ and $`g_k`$ are constants. Derivation of (2.4): $`H_{sa}=g\sigma _z^{(s)}\sigma _y^{(a)}.`$ $`\|\mathrm{\Psi }_{sa}^i(0)={\displaystyle \frac{1}{\sqrt{2}}}\left(a\|+b\|\right)\left(\|\mathrm{U}+\|\mathrm{D}\right).`$ $`\|\mathrm{\Psi }_{sa}^i(0tt_1)={\displaystyle \frac{1}{\sqrt{2}}}(\begin{array}{cc}\mathrm{exp}\left(ig\sigma _y^{(a)}t/\mathrm{}\right)& 0\\ 0& \mathrm{exp}\left(ig\sigma _y^{(a)}t/\mathrm{}\right)\end{array}\left)_s\right(\begin{array}{c}a\\ b\end{array})_s`$ $`(\|\mathrm{U}+\|\mathrm{D})={\displaystyle \frac{1}{\sqrt{2}}}a\|(\begin{array}{cc}\mathrm{cos}\left(gt/\mathrm{}\right)& \mathrm{sin}\left(gt/\mathrm{}\right)\\ \mathrm{sin}\left(gt/\mathrm{}\right)& \mathrm{cos}\left(gt/\mathrm{}\right)\end{array}\left)_a\right(\begin{array}{c}1\\ 1\end{array})_a+`$ $`+{\displaystyle \frac{1}{\sqrt{2}}}b\|\left(\begin{array}{cc}\mathrm{cos}\left(gt/\mathrm{}\right)& \mathrm{sin}\left(gt/\mathrm{}\right)\\ \mathrm{sin}\left(gt/\mathrm{}\right)& \mathrm{cos}\left(gt/\mathrm{}\right)\end{array}\right)_a\left(\begin{array}{c}1\\ 1\end{array}\right)_a=`$ $`={\displaystyle \frac{1}{\sqrt{2}}}a\|\left(\left(\mathrm{cos}\left(gt/\mathrm{}\right)+\mathrm{sin}\left(gt/\mathrm{}\right)\right)\|\mathrm{U}+\left(\mathrm{cos}\left(gt/\mathrm{}\right)\mathrm{sin}\left(gt/\mathrm{}\right)\right)\|\mathrm{D}\right)+`$ $`+{\displaystyle \frac{1}{\sqrt{2}}}b\|\left(\left(\mathrm{cos}\left(gt/\mathrm{}\right)\mathrm{sin}\left(gt/\mathrm{}\right)\right)\|\mathrm{U}+\left(\mathrm{cos}\left(gt/\mathrm{}\right)+\mathrm{sin}\left(gt/\mathrm{}\right)\right)\|\mathrm{D}\right).`$ $`\|\mathrm{\Psi }_{sa}^i(t_1={\displaystyle \frac{\pi \mathrm{}}{4g}})=a\|\|\mathrm{U}+b\|\|\mathrm{D}.`$ Derivation of (2.6): $`H_{ae}=\sigma _z^{(a)}{\displaystyle \underset{k=1}{\overset{N}{}}}g_k\sigma _{z,k}^{(e)}{\displaystyle \underset{jk}{}}1_j.`$ $`\|\mathrm{\Psi }^i(t_1)=\left(a\|\|\mathrm{U}+b\|\|\mathrm{D}\right){\displaystyle \underset{k=1}{\overset{N}{}}}\left(\alpha _k\|\mathrm{u}_k+\beta _k\|\mathrm{d}_k\right).`$ $`\|\mathrm{\Psi }^i(t_1t)=(a\mathrm{exp}(i({\displaystyle \underset{k=1}{\overset{N}{}}}g_k\sigma _{z,k}^{(e)}{\displaystyle \underset{jk}{}}1_j)(tt_1)/\mathrm{})\|\|\mathrm{U}+`$ $`+b\mathrm{exp}(i({\displaystyle \underset{k=1}{\overset{N}{}}}g_k\sigma _{z,k}^{(e)}{\displaystyle \underset{jk}{}}1_j)(tt_1)/\mathrm{})\|\|\mathrm{D}){\displaystyle \underset{k=1}{\overset{N}{}}}(\alpha _k\|\mathrm{u}_k+\beta _k\|\mathrm{d}_k)=`$ $`=a\|\|\mathrm{U}{\displaystyle \underset{k=1}{\overset{N}{}}}\left(\alpha _k\mathrm{exp}\left(ig_k(tt_1)/\mathrm{}\right)\|\mathrm{u}_k+\beta _k\mathrm{exp}\left(ig_k(tt_1)/\mathrm{}\right)\|\mathrm{d}_k\right)+`$ $`+b\|\|\mathrm{D}{\displaystyle \underset{k=1}{\overset{N}{}}}\left(\alpha _k\mathrm{exp}\left(ig_k(tt_1)/\mathrm{}\right)\|\mathrm{u}_k+\beta _k\mathrm{exp}\left(ig_k(tt_1)/\mathrm{}\right)\|\mathrm{d}_k\right).`$
warning/0006/quant-ph0006068.html	ar5iv	text	# Geometry of entangled states ## I Introduction Recent developments in quantum cryptography and quantum computing evoke interest in the properties of quantum entanglement. Due to recent works by Peres and Horodeccy there exist a simple criterion allowing one to judge, whether a given density matrix $`\rho `$, representing a $`2\times 2`$ or $`2\times 3`$ composite system, is separable. On the other hand, the general problem of finding sufficient and necessary condition for separability in higher dimensions remains open (see e.g. and references therein). The question of how many mixed quantum states are separable has been raised in . In particular, it has been shown that the relative likelihood of encountering a separable state decreases with the system size $`N`$, while a neighborhood of the maximally mixed state, $`\rho _{}\text{𝕀}/N`$, remains separable . From the point of view of a possible applications it is not only important to determine, whether a given state is entangled, but also to quantify the degree of entanglement. Among several such quantities , the entanglement of formation introduced by Bennet et al. is often used for this purpose. Original definition, based on a minimization procedure, is not convenient for practical use. However, in recent papers of Hill and Wootters the entanglement of formation is explicitly calculated for an arbitrary density matrix of the size $`N=4`$. Any reasonable measure of entanglement have to be invariant with respect to local transformations . In the problem of $`d`$ spin $`1/2`$ particles, for which $`N=2^d`$, there exist $`4^d3d+1`$ invariants of local transformations , and all measures of entanglement can be represented as a function of these quantities. In the simplest case $`d=2`$ there exists $`9`$ local invariants, . These real invariants fix a state up to a finite symmetry group and 9 additional discrete invariants (signs) are needed to make the characterization complete. Makhlin has proved that two states are locally equivalent if and only if all these $`18`$ invariants are equal . Local symmetry properties of pure states of two and three qubits where recently analyzed by Carteret and Sudbery . A related geometric analysis of the $`2\times 2`$ composed system was recently presented by Brody and Hughston . The aim of this paper is to characterize the space of the quantum ”effectively different” states, i.e. the states non equivalent in the sense of local operations. In particular, we are interested in the dimensions and geometrical properties of the manifolds of equivalent states. In a sense our paper is complementary to , in which the authors consider pure states for three qubits, while we analyze local properties of mixed states of two subsystems of arbitrary size. We start our analysis defining in section II the Gram matrix corresponding to any density matrix $`\rho `$. We provide an explicit technique of computing the dimension of local orbits for any mixed state of the general $`K\times M`$ problem. In section III we apply these results to the simplest case of $`2\times 2`$ problem. We describe a stratification of the $`6D`$ manifold of the pure states and introduce the concept of absolute separability. A list of non generic mixed states of $`N=4`$ leading to submaximal local orbits is provided in the appendix. ## II The Gram matrix ### A $`2\times 2`$ system For pedagogical reasons we shall start our analysis with the simplest case of the $`2\times 2`$ problem. The local transformations of density matrices form a six-dimensional subgroup $`=SU(2)SU(2)`$ of the full unitary group $`U(4)`$. Let $`W`$ denote a Hermitian density matrix of size $`4`$, representing a mixed state. Identification of all states which can be obtained from a given one $`W`$ by a conjugation by a matrix from $``$ leads to the definition of the ”effectively different” states, all effectively equivalent states being the points on the same orbit of $`SU(2)SU(2)`$ through their representative $`W`$. The manifold $`W_{pure}`$ of $`N=4`$ pure states, equivalent to the complex projective space, $`P^3`$, is $`6`$ dimensional. Although both the manifold of pure states and the group of local transformations are six-dimensional it does not mean that there is only one nontrivial orbit on $`𝒲_{pure}`$. Indeed, at each point $`W𝒲_{pure}`$ local transformations $`U(𝐬)`$, parametrized by six real variables $`𝐬=(s_1,\mathrm{},s_6)`$, such that $`U(\mathrm{𝟎})`$ equals identity, determine the tangent space to the orbit, spanned by six vectors: $$W_i:=\left(\frac{W}{s_i}\right)_{𝐬=\mathrm{𝟎}}=\frac{}{s_i}U(𝐬)WU^{}(𝐬)\|_{𝐬=\mathrm{𝟎}}.$$ (1) The dimension of the tangent space (equal to the dimension of the orbit) equals the number of the independent $`W_i`$ and, as we shall see, is always smaller then six. Using the unitarity of $`U(𝐬)`$ one easily obtains $$W_i:=[\left(\frac{U}{s_i}\right)_{𝐬=\mathrm{𝟎}},W]=[l_i,W],$$ (2) with $`l_i:=\left(U/s_i\right)_{𝐬=\mathrm{𝟎}}`$, and establishes the hermiticity of each $`W_i`$. Although the so obtained $`W_i`$ depend on a particular parametrization of $`U(𝐬)`$, the linear space spanned by them does not. In fact we can choose some standard coordinates in the vicinity of identity for each $`SU(2)`$ component obtaining $$l_k=i\sigma _kI,l_{k+3}=Ii\sigma _k,$$ (3) where $`\sigma _k`$, $`k=1,2,3`$ stand for the Pauli matrices, and $`I`$ is the $`2\times 2`$ identity matrix. Obviously, the antihermitian matrices $`l_i`$, $`i=1,\mathrm{},6`$, form a basis of the $`𝔰𝔲_2𝔰𝔲_2`$ Lie algebra. The dimensionality of the tangent space can be probed by the rank of the real symmetric $`6\times 6`$ Gram matrix $$C_{mn}:=\frac{1}{2}\text{Tr}W_mW_n.$$ (4) formed from the Hilbert-Schmidt scalar products of $`W_i`$’s in the space of Hermitian matrices. The most important part of our reasoning is based on transformation properties of the matrix $`C`$ along the orbit. In order to investigate them let us assume thus, that $`W^{}`$ and $`W`$ are equivalent density matrices, i.e. there exists a local operation $`USU(2)SU(2)`$ such that $`W^{}=UWU^{}`$. A straightforward calculation shows that the corresponding matrix $`C^{}`$ calculated at the point $`W^{}`$ is given by: $$C_{}^{}{}_{mn}{}^{}=\frac{1}{2}\text{Tr}W_{}^{}{}_{m}{}^{}W_{}^{}{}_{n}{}^{}=\frac{1}{2}\text{Tr}\left([l_{}^{}{}_{m}{}^{},W][l_{}^{}{}_{n}{}^{},W]\right),$$ (5) where $$l_{}^{}{}_{i}{}^{}:=U^{}l_iU,i=1,\mathrm{},6.$$ (6) The transformation (6) defines a linear change of basis in the Lie algebra $`𝔰𝔲_2𝔰𝔲_2`$ and as such is given by a $`6\times 6`$ matrix $`O`$ i.e. $`l_{}^{}{}_{i}{}^{}=_{j=1}^6O_{ij}l_j`$. It can be established that $`O`$ is a real orthogonal matrix: $`O^1=O^T`$, either by the direct calculation using some parametrization of $`SU(2)SU(2)`$ respecting (3), or by invoking the fact that $`𝔰𝔲_2𝔰𝔲_2`$ is a real Lie algebra and (6) defines the adjoint representation of $`SU(2)SU(2)`$. Using the above we easily infer that matrices $`C`$ corresponding to equivalent states are connected by orthogonal transformation: $`C^{}=OCO^T`$. It is thus obvious that properties of states which are not changed under local transformations are encoded in the invariants of $`C`$, which can thus suit as measures of the local properties such as entanglement or distilability. As shown in the following section, the above conclusions remains valid, mutatis mutandis, if we drop the condition of the purity of states and go to higher dimensions of the subsystems. ### B General case: $`K\times M`$ system A density matrix $`W`$ (and, a fortiori, the corresponding matrix $`C`$) of a general bipartite $`K\times M`$ system can be conveniently parametrized in terms of $`(KM)^21`$ real numbers $`a_j`$, $`b_\alpha `$, $`G_{j\alpha }`$, $`j=1,\mathrm{},K^21`$, $`\alpha =1,\mathrm{},M^21`$ as $$W=\frac{1}{(KM)^2}I+ia_k(e_kI)+ib_\alpha (If_\alpha )+G_{k\alpha }(e_kf_\alpha ),$$ (7) where $`e_k`$ and $`f_\alpha `$ are generators of the Lie algebras $`𝔰𝔲_K`$, and $`𝔰𝔲_M`$ fulfilling the commutation relations $$[e_j,e_k]=c_{jkl}e_l,[f_\alpha ,f_\beta ]=d_{\alpha \beta \gamma }f_\gamma ,$$ (8) normalized according to: $$\text{Tr}e_je_k=2\delta _{jk},\text{Tr}f_\alpha f_\beta =2\delta _{\alpha \beta }.$$ (9) In the above formulas we employed the summation convention concerning repeated Latin and Greek indices. We also used the same symbol $`I`$ for the identity operators in different spaces, as their dimensionality can be read from the formulas without ambiguity. Positivity of the matrix $`W`$ imposes certain constraints on on the parameters $`a_j`$, $`b_\alpha `$, $`G_{j\alpha }`$. By analyzing the effect of a local transformation $`L=VUSU(K)SU(M)`$ upon $`W`$ we see that $`𝐚:=(a_j)`$, $`j=1,\mathrm{},K^21`$ and $`𝐛=(b_\alpha )`$, $`\alpha =1,\mathrm{},M^21`$ transform as vectors with respect to the adjoint representations of $`SU(K)`$ and $`SU(M)`$, respectively, whereas $`G:=(G_{i,\alpha })`$ is a vector with respect to both adjoint representations. In analogy with the previously considered case of pure $`2\times 2`$ states, we can choose the parametrization of the local transformations in such a way that the tangent space to the orbit at $`W`$ is spanned by the vectors $`W_i`$ $`=`$ $`[e_iI,W],W_\alpha =[If_\alpha ,W].`$ (10) The number of linearly independent vectors equals the dimensionality of the orbit. As previously this number is independent of the chosen parametrization and can be recovered as the rank of the corresponding Gram matrix $`C`$, which takes now a block form respecting the division into Latin and Greek indices $$C=\left[\begin{array}{cc}A& B\\ B^T& D\end{array}\right],$$ (11) where $`A_{ij}`$ $`=`$ $`{\displaystyle \frac{1}{2}}\text{Tr}W_iW_j,B_{i\alpha }={\displaystyle \frac{1}{2}}\text{Tr}W_iW_\alpha ,D_{\alpha \beta }={\displaystyle \frac{1}{2}}\text{Tr}W_\alpha W_\beta .`$ (12) The Gram matrix $`C`$ has dimension $`K^2+M^22`$, the square matrices $`A`$ and $`D`$ are $`(K^21)`$ and $`(M^21)`$ dimensional, respectively, while the rectangular matrix $`B`$ has size $`(K^21)\times (M^21)`$. The matrix $`C`$ is nonnegative definite and the number of its positive eigenvalues gives the dimension of the orbit starting at $`W`$ and generated by local transformations. A direct algebraic calculation gives $`A_{ij}`$ $`=`$ $`(2G_{k\alpha }G_{m\alpha }+Ma_ka_m)c_{ikl}c_{jml},`$ (13) $`B_{i\alpha }`$ $`=`$ $`2G_{k\beta }G_{m\gamma }c_{ikm}d_{\alpha \gamma \beta },`$ (14) $`D_{\alpha \beta }`$ $`=`$ $`(2G_{m\gamma }G_{m\delta }+Kb_\gamma b_\delta )d_{\alpha \gamma \mu }d_{\beta \delta \mu }.`$ (15) In this way we arrived at the main result of this paper: Dimension $`D_l`$ of the orbit generated by local operations acting on a given mixed state $`W`$ of any $`K\times M`$ bipartite system is equal to the rank of the Gram matrix $`C`$ given by (11) - (15). If all eigenvalues of $`C`$ are strictly positive the local orbit has the maximal dimension equal to $`D_l=K^2+M^22`$. In the low dimensional cases it was always possible to find such parameters $`a_j`$ and $`b_\alpha `$, i.e. such a density matrix $`W`$ that the local orbit through $`W`$ was indeed of the maximal dimensionality. We do not know if such an orbit exists in an arbitrary dimension $`K\times M`$, although we suspect that is the case in a generic situation (i.e. all eigenvalues of $`W`$ different, nontrivial form of the matrix $`G`$). In the simplest case $`2\times 2`$ we provide in Appendix A the list of all, non generic density matrices corresponding to sub-maximal local orbits. All other density matrices lead thus to the full (six) dimensional local orbits. This approach is very general and might be applied for multipartite systems of any dimension. Postponing these exciting investigations to a subsequent publication , we now come back to the technically most simple case of original $`2\times 2`$-dimensional bipartite system. ## III Local orbits for the $`2\times 2`$ system ### A Stratification of the $`6D`$ space of pure states The pure states of a composite $`2\times 2`$ quantum system form a six-dimensional submanifold $`𝒲_{pure}`$ of the fifteen-dimensional manifold of all density matrices in the four-dimensional Hilbert space, i.e. the set of all Hermitian, non-negative $`4\times 4`$ matrices with the trace 1. Indeed, the density matrices $`W`$ and $`W^{}`$ of two pure states described by four-component complex, normalized vectors $`\|ww\|`$ and $`\|w^{}w^{}\|`$ coincide, provided that $`\|w^{}=U\|w`$, where $`U`$ is a unitary $`4\times 4`$ matrix which commutes with $`W`$. Since $`W`$ has threefold degenerate eigenvalue 0, the set of unitary matrices rendering the same density matrix via the conjugation $`W^{}=UWU^{}`$, can be identified as the six dimensional quotient space $`U(4)/[U(3)\times U(1)]=P^3`$. The manifold of the pure states itself is thus given as the set of all matrices obtained from $`W_0:=\|w_0w_0\|`$, where $`\|w_0=[1,0,0,0]^T`$, by the conjugation by an element of $`P^3`$ and conveniently parametrized by three complex numbers $`x,y,z`$: $`\|w:=𝒩[1,x,y,z]^T`$, $`W=W(x,y,z):=\|ww\|`$, where $`𝒩=(1+\|x\|^2+\|y\|^2+\|z\|^2)^{1/2}`$ is the normalization constant, and we allow the parameters to take also infinite values of (at most) two of them. In more technical terms we consider thus the orbit of $`U(4)`$ through the point $`W_0`$ in the space of Hermitian matrices. In fact, since the normalization of density matrices does not play a role in the following considerations, we shall take care of it at the very end, and parametrize the manifold of pure states by four complex numbers $`v,x,y,z`$ being the components of $`\|w`$, (the overbar denotes the complex conjugation): $$\|w=\left[\begin{array}{c}v\\ x\\ y\\ z\end{array}\right],W=\|ww\|=\left[\begin{array}{cccc}v\overline{v}& v\overline{x}& v\overline{y}& v\overline{z}\\ x\overline{v}& x\overline{x}& x\overline{y}& x\overline{z}\\ y\overline{v}& y\overline{x}& y\overline{y}& y\overline{z}\\ z\overline{v}& z\overline{x}& z\overline{y}& z\overline{z}\end{array}\right],$$ (16) bearing in mind, when needed, that the sum of their absolute values equals one. In fact, equating one of the four coordinates with a real constant yields one of four complex analytic maps which together cover the complex projective space $`P^3`$ (with which the manifold of the pure states can be identified) via standard homogeneous coordinates. This leads to a more flexible, symmetric notation, and dispose off the need for infinite values of parameters. The dimensionality of the orbit given by $`rank(C)`$ is the most obvious geometric invariant of the orthogonal transformations of $`C`$. As it should it does not change along the orbit. All invariant functions (or separability measures) can be obtain in terms of the functionally independent invariants of of the real symmetric matrix $`C`$ under the action of the adjoint representation of $`SU(2)SU(2)`$. In particular, the eigenvalues of $`C`$ are, obviously, such invariants. Substituting our parametrization of pure states density matrices (16) to the definition of $`C`$ (4) yields, after some straightforward algebra, the eigenvalues $$\lambda _1=0,\lambda _2=8\|\omega \|^2,\lambda _3=\lambda _4=1+2\|\omega \|,\lambda _5=\lambda _6=12\|\omega \|,$$ (17) where $`\omega :=vzxy`$. For any pure state one may explicitly calculate the entropy of entanglement or a related quantity, called concurrence . For the pure state (16) the concurrence equals $$c=2\|\omega \|=2\|vzxy\|$$ (18) and $`c[0,1]`$. Thus the spectrum of the Gram matrix may be rewritten as $$\mathrm{eig}(C)=\{0,2c^2,1+c,1+c,1c,1c\}.$$ (19) The number of positive eigenvalues of $`C`$ determines the dimension of the orbit generated by local transformation. As already advertised, the dimensionality of the orbit is always smaller then $`6`$. In a generic case it equals $`5`$, but for $`\omega =0`$ ($`c=0`$ \- separable states) it shrinks to $`4`$ and for $`\|\omega \|=1/2`$ ($`c=1`$ \- maximally entangled states) it shrinks to $`3`$. These results have already been obtained in a recent paper by Carteret and Sudbery , who have shown that the exceptional states (with local orbits of a non-generic dimension) are characterized by maximal (or minimal) degree of entanglement. In order to investigate more closely the geometry of various orbits let us introduce the following definition: $`𝒲_\mathrm{\Omega }:=`$ $`\{W=\mathrm{𝐰𝐰}^{}:𝐰=[v,x,y,z]^T^4,𝐰^2=\|v\|^2+\|x\|^2`$ (21) $`+\|y\|^2+\|z\|^2=1,\|(vzxy)\|=\mathrm{\Omega }\}.`$ It is also convenient to define a map from the space of state vectors $`\{𝐰=[v,x,y,z]^T^4:𝐰^2=\|v\|^2+\|x\|^2+\|y\|^2+\|z\|^2=1\}`$ to the space of complex $`2\times 2`$ matrices $$X(𝐰)=\left[\begin{array}{cc}v& y\\ x& z\end{array}\right].$$ (22) In terms of $`X(𝐰)`$ the length of a vector $`𝐰`$ and the bilinear form $`\omega (𝐰):=vzxy`$ read thus: $`𝐰^2=\text{Tr}X(𝐰)X^{}(𝐰)`$ and $`\omega (𝐰)=\text{det}X(𝐰)`$. From the Hadmard inequality $$\|\text{det}X(𝐰)\|[(\|v\|^2+\|x\|^2)(\|y\|^2+\|z\|^2)]^{1/2},$$ (23) we infer $`\|\omega (𝐰)\|\frac{1}{2}`$. Indeed, since $`\|v\|^2+\|x\|^2+\|y\|^2+\|z\|^2=1`$, the right-hand-side of (23) equals its maximal value of $`\frac{1}{4}`$ for $`\|v\|^2+\|x\|^2=\frac{1}{2}=\|y\|^2+\|z\|^2`$. A straightforward calculation shows also, that a local transformation $`L=VU`$ sends $`𝐰`$ to $`𝐰^{}=L𝐰`$ if and only if $`X(𝐰^{})=UX(𝐰)V^T`$. As an immediate consequence we obtain the conservation of $`\|\omega (𝐰)\|`$ under local transformation. Together with the obvious conservation of $`𝐰`$ (which, by the way, is also easily recovered from $`𝐰^2=\text{Tr}X(𝐰)X^{}(𝐰)`$), it shows that the parametrization (21) is properly chosen. Moreover it can be proved that $``$ acts transitively on submanifolds (21) of constant $`\|\omega \|`$, i.e. for each pair $`W=\mathrm{𝐰𝐰}^{}`$, $`W=𝐰^{}𝐰^{}`$ such that $`\|\omega (𝐰)\|=\|\omega (𝐰^{})\|=\mathrm{\Omega }`$, there exists such a local transformation $`L`$ that $`W^{}=L(W):=LWL^{}`$, or, in other words, that the manifold (21) of constant $`\|\omega \|`$ is an orbit of the group of local transformations $``$ through a single point $`\overline{W}`$ i.e. $`W_\mathrm{\Omega }=(\overline{W})`$. To this end, it is enough to show that each $`W𝒲_\mathrm{\Omega }`$ can be transformed by a local transformation into $`W_\theta =𝐰_\theta 𝐰_\theta ^{}`$, where $`𝐰_\theta =[\mathrm{cos}(\theta /2),0,0,\mathrm{sin}(\theta /2)]^T`$ with $`\mathrm{sin}\theta =2\omega `$ (from the above mentioned bound for $`\|\omega (𝐰)\|`$ we know that it is sufficient to consider $`0\theta \frac{\pi }{2}`$). To this end we invoke the singular value decomposition theorem which states that for an arbitrary (in our case $`2\times 2`$) matrix $`X`$, there exist unitary $`U^{},V^{}`$ such that $$X^{}:=U^{}XV_{}^{}{}_{}{}^{T}=\left[\begin{array}{cc}p& 0\\ 0& q\end{array}\right],pq0.$$ (24) Let now $`V^{}=e^{i\xi }V`$, $`U^{}=e^{i\eta }U`$, $`V,USU(2)`$. We can rewrite (24) as $$UXV^T=\left[\begin{array}{cc}pe^{i\varphi }& 0\\ 0& qe^{i\varphi }\end{array}\right],pq0\varphi :=(\eta +\xi )$$ (25) Substituting $`X=X(𝐰)`$ (22), we obtain $`p^2+q^2=\text{Tr}XX^{}=𝐰^2=1`$ and invoking the invariance of $`pq=\|\text{det}X\|=\|\omega (𝐰)\|=\mathrm{sin}2\theta `$. This gives an unique solution $`p=\mathrm{cos}\theta `$, $`q=\mathrm{sin}\theta `$ in the interval $`0\theta \frac{\pi }{2}`$. On the other hand, as above mentioned, the transformation (25) corresponds to $`L𝐰=w_\theta ^{}=[\mathrm{cos}(\theta /2)e^{i\varphi },0,0,\mathrm{sin}(\theta /2)e^{i\varphi }]^T`$, but obviously $`W_\theta ^{}=𝐰_\theta ^{}𝐰_\theta ^{}=W_\theta =𝐰_\theta 𝐰_\theta ^{}`$, i.e., finally, $`LWL^{}=W_\theta `$, with $`L=VU`$ as claimed. This is, obviously, a restatement of the Schmidt decomposition theorem for $`2\times 2`$ systems. Now we can give the full description of the geometry of the states. The line into $`W_\theta =𝐰_\theta 𝐰_\theta ^{}`$, $`0\theta \frac{\pi }{2}`$ connects all ”essentially different” states. At each $`\theta `$ different from $`0,\pi /2`$ it crosses a five-dimensional manifold of the states equivalent under local transformations. The orbits of submaximal dimensionality correspond to both ends of the line. For $`\theta =\pi /2`$ the orbit is three-dimensional. The states belonging to these orbits are maximally entangled, since $`\|\omega \|=1/2`$ corresponds to $`c=1`$. In order to recover the whole orbits we should find the actions of all elements of the group of local transformations on a representative of each orbit (e.g. one on the above described line). Since, however, the orbits have dimensions always lower than the dimensionality of the group, the action is not effective, i.e. for each point on the orbit, there is a subgroup of $``$ which leaves this point unmoved. This stability subgroups are easy to identify in each case. Taking this into account we end up with the following parametrization of three-dimensional orbits of the maximally entangled states $$𝒲_{\pi /4}=\{W=\mathrm{𝐰𝐰}^{}:𝐰=𝐰(\alpha ,\chi _1,\chi _2)\},𝐰(\alpha ,\chi _1,\chi _2)\}=\frac{1}{\sqrt{2}}[\begin{array}{c}\mathrm{cos}\alpha e^{i\chi _1}\hfill \\ \mathrm{sin}\alpha e^{i\chi _2}\hfill \\ \mathrm{sin}\alpha e^{i\chi _2}\hfill \\ \mathrm{cos}\alpha e^{i\chi _1}\hfill \end{array}],$$ (26) with $`0\chi _i<2\pi `$, $`0\alpha \pi /2`$, which means that topologically this manifold is a real projective space, $`P^3=S^3/Z_2`$, where $`Z_2`$ is a two elements discrete group. This is related to the well known result that for bipartite systems the maximally entangled states may be produced by an appropriate operation performed locally, on one subsystem only. The manifold of maximally entangled states (26) is cut by the line of essentially different states at the origin of the coordinate system $`(\alpha ,\chi _1,\chi _2)`$. The four dimensional orbit corresponding to $`\theta =0`$ consists of separable states characterized by the vanishing concurrence, $`c=0`$. The parametrization of the whole orbit, exhibiting its $`S^2\times S^2`$ structure, is given by: $`𝐰(\alpha ,\beta ,\chi _1,\chi _2)=\left[\begin{array}{c}\mathrm{cos}\alpha \mathrm{cos}\beta e^{i\chi _1}\hfill \\ \mathrm{cos}\alpha \mathrm{sin}\beta e^{i\chi _2}\hfill \\ \mathrm{sin}\alpha \mathrm{cos}\beta e^{i\chi _2}\hfill \\ \mathrm{sin}\alpha \mathrm{sin}\beta e^{i\chi _1}\hfill \end{array}\right],`$ (31) $`0\chi _i<2\pi ,\mathrm{\hspace{0.33em}0}\alpha ,\beta <\pi /2.`$ (32) The majority of states, namely these which are neither separable, nor maximally entangled, belongs to various five-dimensional orbits labeled by the values of the parameter $`\theta `$ with $`0<\theta <\pi /2`$. In this way we have performed a stratification of the $`6`$D manifold of the pure states, depicted schematically in Fig.1b. For comparison we show in Fig. 1a the stratification of a sphere $`S^2`$, which consists of a family of $`1`$D parallels and two poles. Zero dimensional north pole on $`P^1`$ corresponds to the $`3`$D manifold of maximally entangled states in $`P^3`$, while the $`4`$D space of separable states may be associated with the opposite pole. In the case of the sphere (the earth) the symmetry is broken by distinguishing the rotation axis pointing both poles. In the case of $`N=4`$ pure states the symmetry is broken by distinguishing the two subsystems, which determines both manifolds of maximally entangled and separable states. ### B Dimensionality of global orbits Before we use the above results to analyze the dimensions of local orbits for the mixed states of the $`2\times 2`$ problem, let us make some remarks on the dimensionality of the global orbits. The action of the entire unitary group $`U(4)`$ depends on the degeneracy of the spectrum of a mixed state $`W`$. Let $`W=VRV^{}`$, where $`V`$ is unitary and the diagonal matrix $`R`$ contains non negative eigenvalues $`r_i`$. Due to the normalization condition Tr$`W=1`$ the eigenvalues satisfy $`r_1+r_2+r_3+r_4=1`$. The space of all possible spectra forms thus a regular tetrahedron, depicted in Fig.2. Without loss of generality we may assume that $`r_1r_2r_3r_40`$. This corresponds to dividing the $`3`$D simplex into $`24`$ equal asymmetric parts and to picking one of them. This set, sometimes called the Weyl chamber , enables us to parametrize entire space of mixed quantum states by global orbits generated by each of its points. Note that the unitary matrix of eigenvectors $`V`$ is not determined uniquely, since $`W=VRV^{}=VHRH^{}V^{}`$, where $`H`$ is an arbitrary diagonal unitary matrix. This stability group of $`U`$ is parametrized by $`N=4`$ independent phases. Thus for a generic case of all eigenvalues $`r_i`$ different, (which corresponds to the interior $`K_{1111}`$ of the simplex), the space of global orbits has a structure of the quotient group $`U(4)/[U(1)^4]`$. It has $`D_g=164=12`$ dimensions. If degeneracy in the spectrum of $`W`$ occurs, say $`r_1=r_2>r_3>r_4`$, than the stability group $`H=U(2)\times U(1)\times U(1)`$ is $`4+1+1=6`$ dimensional . In this case, corresponding to the face $`K_{211}`$ of the simplex, the global orbit $`U/H`$ has $`D_g=166=10`$ dimensions. The dimensionality is the same for the other faces of the simplex, $`K_{121}`$ and $`K_{112}`$. The important case of pure states corresponds to the triple degeneracy, $`r_1>r_2=r_3=r_4`$ for which the stability group $`H`$ equals $`U(3)\times U(1)`$. The orbits $`U/H=SU(4)/U(3)`$ have a structure of complex projective space $`P^3`$. This $`6`$D manifold results thus of all points of the Weyl chamber located at the edge $`K_{13}`$. These parts of the asymmetric simplex are shown in Fig.2, the indices labeling each part give the number of degenerated eigenvalues in decreasing order. For another edge $`K_{22}`$ of the simplex $`H=U(2)\times U(2)`$ and the quotient group $`U/H`$ is $`168=8`$ dimensional. In the last case of quadruple degeneracy, corresponding to the maximally mixed state $`\rho _{}=\text{𝕀}/4`$, the stability group $`H=U(4)`$, thus $`D_l=0`$. A detailed description of the decomposition of the Weyl chamber with respect to the dimensionality of global orbits for arbitrary dimensions is provided in . ### C Dimensionality of local orbits For $`K=M=2`$ (two qubit system) $`c_{ijk}=2ϵ_{ijk}`$ and $`d_{\alpha \beta \gamma }=2ϵ_{\alpha \beta \gamma }`$, where $`ϵ_{\alpha \beta \gamma }`$ is completely antisymetric tensor. Formulae (15) give in this case $`A=8[(\text{Tr}G^{}G^T)IG^{}G^T]+8(𝐚^{}^\mathrm{𝟐}𝐈𝐚^{}𝐚_{}^{}{}_{}{}^{𝐓}),`$ (33) $`D=8[(\text{Tr}G^{}G^T)IG^TG^{}]+8(𝐛^{}^\mathrm{𝟐}𝐈𝐛^{}𝐛_{}^{}{}_{}{}^{𝐓}),`$ (34) and $$BG^T=G^TB=16\text{det}G^{}I,$$ (35) where $`3D`$ vectors $`𝐚^{}`$, $`𝐛^{}`$ and a $`3\times 3`$ matrix $`G^{}`$ represent a certain $`N=4`$ mixed state $`W`$ in the form (7). For later convenience we denote the system variables by symbols with primes. For $`\text{det}G^{}0`$ the last equation gives $`B=16\text{det}G^T(G^T)^1`$, but below we will show the more convenient representation of $`B`$. Since $`G^{}`$ is real, we can find its singular value decomposition in terms of two real orthogonal matrices $`O_1`$, $`O_2`$ and a positive diagonal matrix $$O_1G^{}O_2^T=G=\left[\begin{array}{ccc}\mu _1& 0& 0\\ 0& \mu _2& 0\\ 0& 0& \mu _3\end{array}\right],\mu _1\mu _2\mu _30.$$ (36) If the determinant of $`G^{}`$ is positive then one can choose $`O_1`$ and $`O_2`$ as proper orthogonal matrices (i.e. with the determinants equal to one). In this case the singular value decomposition (36) corresponds to a local transformation $`W=U_1U_2W(U_1U_2)^{}`$. In the opposite case of a negative determinant of $`G^{}`$ one of the matrices $`O_1,O_2`$ has also a negative determinant. Alternatively, we can assume that $`O_1`$ and $`O_2`$ are proper orthogonal matrices (with positive determinants), and, consequently, the singular value decomposition corresponds to a local transformation, but with $`\mu _1\mu _2\mu _30`$. From (34) and (35) it follows, that the above transformation $`G=O_1G^{}O_2^T`$, if supplemented by $`𝐚=O_1𝐚^{}`$ and $`𝐛=O_2𝐛^{}`$, induces the transformation $`C=C^{}(G^{},𝐚^{},𝐛^{})C(G,𝐚,𝐛)=(O_1O_2)C^{}(O_1O_2)^T`$, where $$O_1O_2:=\left[\begin{array}{cc}O_1& 0\\ 0& O_2\end{array}\right],$$ (37) leaving the spectrum of $`C`$ invariant. The explicit form of the transformed matrix inferred from (34), (35), and (36) reads $`C`$ $`=`$ $`\left[\begin{array}{cccccc}8\left(\mu _2^2+\mu _3^2\right)& 0& 0& 16\mu _2\mu _3& 0& 0\\ 0& 8\left(\mu _1^2+\mu _2^3\right)& 0& 0& 16\mu _1\mu _3& 0\\ 0& 0& 8\left(\mu _1^2+\mu _2^2\right)& 0& 0& 16\mu _1\mu _2\\ 16\mu _2\mu _3& 0& 0& 8\left(\mu _2^2+\mu _3^2\right)& 0& 0\\ 0& 16\mu _1\mu _3& 0& 0& 8\left(\mu _1^2+\mu _3^2\right)& 0\\ 0& 0& 16\mu _1\mu _2& 0& 0& 8\left(\mu _1^2+\mu _2^2\right)\end{array}\right]`$ (44) $`+`$ $`\left[\begin{array}{cc}8\left(𝐚^2I𝐚(𝐚)^T\right)& 0\\ 0& 8\left(𝐛^2I𝐛(𝐛)^T\right)\end{array}\right]:=C_G+C_{𝐚,𝐛}`$ (47) which is the sum of two real positive definite matrices, $`C_G`$ and $`C_{𝐚,𝐛}`$. Their eigenvalues are, respectively $`\rho _1=8(\mu _1+\mu _2)^2,\rho _2=8(\mu _1+\mu _3)^2,\rho _3=8(\mu _2+\mu _3)^2,`$ (48) $`\rho _4=8(\mu _1\mu _2)^2,\rho _5=8(\mu _1\mu _3)^2,\rho _6=8(\mu _2\mu _3)^2,`$ (49) and $$\nu _1=\nu _2=𝐚^2,\nu _3=\nu _4=𝐛^2,\nu _5=\nu _6=0.$$ (50) Although two parts, $`C_G`$ and $`C_{𝐚,𝐛}`$ of $`C`$, usually, do not commute and the eigenvalues $`\lambda _1\mathrm{}\lambda _60`$ of $`C`$ cannot be immediately found, we can investigate the possible orbits of submaximal dimensionalities using the fact that both $`C_G`$ and $`C_{𝐚,𝐛}`$ are positive definite. It follows thus that the number of zero values among the eigenvalues $`\lambda _1,\mathrm{},\lambda _6`$ of $`C`$ has to be matched by at least the same number of zeros among $`\rho _1,\mathrm{},\rho _6`$ and among $`\nu _1,\mathrm{},\nu _6`$, moreover the eigenvectors to the zero eigenvalues of the whole matrix $`C`$ are also the eigenvectors of the components $`C_G`$ and $`C_{𝐚,𝐛}`$ (also, obvoiusly, corresponding to the vanishing eigenvalues) The co-rank $`r_{}^{}{}_{C_G}{}^{}`$ (the number of vanishing eigenvalues) of $`C_G`$ equals $`6`$ for $`\mu _1=\mu _2=\mu _3=0G=0,`$ (51) $`3`$ for $`\mu _1=\mu _2=\mu _3:=\mu 0G=\mu I,`$ (52) $`2`$ for $`\mu :=\mu _1>\mu _2=\mu _3=0,`$ (53) $`1`$ for $`\mu _M:=\mu _1>\mu _2=\mu _3:=\mu _m0,`$ (54) or $`0\mu :=\mu _1=\mu _2>\mu _3,`$ (55) and is equal $`0`$ in all other cases, whereas for $`C_{𝐚,𝐛}`$ it co-rank $`r_{}^{}{}_{C_{𝐚,𝐛}}{}^{}`$ reads $`6`$ for $`𝐚=𝐛=0,`$ (56) $`4`$ for $`𝐚=0,𝐛0\text{or }𝐚0,𝐛=0,`$ (57) $`2`$ for $`𝐚0,𝐛0.`$ (58) As already mentioned, in a generic case all eigenvalues of the $`6`$D Gram matrix $`C`$ are positive and the dimension of local orbits is maximal, $`d_l=6`$. On the other hand, the above decomposition of the Gram matrix is very convenient to analyze several special cases, for which some eigenvalues of $`C`$ reduce to zero and the local orbits are less dimensional. To find all of them one needs to consider $`9`$ combinations of different ranks of the matrices $`C_G`$ and $`C_{𝐚,𝐛}`$ as shown in the Appendix. For any point of the Weyl chamber we know thus the dimension $`D_g`$ of the corresponding global orbit. Using above results for any of the globally equivalent states $`W`$ (with the same spectrum) we may find the dimension $`D_l`$ of the corresponding local orbit. This dimension may be state dependent, as explicitly shown for the case of $`N=4`$ pure states. Let $`D_m`$ denotes the maximal dimension $`D_l`$, where the maximum is taken over all states of the global orbit. The set of effectively different states, which cannot be linked by local transformations has thus dimension $`D_d=D_gD_m`$. For example, the effectively different space of the $`N=4`$ pure states is one dimensional, $`D_d=65=1`$. ### D Special case: triple degeneracy and generalized Werner states Consider the longest edge, $`K_{13}`$, of the Weyl chamber, which represents a class of states with the triple degeneracy. They may be written in the form $`\rho _x:=x\|\mathrm{\Psi }\mathrm{\Psi }\|+(1x)\rho _{}`$, where $`\|\mathrm{\Psi }`$ stands for any pure state and $`x(0,1]`$. The global orbits have the structure $`U(4)/[U(3)\times U(1)]`$, just as for the pure states, which are generated by the corner of the simplex, represented by $`x=1`$. Also the topology of the local orbits do not depends on $`x`$, and the stratification found for pure states holds for each $`6`$ dimensional global orbit generated by any single point of the edge. Schematic drawing shown in Fig.1 is still valid, but now the term ”maximally entangled” denotes the entanglement maximal on the given global orbit. It decreases with $`x`$ as for Werner states, with $`\|\mathrm{\Psi }`$ chosen as the maximally entangled pure state . For these states the concurrence decreases linearly, $`c(x)=(3x1)/2`$ for $`x>1/3`$ and is equal to zero for $`x1/3`$. Thus for sufficiently small $`x`$ (sufficiently large degree of mixing) all states are separable, also these belonging to one of the both $`3`$D local orbits. This is consistent with the results of , where it was proved that if Tr$`\rho ^2<1/3`$ the $`2\times 2`$ mixed state $`\rho `$ is separable. This condition has an appealing geometric interpretation: on one hand it represents the maximal $`3`$D ball inscribed in the tetrahedron of eigenvalues, as shown in Fig.3. On the the other, it represents the maximal $`15`$D ball $`B_M`$, (in sense of the Hilbert-Schmidt metric, $`D_{HS}^2(\rho _1,\rho _2)=\mathrm{Tr}(\rho _1\rho _2)^2`$), contained in the $`15`$D set of all mixed states for $`N=4`$. Both balls are centered at the maximally mixed state $`\rho _{}`$ (the center of the eigenvalues simplex of side $`\sqrt{2}`$), and have the same radius $`1/2\sqrt{3}`$. A similar geometric discussion of the properties of the set of $`2\times 2`$ separable mixed states was recently given in . To clarify the structure of effectively different states in this case we consider generalized Werner states $$\rho (x,\theta ):=x\|\mathrm{\Psi }_\theta \mathrm{\Psi }_\theta \|+(1x)\rho _{},$$ (59) where the state $`\|\mathrm{\Psi }_\theta :=[\mathrm{cos}(\theta /2),0,0,\mathrm{sin}(\theta /2)]`$, contains the line of effectively different pure states for $`\theta [0,\pi /2]`$. Note that the case $`\theta =\pi /2`$ is equivalent to the original Werner states . Entanglement of formation $`E`$ for the states $`\rho (x,\theta )`$ may be computed analytically with help of concurrence and the Wootters formula . The results are too lengthy to be reproduced here, so in Fig.4 we present the plot $`E=E(x,\theta )`$. The graph is done in polar coordinates, so the pure states are located at the circle $`x=1`$. For each fixed $`x`$ the space of effectively different states is represented by a quarter of the circle. For $`x<1/3`$ entire circle is located inside the maximal ball $`B_M`$, and all effectively different states are separable. Points located along a circle centerd at $`\rho _{}`$ represent mixed states, which are described by the same spectrum and can be connected by a global unitary transformation $`U(4)`$. In accordance to the recent results of Hiroshima and Ishizaka , the original Werner states enjoy the largest entanglement accesible by unitary operations. The convex set $`𝒮`$ of separable states contains a great section of the maximal ball and touches the set of pure states in two points only. The actual shape of $`𝒮`$ (at this cross-section) looks remarkably similar to the schematic drawing which appeared in . Moreover, the contour lines of constant $`E`$ elucidate important feature of any measure of entanglement: the larger shortest distance to $`𝒮`$, the larger entanglement . Even though we are not going to prove that for any state $`\rho `$, its shortest distance to $`𝒮`$ at the picture is strictly the shortest in the entire $`15`$D space of mixed states, the geometric structure of the function $`E=E(x,\theta )`$ is in some sense peculiar: The contours $`E=`$const are foliated along the boundary of $`𝒮`$, while both maximally entangled states are located as far from $`𝒮`$, as possible. ### E Absolutely separable states Defining separability of a given mixed state $`\rho `$, we implicitly assume that the product structure of the composite Hilbert space is given, $`=_𝒜_{}`$. This assumption is well justified from the physical point of view. For example, the EPR scenario distinguishes both subsystems in a natural way (’left photon’ and ’right photon’). Then we speak about separable (entangled) states, with respect to this particular decomposition of $``$. Note that any separable pure state may be considered entangled, if analyzed with respect to another decomposition of $``$. On the other hand, one may pose a complementary question, interesting merely from the mathematical point of view, which states are separable with respect to any possible decomposition of the $`N=K\times M`$ dimensional Hilbert space $``$. More formally, we propose the following definition. Mixed quantum state $`\rho `$ is called absolutely separable, if all globally similar states $`\rho ^{}=U\rho U^{}`$ are separable. Unitary matrix $`U`$ of size $`N`$ represents a global operation equivalent to a different choice of both subsystems. It is easy to see that the most mixed state $`\rho _{}`$ is absolutely separable. Moreover, the entire maximal ball $`B_M=B(\rho _{},1/2\sqrt{3})`$ is absolutely separable for $`N=4`$. This is indeed the case, since the proof of separability of $`B_M`$ provided in relays only on properties of the spectrum of $`\rho `$, invariant with respect to global operations $`U`$. Another much simpler proof of separability of $`B_M`$ follows directly from inequality (9.21) of the book of Mehta . Are there any $`2\times 2`$ absolutely separable states not belonging to the maximal ball $`B_M`$? Recent results of Ishizaka and Hiroshima suggest, that this might be the case. They conjectured that the maximal concurrence on the local orbit determined by the spectrum $`\{r_1,r_2,r_3,r_4\}`$ is equal to $`c^{}=\mathrm{max}\{0,r_1r_32\sqrt{r_2r_4}\}`$. This conjecture has been proved for the density matrices of rank $`1,2`$ and $`3`$ . If it is true in the general case than the condition $`c^{}>0`$ defines the $`3D`$ set of spectra of absolutely separable states. This set belongs to the regular tetrahedron of eigenvalues and contains the maximal ball $`B_M`$. For example, a state with the spectrum $`\{0.47,0.30,0.13,0.10\}`$ does not belong to $`B_M`$ but its $`c^{}`$ is equal to zero. ## IV Concluding remarks In order to analyze geometric features of quantum entanglement we studied the properties of orbits generated by local transformations. Their shape and dimensionality is not universal, but depends on the initial state. For each quantum state of arbitrary $`K\times M`$ problem we defined the Gram matrix $`C`$, the spectrum of which remains invariant under local transformation. The rank of $`C`$ determines dimensionality of the local orbit. For generic mixed states the rank is maximal and equal to $`D_l=K^2+M^22`$, while the space of all globally equivalent states (with the same spectrum) is $`(KM)^2KM`$ dimensional. Thus the set of states effectively different, which cannot be related by any local transformation, has $`D_d=(KM)^2KM(K^2+M^22)`$ dimensions. For the pure states of the simplest $`2\times 2`$ problem we have shown that the set of effectively different states is one dimensional. This curve may be parametrized by an angle emerging in the Schmidt decomposition: it starts at a $`3`$D set of maximally entangled states, crosses the $`5`$D spaces of states of gradually decreasing entanglement, and ends at the $`4`$D manifold of separable states. We presented an explicit parametrization of these submaximal manifolds. Moreover, we have proved that any pure state can be transformed by means of local transformations into one of the states at this line. In such a way we found a stratification of the $`6`$D manifold $`P^3`$ along the line of effectively different states into subspaces of different dimensionality. Since for $`N=4`$ pure states the set of effectively different states is one dimensional, all measures of entanglement must be equivalent (and be functions of, say, concurrence or entropy of formation). This is not the case for generic mixed states, for which $`D_d=6`$. Hence there exist mixed states of the same entanglement of formation with the same spectrum (globally equivalent), which cannot be connected by means of local transformations. It is known that some measures of entangled do not coincide (e.g. entanglement of formation $`E`$ and distillable entanglement $`E_d`$ ). To characterize the entanglement of such mixed states one might, in principle, use $`6`$ suitably selected local invariants. This seem not to be very practical, but especially for higher systems, for which the dimension $`D_d`$, of effectively different states is large and the bound entangled states exist (with $`E_d=0`$ and $`E>0`$), one may consider using some additional measures of entanglement. All such measures of entanglement have to be functions of eigenvalues of the Gram matrix $`C`$ or other invariants of local transformations . We analyzed geometry of the convex set of separable states. For the simplest $`N=4`$ problem it contains the maximal $`15`$D ball, inscribed in the set of the mixed states. It corresponds to the $`3`$D ball of radius $`1/2\sqrt{3}`$ inscribed in the simplex of eigenvalues. This property holds also for $`2\times 3`$ problem, for which the radius is $`1/\sqrt{30}`$. For larger problems $`K\times M=N8`$, it is known that all mixed states in the maximal ball (of radius $`(N(N1))^{1/2}`$) are not distillable , but the question whether they are separable remains open. Acknowledgments It is a pleasure to thank Paweł Horodecki for several crucial comments and Ingemar Bengtsson, Paweł Masiak and Wojciech Słomczyński for inspiring discussions. One of us (K.Ż.) would like to thank the European Science Foundation and the Newton Institute for a support allowing him to participate in the Workshop on Quantum Information organized in Cambridge in July 1999, where this work has been initiated. Financial support by a research grant 2 P03B 044 13 of Komitet Badań Naukowych is gratefully acknowledged. ## A Submaximal local orbits for $`2\times 2`$ problem In this appendix we give the list of all possible submaximal ranks of the Gram matrix $`C`$ which determine the dimension of the local orbit $`D_l=6r_C`$. The symbol $`r_X^{}`$ denotes the co-rank, it is the number of zeros in the spectrum of $`X`$. In each submaximal case we provide the density matrix $`W`$, Gram matrix $`C`$ and its eigenvalues $`\lambda _i`$, $`i=1,\mathrm{},6`$ expressed as a function of the the singular values of the matrix $`G^{}`$ and the vectors $`𝐚=O_1𝐚^{}`$ and $`𝐛=O_2𝐛^{}`$, where orthogonal matrices $`O_1`$ and $`O_2`$ are determined by the singular value decomposition of $`G^{}`$. In a general case the density matrix $`W=W(G,𝐚,𝐛)=W(\mu _1,\mu _2,\mu _3,a_1,a_2,a_3,b_1,b_2,b_3)`$ is given by $$W=\frac{1}{4}I+\left[\begin{array}{cccc}a_3b_3\mu _3& b_1ib_2& a_1ia_2& \mu _1+\mu _2\\ b_1+ib_2& a_3+b_3+\mu _3& \mu _1\mu _2& a_1ia_2\\ a_1+ia_2& \mu _1\mu _2& a_3b_3+\mu _3& b_1ib_2\\ \mu _1+\mu _2& a_1+ia_2& b_1+ib_2& a_3+b_3\mu _3\end{array}\right]$$ (A1) where we use the rotated basis in which $`G`$ is diagonal. The characteristic equation of the density matrix $`W`$ reads $`det\left(W\varrho \right)`$ $`=`$ $`\varrho ^4\varrho ^3+\left[{\displaystyle \frac{3}{8}}2𝐚^22𝐛^22\text{Tr}G^2\right]\varrho ^2+\left({\displaystyle \frac{1}{16}}+𝐚^2+𝐛^2+\text{Tr}G^2+8𝐚G𝐛8detG\right)\varrho `$ (A4) $`+\left(𝐚^2𝐛^2\right)^2+2\text{Tr}G^4\left(\text{Tr}G^2\right)^2{\displaystyle \frac{1}{8}}𝐚^2{\displaystyle \frac{1}{8}}𝐛^2{\displaystyle \frac{1}{8}}\text{Tr}G^22𝐚G𝐛+2detG`$ $`4G𝐚^24G𝐛^2+2\left(𝐚^2+𝐛^2\right)\text{Tr}G^2+8\left(a_1b_1\mu _2\mu _3+a_2b_2\mu _1\mu _3+a_3b_3\mu _1\mu _2\right)+{\displaystyle \frac{1}{256}}.`$ It is interesting to note that the characteristic equation of the partially transposed matrix $`\stackrel{~}{W}=W^{T_2}`$ differs only by signs of three terms: $`det\left(W\stackrel{~}{\varrho }\right)`$ $`=`$ $`\stackrel{~}{\varrho }^4\stackrel{~}{\varrho }^3+\left[{\displaystyle \frac{3}{8}}2𝐚^22𝐛^22\text{Tr}G^2\right]\stackrel{~}{\varrho }^2+\left({\displaystyle \frac{1}{16}}+𝐚^2+𝐛^2+\text{Tr}G^2+8𝐚G𝐛+8detG\right)\stackrel{~}{\varrho }`$ (A7) $`+\left(𝐚^2𝐛^2\right)^2+2\text{Tr}G^4\left(\text{Tr}G^2\right)^2{\displaystyle \frac{1}{8}}𝐚^2{\displaystyle \frac{1}{8}}𝐛^2{\displaystyle \frac{1}{8}}\text{Tr}G^22𝐚G𝐛2detG`$ $`4G𝐚^24G𝐛^2+2\left(𝐚^2+𝐛^2\right)\text{Tr}G^28\left(a_1b_1\mu _2\mu _3+a_2b_2\mu _1\mu _3+a_3b_3\mu _1\mu _2\right)+{\displaystyle \frac{1}{256}}.`$ Let $`\varrho _i`$ and $`\stackrel{~}{\varrho }_i`$, $`i=1,2,3,4`$, denote the eigenvalues of $`W`$ and $`\stackrel{~}{W}`$, respectively. Due to Peres-Horodeccy partial transpose criterion positivity of $`\stackrel{~}{\varrho }_i`$ may be used to find, under which conditions $`W`$ is separable. In order to compute the concurrence of the density matrix $`W`$, let us define an auxiliary hermitian matrix $$\overline{W}:=W\sigma _2\sigma _2W^{}\sigma _2\sigma _2,$$ (A8) where represents the complex conjugation. Let $`\xi _i`$, $`i=1,2,3,4`$ denote the eigenvalues of $`\overline{W}`$, arranged in decreasing order. Then the concurrence $`c`$ of $`W`$ is given by $$c:=\mathrm{max}(0,\sqrt{\xi _1}\sqrt{\xi _2}\sqrt{\xi _3}\sqrt{\xi _4}).$$ (A9) The Gram matrix $`C=C(G,𝐚,𝐛)=C(\mu _1,\mu _2,\mu _3,a_1,a_2,a_3,b_1,b_2,b_3)`$ corresponding to the density matrix $`W`$, reads in the general case $$C=8\left[\begin{array}{cccccc}a_2^2+a_3^2+\mu _2^2+\mu _3^2& a_1a_2& a_1a_3& 2\mu _2\mu _3& 0& 0\\ a_1a_2& a_1^2+a_3^2+\mu _1^2+\mu _3^2& a_2a_3& 0& 2\mu _1\mu _3& 0\\ a_1a_3& a_2a_3& a_1^2+a_2^2+\mu _1^2+\mu _2^2& 0& 0& 2\mu _1\mu _2\\ 2\mu _2\mu _3& 0& 0& b_2^2+b_3^2+\mu _2^2+\mu _3^2& b_1b_2& b_1b_3\\ 0& 2\mu _1\mu _3& 0& b_1b_2& b_1^2+b_3^2+\mu _1^2+\mu _3^2& b_2b_3\\ 0& 0& 2\mu _1\mu _2& b_1b_3& b_2b_3& b_1^2+b_2^2+\mu _1^2+\mu _2^2\end{array}\right]$$ (A10) Below we provide a list of the classes of states corresponding to the submaximal ranks $`r_C`$ of the Gram matrices. The list is ordered according to the increasing dimensionality of local orbits; $`D_l=r_C=6r_C^{}`$. Case 1. $`r_C^{}=6,`$ $`G=0,`$ $`𝐚=0,`$ $`𝐛=0,`$; $`C=0`$ $$\lambda _{1,2,3,4,5,6}=0;W=\frac{1}{4}I;\varrho _{1,2,3,4}=\frac{1}{4}=\stackrel{~}{\varrho }_{1,2,3,4},\xi _{1,2,3,4}=\frac{1}{16},$$ (A11) thus $`W`$ is separable and concurrence, $`c`$, is equal to zero. Case 2. $`r_C^{}=4,`$ $`G=0,`$ $`𝐚0,`$ $`𝐛=0,`$ $$\lambda _{1,2}=8𝐚^2,\lambda _{3,4,5,6}=0;$$ (A12) $$\varrho _{1,2}=\frac{1}{4}+𝐚,\varrho _{3,4}=\frac{1}{4}𝐚;$$ (A13) $$\stackrel{~}{\varrho }_{1,2}=\frac{1}{4}+𝐚,\stackrel{~}{\varrho }_{3,4}=\frac{1}{4}𝐚.$$ (A14) $$\xi _{1,2,3,4}=\frac{1}{16}𝐚^2,\mathrm{thus}c=0.$$ (A15) $`W`$ represents a density matrix for $`𝐚\frac{1}{4}`$ and then is separable ($`\stackrel{~}{W}0`$). Case 3. $`r_C^{}=3`$; $`G=\mu I,`$ $`𝐚=0,`$ $`𝐛=0,`$ $$\lambda _{1,2,3}=32\mu ^2,\lambda _{4,5,6}=0$$ (A16) $$\varrho _{1,2,3}=\frac{1}{4}\mu ,\varrho _4=\frac{1}{4}+3\mu ,$$ (A17) $$\stackrel{~}{\varrho }_{1,2,3}=\frac{1}{4}+\mu ,\stackrel{~}{\varrho }_4=\frac{1}{4}3\mu .$$ (A18) $$\xi _1=\frac{1}{16}\left(12\mu +1\right)^2,\xi _{2,3,4}=\frac{1}{16}\left(14\mu \right)^2,$$ (A19) $$c=\{\begin{array}{ccc}0& \text{for}& \mu \frac{1}{12}\\ 6\mu \frac{1}{2}& \text{for}& \frac{1}{12}\mu \frac{1}{4}\end{array}$$ (A20) $`W0`$ for $`\frac{1}{12}\mu \frac{1}{4}`$ and $`W`$ is separable for $`\|\mu \|\frac{1}{12}`$. Case 4. $`r_C^{}=2`$. $`G=0,`$ $$\lambda _{1,2}=8𝐚^2,\lambda _{3,4}=8𝐛^2,\lambda _{5,6}=0.$$ (A21) $$\varrho _1=\frac{1}{4}+𝐚+𝐛,\varrho _2=\frac{1}{4}𝐚𝐛,\varrho _3=\frac{1}{4}+\left\|𝐚𝐛\right\|,\varrho _4=\frac{1}{4}\left\|𝐚𝐛\right\|$$ (A22) $$\stackrel{~}{\varrho }_1=\frac{1}{4}+𝐚+𝐛,\stackrel{~}{\varrho }_2=\frac{1}{4}𝐚𝐛,\stackrel{~}{\varrho }_3=\frac{1}{4}+\left\|𝐚𝐛\right\|,\stackrel{~}{\varrho }_4=\frac{1}{4}\left\|𝐚𝐛\right\|.$$ (A23) $$\xi _{1,2}=\frac{1}{16}+\left(𝐚+𝐛\right)^2,\xi _{3,4}=\frac{1}{16}+\left(𝐚𝐛\right)^2;c=0.$$ (A24) $`W0`$ for $`𝐚+𝐛\frac{1}{4}`$ and is then separable. Case 5. $`r_{}^{}{}_{C}{}^{}=2`$ $`G=diag(\mu ,0,0),`$ $`𝐚=[a,0,0]^T,`$ $`𝐛=[b,0,0]^T,`$ $$\lambda _{1,2}=8\left(a^2+\mu ^2\right),\lambda _{3,4}=8\left(b^2+\mu ^2\right),\lambda _{5,6}=0$$ (A25) $$\varrho _1=\frac{1}{4}+a+b\mu ,\varrho _2=\frac{1}{4}a+b+\mu ,\varrho _3=\frac{1}{4}ab\mu ,\varrho _4=\frac{1}{4}+ab+\mu ,$$ (A26) $$\stackrel{~}{\varrho }_1=\frac{1}{4}+a+b\mu ,\stackrel{~}{\varrho }_2=\frac{1}{4}a+b+\mu ,\stackrel{~}{\varrho }_3=\frac{1}{4}ab\mu ,\stackrel{~}{\varrho }_4=\frac{1}{4}+ab+\mu .$$ (A27) $$\xi _{1,2}=\left(\frac{1}{4}+\mu \right)^2\left(ab\right)^2,\xi _{3,4}=\left(\frac{1}{4}\mu \right)^2\left(a+b\right)^2,c=0.$$ (A28) $`W0`$ for $`a=𝐚\frac{1}{4}`$, $`b=𝐛\frac{1}{4}`$, $`\|\mu \|\frac{1}{4}`$; then $`W`$ is separable. Case 6. $`r_{}^{}{}_{C}{}^{}=1`$ $`G=diag(\mu ,0,0),`$ $`𝐚=[a,0,0]^T,`$ $`\lambda _1`$ $`=`$ $`4\left(𝐛^2+\mu ^2+\sqrt{(\mu ^2𝐛^2)^2+4\mu ^2b_1^2}\right)`$ (A29) $`\lambda _2`$ $`=`$ $`4\left(𝐛^2+\mu ^2\sqrt{(\mu ^2𝐛^2)^2+4\mu ^2b_1^2}\right)`$ (A30) $`\lambda _3`$ $`=`$ $`8\left(𝐛^2+\mu ^2\right),\lambda _{4,5}=8\left(a^2+\mu ^2\right),\lambda _6=0`$ (A31) $`\varrho _1`$ $`=`$ $`{\displaystyle \frac{1}{4}}+a+\sqrt{\mu ^2+𝐛^22b_1\mu },\varrho _2={\displaystyle \frac{1}{4}}+a\sqrt{\mu ^2+𝐛^22b_1\mu },`$ (A32) $`\varrho _3`$ $`=`$ $`{\displaystyle \frac{1}{4}}a+\sqrt{\mu ^2+𝐛^2+2b_1\mu },\varrho _4={\displaystyle \frac{1}{4}}a\sqrt{\mu ^2+𝐛^2+2b_1\mu },`$ (A33) $`\stackrel{~}{\varrho }_1`$ $`=`$ $`{\displaystyle \frac{1}{4}}+a+\sqrt{\mu ^2+𝐛^22b_1\mu },\stackrel{~}{\varrho }_2={\displaystyle \frac{1}{4}}+a\sqrt{\mu ^2+𝐛^22b_1\mu },`$ (A34) $`\stackrel{~}{\varrho }_3`$ $`=`$ $`{\displaystyle \frac{1}{4}}a+\sqrt{\mu ^2+𝐛^2+2b_1\mu },\stackrel{~}{\varrho }_4={\displaystyle \frac{1}{4}}a\sqrt{\mu ^2+𝐛^2+2b_1\mu },`$ (A35) $`\xi _{1,2}`$ $`=`$ $`{\displaystyle \frac{1}{16}}+\mu ^2a^2𝐛^2+\sqrt{4\left(a^2\mu ^2\right)𝐛^2+4\mu ^2b_1^2+2\mu ab_1},`$ (A36) $`\xi _{3,4}`$ $`=`$ $`{\displaystyle \frac{1}{16}}+\mu ^2a^2𝐛^2\sqrt{4\left(a^2\mu ^2\right)𝐛^2+4\mu ^2b_1^2+2\mu ab_1},`$ (A37) so $`c=0`$. If $`W`$ represents a density matrix $`(W0)`$ then it is separable. Case 7. $`r_C^{}=1`$ $`G=\mu I,`$ $`𝐛=\xi 𝐚,`$ $`\lambda _1`$ $`=`$ $`4\left(\left(\xi ^21\right)𝐚^2+\sqrt{\mu ^2+\sqrt{16\mu ^4+\left(\xi ^21\right)^2𝐚^2}}\right),`$ (A38) $`\lambda _2`$ $`=`$ $`4\left(\left(\xi ^21\right)𝐚^2+\sqrt{\mu ^2\sqrt{16\mu ^4+\left(\xi ^21\right)^2𝐚^2}}\right),`$ (A39) $`\lambda _3`$ $`=`$ $`4\left(\left(\xi ^21\right)𝐚^2\sqrt{\mu ^2+\sqrt{16\mu ^4+\left(\xi ^21\right)^2𝐚^2}}\right),`$ (A40) $`\lambda _4`$ $`=`$ $`4\left(\left(\xi ^21\right)𝐚^2\sqrt{\mu ^2\sqrt{16\mu ^4+\left(\xi ^21\right)^2𝐚^2}}\right),`$ (A41) $`\lambda _5`$ $`=`$ $`32\mu ^2,\lambda _6=0`$ (A42) $`\varrho _1`$ $`=`$ $`{\displaystyle \frac{1}{4}}\mu +\left\|\xi +1\right\|𝐚,\varrho _2={\displaystyle \frac{1}{4}}\mu \left\|\xi +1\right\|𝐚,`$ (A43) $`\varrho _3`$ $`=`$ $`{\displaystyle \frac{1}{4}}+\mu +\sqrt{4\mu ^2+\left(\xi 1\right)^2𝐚^2},\varrho _4={\displaystyle \frac{1}{4}}+\mu \sqrt{4\mu ^2+\left(\xi 1\right)^2𝐚^2}`$ (A44) $`\stackrel{~}{\varrho }_1`$ $`=`$ $`{\displaystyle \frac{1}{4}}+\mu +\left\|\xi 1\right\|𝐚,\stackrel{~}{\varrho }_2={\displaystyle \frac{1}{4}}+\mu \left\|\xi 1\right\|𝐚,`$ (A45) $`\stackrel{~}{\varrho }_3`$ $`=`$ $`{\displaystyle \frac{1}{4}}\mu +\sqrt{4\mu ^2+\left(\xi +1\right)^2𝐚^2},\stackrel{~}{\varrho }_4={\displaystyle \frac{1}{4}}\mu \sqrt{4\mu ^2+\left(\xi +1\right)^2𝐚^2}`$ (A46) $`\xi _1`$ $`=`$ $`{\displaystyle \frac{1}{16}}+{\displaystyle \frac{\mu }{2}}+5\mu ^2\left(\xi 1\right)^2𝐚^2+\mu \sqrt{4\left(\mu +1\right)^216\left(\xi 1\right)^2𝐚^2},`$ (A47) $`\xi _2`$ $`=`$ $`{\displaystyle \frac{1}{16}}+{\displaystyle \frac{\mu }{2}}+5\mu ^2\left(\xi 1\right)^2𝐚^2\mu \sqrt{4\left(\mu +1\right)^216\left(\xi 1\right)^2𝐚^2},`$ (A48) $`\xi _{3,4}`$ $`=`$ $`({\displaystyle \frac{1}{4}}\mu )^2((\xi +1)^2𝐚^2`$ (A49) If $`W0`$ i.e. $`\varrho _i0`$, $`i=1,2,3,4`$ then $`\|\mu \|\frac{1}{4}`$ and $`\stackrel{~}{\varrho }_i0`$, $`i=1,3`$, hence $`W`$ is nonseparable for $`\sqrt{4\mu ^2+\left(\xi +1\right)^2𝐚^2}>\frac{1}{4}\mu \left\|\xi +1\right\|𝐚`$ or $`\frac{1}{4}<\|\xi 1\|𝐚`$. Case 8. $`r_C^{}=1`$ $`G=diag(\mu _1,\mu _2,\mu _2),`$ $`𝐚=[a,0,0]^T,`$ $`𝐛=[b,0,0]^T,`$ $`\lambda _{1,2}`$ $`=`$ $`4\left(a^2+b^2+2\mu _1^2+2\mu _2^2+\sqrt{16\mu _1^2\mu _2^2+\left(a^2b^2\right)^2}\right),`$ (A50) $`\lambda _{3,4}`$ $`=`$ $`4\left(a^2+b^2+2\mu _M^2+2\mu _m^2\sqrt{16\mu _1^2\mu _2^2+\left(a^2b^2\right)^2}\right),\lambda _5=32\mu _2^2,\lambda _6=0`$ (A51) $`\varrho _1`$ $`=`$ $`{\displaystyle \frac{1}{4}}\mu _1+a+b,\varrho _2={\displaystyle \frac{1}{4}}\mu _1ab,`$ (A52) $`\varrho _3`$ $`=`$ $`{\displaystyle \frac{1}{4}}+\mu _1+\sqrt{4\mu _2^2+\left(ab\right)^2},\varrho _4={\displaystyle \frac{1}{4}}+\mu _1\sqrt{4\mu _2^2+\left(ab\right)^2}`$ (A53) $`\stackrel{~}{\varrho }_1`$ $`=`$ $`{\displaystyle \frac{1}{4}}+\mu _1a+b,\stackrel{~}{\varrho }_2={\displaystyle \frac{1}{4}}+\mu _1+ab,`$ (A54) $`\stackrel{~}{\varrho }_3`$ $`=`$ $`{\displaystyle \frac{1}{4}}\mu _1+\sqrt{4\mu _2^2+\left(a+b\right)^2},\stackrel{~}{\varrho }_4={\displaystyle \frac{1}{4}}\mu _1\sqrt{4\mu _2^2+\left(a+b\right)^2}`$ (A55) $`\xi _{1,2}`$ $`=`$ $`\left({\displaystyle \frac{1}{4}}\mu _1\right)^2\left(a+b\right)^2,\xi _3=\left(\sqrt{\left({\displaystyle \frac{1}{4}}+\mu _1\right)^2\left(ab\right)^2}+2\mu _2\right)^2,`$ (A56) $`\xi _4`$ $`=`$ $`\left(\sqrt{\left({\displaystyle \frac{1}{4}}+\mu _1\right)^2\left(ab\right)^2}2\mu _2\right)^2,`$ (A57) If $`W0`$ i.e. $`\varrho _i0`$, $`i=1,2,3,4`$ then $`\|\mu _1\|\frac{1}{4}`$ and $`\stackrel{~}{\varrho }_i0`$, $`i=1,3`$, hence $`W`$ is nonseparable for $`\sqrt{4\mu _2^2+\left(a+b\right)^2}>\frac{1}{4}\mu _1\left\|a+b\right\|`$ or $`\frac{1}{4}<ba\mu _1`$. Case 9. $`r_C^{}=1`$ $`G=diag(\mu _1,\mu _1,\mu _2),`$ $`𝐚=[0,0,a]^T,`$ $`𝐛=[0,0,b]^T.`$ $`\lambda _{1,2}`$ $`=`$ $`4\left(a^2+b^2+2\mu _1^2+2\mu _2^2+\sqrt{16\mu _1^2\mu _2^2+\left(a^2b^2\right)^2}\right),`$ (A58) $`\lambda _{3,4}`$ $`=`$ $`4\left(a^2+b^2+2\mu _1^2+2\mu _2^2\sqrt{16\mu _1^2\mu _2^2+\left(a^2b^2\right)^2}\right),\lambda _5=32\mu _1^2,\lambda _6=0,`$ (A59) $`\varrho _1`$ $`=`$ $`{\displaystyle \frac{1}{4}}\mu _2+a+b,\varrho _2={\displaystyle \frac{1}{4}}\mu _2ab,`$ (A60) $`\varrho _3`$ $`=`$ $`{\displaystyle \frac{1}{4}}+\mu _2+\sqrt{4\mu _1^2+\left(ab\right)^2},\varrho _4={\displaystyle \frac{1}{4}}+\mu _2\sqrt{4\mu _1^2+\left(ab\right)^2}`$ (A61) $`\stackrel{~}{\varrho }_1`$ $`=`$ $`{\displaystyle \frac{1}{4}}+\mu _2+ab,\stackrel{~}{\varrho }_2={\displaystyle \frac{1}{4}}+\mu _2a+b,`$ (A62) $`\stackrel{~}{\varrho }_3`$ $`=`$ $`{\displaystyle \frac{1}{4}}\mu _2+\sqrt{4\mu _1^2+\left(a+b\right)^2},\stackrel{~}{\varrho }_4={\displaystyle \frac{1}{4}}\mu _2\sqrt{4\mu _1^2+\left(a+b\right)^2}`$ (A63) $`\xi _{1,2}`$ $`=`$ $`\left({\displaystyle \frac{1}{4}}\mu _2\right)^2\left(a+b\right)^2,\xi _3=\left(\sqrt{\left({\displaystyle \frac{1}{4}}+\mu _2\right)^2\left(ab\right)^2}+2\mu _1\right)^2,`$ (A64) $`\xi _4`$ $`=`$ $`\left(\sqrt{\left({\displaystyle \frac{1}{4}}+\mu _2\right)^2\left(ab\right)^2}2\mu _1\right)^2,`$ (A65) If $`W0`$ i.e. $`\varrho _i0`$, $`i=1,2,3,4`$ then $`\|\mu _2\|\frac{1}{4}`$ and $`\stackrel{~}{\varrho }_i0`$, $`i=1,3`$, hence $`W`$ is nonseparable for $`\sqrt{4\mu _1^2+\left(a+b\right)^2}>\frac{1}{4}\mu _2\left\|a+b\right\|`$ or $`\frac{1}{4}<ba\mu _2`$. Note that the the dimensionality $`D_l`$ given for each item holds for a non-zero choice of the relevant parameters. Some eigenvalues $`\lambda _i`$ may vanish under a special choice of parameters - these subcases are easy to find. There exists also symmetric cases $`2^{}`$ and $`6^{}`$ for which the vectors $`𝐚`$ and $`𝐛`$ are exchanged. The dimensionality of the local orbits remains unchanged, and the formulae for eigenvalues hold, if one exchanges both vectors.
warning/0006/cond-mat0006201.html	ar5iv	text	# Field-dependent quantum nucleation of antiferromagnetic bubbles ## Acknowledgments R. L. and Y. Z. would like to acknowledge Dr. Su-Peng Kou, Dr. Hui Hu, Dr. Jian-She Liu, Professor Zhan Xu, Professor Mo-Lin Ge, Professor Jiu-Qing Liang and Professor Fu-Cho Pu for stimulating discussions. R. L. and J. L. Z. would like to thank Professor W. Wernsdorfer and Professor R. Sessoli for providing their paper (Ref. 16). R. L. would like to thank Professor G. -H. Kim for providing his paper (Ref. 21).
warning/0006/cond-mat0006185.html	ar5iv	text	# Magnetic Phase Diagram and Metal-Insulator Transition of NiS2-xSex ## 1 Introduction NiS<sub>2</sub> has been recognized for a long time as a prototype of Mott insulator described by the Mott-Hubbard narrow band picture. Hence, many experimental results on magnetism and transport properties in this system have been interpreted by this scenario, $`^{\text{?}\text{)}}`$ where a metallic phase appears by a broadening of 3d-bands with either applying pressure beyond $``$3.5 GPa or $``$25% substitution of S sites with Se atoms. However, a recent photo-emission spectroscopy experiment revealed that subsequent change in the band structure upon Se-substitution should not be described by the band broadening but is governed by the charge-transfer within a band gap. $`^{\text{?}\text{)}}`$ Moreover, recent observations by the angle-resolved photoemission spectroscopy (ARPES) in the metallic phase near the phase boundary of metal-insulator transition (M-I boundary) showed a sharp peak in the spectrum near the Fermi energy. $`^{\text{?}\text{}\text{?}\text{)}}`$ Enhancement of the effective mass near the M-I boundary $`^{\text{?}\text{)}}`$ also suggests a breakdown of the previous band picture. An antiferromagnetic (AF) long-range order has been confirmed to exist in both metallic and insulating phases. $`^{\text{?}\text{)}}`$ The AF long-range ordered structure in NiS<sub>2</sub> is complicated showing two types of structure ($`𝐪_{\text{M1}}=(001)`$ and $`𝐪_{\text{M2}}=(\frac{1}{2}\frac{1}{2}\frac{1}{2})`$ on fcc lattice). $`^{\text{?}\text{}\text{?}\text{}\text{?}\text{}\text{?}\text{)}}`$ Although several studies on magnetic phase diagram of NiS<sub>2-x</sub>Se<sub>x</sub> were carried out, $`^{\text{?}\text{, ?, }\text{?}\text{}\text{?}\text{}\text{?}\text{)}}`$ there still exist non-trivial discrepancies in the Néel temperature ($`T_\text{N}`$) and M-I transition temperature ($`T_{\text{MI}}`$). Furthermore, no systematic neutron study on NiS<sub>2-x</sub>Se<sub>x</sub> with single crystal has been carried out. We succeeded in growing a series of single crystals over a wide Se-concentration. Then, we performed a systematic study to reexamine the magnetic phase diagram and the M-I transition itself, and established a new phase diagram of NiS<sub>2-x</sub>Se<sub>x</sub> system with which an intimate relation between magnetic and transport properties was made it clear. ## 2 Experimental Detail Prescribed amount of Ni, S and Se powders in 5N purity were mixed with 3% of excess S and Se. They were sintered in an evacuated silica tube at 720$`{}_{}{}^{}\text{C}`$ for 7 days. In order to improve the homogeneity of starting powders, we repeated the above process of sintering and grinding twice. The Se-concentration of polycrystalline samples was determined from the lattice constant by utilizing Vegard’s law between NiS<sub>2</sub> (5.688Å) and NiSSe (5.813Å). $`^{\text{?)}}`$ Then, single crystals were grown by a chemical transport method using Cl<sub>2</sub> gas. $`^{\text{?}\text{)}}`$ Polycrystalline powder of 0.5 g was sealed under 0.5 atm of Cl<sub>2</sub> gas in an evacuated silica ampoule (10$`\varphi `$ in inner diameter and 14-20 cm in length) and was placed in a furnace. The average temperature was kept at about 750$`{}_{}{}^{}\text{C}`$ with the temperature gradient, 2$`{}_{}{}^{}\text{C}`$/cm. Single crystals were grown up to 4 mm on an edge for a month of growth. They are characterized by shiny (100) and (111) facets. The electrical resistivity ($`\rho `$) was measured by the standard four-probe method between 4.2 K and room temperature. The uniform magnetic susceptibility ($`\chi `$) was measured with a standard SQUID magnetometer under a magnetic field of 1 T from 5 K to 300 K. Neutron diffraction measurements were performed on the triple-axis spectrometer TOPAN installed at the JRR-3M Reactor of Japan Atomic Energy Research Institute. Incident and final neutron energy was fixed to be 14.7 meV ($`\lambda =2.67`$ Å<sup>-1</sup>) using pyrolytic graphite (PG) monochromator and analyzer. Horizontal collimation of the neutron beam was set to be 60’-30’-60’-100’, from the forefront of the monochromater to the entrance of neutron detector. The sample was mounted so as to access to the (h,h,l) reciprocal lattice plane. In this paper, we denote the indices of reflection in the AF unit cell which is twice as large as the chemical unit cell, as used in previous works. $`^{\text{?)}}`$ Temperature dependence of lattice constant was measured by using a standard four-circle spectrometer with x-rays provided from a rotating anode (40 kV$`\times `$100 meV, MoK$`\alpha _1`$) and monochromized using PG(002) reflection. In order to investigate the M-I transition in detail, we performed simultaneous measurements on $`\rho `$ and staggered magnetization for $`x=0.50`$ and 0.53 by contacting copper wires for resistivity measurement onto the crystal mounted in an aluminum can for the neutron diffraction measurement. Intensities of AF(002) Bragg reflection (type I) and $`\rho `$ were monitored every 30 and 50 seconds, respectively. We changed the temperatures at a constant rate of 0.5 K/min. ## 3 Experimental Results ### 3.1 Neutron diffraction Bragg reflections corresponding to type I AF structure were observed in both the insulator and the metallic phase ($`x0.5`$), while reflections of type II AF structure vanish for $`x>0.3`$, which is consistent with the previous result. $`^{\text{?}\text{)}}`$ Thermal evolutions of peak intensity of (002) AF Bragg reflection $`I`$(T), as typical examples of type I, are shown in Figs. 1 (a) for $`x=0.50`$ and (b) for $`x=0.69`$. We determined both $`T_\text{N}`$ and a critical exponent $`\beta `$ on the basis of eqs.(1) and (2), assuming a Gaussian distribution of $`T_\text{N}`$. $$I(T)\{\begin{array}{cc}\left(\frac{\|TT_\text{N}\|}{T_\text{N}}\right)^{2\beta }f(T_\text{N})𝒅T_\text{N}\hfill & (T<T_\text{N})\hfill \\ 0\hfill & (T>T_\text{N}),\hfill \end{array}$$ (1) $$f(T_\text{N})=\frac{1}{\sqrt{2\pi }\sigma }\text{exp}\left(\frac{(T_{\text{N0}}T_\text{N})^2}{2\sigma ^2}\right).$$ (2) The least-square fitting gives $`T_{\text{N0}}=45.0`$ K, $`\sigma =7.4`$ K and $`\beta =0.71`$ for $`x=0.50`$, and $`T_{\text{N0}}=89.4`$ K, $`\sigma =0.9`$ K and $`\beta =0.39`$ for $`x=0.69`$. The distribution of $`T_\text{N}`$ $`\sigma `$($`T_\text{N}`$) can be converted into the distribution of Se-concentration $`\sigma `$($`x`$) in the sample by using the $`x`$-dependence of $`T_\text{N}`$. The $`\sigma `$($`x`$) is determined to be $``$ 0.01 for both $`x=0.50`$ and $`x=0.69`$. For samples with x$`<`$0.44 and x$`>`$0.60, the critical exponent $`\beta `$ is determined to be 0.35$``$0.40, which is consistent with the theoretical value of the three dimensional Heisenberg model (0.367). On the other hand, for samples with 0.44$``$x$``$0.59, $`\beta `$ exceeds 0.5. We note that the unusually large $`\beta `$ is observed only for samples with $`T_\text{N}`$ close to the M-I boundary. Assuming the noncollinear type I AF structure, $`^{\text{?, ?)}}`$ we calculated the magnitude of sublattice magnetic moment from the intensities of two AF (002), (220) and nuclear (222) reflections measured at 10K. We used the diffraction data from polycrystalline powder samples to minimize the uncertainty of extinction effect. The magnetic moment thus obtained is shown in Fig. 2. Our result almost reproduces previous one by Miyadai et al$`^{\text{?)}}`$ However, our data indicate a change in Se-concentration dependence around the M-I boundary; the staggered moment decreases more rapidly with Se-substitution in the metallic phase than in the insulating one. ### 3.2 Electrical resistivity and uniform magnetic susceptibility The temperature dependences of $`\rho `$ and $`\chi `$ are shown in Figs. 3 and 4, respectively. We note that both measurements were performed for the identical crystals. From thermal evolutions of $`\rho `$ and $`\chi `$, we can categorize four compositional regions in terms of M-I transition; (1) semiconducting region($`0x0.47`$), (2) first-order M-I transition ($`0.50x0.59`$), (3) broad M-I transition ($`x0.65`$), and (4) metallic region($`x0.69`$). (1) Semiconducting region ($`0x0.47`$) $`\rho `$ exhibits a typical feature of activation type for usual semiconductors. The activation energy $`E_\text{a}`$ at room temperature decreases with increasing Se-substitution from 80 meV (NiS<sub>2</sub>) to 50 meV ($`x=0.47`$). These values are consistent with the hopping energies determined by Kwizera et al$`^{\text{?}\text{)}}`$ $`\chi `$ shows a well-defined cusp corresponding to $`T_\text{N}`$ determined by neutron diffraction measurements. $`T_\text{N}`$ is almost constant at 40 K in the semiconducting region. For NiS<sub>2</sub>, a weak ferromagnetism appears below $`T_\text{c}=30`$ K. For samples with $`0.36x0.47`$, $`T_\text{c}`$ drops down to 20 K with the weak bulk ferromagnetization, which is 10<sup>-3</sup> times smaller than that of NiS<sub>2</sub>. $`\rho `$ exhibits a plateau or a broad maximum at $`T_{\text{max}}`$ as indicated by open arrows in Fig. 3. $`T_{\text{max}}`$ is higher than $`T_\text{N}`$ and decreases with increasing x from 120 K (NiS<sub>2</sub>) to 80 K ($`x=0.47`$). $`\chi `$ does not follow a simple Curie-Weiss law above $`T_\text{N}`$. These facts suggest that the short-range magnetic correlation develops well above $`T_\text{N}`$, strongly coupled with transport properties. (2) First order M-I transition ($`0.50x0.59`$) At high temperatures, $`\rho `$ shows an activation type behavior. $`E_a`$ determined at room temperature decreases with Se-substitution from 30 meV ($`x=0.50`$) to 20 meV ($`x=0.59`$). The whole process of the M-I transition in NiS<sub>2-x</sub>Se<sub>x</sub> seems to occur in a broad temperatures range with a width of 20$``$30 K. Both $`\rho `$ and $`\chi `$ exhibit a maximum (open arrows in Figs. 3 and 4) at temperatures higher than $`T_\text{N}`$ (solid arrow), but no cusp appears at $`T_\text{N}`$ in $`\chi `$. Below $`T_\text{N}`$, $`\rho `$ rapidly decreases with decreasing temperature, and then further drops discontinuously by order of $`10^110^2`$, indicating the first order M-I transition occurs in the AF ordered state. $`T_{\text{MI}}`$ is defined as the temperature where $`\rho `$ discontinuously drops. The difference between $`T_{\text{MI}}`$ and $`T_\text{N}`$ becomes small with increasing x. $`\rho `$ further decreases below $`T_{\text{MI}}`$, and eventually exhibits a weak temperature-dependent metallic behavior. We have investigated the detailed feature of the M-I transition by simultaneous measurements on the electrical resistivity and the staggered magnetization, as described in $`\mathrm{\S }`$3.3. (3) Broad M-I transition ($`x0.65`$) Although the phase transition from semiconductor to metal occurs on cooling, no discontinuous change was observed in $`\rho `$ and $`\chi `$. As shown for $`x=0.65`$ in Figs. 3 and 4, both $`\rho `$ and $`\chi `$ exhibit a broad maximum in the paramagnetic phase; at the temperatures higher than $`T_\text{N}`$ by about 60 K. $`T_{\text{max}}`$ increases with increasing x, while $`T_\text{N}`$ saturates in this region. In contrast to the region (2), $`\chi `$ shows a small cusp at $`T_\text{N}`$. $`\rho `$ exhibits metallic behavior at low temperatures. It is noted that this broad M-I transition crossovers to the following metallic one at the Se-concentration with the maximum $`T_\text{N}`$. (4) Metallic region ($`x0.69`$) $`\rho `$ shows a typical metallic behavior below 300 K as shown in Fig. 3 for $`x0.69`$. However, a broad maximum in $`\chi `$ still exists well above $`T_\text{N}`$ as indicated by open arrows in Fig. 4, which suggests the persistence of spin correlation at much higher temperatures above $`T_\text{N}`$. Similar to the previous work, $`^{\text{?}\text{)}}`$ $`T^2`$ dependence in $`\rho `$ was observed at low temperatures. Crossover from $`T^2`$ to T-linear behavior occurs around temperatures where $`\chi `$ shows a maximum. ### 3.3 Detailed simultaneous scan on electrical resistivity and neutron diffraction near M-I transition As described above, the first order M-I transition was observed for 0.50$``$x$``$0.59 in the AF ordered phase. In order to study correlation between the M-I transition and the magnetism in more detail, we performed simultaneous measurements on the electrical resistivity and staggered magnetization; the peak height of (002) AF Bragg reflection $`I_{\text{002}}`$. Temperature dependences of $`\rho `$ and $`I_{\text{002}}`$ measured simultaneously are shown in Figs. 5 for (a) $`x=0.50`$ and (b) $`x=0.53`$ single crystals. For both $`x=0.50`$ and 0.53, $`\rho `$ sharply drops below $`T_\text{N}`$ and the first order M-I transition occurs in the AF ordering state. For $`x=0.59`$ as shown in Fig. 5(c), both magnetic order and metallic phase appear almost simultaneously. As is clearly seen in Figs. 5, there exists an unusual correlation between the staggered magnetization and electrical resistivity. $`\rho `$ gradually decreases associated with tailing in $`I_{\text{002}}`$ around $`T_\text{N}`$, which gives unusually large critical exponent $`\beta `$. In addition, $`I_{\text{002}}`$ show a small but clear kink at $`T_{\text{MI}}`$ where $`\rho `$ drastically change in Figs. 5(b) and 5(c). Moreover, there exists an unusual kink in $`I_{\text{002}}`$ at temperature below which $`\rho `$ and $`\chi `$ show metallic behavior. Below the kink temperature, $`T_{\text{kink}}`$, temperature dependence of $`I_{\text{002}}`$ becomes weak in metallic phase. This phenomenon is not due to the extinction for the single crystal, since the same phenomenon was also observed for $`x=0.53`$ in the polycrystalline powder sample. It is noted $`\rho `$ shows a multi step change near the M-I transition as shown in Figs. 5. Here we describe on the multi-step like change in $`\rho `$. For the data from $`x=0.50`$, the multi step change near 30 K in Fig. 5(a) was concluded to be ascribed in the following extrinsic reason. The single crystals of $`x=0.50`$ were grown from a mixing of two powder samples synthesized separately, which gives rise to a slightly difference in concentration. After this simultaneous measurement, we synthesized the polycrystalline powder sample of $`x=0.50`$ and grew again the single crystal which shows a single step change at the M-I transition. Therefore, we concluded the single crystal of $`x=0.50`$ showing two step anomalies contained two regions with slightly different Se-concentration by about $`x=0.005`$. However, for x=0.53 and 0.59 we found no distinct experimental reason to induce inhomogeneity of Se-concentration. The same multi step change of $`\rho `$ was also observed in a previous independent study on single crystals grown by a flux method. $`^{\text{?}\text{)}}`$ Therefore, the multi-step change for x=0.53 and 0.59 can be intrinsic unlike the present data for $`x=0.50`$. We only speculate that between $`T_{\text{kink}}`$ and $`T_{\text{MI}}`$, the metallic and the insulating phases possibly coexist due to the first-order transition at $`T_{\text{MI}}`$. The multi step change of $`\rho `$ may relate with such an inhomogeneous state in this temperature region. As shown in Fig. 6, the lattice constant discontinuously changes with a small thermal hysteresis only at the M-I transition, but no anomaly at $`T_{\text{kink}}`$. The small difference in magnitude of lattice constant between Fig.6 and its inset is due to the slight shift in position of sample, $`0.02^{}`$, on cooling process. This first order M-I transition can be interpreted to be associated with the volume contractions with decreasing temperature. Applying the Clausius-Clapeyron relation to the present data, entropy change at the M-I transition $`\mathrm{\Delta }S`$ is calculated to be 1.6 ($`\pm 0.3`$) \[J/(mol deg.)\], as previous report of M-I transition induced by pressure. $`^{\text{?}\text{)}}`$ This value is in good agreement with that from the specific heat measurement by Sudo et al., $`\mathrm{\Delta }S=1.0`$ \[J/(mol deg.)\] for $`x=0.51`$ polycrystalline powder sample. $`^{\text{?}\text{)}}`$ ## 4 Discussion In Fig. 7, we present a revised phase diagram of NiS<sub>2-x</sub>Se<sub>x</sub> as the summary of the present study. Here, we are mainly concerned about the phases near the M-I phase boundary for $`x>0.3`$. Compared with previous results of the phase diagram, $`^{\text{?, ?, ?, ?, ?)}}`$ we add two crossover regions as shown in Fig. 7. In the lower Se-concentration range, the crossover region depicted by vertical lines in the figure is determined by the temperature variation of transport properties. For example, $`\rho `$ exhibits a broad maximum at the crossover region. Such a crossover was also observed in thermoelectric power measurements. $`^{\text{?, ?)}}`$ Furthermore, our recent neutron inelastic scattering data for NiS<sub>2</sub> show that the short-range magnetic correlation remains above $`T_\text{N}`$ at least up to $``$ 200 K. Therefore, we conjecture that the crossover behavior in the transport properties is inherently correlated with the magnetic short-range correlation. We call the region below the crossover as ‘short-range antiferromagnetic insulating (AFI)’ phase. The onset of short-range AFI phase decreases with increasing x, while $`T_\text{N}`$ is almost constant in the insulating phase. Another crossover in the higher Se-concentration range approximately corresponds to the M-I transition-line extrapolated towards the paramagnetic phase. Around the crossover temperature $`\rho `$ and $`\chi `$ show a broad peak. For $`x0.69`$, the peak in $`\rho `$ seems to disappear. For $`0.50x0.59`$, the peak appears at temperature slightly higher than that of the first order M-I transition. Here, we add a new phase called anomalous metal between $`T_\text{N}`$ and $`T_{\text{max}}`$. In Fig. 7, we refer the data by Ogawa for $`x1.0`$$`^{\text{?}\text{)}}`$ We note that such a broad maximum in $`\chi `$ was also observed in the paramagnetic phase of La<sub>2-x</sub>Sr<sub>x</sub>CuO<sub>4</sub>, high temperature superconducting cuprates. $`^{\text{?}\text{)}}`$ A detailed magnetic phase diagram near the M-I boundary is shown in Fig. 8. We confirmed that the first order M-I transition occurs only in the AF ordered phase for $`0.50x0.59`$ from the simultaneous scan on $`\rho `$ and neutron diffraction, and the M-I transition becomes second order in the paramagnetic phase, as is seen in $`\rho `$ and $`\chi `$. According to the recent band calculation by the two-band Hubbard model in infinite dimension, a first order M-I transition in long range AF ordered phase is expected to occur in consideration of the electron hopping between nearest neighbor Ni 3d and ligand 3p. $`^{\text{?}\text{)}}`$ It suggests the charge-transfer nature being indispensable to understand the mechanism of M-I transition in this system. We note that the charge-transfer nature is seen in ARPES spectrum as a sharp peak near the Fermi energy in the metallic phase around the M-I boundary. It is important to compare the M-I transition in NiS<sub>2-x</sub>Se<sub>x</sub> studied here with the previous experiment under pressure for NiS<sub>2</sub>. Both phase diagrams under pressure and Se-substitution are qualitatively the same with each other. $`^{\text{?}\text{)}}`$ However, there exists an important difference between the two. In fact, a recent electrical resistivity measurement revealed that the first order M-I transition in NiS<sub>2</sub> occurs at 150 K at 3.0 GPa, $`^{\text{?}\text{)}}`$ which can be converted into $`x0.6`$ for Se-substitution. On the other hand for Se-substitution, the maximum temperature for both the first order M-I transition and the long range AF ordering are limited to 100 K. Therefore, the observation of the M-I transition at 150 K under pressure may conflict with our conjecture that the first order M-I transition occurs only in the antiferromagnetic phase. We speculate however, local randomness by Se-substitution may reduce the transition temperatures. Therefore, it is highly required to determine the $`T_\text{N}`$ under high pressure beyond $``$3.5 GPa for NiS<sub>2</sub>. The revised phase diagram in NiS<sub>2-x</sub>Se<sub>x</sub> is quite similar to those of other strongly correlated electron systems, such as V<sub>2</sub>O<sub>3</sub>$`^{\text{?}\text{)}}`$ and organic conductors (BEDT-TTF)<sub>2</sub>X, $`^{\text{?}\text{}\text{?}\text{}\text{?}\text{)}}`$ where antiferromagnetism and M-I transition are closely connected. In the latter material, a superconducting phase appears, while V<sub>2</sub>O<sub>3</sub> and NiS<sub>2-x</sub>Se<sub>x</sub> become AF metals. In these systems, it is often observed that the onset temperature of long range ordered state is significantly suppressed compared to the thermal robustness of short-range magnetic correlation. This is the case for NiS<sub>2-x</sub>Se<sub>x</sub>. Since Ni<sup>2+</sup> ions form an fcc lattice in this structure, the nearest neighbor spins can be magnetically frustrated. In fact, preliminary inelastic neutron scattering measurement on this system found an unusual magnetic excitations possibly due to this frustration effect. ## 5 Summary NiS<sub>2-x</sub>Se<sub>x</sub> system has been reinvestigated systematically by neutron diffraction, electrical resistivity, uniform magnetic susceptibility and X-ray diffraction using both single crystals and powder samples. We revealed a clear correlation between the transport and magnetic properties in this system. Both the magnitude of magnetic moment and its temperature dependence are affected by electric transport properties, particularly by the M-I transition. A well-defined first order M-I transition was found to occur only in the antiferromagnetic state. On the other hand, the transition in the paramagnetic phase becomes broad and is seen in the resistivity up to the Se-concentration where $`T_\text{N}`$ exhibits a maximum. The novel feature in the newly proposed magnetic phase diagram is the existence of two cross-over regions, one from short ranged AF phase to paramagnetic insulator (PI) and the other from anomalous metal to PI. These crossover features suggest that the short-range magnetic correlation remains well above $`T_\text{N}`$ in both phases, which cannot be interpreted by a single Mott Hubbard model, but by a new model taking account of the strong electron correlations. ## Acknowledgements We would like to thank T. Takahashi and M. Onodera for their assistance in crystal growth, and H. Kimura, K. Hirota and K. Nemoto for their technical assistance in x-ray diffraction measurements and neutron scattering. This work was supported by Research Fellowships of the Japan Society for the Promotion of Science for Young Scientists.
warning/0006/math0006090.html	ar5iv	text	# On the Fermionic Formula and the Kirillov-Reshetikhin conjecture. ## 0. Introduction The irreducible finite-dimensional representations of quantum affine algebras $`𝐔_q(\widehat{𝔤})`$ have been studied from various viewpoints, \[AK\], \[CP1\], \[CP3\], \[C\], \[CP4\], \[FR\], \[FM\], \[KR\], \[K\]. These representations decompose as a direct sum of irreducible representations of the quantized eneveloping algebra $`𝐔_q(𝔤)`$ associated to the underlying finite-dimensional simple Lie algebra $`𝔤`$. But, except in a few special cases, little is known about the isotypical components occuring in the decomposition. However, for a certain class of modules (namely the one associated in a canonical way to a multiple of a fundamental weight of $`𝔤`$), there is a conjecture due to Kirillov and Reshetikhin \[KR\] for Yangians that describes the $`𝔤`$-isotypical components. A combinatorial interpretation of their conjecture was given by Kleber, \[Kl\] (see also \[HKOTY\]). It is the purpose of this paper to prove the conjecture for the quantum affine algebras associated to the classical simple Lie algebras, using Kleber’s interpretation. We now describe the conjecture and the results more explicitly. Let $`\lambda _1,\lambda _2,\mathrm{},\lambda _n`$ be a set of fundamental weights for $`𝔤`$ and, for any dominant integral weight $`\mu `$, let $`V_q(\mu )`$ denote the irreducible $`𝐔_q(𝔤)`$-module with highest weight $`\mu `$. For each $`m𝐙^+`$ and $`i=1,\mathrm{},n`$, the conjecture predicts the existence of an irreducible representation $`V_q^{\text{aff}}(m\lambda _i)`$ of $`𝐔_q(\widehat{𝔤})`$ whose highest weight when viewed as a representation of $`𝐔_q(𝔤)`$ is $`m\lambda _i`$. The decomposition of the tensor product of $`N`$ such representations as $`𝐔_q(𝔤)`$–modules is given by, $$\underset{a=1}{\overset{N}{}}V_q^{\text{aff}}(m_a\lambda _{i_a})\underset{\lambda }{}n_\lambda ,V_q(\lambda )$$ where, the sum runs over all dominant integral weights $`\lambda m_a\lambda _{i_a}`$. The nonnegative integer $`n_\lambda `$ is the multiplicity with which the irreducible $`𝐔_q(𝔤)`$-module $`V_q(\lambda )`$ occurs in the decomposition. Write $`\lambda =m_a\lambda _{i_a}n_i\alpha _i`$, $`n_i𝐙^+`$. Then $$n_\lambda =\underset{\text{partitions}}{}\underset{n1}{}\underset{k=1}{\overset{r}{}}(\begin{array}{cc}P_n^{(k)}(\nu )+\nu _n^{(k)}& \\ \nu _n^{(k)}& \end{array})$$ The sum is taken over all ways of choosing partitions $`\nu ^{(1)},\mathrm{},\nu ^{(r)}`$ such that $`\nu ^{(i)}`$ is a partition of $`n_i`$ which has $`\nu _n^{(i)}`$ parts of size $`n`$ (so $`n_i=_{n1}n\nu _n^{(i)}`$). The function $`P`$ is defined by $`P_n^{(k)}(\nu )`$ $`=`$ $`{\displaystyle \underset{a=1}{\overset{N}{}}}\mathrm{min}(n,m_a)\delta _{k,ł_a}2{\displaystyle \underset{h1}{}}\mathrm{min}(n,h)\nu _h^{(k)}+`$ $`+{\displaystyle \underset{jk}{\overset{r}{}}}{\displaystyle \underset{h1}{}}\mathrm{min}(a_{k,j}n,c=a_{j,k}h)\nu _h^{(j)}`$ where $`A=(a_{i,j})`$ is the Cartan matrix of $`𝔤`$, and $`\left(\genfrac{}{}{0pt}{}{a}{b}\right)=0`$ whenever $`a<b`$. The formula describing the $`n_\lambda `$ is called the fermionic formula, the connection with representation theory was made by Kirillov and Reshetikhin. They outlined a proof (using the techniques of the Bethe ansatz) of the conjecture when $`𝔤`$ is of type $`A_n`$, and showed that the module $`V_q^{\text{aff}}(m\lambda _i)`$ must be isomorphic as an $`A_n`$–module to $`V_q(m\lambda _i)`$. A rigorous mathematical proof was given recently in \[KSS\]. For other simple Lie algebras, the conjecture remained open, one reason being that the fermionic formula is not very tractable computationally, even in very simple cases. Although candidates were known for the modules in the case $`N=m=1`$, \[CP3\], it was impossible to verify the conjectures. Kirillov and Reshetikhin did conjecture (when $`N=1`$) a more explicit description of the multiplicities given by the fermionic formula. For instance, when $`𝔤`$ is an even orthogonal algebra, and $`\lambda _i`$ does not correspond to the spin nodes, then they conjectured that the multiplicity of $`V_q(\lambda )`$ in $`V_q^{\text{aff}}(m\lambda _i)`$ satisfies $`n_\lambda 1`$ and (0.1) $$n_\lambda 0\text{iff}\lambda =\underset{j0}{}k_{i2j}\lambda _{i2j},\underset{j}{}k_{i2j}=m,k_r0,$$ (we understand that $`\lambda _r=0`$ if $`r0`$). This equivalence was established by Kleber \[Kl\] who developed an algorithm to study the combinatorics of the fermionic formula for an arbitrary simple Lie algebra $`𝔤`$. Based on this algorithm, Kleber gave a description similar to the one above for the odd orthogonal and the symplectic Lie algebras. The exceptional cases were considered in \[HKOTY\] where they give formulas for the multiplicities for most nodes of the Dynkin diagram. It follows also from their work that the case of $`N=1`$ is the crucial case, for they prove that this implies a weak fermionic formula, which they conjecture is equivalent to the fermionic formula. Given this explicit description of the mulitplicities, it follows from the work of \[C\], \[CP4\] on minimal affinizations that, for any simple Lie algebra $`𝔤`$, there exists up to $`𝐔_q(𝔤)`$–module isomorphisms, exactly one module $`W_q^{\text{aff}}(m\lambda _i)=m_\mu V_q(\mu )`$ which can have the prescribed decomposition. This is the unique minimal affinization of $`m\lambda _i`$, which is characterized by the property: $`m_\mu =0`$ if $`m\lambda _i\mu `$ is a non–negative linear combination of simple roots which lie in a Dynkin subdiagram of type $`A`$. Thus, we need to understand the $`𝐔_q(𝔤)`$-decomposition of the minimal affinzations of $`m\lambda _i`$. We approach this problem as follows. In \[CP5\], we showed that under natural conditions, the irreducible finite-dimensional representations of $`𝐔_q(\widehat{𝔤})`$ admit an integral form. This allows us to define the $`q1`$ limit of these representations; these are finite-dimensional but generally reducible representations of the loop algebra of $`𝔤`$. It follows by standard results that the decomposition of these representations of the loop algebra into a direct sum of irreducible representations of $`𝔤`$ is the same as the decomposition in the quantum case. In section 1, we study the classical limit of the minimal affinizations and show that for a classical simple Lie algebra $`m_\mu 1`$ and that $`m_\mu 0`$ implies that $`m_\mu `$ is given by the fermionic formula. In section 2, we work entirely in the quantum algebra to prove that $`m_\mu =1`$ if $`\mu `$ is as given in (0.1). For this, we use a result proved in \[K\], \[VV\] which describes when a tensor product of fundamental representations of $`𝐔_q(\widehat{𝔤})`$ is cyclic. Our methods also show the following for any finite-dimensional simple Lie algebra: if a simple root $`\alpha _i`$ occurs with multiplicity one in the highest root of $`𝔤`$, then the modules $`V_q^{fin}(m\lambda _i)`$ admit a structure of a $`𝐔_q(\widehat{𝔤})`$-module. This was stated by Drinfeld in his work on Yangians, \[Dr1\]. We also can prove a generalization: if a root $`\alpha _i`$ occurs with multiplicity 2 in the highest root, then the minimal affinization is multiplicity free as a $`𝐔_q(𝔤)`$-module. In section 3, we summarize the results that our techniques prove for the exceptional algebras. Acknowledgements. It is a pleasure to thank Michael Kleber for explaining his results to me. I am also grateful to M. Okado for many helpful discussions. ## 1. The classical case In this section, we study certain finite-dimensional modules for the loop algebra of $`𝔤`$. These modules (see the discussion following Definition 1.2 for their definition) are the $`q1`$ limit of irreducible representations of the quantum loop algebra, although this does not become clear until the conjecture of Kirillov and Reshetikhin is established. The main result of this section is Theorem 1. Let $`𝔤`$ be a finite-dimensional complex simple Lie algebra of type $`X_n`$ (where $`X=A,B,C`$ or $`D`$), let $`𝔥`$ be a Cartan subalgebra of $`𝔤`$ and $`R`$ the set of roots of $`𝔤`$ with respect to $`𝔥`$. Let $`I=\{1,2,\mathrm{},n\}`$, fix a set of simple roots (resp. coroots) $`\alpha _i`$ (resp. $`h_i`$) ($`iI`$), and let $`R^+𝔥^{}`$ be the corresponding set of positive roots. We assume that the simple roots are numbered as in \[B\]; in particular, the subset $`\{j,j+1,\mathrm{},n\}I`$ defines a subalgebra of type $`X_{nj+1}`$. Let $`Q=_{i=1}^n𝐙\alpha _i`$ (resp. $`Q^+=_{i=1}^n𝐙^+\alpha _i`$) denote the root (resp. positive root) lattice of $`𝔤`$. For $`\eta Q^+`$, $`\eta =_ir_i\alpha _i`$, we set $`\text{ht}\eta =_ir_i`$. Let $`P`$ (resp. $`P^+`$) be the lattice of integral (resp. dominant integral) weights. For $`iI`$, let $`\lambda _iP^+`$ be the $`i^{th}`$ fundamental weight. Given $`\mu =_{r=1}^nk_r\lambda _rP^+`$, set $`\mathrm{}(\mu )=_{r=1}^nk_r.`$ ###### Definition 1.1. For $`iI`$ and $`m𝐙^+`$ define subsets $`P(i,m)`$ of $`P^+`$ as follows: 1. If $`𝔤`$ is of type $`A_n`$ then $`P(i,m)=\{m\lambda _i\}`$ for all $`iI`$ and $`m𝐙^+`$. 2. If $`𝔤`$ is of type $`B_n`$, then $`P(i,1)=\{\lambda _i,\lambda _{i2},\mathrm{}\lambda _0\},1i<n,`$ $`P(n,1)=\{\lambda _n\},P(n,2)=\{2\lambda _n,\lambda _{n2},\lambda _{n4},\mathrm{},\lambda _0\},`$ $`P(i,m)=P(i,1)+P(i,m1),1i<n,P(n,m)=P(n,m2)+P(n,2),m3`$ where $`\lambda _0=0`$ if $`iI`$ is even and $`\lambda _0=\lambda _1`$ if $`iI`$ is odd. 3. If $`𝔤`$ is of type $`D_n`$, then set $`P(i,1)`$ $`=\{\lambda _i,\lambda _{i2},\mathrm{}\lambda _0\},1i<n1`$ $`P(i,m)`$ $`=P(i,1)+P(i,m1),1i<n1,n,`$ where $`\lambda _0=0`$ if $`iI`$ is even and $`\lambda _0=\lambda _1`$ if $`iI`$ is odd. Set $$P(i,m)=\{m\lambda _i\},i=n1,n.$$ 4. If $`𝔤`$ is of type $`C_n`$, then, $`P(i,1)=\lambda _i,P(i,2)=\{2\lambda _i,2\lambda _{i1},\mathrm{},2\lambda _1,0\},1i<n,`$ $`P(i,m)=P(i,m2)+P(i,2),m3,1i<n,`$ $`P(n,m)=\{m\lambda _n\}.`$ The following lemma is trivially checked. ###### Lemma 1.1. 1. If $`𝔤`$ is of type $`B_n`$ and $`1i<n`$, then, $`P(i,m)`$ $`=\{{\displaystyle \underset{j=0}{\overset{[i/2]}{}}}k_{i2j}\lambda _{i2j}:{\displaystyle \underset{j}{}}k_{i2j}=m\},`$ $`P(n,m)`$ $`=\{{\displaystyle \underset{j=0}{\overset{[i/2]}{}}}k_{i2j}\lambda _{i2j}:k_n+2{\displaystyle \underset{j}{}}k_{i2j}=m\}.`$ 2. if $`𝔤`$ is of type $`D_n`$, and $`1in2`$, then $$P(i,m)=\{\underset{j=0}{\overset{[i/2]}{}}k_{i2j}\lambda _{i2j}:\underset{j}{}k_{i2j}=m\}.$$ 3. If $`𝔤`$ is of type $`C_n`$, then we set $`\lambda _0=0`$ and $$P(i,m)=\{\underset{j=0}{\overset{i}{}}k_j\lambda _j:\underset{j}{}k_j=m,k_im\text{mod}2,k_j0\text{mod}2,ji\}.$$ Let $`𝔫^\pm `$ be the subalgebras $$𝔫^\pm =\underset{\pm \alpha R^+}{}𝔤_\alpha .$$ Throughout this paper we shall (by abuse of notation) denote any non-zero element of $`𝔤_{\pm \alpha }`$ as $`x_\alpha ^\pm `$; of course, any two such elements are scalar multiples of each other, but for our purposes a precise choice of scalars is irrelevant. Thus, if $`\alpha ,\beta R^+`$ is such that $`\alpha \pm \beta R^+`$, then we shall write $$[x_\alpha ^+,x_\beta ^\pm ]=x_{\alpha \pm \beta }^+,$$ etc. For any Lie algebra $`𝔞`$, the loop algebra of $`𝔞`$ is the Lie algebra $$L(𝔞)=𝔞𝐂[t,t^1],$$ with commutator given by $$[xt^r,yt^s]=[x,y]t^{r+s},$$ for $`x,y𝔞`$, $`r,s𝐙`$. For any $`x𝔞`$, $`m𝐙`$, we denote by $`x_m`$ the element $`xt^mL(𝔞)`$. Let $`𝐔(𝔞)`$ be the universal enveloping algebra of $`𝔞`$. For $`iI`$, $`k𝐙`$, define elements of $`L(𝔤)`$ by $`e_i^\pm =x_{\alpha _i}^\pm 1`$, $`x_{i,k}^\pm =x_{\alpha _i}^\pm t^k`$ and $`e_0^\pm =x_{\theta _1}^{}t^{\pm 1}`$. Then, the elements $`e_i^\pm `$ ($`i=0,\mathrm{},n`$) generate $`L(𝔤)`$. We set $$𝐔(L(𝔤))=𝐔,𝐔(𝔤)=𝐔^{fin}.$$ We have $$𝐔=𝐔(L(𝔫^{}))𝐔(L(𝔥))𝐔(L(𝔫^+)),𝐔(𝔤)=𝐔(𝔫^{})𝐔(𝔥)𝐔(𝔫^+).$$ Given $`\lambda P^+`$, let $`V^{fin}(\lambda )`$ be the unique irreducible finite-dimensional $`𝐔^{fin}`$-module with highest weight $`\lambda `$ with highest weight vector $`v_\lambda `$. For all $`\alpha R^+`$, $`h𝔥`$, we have $$x_\alpha ^+.v_\lambda =0,h.v=\lambda (h).v_\lambda ,(x_\alpha ^{})^{\lambda (h_\alpha )+1}.v_\lambda =0.$$ The action of $`𝔤`$ on $`V^{fin}(\lambda )`$ extends to an action of $`L(𝔤)`$, by setting, $$x_m.v=x.v,m𝐙,x𝔤.$$ We denote this $`L(𝔤)`$–module by $`V(\lambda )`$. For any finite-dimensional $`𝐔^{fin}`$-module $`V`$ and any $`\nu 𝔥^{}`$, let $$V_\nu =\{vV:h.v=\nu (h)vh𝔥\}.$$ Since $`V`$ is a direct sum of irreducible $`𝐔^{fin}`$-modules, we can write $$V\underset{\mu P^+}{}m_\mu (V)V^{fin}(\mu ),$$ where $`m_\mu (V)0`$ is the multiplicity with which $`V^{fin}(\mu )`$ occurs in the sum. We next recall the definition of certain highest weight modules, introduced in \[CP5\]; in fact, only the following special case will be needed. Let $`𝝅_{i,m}=(\pi _1,\mathrm{},\pi _n)`$ be the $`n`$-tuple of polynomials in $`𝐂[u]`$ given by $$\pi _j(u)=1\text{if}ji,\pi _i(u)=(1u)^m.$$ ###### Definition 1.2. The $`𝐔`$-modules $`W(𝝅_{i,m})`$ are generated by an element $`w_{i,m}`$ subject to the relations (1.1) $`x_{j,k}^+.w_{i,m}=0,`$ $`h_k.w_{i,m}=m\lambda _i(h)w_{i,m}(h𝔥,k𝐙),`$ (1.2) $`(x_{i,k}^{})^{m+1}.w_{i,m}=0,`$ $`x_{j,k}^{}.w_{i,m}=0(ji,k𝐙).`$ The following proposition was proved in \[CP5, Section2, Theorem 1\]. ###### Proposition 1.1. The $`𝐔`$-module $`W(𝛑_{i,m})`$ is finite dimensional and $$𝐔(𝔫^{}𝐂[t]).w_{i,m}=W(𝝅_{i,m}).$$ Further, the module $`V(m\lambda _i)`$ is the unique irreducible quotient of $`W(𝛑_{i,m})`$. In particular, $`m_{m\lambda _i}(W(𝛑_{i,m}))=1`$. ∎ The elements (1.3) $$x_{i,k}^{}.w_{i,m}x_{i,0}^{}.w_{i,m}(k𝐙)$$ generate a proper $`𝐔`$-submodule of $`W(𝝅_{i,m})`$. Let $`W(i,m)`$ denote the quotient of $`W(𝝅_{i,m})`$ by this submodule. We continue to denote by $`w_{i,m}`$ the image of $`w_{i,m}W(𝝅_{i,m})`$ in $`W_{i,m}`$. The main result of this section is the following. ###### Theorem 1. Let $`iI`$, $`m0`$. For all $`\mu P^+`$ we have $`m_\mu (W(i,m))1`$. Further, $$m_\mu (W(i,m))0\mu P(i,m).$$ The rest of the section is devoted to proving the theorem. For $`iI`$ and $`l=0,1,2`$, set $$R(i,l)=\{\underset{k=1}{\overset{n}{}}m_k\alpha _kR^+:m_i=l\}.$$ Clearly, $$R^+=\underset{l=0}{\overset{2}{}}R(i,l).$$ For $`iI`$, $`l=0,1,2`$, define the subspaces $`𝔫^\pm (i,l)`$ in the obvious way. Then, $`[𝔫^\pm (i,l^{}),𝔫^\pm (i,l)]`$ $`=0,\text{if}l^{}+l>2,`$ $`[𝔫^\pm (i,l^{}),𝔫^\pm (i,l)]`$ $`=𝔫^\pm (i,l^{}+l),\text{if}l^{}+l2.`$ ###### Proposition 1.2. Let $`\alpha R^+`$, $`f𝐂[t,t^1]`$. Then, $$\alpha R(i,l)(x_\alpha ^{}f(t1)^l).w_{i,m}=0.$$ ###### Proof. We proceed by induction on $`\text{ht}\alpha `$. The case of $`\text{ht}\alpha =1`$ is clear from (1.2) and (1.3). Assume that the result holds for $`\text{ht}\alpha <r`$. Choosing $`jI`$ so that $`\beta =\alpha \alpha _jR^+`$, we get $$x_\alpha ^{}fg=[x_{\alpha _j}^{}f,x_\beta ^{}g],$$ for all $`f,g𝐂[t,t^1]`$. If $`ji`$, then $`\alpha ,\beta R(i,l)`$ for some $`l=0,1,2`$. Now (1.2) gives $$(x_\alpha ^{}f(ta)^l).w_{i,m}=(x_{\alpha _j}^{}x_\beta ^{}f(ta)^l).w_{i,m}.$$ Since $`\text{ht}\beta <\text{ht}\alpha `$, the result follows. Assume now that $`j=i`$. If $`\alpha R(i,1)`$, then $`\beta R(i,0)`$ and we get by using induction and (1.3) that $$(x_\alpha ^{}f(t1)).w_{i,m}=(x_\beta ^{}.x_{\alpha _i}^{}f(t1)).w_{i,m}=0.$$ Finally, if $`\alpha R(i,2)`$, then $`\beta R(i,1)`$ and we have again by induction that $$(x_\alpha ^{}f(t1)^2).w=[x_{\alpha _i}^{}(t1),x_\beta ^{}f(t1)].w_{i,m}=0.$$ This proves the proposition. ∎ The following is now immediate by applying the PBW theorem. ###### Corollary 1.1. We have, $$W(i,m)=𝐔(𝔫^{})𝐔(𝔫^{}(i,2)(t1)).w_{i,m}.$$ In particular if $`R(i,2)=\{\varphi \}`$ then $$W(i,m)V(m\lambda _i)m𝐙_+.$$ In view of this corollary, we can now assume that $`𝔤`$ is of type $`B_n`$, $`C_n`$ or $`D_n`$ and that $`i1`$ (resp. $`in`$, $`i1,n1,n`$). We list the sets $`R(i,2)`$ explicitly in these cases. Define roots, $`\theta _{l,k}^i`$ $`={\displaystyle \underset{j=l}{\overset{k}{}}}\alpha _j+2{\displaystyle \underset{j=k+1}{\overset{n}{}}}\alpha _j.\text{if }𝔤=B_n,1lki1,`$ $`={\displaystyle \underset{j=l}{\overset{k}{}}}\alpha _j+2\left({\displaystyle \underset{j=k+1}{\overset{n2}{}}}\alpha _j\right)+\alpha _{n1}+\alpha _n,\text{if }𝔤=D_n,1lki1,`$ $`={\displaystyle \underset{j=l}{\overset{k1}{}}}\alpha _j+2\left({\displaystyle \underset{j=k}{\overset{n1}{}}}\alpha _j\right)+\alpha _n,\text{if }𝔤=C_n,1lki.`$ The collection of all the $`\theta _{k,l}^i`$ is $`R(i,2)`$. Let $`𝔲^i`$ be the subalgebra of $`𝔤`$ spanned by $`\{x_{\theta _{j,j}^i}^{}:1ji1,i1jmod2\}`$ (resp. $`\{x_{\theta _{j,j}^i}^{}:1ji\}`$), if $`𝔤`$ is of type $`B_n`$ or $`D_n`$ (resp. $`C_n`$). To prove the next proposition only, we shall denote by $`𝔤_n`$ the Lie algebra of type $`X_n`$ and by $`W_n(i,m)`$ the module $`W(i,m)`$ etc. The assignment $$x_{\alpha _j}^\pm x_{\alpha _{j+1}}^\pm ,$$ extends to an embedding of $`𝔤_{n1}𝔤_n`$ and to the corresponding loop algebras. Let $`𝔱_n^i=_k𝐂x_{\theta _{1,k}^i}^{}`$ and let $`𝔫_{n1}(i,2)`$ denote the image in $`𝔫_n`$ of $`𝔫_{n1}(i1,2)`$ etc. Then, $$𝔫_n^{}(i,2)=𝔫_{n1}^{}(i,2)𝔱_n^i𝔲_n^i=𝔲_{n1}^i𝐂x_{\theta _{1,1}^i}^{}.$$ Further, it is easy to see that there exists a $`𝐔_{n1}`$–module map $`W_{n1}(i1,m)W_n(i,m)`$, for $`iI_n`$, $`i>1`$ (and as stated earlier $`in`$ for $`C_n`$ and $`in1,n`$ for $`D_n`$) with image $`𝐔_{n1}.w_{i,m}`$. We now prove, ###### Proposition 1.3. We have, $$W_n(i,m)=𝐔(𝔫_n^{})𝐔(𝔲_n^i(t1)).w_{i,m}.$$ ###### Proof. We prove this proposition by induction on $`n`$. In the case when $`R(i,2)`$ consists of exactly one element, we have $`𝔲_n^i=𝔫_n^{}(i,2)`$ and the result is just Corollary 1.1. Hence the proposition is established for $`B_2=C_2`$, for $`D_4`$ and for $`i=1`$ for all $`C_n`$. So to complete the inductive step, we can assume that $`i>1`$ and that the result holds for $`𝔤_{n1}`$. Thus the induction hypothesis gives, $$𝐔_{n1}.w_{i,m}=𝐔(𝔫_{n1}^{})𝐔(𝔲_{n1}^i(t1)).w_{i,m}$$ We now get, $`W_n(i,m)`$ $`=𝐔(𝔫_n^{})𝐔(𝔱_n^i(t1))𝐔(𝔫_{n1}^{}(i,2)(t1)).w_{i,m}`$ $`=𝐔(𝔫_n^{})𝐔(𝔱_n^i(t1))𝐔(𝔫_{n1}^{})𝐔(𝔲_{n1}^i(t1)).w_{i,m}.`$ Since $`[𝔱_n^i,𝔫_n^{}]𝔱_n^i`$, we get $$W_n(i,m)=𝐔(𝔫_n^{})𝐔(𝔱_n^i(t1))𝐔(𝔲_{n1}^i(t1)).w_{i,m}.$$ To complete the proof, we must show that (1.4) $$𝐔(𝔱_n^i(t1))𝐔(𝔲_{n1}^i(t1)).w_{i,m}𝐔(𝔫^{})𝐔(𝔲_n^i(t1)).w_{i,m}.$$ We do this in the case of $`D_n`$ and when $`i`$ is even, the proof in the other cases, is similar and simpler. Set $`\theta _{l,k}^i=\theta _{l,k}`$ and define elements $`\gamma _jR^+`$ by, $`\gamma _j=\theta _{1,j}\theta _{j,j}={\displaystyle \underset{r=1}{\overset{j1}{}}}\alpha _r\text{if }j\text{ is odd},`$ $`\gamma _j=\theta _{1,j}\theta _{j+1j+1}={\displaystyle \underset{r=1}{\overset{j+1}{}}}\alpha _r,\text{if }j\text{ is even}.`$ Since $`i`$ is even, we have $`x_{\gamma _j}^{}.w_{i,m}=0`$ for all $`2ji1`$. Now, a simple checking shows that $`(x_{\gamma _2}^{})^{s_2}(x_{\gamma _3}^{})^{s_3}\mathrm{}(x_{\gamma _{i1}}^{})^{s_{i1}}`$ $`\times (x_{\theta _{1,1}}^{}(t1))^{r_1}(x_{\theta _{3,3}}^{}(t1))^{r_2+r_3+s_3}\mathrm{}(x_{\theta _{i1,i1}}^{}(t1))^{r_{i2}+r_{i1}+s_{i1}}.w_{i,m}`$ $`=(x_{\theta _{1,1}}^{}(t1))^{r_1}[(x_{\gamma _2}^{})^{r_2}(x_{\gamma _3}^{})^{r_3},(x_{\theta _{3,3}}^{}(t1))^{r_2+r_3+s_3}]\mathrm{}`$ $`\times [(x_{\gamma _{i2}})^{r_{i2}}(x_{\gamma _{i1}})^{r_{i1}},x_{\theta _{i1,i1}}^{}(t1))^{r_{i2}+r_{i1}+s_{i1}}].w_{i,m}`$ $`=(x_{\theta _{1,1}}^{}(t1))^{r_1}(x_{\theta _{1,2}}^{}(t1))^{r_2}\mathrm{}(x_{\theta _{1,i1}}^{}(t1))^{r_{i1}}`$ $`\times (x_{\theta _{3,3}}^{}(t1))^{s_3}(x_{\theta _{5,5}}^{}(t1))^{s_5}\mathrm{}(x_{\theta _{i1,i1}}^{}(t1))^{s_{i1}}.w_{i,m},`$ where the last equality follows from the definition of the $`\gamma _j`$’s and noting that $`\theta _{j,j}+\gamma _k+\gamma _lR^+`$. This clearly proves (1.4) and the proof of the proposition is complete. Proof of Theorem 1. Set $`l=\text{dim}𝔲^i`$ and let $``$ be the lexicographic ordering on $`𝐙_+^l`$. Given $`𝐬𝐙_+^l`$, let $$𝐱_𝐬=\underset{j=1}{\overset{i1}{}}(x_{\theta _{j,j}}^{}(t1))^{s_j},$$ if $`𝔤`$ is of type $`C_n`$, the coresponding analogues for $`B_n`$ and $`D_n`$ are defined in the obvious way. Let $`W_𝐨`$ be the $`𝔤`$–submodule of $`W(i,m)`$ generated by $`w_{i,m}`$ and let $`W_1`$ be a $`𝔤`$–module such that $$W(i,m)=W_𝐨W_1.$$ If $`W_10`$, choose $`𝐬_1`$ minimal so that the element $`𝐱_{𝐬_1}.w_{i,m}`$ has a non–zero projection $`w_{𝐬_1}`$ onto $`W_1`$. Now choose a $`𝔤`$–submodule $`W_2`$ of $`W_1`$ so that, $$W_1=𝐔(𝔤).w_{𝐬_1}W_2.$$ Repeating, we see that we can find a finite number of elements, say $`\{w_{𝐬_j}:1jk\}`$, with $`𝐬_1<𝐬_2<\mathrm{}<𝐬_k`$ such that $$W(i,m)=W_𝐨W_{𝐬_1}\mathrm{}W_{𝐬_k},$$ where $`W_{𝐬_j}=𝐔(𝔤).w_{𝐬_j}`$. Notice that by choice, the projection of $`𝐱_𝐬.w_{i,m}`$ onto $`W_{𝐬_j}`$ is zero if $`𝐬<𝐬_j`$. We claim that, (1.5) $$x_\alpha ^+.w_{𝐬_j}=0,\alpha R^+.$$ From now on, we assume that $`𝔤`$ is of type $`C_n`$, the proof in the other cases is similar. Thus, notice that if $`ki`$, we have $`x_{\alpha _k}^+.𝐱_{𝐬_j}.w_{i,m}`$ $`=0\text{if}k>i,`$ $`=x_{\theta _{k,k}\alpha _k}^{}(t1)(x_{\theta _{k,k}}^{}(t1))^{s_k1}{\displaystyle \underset{j^{}k}{}}(x_{\theta _{j^{},j^{}}}^{}(t1))^{s_j^{}}.w_{i,m},`$ $`=x_{\alpha _k}^{}(x_{\theta _{k,k}}^{}(t1))^{s_k1}(x_{\theta _{k+1,k+1}}^{}(t1))^{s_{k+1}+1}{\displaystyle \underset{j^{}k,k+1}{}}(x_{\theta _{j^{},j^{}}}^{}(t1))^{s_j^{}}.w_{i,m}.`$ But the right hand side of the last equality is clearly in $`W_{𝐬_r}`$ with $`𝐬_r<𝐬_j`$. This gives (1.5) if $`ki`$. If $`k=i`$, then, we have, $`x_{\alpha _i}^+.𝐱_{𝐬_j}.w_{i,m}`$ $`=x_{\theta _{i,i}\alpha _i}^{}(t1)(x_{\theta _{k,k}}^{}(t1))^{s_k1}{\displaystyle \underset{j^{}k}{}}(x_{\theta _{j^{},j^{}}}^{}(t1))^{s_j^{}}.w_{i,m},`$ $`=0,`$ where the last equality follows from the fact that $`\theta _{i,i}\alpha _iR(i,1)`$. This proves (1.5) completely and and hence we get that if $`m_\mu (W(i,m))0`$ then $`\mu =m\lambda _i`$ or $`\mu `$ is the weight of the element $`w_{𝐬_j}`$ for some $`j`$. A simple calculation shows that $`\theta _{j,j}=2\lambda _j2\lambda _{j1}`$ and hence the weight of the element $`w_{𝐬_j}`$ where $`𝐬_j=(s_{j1},s_{j2},\mathrm{}s_{jl})`$ is $$\mu _j=(m2s_{ji})\lambda _i+2(s_{ji}s_{ji1})\lambda _{i1}+\mathrm{}+2(s_{j2}s_{j1})\lambda _1.$$ Since $`\mu _j`$ must be a dominant integral weight we see that $`\mu _jP(i,m)`$. Further, the $`\mu _j`$ are clearly distinct and hence Theorem 1 is proved. ## 2. The quantum case In this section we recall the definition of the quantum affine algebras and several results on the irreducible finite-dimensional representations of $`𝐔_q(\widehat{𝔤})`$. We then define the module whose decomposition we are interested in and establish the Kirillov-Reshetikhin conjecture in this case. We continue to assume that $`𝔤`$ is of type $`X_n`$, where $`X=A,B,C`$ or $`D`$. Let $`q`$ be an indeterminate, let $`𝐂(q)`$ be the field of rational functions in $`q`$ with complex coefficients, and let $`𝐀=𝐂[q,q^1]`$ be the subring of Laurent polynomials. For $`r,m𝐍`$, $`mr`$, define $$[m]=\frac{q^mq^m}{qq^1},[m]!=[m][m1]\mathrm{}[2][1],\left[\begin{array}{c}m\\ r\end{array}\right]=\frac{[m]!}{[r]![mr]!}.$$ Then, $`\left[\begin{array}{c}m\\ r\end{array}\right]𝐀`$. We now recall the definition of the quantum affine algebra. Let $`\widehat{A}=(a_{ij})`$ be the $`(n+1)\times (n+1)`$ extended Cartan matrix associated to $`𝔤`$. Let $`\widehat{I}=I\{0\}`$. Fix non–negative integers $`d_i`$, $`i\widehat{I}`$ such that the matix $`(d_ia_{ij})`$ is symmetric. Set $`q_i=q^{d_i}`$ and $`[m]_i=[m]_{q_i}`$. ###### Proposition 2.1. There is a Hopf algebra $`\stackrel{~}{𝐔}_q`$ over $`𝐐(q)`$ which is generated as an algebra by elements $`E_{\alpha _i}`$, $`F_{\alpha _i}`$, $`K_i^{\pm 1}`$ ($`i\widehat{I}`$), with the following defining relations: $`K_iK_i^1=K_i^1K_i`$ $`=1,K_iK_j=K_jK_i,`$ $`K_iE_{\alpha _j}K_i^1`$ $`=q_i^{a_{ij}}E_{\alpha _j},`$ $`K_iF_{\alpha _j}K_i^1`$ $`=q_i^{a_{ij}}F_{\alpha _j},`$ $`[E_{\alpha _i},F_{\alpha _j}]`$ $`=\delta _{ij}{\displaystyle \frac{K_iK_i^1}{q_iq_i^1}},`$ $`{\displaystyle \underset{r=0}{\overset{1a_{ij}}{}}}(1)^r\left[\begin{array}{c}1a_{ij}\\ r\end{array}\right]_i`$ $`(E_{\alpha _i})^rE_{\alpha _j}(E_{\alpha _i})^{1a_{ij}r}=0\text{if }ij,`$ $`{\displaystyle \underset{r=0}{\overset{1a_{ij}}{}}}(1)^r\left[\begin{array}{c}1a_{ij}\\ r\end{array}\right]_i`$ $`(F_{\alpha _i})^rF_{\alpha _j}(F_{\alpha _i})^{1a_{ij}r}=0\text{if }ij.`$ The comultiplication of $`\stackrel{~}{𝐔}_q`$ is given on generators by $$\mathrm{\Delta }(E_{\alpha _i})=E_{\alpha _i}1+K_iE_{\alpha _i},\mathrm{\Delta }(F_{\alpha _i})=F_{\alpha _i}K_i^1+1F_{\alpha _i},\mathrm{\Delta }(K_i)=K_iK_i,$$ for $`i\widehat{I}`$. ∎ Set $`K_\theta =_{i=1}^nK_i^{r_i/d_i}`$, where $`\theta =r_i\alpha _i`$ is the highest root in $`R^+`$. Let $`𝐔_q`$ be the quotient of $`\stackrel{~}{𝐔}_q`$ by the ideal generated by the central element $`K_0K_\theta ^1`$; we call this the quantum loop algebra of $`𝔤`$. It follows from \[Dr2\], \[B\], \[J\] that $`𝐔_q`$ is isomorphic to the algebra with generators $`𝐱_{i,r}^\pm `$ ($`iI`$, $`r𝐙`$), $`K_i^{\pm 1}`$ ($`iI`$), $`𝐡_{i,r}`$ ($`iI`$, $`r𝐙\backslash \{0\}`$) and the following defining relations: $`K_iK_i^1=K_i^1K_i`$ $`=1,K_iK_j=K_jK_i,`$ $`K_i𝐡_{j,r}`$ $`=𝐡_{j,r}K_i,`$ $`K_i𝐱_{j,r}^\pm K_i^1`$ $`=q_i^{\pm a_{ij}}𝐱_{j,r}^\pm ,`$ $`[𝐡_{i,r},𝐡_{j,s}]=0,`$ $`[𝐡_{i,r},𝐱_{j,s}^\pm ]=\pm {\displaystyle \frac{1}{r}}[ra_{ij}]_i𝐱_{j,r+s}^\pm ,`$ $`𝐱_{i,r+1}^\pm 𝐱_{j,s}^\pm q_i^{\pm a_{ij}}𝐱_{j,s}^\pm 𝐱_{i,r+1}^\pm `$ $`=q_i^{\pm a_{ij}}𝐱_{i,r}^\pm 𝐱_{j,s+1}^\pm 𝐱_{j,s+1}^\pm 𝐱_{i,r}^\pm ,`$ $`[𝐱_{i,r}^+,𝐱_{j,s}^{}]=\delta _{i,j}`$ $`{\displaystyle \frac{\psi _{i,r+s}^+\psi _{i,r+s}^{}}{q_iq_i^1}},`$ $`{\displaystyle \underset{\pi \mathrm{\Sigma }_m}{}}{\displaystyle \underset{k=0}{\overset{m}{}}}(1)^k\left[\begin{array}{c}m\\ k\end{array}\right]_i𝐱_{i,r_{\pi (1)}}^\pm \mathrm{}𝐱_{i,r_{\pi (k)}}^\pm `$ $`𝐱_{j,s}^\pm 𝐱_{i,r_{\pi (k+1)}}^\pm \mathrm{}𝐱_{i,r_{\pi (m)}}^\pm =0,\text{if }ij,`$ for all sequences of integers $`r_1,\mathrm{},r_m`$, where $`m=1a_{ij}`$, $`\mathrm{\Sigma }_m`$ is the symmetric group on $`m`$ letters, and the $`\psi _{i,r}^\pm `$ are determined by equating powers of $`u`$ in the formal power series $$\underset{r=0}{\overset{\mathrm{}}{}}\psi _{i,\pm r}^\pm u^{\pm r}=K_i^{\pm 1}\text{exp}\left(\pm (q_iq_i^1)\underset{s=1}{\overset{\mathrm{}}{}}𝐡_{i,\pm s}u^{\pm s}\right).$$ For $`iI`$, the above isomorphism maps $`E_{\alpha _i}`$ to $`𝐱_{i,0}^+`$ and $`F_{\alpha _i}`$ to $`𝐱_{i,0}^{}`$. The subalgebra generated by $`E_{\alpha _i}`$, $`F_{\alpha _i}`$, $`iI`$, is the quantized enveloping algebra $`𝐔_q^{fin}`$ associated to $`𝔤`$, Define the $`q`$-divided powers $$(𝐱_{i,k}^\pm )^{(r)}=\frac{(𝐱_{i,k}^\pm )^r}{[r]_i!},$$ for all $`iI`$, $`k𝐙`$, $`r0`$. The elements $`E_{\alpha _i}^{(r)}`$ etc. are defined similarly. Let $`𝐔_𝐀`$ be the $`𝐀`$-subalgebra of $`𝐔_q`$ generated by the $`K_i^{\pm 1}`$, $`(𝐱_{i,k}^\pm )^{(r)}`$ ($`iI`$, $`k𝐙`$, $`r0`$). ###### Lemma 2.1. The subalgebra $`𝐔_𝐀`$ is an $`𝐀`$–lattice in $`𝐔_q`$, and $$𝐔_q=𝐂(q)_𝐀𝐔_𝐀.$$ ###### Proof. Let $`\stackrel{~}{𝐔}_𝐀`$ be the $`𝐀`$–subalgebra generated by the elements $`E_{\alpha _i}^{(r)}`$, $`F_{\alpha _i}^{(r)}`$, $`i\widehat{I}`$. It is proved in \[L2\] that $`\stackrel{~}{𝐔}_𝐀`$ is an $`𝐀`$–lattice and that $$𝐔_q=𝐂(q)_𝐀\stackrel{~}{𝐔}_𝐀.$$ Hence to prove the lemma it suffices to show that the $`𝐔_𝐀=\stackrel{~}{𝐔}_𝐀`$. For this, in view of the isomorphism between the two presentations it suffices to show that the elements $`E_{\alpha _0}^{(r)}`$ and $`F_{\alpha _0}^{(r)}`$ are in $`𝐔_𝐀`$. In the simply laced case this was proved in \[BCP, Proposition 2.6\]. The proof given there works as long as there exists a simple root $`\alpha _{i_0}`$ which occurs with mulitplicity one in $`\theta `$, i.e $`r_{i_0}=1`$. An inspection shows that this is true for the classical simple Lie algebras.∎ Given $`i,jI`$ with $`a_{ij}=2`$ and $`k,l𝐙`$, it is easy to see that the subalgebra generated by the elements $`𝐱_{i,k}^\pm `$ and $`𝐱_{j,l}^\pm `$ is isomorphic to the quantized enveloping algebra of $`𝐔_q(sp_5)`$. Define elements, $$\gamma _{k,l}(q)=𝐱_{i,k}^{}𝐱_{j,l}^{}q^2𝐱_{j,l}^{}𝐱_{i,k}^{},(\gamma _{k,l}(q))^{(r)}=\frac{(\gamma _{k,l}(q))^r}{[r]_i!},$$ and $$\gamma _{i,k}^{}(q)=[𝐱_{i,l}^{},\gamma _{k,l}(q)],(\gamma _{k,l}^{}(q))^{(r)}=\frac{(\gamma _{k,l}^{}(q))^r}{[r]_j!}.$$ It is easy to see using the defining relations in $`𝐔_q`$ that, $$\gamma _{k,l}(q)=q^2\gamma _{k1,l+1}(q^1),\gamma _{k,l}^{}(q)=q^2\gamma _{k1,l+1}^{}(q^1).$$ ###### Lemma 2.2. Assume that $`i,jI`$ is such that $`a_{ij}=2`$. Then, $$(𝐱_{i,k}^{})^{(a)}(𝐱_{j,l}^{})^{(b)}=\underset{r,t𝐙_+}{}f_{r,t}(𝐱_{j,l}^{})^{(brt)}(\gamma _{k,l}(q))^{(r)}(\gamma _{k,l}^{}(q))^{(t)}(𝐱_{i,k}^{})^{(ar2t)},$$ where $`f_{r,t}q^{𝐙_+}`$. In particular the elements $`(\gamma _{k,l}(q^{\pm 1}))^{(r)}`$ and $`(\gamma _{k,l}^{}(q^{\pm 1}))^{(r)}`$ are in $`𝐔_𝐀`$. ###### Proof. This follows from the result proved in \[L2\] for the quantized enveloping algebra of $`sp_5`$. ∎ For any $`𝐔_q^{fin}`$-module $`V_q`$ and any $`\mu P`$, set $$(V_q)_\mu =\{vV_q:K_i.v=q_i^{\mu (h_i)}v,iI\}.$$ We say that $`V_q`$ is a module of type 1 if $$V_q=\underset{\mu P}{}(V_q)_\mu .$$ From now on, we shall only be working with $`𝐔_q^{fin}`$-modules of type 1. The irreducible finite-dimensional $`𝐔_q^{fin}`$-modules are parametrized by $`P^+`$. Thus, for each $`\lambda P^+`$, there exists a unique irreducible finite-dimensional module $`V_q^{fin}(\lambda )`$ generated by a non-zero element $`v_\lambda `$, with defining relations $$𝐱_{i,0}^+.v_\lambda =0,K_i.v_\lambda =q^{\lambda (h_i)}v_\lambda ,(𝐱_{i,0}^{})^{\lambda (h_i)+1}.v_\lambda =0,iI.$$ Further, $$(V_q^{fin}(\lambda ))_\mu 0\mu \lambda Q^+.$$ Set $`V_𝐀^{fin}(\lambda )=𝐔_𝐀.v_\lambda `$. Then, $$V_q^{fin}(\lambda )=𝐂(q)_𝐀V_𝐀^{fin}(\lambda ),$$ and $$\overline{V_q^{fin}(\lambda )}=𝐂_1_𝐀V_𝐀^{fin}(\lambda ).$$ Then \[L1\], $`\overline{V_q^{fin}(\lambda )}`$ is a module for $`𝐔`$ and is isomorphic to $`V^{fin}(\lambda )`$. It is also known \[L1\] that any finite-dimensional $`𝐔_q^{fin}`$-module $`V_q`$ is a direct sum of irreducible modules; we let $`m_\mu (V_q)`$ be the multiplicity with which $`V_q^{fin}(\mu )`$ occurs in $`V_q`$. The type 1 irreducible finite–dimensional $`𝐔_q`$-modules are parametrized by $`n`$-tuples of polynomials $`𝝅_q=(\pi _1(u),\mathrm{},\pi _n(u))`$, where the $`\pi _r(u)`$ have coefficients in $`𝐂(q)`$ and constant term 1. Let us denote the corresponding module by $`V_q(𝝅_q)`$. Then, \[CP3\], there exists a unique (up to scalars) element $`v_{𝝅_q}V_q(𝝅_q)`$ satisfying (2.1) $$𝐱_{k,r}^+.v_{𝝅_q}=0,K_i.v_{𝝅_q}=q^{\text{deg}\pi _i}v_{𝝅_q},$$ and (2.2) $$𝐡_{i,k}.v_{𝝅_q}=d_{i,k}.v_{𝝅_q},(𝐱_{i,k}^{})^{\text{deg}\pi _i+1}.v_{𝝅_q}=0,$$ where the $`d_{i,k}`$ are determined from the functional equation $$\text{exp}\left(\underset{k0}{}\frac{d_{i,\pm k}u^k}{k}\right)=\pi _i^\pm (u),$$ where $`\pi _i^+(u)=\pi _i(u)`$ and $`\pi _i^{}(u)=u^{\text{deg}\pi _i}\pi _i(u^1)/(u^{\text{deg}\pi _i}\pi _i(u^1)\|_{u=0}`$. We remark that these are in general not the defining relations of $`V_q(𝝅_q)`$. Set, $$V_𝐀(𝝅_q)=𝐔_𝐀.v_{𝝅_q}.$$ ###### Proposition 2.2. Suppose that the $`n`$–tuple $`𝛑_q=(\pi _1,\mathrm{}\pi _n)`$ is such that for all $`jI`$, $`\pi _j(u)𝐀[u]`$. Regarded as an $`𝐀`$–module $`V_𝐀(𝛑_q)`$ is free of rank equal to $`\text{dim}_{𝐂(q)}V_q(𝛑_q)`$. ###### Proof. In the simply–laced case, this was proved in \[CP5, Proposition 4.4\]. The argument given there can be extended to include the case of $`B_n`$ and $`C_n`$ as follows. The crucial step is to prove that an element of the form $$(𝐱_{i_1,k_1}^{})^{(s_1)}(𝐱_{i_2,k_2}^{})^{(s_2)}\mathrm{}(𝐱_{i_l,k_l}^{})^{(s_l)}.v_{𝝅_q},$$ can be rewritten as an $`𝐀`$–linear combination of elements $$(𝐱_{i_1^{},k_1^{}}^{})^{(s_1^{})}(𝐱_{i_2^{},k_2^{}}^{})^{(s_2^{})}\mathrm{}(𝐱_{i_l^{},k_l^{}}^{})^{(s_l^{})}.v_{𝝅_q},0k_j^{}N(\eta )$$ where $`N(\eta )`$ depends only on $`\eta =_js_j\alpha _{i_j}`$ and $`𝝅_q`$. The proof proceeds by an induction on $`\text{ht}\eta `$, The case $`\eta =s\alpha _i`$ was done in \[CP5\]. So we can assume that $`s_10`$ and $`s_20`$ and that $`k_jN(\eta s_1\alpha _{i_1})`$ for all $`2jl`$. If $`a_{i_1,i_2}=0`$ the result is obvious. If $`a_{i_1,i_2}=1`$ then the inductive step is proved in \[CP5\]. It remains to prove the inductive step when $`a_{i_1,i_2}=2`$. We assume $`k_10`$, (the case $`k_1<0`$ is similar, see \[CP5\]) and proceed by induction on $`k_1`$, with induction beginning at $`k_1=N(\eta s_1\alpha _1)`$. By Lemma 2, we see that the elements $`(\gamma _{k_1,k_2})^{(r)}`$ and $`(\gamma _{k_1,k_2}^{})^{(t)}`$ belong to the $`𝐔_𝐀`$ subalgebra generated by the elements $`\{(𝐱_{i,m}^{})^{(s)}:iI,s𝐙^+,0mN(\eta s_1\alpha _1)+2\}`$. Now using Lemma 2.2 and the induction hypothesis we see that the element $`(𝐱_{i_1,k_1}^{})^{(s_1)}(𝐱_{i_2,k_2}^{})^{(s_2)}\mathrm{}(𝐱_{i_l,k_l}^{})^{(s_l)}.v_{𝝅_q}`$ can be rewritten as a linear combination of similar elements but with the $`k_jN(\eta s_1\alpha _1)+2`$ for all $`j`$ thus completing the inductive step. To complete the proof of the proposition, observe that since the module is finite–dimensional over $`𝐂(q)`$, $$(𝐱_{i_1,k_1}^{})^{(s_1)}(𝐱_{i_2,k_2}^{})^{(s_2)}\mathrm{}(𝐱_{i_l,k_l}^{})^{(s_l)}.v_{𝝅_q}=0$$ for all $`l>>0`$ and for all but finitely many values of $`s_1,s_2,\mathrm{}s_l`$. It follows now that, there exists an integer $`N0`$ such that the elements $$(𝐱_{i_1,k_1}^{})^{(s_1)}(𝐱_{i_2,k_2}^{})^{(s_2)}\mathrm{}(𝐱_{i_l,k_l}^{})^{(s_l)}.v_{𝝅_q},0k_j<N$$ span $`𝐔_𝐀.v_{𝝅_q}`$. This means that $`V_𝐀(𝝅_q)`$ is a finitely generated $`𝐀`$–module and hence is a free $`𝐀`$ module. Since these elements also clearly span $`V_q(𝝅_q)`$ over $`𝐂(q)`$, the proposition follows. ∎ Given, $`𝝅=(\pi _1,\pi _2,\mathrm{},\pi _n)`$ such that $`\pi _j(u)𝐀[u]`$ for all $`jI`$, set (2.3) $$\overline{V_q(𝝅_q)}=𝐂_1_𝐀V_𝐀(𝝅_q).$$ Let $`\overline{𝝅_q}`$ be the $`n`$-tuple of polynomials with coefficients in $`𝐂`$ obtained by setting $`q=1`$ in the components of $`𝝅_q`$. Then, $`\overline{V_q(𝝅_q)}`$ is a $`𝐔`$-module generated by $`1v_{𝝅_q}`$ and satisfying the relations in (2.1) and (2.2) with the generators $`𝐱_{i,k}^\pm `$ etc. being replaced by their classical analogues. Further, if we write $$V_q(𝝅_q)=\underset{\mu P^+}{}m_\mu (V_q(𝝅_q))V_q^{fin}(\mu ),$$ as $`𝐔_q^{fin}`$-modules, then $$\overline{V_q(𝝅_q)}=\underset{\mu P^+}{}m_\mu (V_q(𝝅_q))V^{fin}(\mu ),$$ as $`𝐔`$-modules. From now on, we shall only be interested in the following case. Thus, for $`iI`$, $`m0`$, $`a𝐂^\times `$, let $`𝝅_q(i,m,a)`$ be the $`n`$-tuple of polynomials given by $`\pi _j(u)`$ $`=1,\text{if }ji,`$ $`\pi _i(u)`$ $`=(1au)(1aq^2u)\mathrm{}(1aq^{2m+2}u).`$ We denote the corresponding $`𝐔_q`$-module by $`V_q(i,m,a)`$. In the case when $`a=1`$, we set $`V_q(i,m,1)=V_q(i,m)`$. For all $`a𝐂^\times `$ we let $`v_{i,m}`$ denote the vector $`v_{𝝅_q(i,m,a)}`$. Given any connected subset $`JI`$, let $`𝐔_q^J`$ be the quantized enveloping algebra of $`L(𝔤_J)`$, this clearly maps to the subalgebra of $`𝐔_q`$ generated by the elements $`\{𝐱_{j,k}^\pm :jJ,k𝐙\}`$. ###### Lemma 2.3. Let $`J=\{i\}`$, $`m0`$. Then $`𝐔_{J,q}.v_{i,m}V_q(i,m)`$ is an irreducible $`𝐔_{J,q}`$–module and $$𝐱_{i,k}^{}.v_{i,m}=q^k𝐱_{i,0}^{}.v_{i,m}.$$ In particular, $$\text{dim}_{𝐂(q)}(V_q(i,m))_{m\lambda _i\alpha _i}=1.$$ ###### Proof. It is easy to see that $`𝐔_{J,q}.w_{i,m}`$ is an irreducible $`𝐔_{J_q}`$–module. Further, a simple checking shows that the elements $`\{𝐱_{i,k}^{}.v_{i,m}q^k𝐱_i^{}.v_{i,m}:k𝐙\}`$ generate a submodule of $`V_q(i,m)`$ not containing $`v_{i,m}`$ and hence must be zero. ∎ In view of (2.3) it follows from the preceding lemma, that $$\text{dim}\overline{(V_q(i,m))}_{m\lambda _i\alpha _i}=1.$$ The next lemma is immediate. ###### Lemma 2.4. The $`𝐔`$-module $`\overline{V_q(i,m)}`$ is a quotient of $`W(i,m)`$. ∎ It now follows from Theorem 1 that ###### Lemma 2.5. For all $`\mu P^+`$ we have $`m_\mu (V_q(i,m))1`$. Further, $$m_\mu (V_q(i,m))0\mu P(i,m).$$ The main result of this paper is ###### Theorem 2. Let $`\mu P^+`$. Then, $`m_\mu (V_q(i,m))1`$ and $`m_\mu (V_q(i,m))0`$ if and only if $`\mu P(i,m)`$. The following corollary is immediate. ###### Corollary 2.1. For all $`iI`$ and $`m0`$, we have $$W(i,m)\overline{V_q(i,m)}.$$ In view of Lemma 2.5, to prove Theorem 2, it suffices to prove ###### Proposition 2.3. Let $`\mu P(i,m)`$. Then, $`m_\mu (V_q(i,m))=1`$. The rest of the section is devoted to proving this result. Observe that when $`P(i,m)=\{m\lambda _i\}`$ there is nothing to prove. This means that we can assume $`𝔤`$ is of type $`B`$, $`C`$ or $`D`$. We shall need the following result which is a special case of a theorem of \[K\], (see \[VV\] for a different proof in the simply–laced case). ###### Proposition 2.4. For all $`iI`$, $`m𝐙^+`$, the $`𝐔_q`$–module $`V_q(\lambda _i,1)V_q(\lambda _i,q^2)\mathrm{}V_q(\lambda _i,q^{2m+2})`$ is generated by $`v_{i,1}v_{i,1}\mathrm{}v_{i,1}`$. ∎ Given two $`n`$-tuples of polynomials $`𝝅_q`$ and $`\stackrel{~}{𝝅}_q`$, let $$𝝅_q\stackrel{~}{𝝅}_q=(\pi _1\stackrel{~}{\pi }_1,\mathrm{},\pi _n\stackrel{~}{\pi }_n).$$ ###### Lemma 2.6. The assignment $`v_{i,1}v_{i,1}\mathrm{}v_{i,1}v_{i,m}`$ extends to a surjective homomorphism of $`𝐔_q`$–modules $`phi_m^i:V_q(\lambda _i,1)V_q(\lambda _i,q^2)\mathrm{}V_q(\lambda _i,q^{2m+2})V_q(i,m)`$. ###### Proof. It was proved in \[CP3\], \[Da\] that $$\mathrm{\Delta }(𝐡_{i,k})=𝐡_{i,k}1+1𝐡_{i,k}mod𝐔\mathrm{𝐔𝐔}(>)_+,$$ where $`𝐔(>)`$ is the subalgebra generated by $`𝐱_{j,l}^+`$ for all $`jI`$ and $`l𝐙_+`$, and $`𝐔(>)_+`$ is the augmentation ideal. It is now easy to see using (2.1) and (2.2) that the action of $$𝐡_{i,k}.v_{i,1}v_{i,1}\mathrm{}v_{i,1}=(1)^kq_i^{(\begin{array}{c}m\\ k\end{array}t)}\left[\begin{array}{c}m\\ k\end{array}\right]_{q_i}v_{i,1}v_{i,1}\mathrm{}v_{i,1},$$ and $$𝐱_{i,k}^+.v_{i,1}v_{i,1}\mathrm{}v_{i,1}=0,$$ for all $`iI`$ and $`k𝐙`$. This proves the lemma. ∎ To prove Proposition 2.3, we proceed by induction on $`m`$. We first show that induction starts. ###### Lemma 2.7. 1. Assume $`𝔤`$ is of type $`B_n`$. If $`in`$, then as $`𝐔_q^{fin}`$–modules we have $`V_q(i,1)`$ $`{\displaystyle \underset{j=0}{\overset{[i/2]}{}}}V_q^{fin}(\lambda _{i2j}),in,`$ $`V_q(n,1)`$ $`V_q^{fin}(\lambda _n),`$ $`V_q(n,2)`$ $`V_q^{fin}(2\lambda _n){\displaystyle \underset{j=0}{\overset{[n/2]}{}}}V_q^{fin}(\lambda _{n2j}).`$ 2. Assume that $`𝔤`$ is of type $`D_n`$ and that $`1in2`$. Then, as $`𝐔_q^{fin}`$-modules, $$V_q(i,1)\underset{j=0}{\overset{[i/2]}{}}V_q^{fin}(\lambda _{i2j}),$$ If $`i=n1,n`$, then $`V_q(i,1)V_q^{fin}(\lambda _i)`$. 3. If $`𝔤`$ is of type $`C_n`$, then $`V_q(i,1)`$ $`V_q^{fin}(\lambda _i),`$ $`V_q(i,2)`$ $`_{j=0}^iV_q^{fin}(2\lambda _j).`$ ###### Proof. The case $`m=1`$ was proved in \[CP3\]. Assume that $`𝔤`$ is of type $`C_n`$ and that $`m=2`$. For $`C_2`$, the proposition was proved in \[C\]. Assume that we know the result for $`C_{n1}`$. Take $`J=\{2,\mathrm{},n\}`$. By induction on $`n`$, we get $$𝐔_{J,q}.v_{i,m}=\underset{j=1}{\overset{i}{}}V_{J,q}^{fin}(2\lambda _j),$$ (note that we regard $`\lambda _jP^+`$ as an element of $`P_J^+`$ by restriction). In other words, there exist vectors $`0w_j(𝐔_{J,q}.w_{i,m})_{2\lambda _j}`$ for $`1ji`$ with $$E_{\alpha _r}.w_j=0rJ.$$ Since $`2\lambda _i2\lambda _j_{i=2}^n𝐙^+\alpha _i`$, it follows that $`E_{\alpha _1}.w_j=0`$ as well. This proves that $$m_{2\lambda _j}(V(i,m))=1,1ji,$$ and hence it suffices to prove that the trivial representation occurs in $`V_q(i,2)`$. To prove this, let $`K`$ be the kernel of the map $`\varphi _2^i:V_q(i,1)V_q(i,1,q^2)V_q(i,2)`$ defined in Lemma 2.6. As $`𝐔_q^{fin}`$–modules, we have $`m_\mu (M)=1`$ if $`\mu =0`$ or $`\mu =2\lambda _1`$. Let $`w_0M`$ be such that $`E_{\alpha _j}.w_0=F_{\alpha _j}.w_0=0`$ for all $`jI`$. Suppose that $`w_0K`$. Since $`E_{\alpha _r}`$ and $`F_{\alpha _0}`$ commute, we must have $`F_{\alpha _0}.w_0=cw_1`$ for some $`0c𝐂^\times `$. Since $`w_1K`$ this means that $`c=0`$ and that $`𝐂.w_0`$ is the trivial $`𝐔_q`$–module. This implies that the modules $`V_q(i,1)`$ and $`V_q(i,1,q^2)`$ are dual, but it is known, \[CP4\], that the dual of $`V_q(i,1)`$ is the module $`V_q(i,1,q^d)`$ where $`d2`$ is the Coxeter number of $`C_n`$. Hence $`w_0K`$ and the multiplicity of the trivial module in $`V_q(i,2)`$ is one. This proves the proposition for $`C_n`$. The only remaining case is $`B_n`$ with $`i=n`$. But this is proved in the same way as for $`C_n`$. We omit the details. ∎ Given an $`n`$-tuple of polynomials $`𝝅_q`$, and $`J=\{2,\mathrm{},n\}`$, let $`𝝅_{J,q}=(\pi _2,\mathrm{},\pi _n)`$ and let $`V_{J,q}(𝝅_{J,q})`$ be the irreducible $`𝐔_{J,q}`$-module associated to $`𝝅_{J,q}`$. Then, it is easy to see that $$𝐔_{J,q}.v_{𝝅_q}V_{J,q}(𝝅_{J_q}).$$ The next proposition was proved in \[CP4\], the proof is similar to the one given above for Lemma 2.6. ###### Proposition 2.5. The comultiplication $`\mathrm{\Delta }`$ of $`𝐔_q`$ induces a $`𝐔_{J,q}`$-module structure on $`𝐔_{J,q}.v_{𝛑_q}𝐔_{J,q}.v_{\stackrel{~}{𝛑}_q}`$. Further, the natural map $$𝐔_{J,q}.v_{𝝅_q}𝐔_{J,q}.v_{\stackrel{~}{𝝅}_q}V_{J,q}(𝝅_{J,q})V_{J,q}(\stackrel{~}{𝝅}_{J,q})$$ is an isomorphism of $`𝐔_{J,q}`$-modules (the right-hand side is regarded as a $`𝐔_{J,q}`$-module by using the comultiplication $`\mathrm{\Delta }_J`$ of $`𝐔_{J,q}`$) ∎ It is clear from Lemma 2.6 that there exists a $`𝐔_q`$-module map $`\varphi _m^i:V_q(i,1)V_q((m1)\lambda _i,q^2)V_q(i,m)`$ which maps $`v_{i,1}v_{i,m1}`$ to $`v_{i,m}`$. For $`J=\{2,3,\mathrm{},n\}`$, let $`\varphi _{J,m}^i`$ denote the analogous map for $`𝐔_{J,q}`$. From Proposition 2.5, we see that the restriction of $`\varphi _m^i`$ to $`V_{J,q}(i,1)V_{J,q}((m1)\lambda _i,q^2)`$ is $`\varphi _{J,m}^{i1}`$. In what follows we set $`\varphi _m=\varphi _m^i`$ and $`\varphi _{J,m}=\varphi _{J,m}^i`$ and we take $`J=\{2,3,\mathrm{},n\}`$. Proposition 2.3 follows from ###### Proposition 2.6. Assume that $`𝔤`$ is of type $`D_n`$. Let $`iI`$, $`i1,n1,n`$, and $`m0`$. For every $`\mu P(i,m)`$, there exist unique (up to scalars) non-zero elements $`v_\mu ^mV_q(i,m)_\mu `$ with the following properties. 1. If $`\mu _1P_{i,1}`$ and $`\mu _2P_{i,m1}`$ are such that $`\mu _1+\mu _2=\mu `$, then for some $`c_{\mu _1,\mu _2}^\mu 𝐂^\times `$, $$\varphi _m(v_{\mu _1}^1v_{\mu _2}^{m1})=c_{\mu _1,\mu _2}^\mu v_\mu ^m.$$ 2. For all $`jI`$, $$E_{\alpha _j}.v_\mu ^m=0.$$ Further, if $`\mu P(i,m)`$ is such that $`\mu +\lambda _2P(i,m)`$, then $$F_{\alpha _0}.v_\mu ^m=a_\mu v_{\mu +\lambda _2}^m,$$ for some $`a_\mu 𝐂^\times `$. Analogous statements hold for $`B_n`$ if $`in`$. If $`i=n`$ or if $`𝔤`$ is of type $`C_n`$, then we assume that $`m3`$ and in $`(i)_{m1}`$ that the element $`\mu _1P(i,2)`$. ###### Proof. We begin by remarking that, if elements $`v_\mu ^m`$ exist with the desired properties, then by Lemma 2.5, they are unique up to scalars. We shall only prove the proposition when $`𝔤`$ is of type $`D_n`$, the modifications in the other cases are clear. Notice that by Lemma 2.5 (since $`E_{\alpha _r}`$ and $`F_{\alpha _0}`$ commute for all $`rI`$), if $`\mu P(i,m)`$ is such that $`\mu +\lambda _2P(i,m)`$, then $$F_{\alpha _0}.v_\mu ^m=0.$$ Also observe that if $`\mu P(i,m)`$, then $`\mu +\lambda _2P(i,m)`$ if and only if $`\mathrm{}(\mu )<m`$. We shall use these facts throughout the proof with no further comment. The statement $`(i)_0`$ is trivially true. For $`(i)_1`$ observe that by Lemma 2.7, we have non-zero vectors $`v_\mu ^1`$ for $`\mu P_{i,1}`$ such that $`E_{\alpha _j}.v_\mu ^1=0`$ for all $`jI`$. If $`i`$ is even, the only element $`\mu P_{i,1}`$ such that $`\mu +\lambda _2P_{i,1}`$ is $`\mu =0`$, and then we have $$E_{\alpha _r}.v_0^1=F_{\alpha _r}.v_0^1=0(rI).$$ Thus, we have to prove that $`F_{\alpha _0}.v_0^10`$. But this is clear, since $$F_{\alpha _0}.v_0^1=0E_{\alpha _0}.v_0^1=0,$$ which would imply that $`v_0^1`$ generates a proper $`𝐔_q`$-submodule of $`V_q(i,1)`$, contradicting the irreducibility of $`V_q(i,1)`$. If $`i`$ is odd, then $`\mu +\lambda _2`$ is not in $`P_{i,1}`$ for any $`\mu P_{i,1}`$ and hence the proposition is proved for $`m=1`$. Assume from now on that $`(ii)_{m1}`$ and $`(i)_{m1}`$ are known for $`i`$. We first prove that $`(ii)_m`$ and $`(i)_m`$ hold if $`i`$ is even. For $`\mu P(i,m)`$, let $`\mu _1P_{i,1}`$ and $`\mu _2P_{i,m1}`$ be such that $$\mu =\mu _1+\mu _2.$$ Set $$v_\mu ^m=\varphi _m(v_{\mu _1}^1v_{\mu _2}^{m1}).$$ Then, $`v_\mu ^m0`$ since $`(i)_{m1}`$ holds. Clearly, $$E_{\alpha _j}.v_\mu ^m=\varphi _m(E_{\alpha _j}.(v_{\mu _1}^1v_{\mu _2}^{m1}))=0.$$ Suppose that $`\mu +\lambda _2P(i,m)`$, i.e., $`\mathrm{}(mu)<m`$. Then, either $`\mu _1+\lambda _2P_{i,1}`$ or $`\mu _2+\lambda _2P_{i,m1}`$. For $`j=1,2`$, let $`r_j=m\mathrm{}(\mu _j)`$. Then, $`F_{\alpha _0}^{r_1}.v_{\mu _1}^1=av_{\mu _1+r_1\lambda _2}^1`$ and $`F_{\alpha _0}^{r_2}.v_{\mu _2}^{m1}=bv_{\mu _2+r_2\lambda _2}^{m1}`$ for some non-zero scalars $`a,b𝐂(q)`$. Hence, $$F_{\alpha _0}^{r_1+r_2}.v_\mu ^m=\varphi _m(F_{\alpha _0}^{r_1}v_{\mu _1}F_{\alpha _0}^{r_2}v_{\mu _2}).$$ Since the right-hand side of the preceding equation is a non-zero scalar multiple of $`v_{\mu +(r_1+r_2)\lambda _2}`$, it follows that $$F_{\alpha _0}.v_\mu ^m0.$$ Since $`E_{\alpha _r}F_{\alpha _0}.v_\mu ^m=0`$ for all $`rI`$, it follows from Lemma 2.5 that $`F_{\alpha _0}.v_\mu =a_\mu v_{\mu +\lambda _2}^m`$ for some non-zero scalar $`a_\mu 𝐂(q)`$. This shows that $`(ii)_m`$ holds when $`i`$ is even. To prove $`(i)_m`$, let $`\mu _1P_{i,1}`$ and $`\mu _2P(i,m)`$ and choose $`r_1,r_2`$ so that $`\mathrm{}(\mu _1+r_1\lambda _2)=1`$ and $`\mathrm{}(\mu _2+r_2\lambda _2)=m`$. Then, $$F_{\alpha _0}^{r_1}.v_{\mu _1}^1=v_{\lambda _2}^1,F_{\alpha _0}^{r_2}.v_{\mu _2}^m=v_{\mu _2+r_2\lambda _2}^m.$$ If $`i=2`$, we see that $$F_{\alpha _0}^{r_1+r_2}.(v_{\mu _1}^1v_{\mu _2}^m)=v_{\lambda _2}^1v_{m\lambda _2}^m,$$ and hence that $$\varphi _{m+1}(F_{\alpha _0}^{r_1+r_2}.(v_{\mu _1}^1v_{\mu _2}^m))=v_{(m+1)\lambda _2}^{m+1}.$$ Clearly, this implies that $`\varphi _{m+1}(v_{\mu _1}^1v_{\mu _2}^m)0`$, and $`(i)_m`$ is proved when $`i=2`$. In particular, the theorem is proved for $`n=4`$. Assume that we know the proposition for $`J=\{2,3,\mathrm{},n\}`$. Since $`m\lambda _i\mu _2r_2\lambda _2Q_J^+`$ and $`\lambda \lambda _2Q_J^+`$, we see by the induction hypothesis on $`n`$ that $$\varphi _{m+1}(v_{\lambda _2}^1v_{\mu _2+r_2\lambda _2}^m)=\varphi _{J,m+1}(v_{\lambda _2}^1v_{\mu _2+r_2\lambda _2}^m)0,$$ i.e., that $`\varphi _{m+1}(F_{\alpha _0}^{r_1+r_2}.(v_{\mu _1}^1v_{\mu _2}^m))0`$. This implies that $`\varphi _{m+1}(v_{\mu _1}v_{\mu _2})0`$ and proves that $`(i)_m`$ holds for $`I`$. It remains to prove the result when $`i`$ is odd; recall that the proposition is known for $`J`$. If $`i`$ is odd, then $$\mu P(i,m)\mathrm{}(\mu )=m\mu =m\lambda _i\eta ,(\eta Q_J^+).$$ By the induction hypothesis, there exist elements $`v_\mu 𝐔_{J,q}.v_{i,m}`$ satisfying $$E_{\alpha _j}.v_\mu ^m=0\text{for all}jJ.$$ Clearly, $`E_{\alpha _1}.v_\mu ^m=0`$, and this proves $`(ii)_m`$ since $`\mu +\lambda _2`$ is never in $`P(i,m)`$ if $`i`$ is odd. To see that $`(i)_m`$ holds, let $`\mu _1P_{i,1}`$ and $`\mu _2P(i,m)`$. Then, $`\mu _1\lambda _iQ_J^+`$ and $`\mu _2m\lambda _iQ_J^+`$, and hence $`v_{\mu _1}^1𝐔_{J,q}v_{i,1}`$ and $`v_{\mu _2}^m𝐔_{J,q}.v_{i,m}`$. Hence, $$\varphi _{m+1}(v_{\mu _1}^1v_{\mu _2}^m)=\varphi _{J,m+1}(v_{\mu _1}^1v_{\mu _2}^m)0,$$ thus proving $`(i)_m`$ when $`i`$ is odd. The proof of the proposition is now complete. ## 3. The Exceptional Algebras We summarize here the results that can be proved for the exceptional algebras, using the techniques and results of the previous sections. Again we assume that the nodes are numbered as in \[B\]. $`E_6`$. Here $`i4`$. $`V_q(i,m)`$ $`=V_q^{fin}(\lambda _i),i=1,6,`$ $`V_q(2,m)`$ $`{\displaystyle \underset{0rm}{}}V_q^{fin}(r\lambda _2),`$ $`V_q(3,m)`$ $`{\displaystyle \underset{r+s=m}{}}V_q^{fin}(r\lambda _3+s\lambda _6),`$ $`V_q(5,m)`$ $`{\displaystyle \underset{r+s=m}{}}V_q^{fin}(r\lambda _5+s\lambda _1).`$ $`E_7`$. Here $`i=1,2,6,7`$. $`V_q(1,m)`$ $`{\displaystyle \underset{0rm}{}}V_q^{fin}(r\lambda _1),`$ $`V_q(7,m)`$ $`V_q^{fin}(\lambda _7),`$ $`V_q(2,m)`$ $`{\displaystyle \underset{r+s=m}{}}V_q^{fin}(r\lambda _2+s\lambda _7),`$ $`V_q(6,m)`$ $`{\displaystyle \underset{0r+sm}{}}V_q^{fin}(r\lambda _6+s\lambda _1).`$ $`E_8`$. Here $`i=1,8`$. $`V_q(1,m)`$ $`{\displaystyle \underset{0rm}{}}V_q^{fin}(r\lambda _8),`$ $`V_q(8,m)`$ $`{\displaystyle \underset{0r+sm}{}}V_q^{fin}(r\lambda _1+s\lambda _8).`$ w $`F_4`$. $`V_q(1,m)`$ $`{\displaystyle \underset{k=0}{\overset{m}{}}}V_q^{fin}(s\lambda _1),`$ $`V_q(4,m)`$ $`{\displaystyle \underset{j=0}{\overset{k}{}}}_{k=0}^{m/2}V_q^{fin}(j\lambda _1+(m2k)\lambda _4).`$ $`G_2`$. $$V_q(1,m)\underset{k=0}{\overset{m}{}}V_q^{fin}(k\lambda _1).$$
warning/0006/cond-mat0006324.html	ar5iv	text	# A generalized spherical version of the Blume-Emery-Griffiths model with ferromagnetic and antiferromagnetic interactions. ## I Introduction Continuous spins models play an important role as approximate statistical mechanical models for several physical systems. In particular, different versions of the classical spherical model (CSM) introduced by Berlin and Kac can be solved exactly for both, short and long range interactions. The spherical model (SM) was originally introduced to study ferromagnetic systems in different spatial and spin dimensions. Unlike the mean-field approximation, in the case of spin dimensionality higher than one, the spherical model rightly yielded no ferromagnetic transition as had been observed experimentally. Moreover, its equivalence to a spin system with infinity spin dimensions has been completly established by Stanley. Because of this, different versions of the SM have been recently used to investigate the physics of systems which hamiltonian can be maped out onto that of the spherical model. The basic idea is the compactification and replacing of too many restrictions by one spherical like condition. Thus, studying the phase transitions and the phase diagram of a spin ferromagnet or antiferromagnet using a particular version of the SM is of physical relevance. In this paper we investigate the phase behavior of a generalized spherical version of the Blume-Emery-Griffiths (BEG) model. This is obtained from the discrete three states spin one ferromagnet or antiferromagnet and, as in the original BEG model, we include magnetic spin interactions as well as quadrupole interactions. The BEG model was introduced to understand qualitatively the phase separation, and the $`\lambda `$ transition of <sup>3</sup>He-<sup>4</sup>He mixtures. It has also been applied to study magnetic systems with competing interactions or to describe the qualitative phase behavior of a microemulsion. By introducing a transformation that maps out the original BEG model hamiltonian onto that of the SM we are able to investigate the conditions under which phase transitions may occur. Proceeding as in the investigation of the phase transitions of the CSM we study the properties of the saddle points of the integrand of the partition function. The main findings of this paper are the following: (1) There is no phase transition at all in $`d=1,2`$ spatial dimensions for both, the FM and AFM systems. This result agrees well with that obtained for the CSM. (2) For $`d=3`$ dimensions and zero external magnetic field, we obtain the usual paramagnetic-ferromagnetic(antiferromagnetic) \[PM-FM(AFM)\] phase transition if the FM (AFM) interactions dominate over the quadrupole interactions. On the opposite side, when the quadrupole interactions dominate over the magnetic exchange couplings no phase transition occurs. This result is consistent with the limit of zero magnetic exchange interactions. However, in the intermediate regime, when both, quadrupole and exchange interactions are relevant, there appears at low temperatures, a novel and intriguing reentrant phase transition, in addition to the regular high temperature one. That is, the FM or AFM ordering takes place at intermediate temperatures, since at high and low temperatures a PM phase sets in. (3) For a FM system in a nonzero external uniform magnetic field and $`d=3`$ spatial dimensions, the transition to a spontaneously magnetized state is destroyed, so no phase transition occurs. Nonetheless, for AFM exchange interactions in a uniform magnetic field we find a scenario similar to that described in (2) for $`H=0`$, except that now the critical temperatures are now functions of $`H`$. More importantly, the domain of parameters where the reentrant phase transition happens narrows as the external magnetic field increases and, at the end, the transition completely disappears above a certain critical value $`H_{c1}`$. Increasing further the external magnetic field yields a second critical field value $`H_{c2}2H_{c1}`$, above which the AFM phase is supressed. The layout of the remainder of this paper is the following: in section II we introduce the BEG model hamiltonian and map it onto a generalized version of the spherical model. Then, we investigate the general conditions under which phase transitions may take place. In section III we consider the case of short range interactions and study the different scenarios that may occur in the system. A novel global spherical condition that is fully equivalent to the SM and valid even for low spin dimensionality is introduced in section IV. Finally, in section V we present a summary of our findings and the conclusions. ## II The model Let us start with a BEG type model hamiltonian with spins $`S_\stackrel{}{R}=1`$ located at each site of a $`d`$-dimensional rectangular lattice. Thus, each spin has three different states namely, $`S_\stackrel{}{R}^\mathrm{z}=0,\pm 1`$. It is natural to assume that the spins interact with each other through the pair potential $`V(\stackrel{}{R}\stackrel{}{R}^{})`$ and with an effective external magnetic field $`H=M_0H_0`$, where $`H_0`$ is a “true external field” and $`M_0`$ is the magnetic moment produced by the states whith $`S_\stackrel{}{R}^\mathrm{z}=\pm 1`$. According to these statements the Hamiltonian that defines the model is: $$=E\underset{\stackrel{}{R}}{}S_\stackrel{}{R}^2+\underset{\stackrel{}{R},\stackrel{}{R}^{}}{}V\left(\stackrel{}{R}\stackrel{}{R}^{}\right)S_\stackrel{}{R}S_\stackrel{}{R}^{}+H\underset{\stackrel{}{R}}{}S_\stackrel{}{R},$$ (1) where the second sum may run over all nearest neighbors or over all pairs of spins. The first term in $``$ has been introduced in order to have the possibility of quadrupolar ordering, as suggested in reference , in addition to the magnetic ordering associated with the second term. In absence of an external magnetic field the competition between these two types of ordering is measured by the parameter $`E`$, which can be interpreted as the energy difference between the states with $`S_\stackrel{}{R}^\mathrm{z}=\pm 1`$ and $`S_\stackrel{}{R}^\mathrm{z}=0`$. With the aim at mapping this model hamiltonian onto that of the spherical model, we introduce the Ising-like variables $`a_\stackrel{}{R}=\pm 1`$ and $`b_\stackrel{}{R}=\pm 1`$ that are related to the original spin variables by, $$S_\stackrel{}{R}=\frac{1}{2}\left(a_\stackrel{}{R}+b_\stackrel{}{R}\right).$$ (2) Under this transformation the state $`S_\stackrel{}{R}=0`$ has been double weighted since it can now be obtained from the states $`a_\stackrel{}{R}=b_\stackrel{}{R}=1`$ and $`a_\stackrel{}{R}=b_\stackrel{}{R}=1`$. To compensate this “degeneration” we introduce, in an ad hoc manner, the additional entropy term, $`_𝒮=\frac{1}{4}T\mathrm{ln}2_\stackrel{}{R}S_\stackrel{}{R}^2`$, in units in which the Boltzmann constant $`k_B`$ is equal to unity. In terms of these Ising-like new variables and including the entropy term the hamiltonian $``$ becomes: $``$ $`=`$ $`{\displaystyle \frac{1}{4}}(ET\mathrm{ln}2){\displaystyle \underset{\stackrel{}{R}}{}}\left(a_\stackrel{}{R}+b_\stackrel{}{R}\right)^2+{\displaystyle \frac{1}{4}}{\displaystyle \underset{\stackrel{}{R},\stackrel{}{R}^{}}{}}V\left(\stackrel{}{R}\stackrel{}{R}^{}\right)\left(a_\stackrel{}{R}+b_\stackrel{}{R}\right)\left(a_\stackrel{}{R}^{}+b_\stackrel{}{R}^{}\right)`$ (3) $`+`$ $`{\displaystyle \frac{H}{2}}{\displaystyle \underset{\stackrel{}{R}}{}}\left(a_\stackrel{}{R}+b_\stackrel{}{R}\right).`$ (4) To be able to study analytically the properties of the model we have to make contact with the classical spherical model . So, we replace the discrete Ising-variables by continuous ones, that is, we let the “new” spin variables to vary in the interval, $`\mathrm{}<a_\stackrel{}{R},b_\stackrel{}{R}<+\mathrm{}`$, obeying the spherical conditions: $$\underset{\stackrel{}{R}}{}a_\stackrel{}{R}^2=𝒩,\mathrm{and}\underset{\stackrel{}{R}}{}b_\stackrel{}{R}^2=𝒩,$$ (5) where $`𝒩`$ is the total number of spins in the system. Hence, the hamiltonian, Eqn. (4) together with the last two restrictions can be considered as the “generalized spherical version” of the BEG hamiltonian, Eqn. (1). The reason of this name is that we have included the additional entropy term that depends explicitly on temperature in the quadrupole interaction part of the Hamiltonian. This term does not appear in the original BEG model and will play a key role in the results we describe in what follows. Taking into account these spherical conditions on the “new” Ising-like variables, one can write the partition function as follows: $$𝒵=\left\{\underset{\{\stackrel{}{R}\}}{}_{\mathrm{}}^{\mathrm{}}𝑑a_\stackrel{}{R}_{\mathrm{}}^{\mathrm{}}𝑑b_\stackrel{}{R}\right\}\mathrm{exp}\left(\frac{}{T}\right)\delta \left(𝒩\underset{\stackrel{}{R}}{}a_\stackrel{}{R}^2\right)\delta \left(𝒩\underset{\stackrel{}{R}}{}b_\stackrel{}{R}^2\right).$$ (6) It is important to point out that the transformation from discrete Ising spin variables to the continuous spin ones is not quite correct since there are “wrong” configurations in which there are spin variables that may take values different from $`\pm 1`$. Nonetheless, such “slight incorrect transformation” allows one to solve analitycally two classical problems: the 3D Ising Model, and more importantly, the 3D Heisenberg model, in addition to other more recent contemporary physical problems. In section IV we address this shortcoming and propose an absolutely correct global spherical condition that is even valid for systems of low spin dimensionality, in particular for $`\stackrel{}{S}_\stackrel{}{R}=1`$. For the time being we proceed as in the CSM, that is, we use the integral representation of $`\delta `$-function to rewrite the partition function as: $$𝒵=\frac{ds_1ds_2}{(2\pi i)^2}\mathrm{exp}\left(𝒩(s_1+s_2)\right)\stackrel{~}{𝒵}(s_1,s_2),$$ (7) where $$\stackrel{~}{𝒵}=\left\{\underset{\stackrel{}{R}}{}_{\mathrm{}}^{\mathrm{}}𝑑a_\stackrel{}{R}_{\mathrm{}}^{\mathrm{}}𝑑b_\stackrel{}{R}\right\}\mathrm{exp}\left(\frac{\stackrel{~}{}(s_1,s_2)}{T}\right),$$ (8) and $$\stackrel{~}{}=Ts_1\underset{\stackrel{}{R}}{}a_\stackrel{}{R}^2+Ts_2\underset{\stackrel{}{R}}{}b_\stackrel{}{R}^2+,$$ (9) where $``$ is given in Eqn. (1), with the $`\stackrel{}{S}_\stackrel{}{R}`$ replaced by $`\frac{1}{2}(\stackrel{}{a}_\stackrel{}{R}+\stackrel{}{b}_\stackrel{}{R})`$. In the framework of the CSM the effective hamiltonian $`\stackrel{~}{}`$ is a non-diagonal symmetric bilinear form in the new Ising-like variables. To be able to integrate Eqn. (8) one has to diagonalize $`\stackrel{~}{}`$ by means of a Fourier transformation of the spin variables. In doing so one gets, $$𝒵=\pi ^𝒩\frac{ds_1ds_2}{(2\pi i)^2}\mathrm{exp}\left(𝒩\gamma (s_1,s_2)\right),$$ (10) where $$\gamma (s_1,s_2)=s_1+s_2\frac{1}{2𝒩}\underset{\stackrel{}{q}}{}\mathrm{ln}\left(s_1s_2+\left(s_1+s_2\right)\frac{\alpha (\stackrel{}{q})}{T}\right)+\frac{H^2}{16T^2}\frac{s_1+s_2}{\frac{\alpha (0)}{T}\left(s_1+s_2\right)+s_1s_2},$$ (11) and $$\alpha \left(\stackrel{}{q}\right)=\frac{1}{4}\left[ET\mathrm{ln}2+\underset{\stackrel{}{R}}{}V\left(\stackrel{}{R}\right)\mathrm{exp}(i\stackrel{}{q}\stackrel{}{R})\right].$$ (12) where the summation in Eqn. (11) is carried out over the first Brillouin zone (BZ). The next step would be the evaluation of the partition function, however, instead of doing it we proceed as in the study of the CSM. That is, we find the saddle points of $`𝒵`$ and study its temperature behavior since it contains the complete information of the possible phase transitions of the system. Nonetheless, it is important to note that the evaluation of the partition function by the steepest descendent method becomes exact in the thermodynamic limit $`𝒩\mathrm{}`$, as in the CSM. The saddle points of the integrand of $`𝒵`$ are determined by the following equations: $`{\displaystyle \frac{\gamma }{s_1}}=0`$ $`=`$ $`1{\displaystyle \frac{1}{2(s_1+s_2)}}{\displaystyle \frac{1}{2𝒩}}{\displaystyle \frac{s_2^2}{s_1+s_2}}{\displaystyle \underset{\stackrel{}{q}}{}}{\displaystyle \frac{1}{s_1s_2+\frac{\alpha (\stackrel{}{q})}{T}\left(s_1+s_2\right)}}`$ (13) $``$ $`{\displaystyle \frac{H^2}{16T^2}}{\displaystyle \frac{s_2^2}{\left(\frac{\alpha (0)}{T}\left(s_1+s_2\right)+s_1s_2\right)^2}},`$ (14) $`{\displaystyle \frac{\gamma }{s_2}}=0`$ $`=`$ $`1{\displaystyle \frac{1}{2(s_1+s_2)}}{\displaystyle \frac{1}{2𝒩}}{\displaystyle \frac{s_1^2}{s_1+s_2}}{\displaystyle \underset{\stackrel{}{q}}{}}{\displaystyle \frac{1}{s_1s_2+\frac{\alpha (\stackrel{}{q})}{T}\left(s_1+s_2\right)}}`$ (15) $``$ $`{\displaystyle \frac{H^2}{16T^2}}{\displaystyle \frac{s_1^2}{\left(\frac{\alpha (0)}{T}\left(s_1+s_2\right)+s_1s_2\right)^2}}.`$ (16) These equations are symmetric in the variables $`s_1`$ and $`s_2`$. Substracting Eqn. (16) from Eqn. (14) and taking into account that $`\gamma (s_1,s_2)`$ has to be an analytic function at the saddle point, one gets the condition $`s_1=s_2=s`$. Substituting this in either, Eqns. (14) or (16), we obtain the equation that yields the saddle points of the integrand of the partition function, namely $$\psi (s)=\frac{1}{𝒩}\underset{\stackrel{}{q}}{}\frac{1}{s+2\frac{\alpha (\stackrel{}{q})}{T}}+\frac{H^2}{4T^2}\frac{1}{\left(s+2\frac{\alpha (0)}{T}\right)^2}+\frac{1}{s}=4.$$ (17) To investigate the existence of phase transitions in the model, we should recall that, as in the CSM, the existence of a saddle point is associated with the setting in of a disordered phase, PM phase in this case, while the absence of a saddle point is related to the realization of an ordered phase, FM or AFM. The critical temperature is obtained by studying the evolution of the saddle point as a function of temperature. To be more precise, the phase transition occurs just when the saddle point dissapears. As we will see below there is a such transition in some region of the parameters space $`(E,J,H)`$, nonetheless, there is another region in the parameters space where a saddle point does exist for any temperature, indicating the absence of a phase transition in such region. For instance, one can easily show that for a nonzero external magnetic field and if the ferromagnetic interactions between spins satisfy the condition $`\mathrm{min}_\stackrel{}{q}\alpha (\stackrel{}{q})=\alpha (0)`$, then a saddle point exists in the whole parameter space and therefore no phase transition takes place. However, for antiferromagnetic interactions one gets $`\mathrm{min}_\stackrel{}{q}\alpha (\stackrel{}{q})<\alpha (0)`$ and a more careful and detailed analysis should be carried out to obtain the corresponding phase diagram.(See subsection III B). In the following section we apply our general model hamiltonian to study a system with short range interactions. ## III Phase transitions in a ferromagnetic and an antiferromagnetic systems with short-range interactions. ### A Zero external magnetic field. Let us consider a magnetic system with short range interactions, that is, $`V(\stackrel{}{R}\stackrel{}{R}^{})=J`$ for nearest neighbors $`\stackrel{}{R},\stackrel{}{R}^{}`$, and zero otherwise. In this case Eqn. (12) becomes: $$\alpha (\stackrel{}{q})=\frac{1}{4}\left(ET\mathrm{ln}22J\underset{j=1}{\overset{d}{}}\mathrm{cos}q_j\right),$$ (18) where $`d`$ is the spatial dimensionality, $`\stackrel{}{q}=(a_1q_1,a_2q_2,\mathrm{}..)`$ is a dimensionless vector in the reciprocal space and $`a_j`$ is the lattice constant along the $`j`$ direction. Setting $`H=0`$ in Eqn. (17), the function $`\psi \left(s\right)=\psi _0\left(s\right)`$ can be rewritten as $$4=\psi _0\left(s\right)=\frac{1}{s}+\frac{T}{J}\frac{1}{(2\pi )^d}_{B.Z.}𝑑\stackrel{}{q}\frac{1}{\frac{T}{J}\left(s+\frac{E}{2T}\frac{1}{2}\mathrm{ln}2\right)\left(_{j=1}^d\mathrm{cos}q_j\right)},$$ (19) here the integration is carried out in the first Brillouin zone, that is, in the range $`\pi <q_j<\pi `$ for each $`j`$. As we know and according to the definition of the interaction potential, $`J>0`$, for ferromagnetic interactions while $`J<0`$, for antiferromagnetic interactions. Notice that in the framework of our model the phase diagram in the $`E`$ versus $`J`$ plane for the antiferromagnet ($`J<0`$) is obtained from the reflection about the line $`J=0`$ of the phase diagram of the ferromagnet. Indeed, by introducing a shift in the wave vectors in $`q`$-space, that is, by replacing $`\stackrel{}{q}`$ by $`\stackrel{}{q}^{}=(q_1\pi ,q_2\pi ,\mathrm{})`$ one can show that $`J\mathrm{cos}q_j=J\mathrm{cos}q_j^{}`$. Therefore, Eqn. (19) for the antiferromagnetic system results in that corresponding to a ferromagnet. The only difference being the critical value $`\stackrel{}{q}=\stackrel{}{q}_\mathrm{m}`$ at which $`\alpha (\stackrel{}{q})`$ attains its minimum value. For a ferromagnet this minimum is reached at $`\stackrel{}{q}_\mathrm{m}=0`$ while for an antiferromagnet the minimum occurs at $`\stackrel{}{q}_\mathrm{m}=(\pi ,\pi ,\mathrm{})`$. In term of the orientations of spins this is equivalent to say that nearest-neighbors spins try to align parallel for ferromagnetic interactions or anti-parallel for antiferromagnetic interactions. Thus, all particularities of the phase transition of the antiferromagnet are the same as those for the ferromagnet. Bearing this in mind we carry out a detailed analysis of the phase diagram for a ferromagnet and extend directly the results for an antiferromagnet by carrying out a reflection about $`J=0`$. The next step is to examine the properties of $`\psi _0(s)`$ for a ferromagnet since they determine the phase transitions in the model under investigation. It is easy to see that $`\psi _0(s)`$ decreases monotonically and is analytic in the interval $`s_0(T)<s+\mathrm{}`$, where $`s_0`$ is defined as, $$s_0=\mathrm{max}(0,\frac{1}{2}\mathrm{ln}2(E2dJ)/2T).$$ (20) The behavior of the function $`\psi _0(s)`$ is such that it can take values from zero when $`s\mathrm{}`$ up to a nonzero value $`\psi _0(s_0)`$. Its behavior is shown in Fig. 1, where we have indicated the positions of $`s_0`$ (points B and A) at two temperatures $`T_1`$ and $`T_2`$ that are below and above the critical temperature $`T_c`$, respectively. The point R represents the saddle point which existence is related to the set in of the disordered phase. Thus, at $`T=T_2`$ (point P and dot dashed line), $`\psi _0(s_0)>4`$, and Eqn. ( 19) has a root, indicative of the existence of a saddle point and a paramagnetic phase. In the opposite case, at $`T=T_1`$ (point Q and solid line), $`\psi _0(s_0)<4`$, and Eqn. ( 19 ) has no root yielding no phase transition to the paramagnetic phase. Hence it is necesary to analyze the behavior of $`\psi _0(s_0)`$ as a function of temperature in the parameters space $`(E,J)`$ to be able to construct the phase diagram. First of all, we have to study the general conditions for which the inequality $`\psi _0(s_0)<4`$, responsible for the ferromagnetic phase, is valid. Thus, in the region of parameters $`(E`$, $`J,T)`$ where $`s_0=0`$, the function $`\psi _0(s_0)\mathrm{}`$ ($`\psi _0(s_0)>4`$) and a paramagnetic phase exists. Nonetheless, when $`s_0>0`$ it is necessary to analyse the convergence of the integral for $`s=s_0`$ in Eqn. (19). In doing so we substitute $`s=s_0`$ and expand $`\mathrm{cos}q_j1q_j^2/2`$, yielding, $$_{B.Z.}𝑑\stackrel{}{q}\frac{1}{\frac{T}{J}\left(s_0+\frac{E}{2T}\frac{1}{2}\mathrm{ln}2\right)\left(_{j=1}^d\mathrm{cos}q_j\right)}_{B.Z.}\frac{q^{d1}dq}{q^2},$$ (21) where we have omited an irrelevant constant numerical factor. The last integral converges if the spatial dimension $`d`$ is such that, $`d3>1`$, i.e. for spatial dimensionality $`d>2`$. This means that for $`d2`$, $`\psi _0(ss_0)\mathrm{}`$ yielding a saddle point for any values of $`E,J`$ and $`T`$, and no phase transition takes place for lower dimensional systems. A more detailed analysis has to be carried out for three dimensions because the integral (21) does converge and can be evaluated as , $$\frac{1}{(2\pi )^3}\frac{d\stackrel{}{q}}{3_{j=1}^3\mathrm{cos}q_j}0.50541=I_{\mathrm{cr}}.$$ Introducing this result in Eqn. (19) one obtains, for $`s_0(T)>0`$, $$\psi _0(s_0(T),T)=\frac{T}{J}I_{\mathrm{cr}}+\frac{2T}{T\mathrm{ln}2E+6J}.$$ (22) In this case we find (see Fig. 2) that there are regions in the parameter space $`(E,J,T)`$ where $`\psi _0(s_0)<4`$, i.e. the saddle point disappears. This happens for temperatures below a certain critical temperature, $`T_c`$, indicating the transition to the ferromagnetic (antiferromagnetic) state. A more detailed analysis of $`\psi _0(s_0(T),T)`$ shows that there are, actually, two ranges of parameters to be considered: (1) $`E6J<0`$ in which case $`s_0(T)`$ goes from $`+\mathrm{}`$ at $`T=0`$ up to $`\frac{1}{2}\mathrm{ln}2`$ at $`T=\mathrm{}`$, and (2) $`E6J>0`$ for which $`s_0(T)`$ goes from zero at $`T=0`$ up to $`\frac{1}{2}\mathrm{ln}2`$ at $`T=\mathrm{}`$. Let us first consider the behavior of $`\psi _0(s_0(T),T)`$ as a function of temperature when $`E6J<0`$. In this domain of parameters $`s_0>0`$ for any $`T`$ and Eqn. (22) is always valid. At very low temperatures $`\psi _0(s_0(T),T)<4`$ and at $`T=0`$, $`\psi _0(s_0)`$ goes down to zero, implying that there is no saddle point, thus the system settles down in a ferromagnetic state. At higher temperatures, the function $`\psi _0(s_0(T),T)`$ increases almost linearly with temperature and therefore $`\psi _0(s_0)`$ crosses over the line $`\psi _0(s_0)=4`$, at the critical temperature and the saddle point shows up, hence the system goes from the ferromagnetic (antiferromagnetic) phase to the paramagnetic one. Thus, this region of parameters yields one critical temperature that corresponds to the usual PM-FM (or PM-AFM) phase transition. On the other hand, in the range of parameters where $`E6J>0`$ the behavior of $`\psi _0(s_0(T),T)`$ is different. For $`T<(E6J)/\mathrm{ln}2`$, the function $`\psi _0(s_0)`$ diverges since $`s_0=0`$. For $`s_0(T)>0`$, the function $`\psi _0\left(s_0(T)\right)`$ decreases asymptotically and quite rapidly from $`\mathrm{}`$ at $`T=(E6J)/\mathrm{ln}2`$ until it reaches a minimum at the temperature $`T^{}=T^{}(E,J)`$, given by $$T^{}=\frac{1}{\mathrm{ln}2}\left(E6J+\sqrt{\frac{2J(E6J)}{I_{\mathrm{cr}}}}\right),$$ (23) and afterwards, it begins to increase. This behavior is shown in detail in Fig. 2. It is obvious that as soon as $`\psi _0(s_0(T^{}),T^{})>4`$ then $`\psi _0(s_0(T),T)>4`$ for any temperature $`T`$ greater than $`T^{}`$ and the paramagnetic phase is only present, therefore, no phase transition occurs. This is what happens when $`\frac{E}{J}>6+x_c`$ for any value of $`T`$, where, the value of $`x_c`$ is given by $`x_c=(1/I_{cr})(2\sqrt{\mathrm{ln}2}\sqrt{2})^20.124`$. The corresponding curves $`\psi _0(s_0(T),T)`$ that fullfil this condition are shown in Fig. 2. However, if $`6<\frac{E}{J}<6+x_c`$ then $`\psi _0(s_0(T^{}),T^{})<4`$, and $`\psi _0(s_0(T),T)`$ intersects the line $`\psi =4`$ in two points, yielding two critical temperatures: $`T_c^+`$, the branch where the PM-FM (PM-AFM) phase transition occurs, and $`T_c^{}`$, the branch at which the system goes back to the paramagnetic phase; so a reentrant phase transition takes place. These critical temperatures are given by $$T_c^\pm =\frac{(E6J)I_{\mathrm{cr}}+4J\mathrm{ln}22J\pm 𝒟}{2I_{\mathrm{cr}}\mathrm{ln}2},$$ (24) with $$𝒟=\left[\left((E6J)I_{\mathrm{cr}}+4J\mathrm{ln}22J\right)^216(E6J)I_{\mathrm{cr}}J\mathrm{ln}2\right]^{1/2}.$$ (25) From these results we can state that in the temperature range $`T_c^{}<T<T_c^+`$ a magnetic ordered state takes place, whereas outside of this interval, i.e. at lower $`T<T_c^{}`$ and higher $`T>T_c^+`$ temperatures, a paramagnetic state settles in. Translating these results in the parameter domain we can say that, the region $`6<\frac{E}{J}<6+x_c`$ where the reentrant phase transition occurs, separates out the region $`E6J<0`$ where the usual PM-FM (PM-AFM) phase transition happens, from the region $`6+x_c<\frac{E}{J}`$ where there is no phase transition at all. To make more intuitive and explicit the above results we have plotted the two dimesional phase diagram $`\frac{T_c^\pm }{J}`$ versus $`\frac{E}{J}`$ in figure 3. The solid line represents the critical temperature $`T_c^+`$ that corresponds to the usual high temperature single phase transition while the dashed line represents the novel and intriguing low temperature reentrant phase transition $`T_c^{}`$. These lines have also been plotted in a larger scale in the inset, where the two branches are clearly seen. The two critical temperatures become gradually closer to each other with increasing $`E/J`$ until the ordered phase dissapears completely. ### B Nonzero uniform magnetic field. In this subsection we investigate how the phase diagram of the generalized BEG model changes in the presence of an homogeneous magnetic field in three spatial dimensions. In the case of ferromagnetic interactions the application of an external magnetic field terminates the transition to the state with a spontaneous magnetization since a saddle point appears for any values of $`E`$, $`J`$ and $`T`$, as it just happens for the CSM. That is, the external magnetic field is a symmetry breaking field that produces a magnetized state that always yields a saddle point in the integrand of the partition function for any values of the parameters. Because of this, an additional analysis should be done to study the thermodynamics of the present model, for instance, one can study the behavior of the magnetic susceptibility, as was done in for the CSM. For the time being, it is the purpose of the present paper to study the phase diagram and leave the study of the thermodynamics for a forthcoming paper. Let us now focus our attention on the case of antiferromagnetic interactions. Basically, we will study the circumstances under which the saddle point dissapears in the presence of an homogeneous magnetic field, i.e. when the antiferromagnetic ordering sets in. Using Eqn. (17) and the results of section III A it is easy to show that $`\psi (s)`$ is an analytic function that decreases monotonically in the interval $`s_0<s<\mathrm{}`$, where $`s_0`$ is given by Eqn. (20). To be able to use the results obtained for an antiferromagnet in a zero magnetic field, in what follows we will denote the modulus of the AFM exchange interaction as $`J>0`$ since the minus sign has already been included as a shift in the reciprocal space vectors, that is, we have replaced $`\stackrel{}{q}`$ by $`\stackrel{}{q}^{}`$. Henceforth, in analogy with the case of zero magnetic field, whenever $`\psi (s_0(T),T,H)>4`$, a saddle point does exist and it yields a paramagnetic phase, whereas in the opposite case, $`\psi (s_0(T),T,H)<4`$, the system settles in an antiferromagnetic state, where the function $`\psi (s_0(T),T,H)`$ is given by $$\psi (s_0(T),T,H)=\psi _0(s_0(T),T)+\left(\frac{H}{12J}\right)^2=\frac{T}{J}I_{\mathrm{cr}}+\frac{2T}{T\mathrm{ln}2E+6J}+\left(\frac{H}{12J}\right)^2,$$ (26) To obtain this equation we have made the following substitution in Eqn. (17), $$H^2/(4T^2(s_0+2\alpha (\stackrel{}{q}=0)/T)^2)=\left(\frac{H}{12J}\right)^2.$$ As in the previous subsection, the equation $`\psi _0(s_0(T_c),T_c,H)=4`$ determines the temperature at which the phase transition occurs. From this very last condition one can rewrite Eqn. (26) as , $$\psi _0(s_0(T_c),T_c)=4\left(\frac{H}{12J}\right)^2,$$ (27) where $`\psi _0(s_0(T),T)`$ is the function that we have carefully studied for the ferromagnetic and antiferromagnetic systems in abscence of an external field. Thus, one obtains $`T_c(H)`$ by looking at the intercept of the curves $`\psi _0(s_0)`$ shown in Fig. 2, with the lines $`4(H/12J)^2`$. The resulting plots are shown in Fig. 4 for the following values of the reduced magnetic field, $`\frac{H}{J}`$: (a) 2, (b) 8, (c) 16 and (d) 20. One immediately sees that in the parameter region $`E6J<0`$, there is only one root of the equation $`\psi (s_0(T_c),T_c,H)=4`$, what signals the usual transition to the antiferromagnetic phase. The critical temperature of this transition, $`T_c(H)`$, that is now a function of the external magnetic field, diminishes as the field intensity increases and becomes equal to zero at the critical field value $`H_{c2}=24J`$. Thus, the phase transition dissapears for fields such that $`H>H_{c2}`$, and the paramagnetic state settles in at all temperatures, as one naturally would expect, since the antiferromagnetic ordering is broken by higher external field intensities. We have represented this critical field value by $`H_{c2}`$ because of, as we will show below, there is another critical field value $`H_{c1}0.5H_{c2}`$ at which the reentrant phase transition dissapears. On the other hand, in the parameter region where $`E6J>0`$ there are two possibilities: (i) the reentrant AFM-PM phase transition or (ii) the absence of a phase transition at all. The domain of parameters where the reentrant transition takes place is restricted by the inequalities, $`E6J>0`$ and $`\psi _0(s_0(T^{}),T^{})<4(H/12J)^2`$, where $`T^{}`$ is defined in Eqn. (23). These two relations can be reexpressed in the form: $`6<E/J<6+x_c(H)`$, with $`x_c(H)`$ given by $$x_c=\frac{\left(2\sqrt{\mathrm{ln}2}\sqrt{1(\frac{H}{H_{c1}})^2}\sqrt{2}\right)^2}{I_{\mathrm{cr}}}.$$ (28) The two critical temperature branches of the phase transitions are the roots of the equation $`\psi (s_0(T_c),T_c,H)=4`$, and are given by $$T_c^\pm =\frac{(E6J)I_{\mathrm{cr}}2J+J\left(4(H/12J)^2\right)\mathrm{ln}2\pm 𝒟(H)}{2I_{\mathrm{cr}}\mathrm{ln}2},$$ (29) where $$𝒟=\sqrt{\left((6JE)I_{\mathrm{cr}}+2JJ\left(4\left(\frac{H}{12J}\right)^2\right)\mathrm{ln}2\right)+4I_{\mathrm{cr}}J(6JE)\left(4(\frac{H}{12J})^2\right)\mathrm{ln}2}.$$ (30) Evidently, the reentrance phenomenon is suppressed by the external field when it exceeds the critical value $`H_{c1}`$ defined as the root of the equation $`x_c(H_{c1})=0`$. This leads to the critical field value, $$H_{c1}=H_{c2}\frac{\sqrt{42/\mathrm{ln}2}}{2}=0.52788H_{c2}\frac{H_{c2}}{2}.$$ (31) These results allow us to construct the phase diagram $`(\frac{T}{J}`$ versus $`\frac{E}{J},\frac{H}{J})`$ which, for the sake of clarity, is shown in two parts, Figs. 5 and 6. The former shows the region in three dimensional space where there is a single transition, while the latter corresponds to the region where the reentrance phenomenon takes place. That is, the whole half-plane $`(\frac{E}{J},\frac{H}{J})`$ splits into three regions, the first one corresponds to the “single transition” characterized by the PM-AFM phase transition, while the “reentrant AFM-PM phase transition” occurs in the second region. The third region corresponds to the domain where there is no phase transition at any temperature and any values of the coupling parameters $`E`$ and $`J`$. ## IV Exact global spherical condition. One of the main shortcomings of SM approach, that we have used here, Eqn. (5), is that it fails when spatial and spin dimensionality are low. For instance, it is known that in two dimensions the CSM approximation for an Ising ferromagnet does not describe the correct transition scenario. Nonetheless, for spin dimensions greater than one, the CSM approximation works quite well. In fact, it is exact in the limit of infinite spin dimensionality. The main drawback of the classical spherical condition: $`_\stackrel{}{R}(a_\stackrel{}{R}^21)=0`$ is that it holds not only for “right configurations”, $`a_\stackrel{}{R}=\pm 1`$, but it also does for the “wrong configurations” where some of the spin variables are $`a_\stackrel{}{R}<1`$ while others are $`a_\stackrel{}{R}>1`$. So, in trying to fix up this shortcoming we replace the usual spherical condition by the “general global” one, namely $$\underset{\stackrel{}{R}}{}(a_\stackrel{}{R}^21)^2=0.$$ (32) This sum is equal to zero only for the “right configurations” $`a_\stackrel{}{R}=\pm 1`$. Therefore, the model with continuously varying spin variables plus the “global spherical condition”, Eqn. (32), are equivalent to the original spin one BEG hamiltonian. Note that we may also use the general global condition $`_\stackrel{}{R}f(a_\stackrel{}{R}^21)=0`$ where $`f(x)>0`$ for $`x0`$ and $`f(0)=0`$, however, for definiteness and simplicity one can use Eqn. (32). This condition can be expressed in a form slightly closer to the usual spherical condition as follows: $$𝒩=\underset{\stackrel{}{R}}{}a_\stackrel{}{R}^2+\underset{\stackrel{}{R}}{}(a_\stackrel{}{R}^21)(a_\stackrel{}{R}^22).$$ (33) With this “new global condition” we can write a new effective hamiltonian which in turn defines the partition function $`\stackrel{~}{𝒵}(s_1,s_2)`$ (see, Eqns. (8) and (9)): $$\stackrel{~}{}(s_1,s_2)=\stackrel{~}{}_0+Ts_1\underset{\stackrel{}{R}}{}(a_\stackrel{}{R}^21)(a_\stackrel{}{R}^22)+Ts_2\underset{\stackrel{}{R}}{}(b_\stackrel{}{R}^21)(b_\stackrel{}{R}^22),$$ (34) where $`\stackrel{~}{}_0`$ is the usual spherical effective hamiltonian defined by Eqn. (9). So one can rewrite the new effective hamiltonian as the usual spherical hamiltonian plus an additional interaction term $`U(s_1,s_2)`$, that is: $`\stackrel{~}{}(s_1,s_2)=\stackrel{~}{}_0+U(s_1,s_2)`$. Note that this new effective hamiltonian is much more complicated than the one we have studied in this paper and, unfortunately, the interaction $`U(s_1,s_2)`$ cannot be considered perturbatively because it lacks of a small parameter. However, our propossal allows us, in principle, to improve the classical spherical model for a system with lower spin and space dimensionalities. The problem of incorporating the $`U(s)`$ interaction into the complete solution is a difficult task and it is the subject of current research. ## V Summary and conclusions In this paper we have introduced and studied the phase diagrams of a generalized spherical version of the BEG model considering ferromagnetic as well as antiferromagnetic interactions. The model hamiltonian involves terms representative of quadrupole interactions and magnetic spin interactions in zero and nonzero external magnetic field. We have shown explicitly that in the short range interactions limit and zero external magnetic field the model presents no phase transition in one and two spatial dimensions. However, in three dimensions it undergoes a regular PM-FM(AFM) transition at nonzero temperature. This happens in the case when the magnetic interactions dominate over the quadrupole ones. Nonetheless, in the range of parameters where quadrupole and magnetic interactions are relevant we obtain a low temperature reentrant FM(AFM)-PM phase transition, in addition to the conventional PM-FM(AFM) phase transition at higher temperatures. These phase transitions are absent in the strong quadrupole interaction regime. On the other hand, when there is an external magnetic field there is no phase transition for the ferromagnet in three dimensions, since there appears a permanent magnetized state that terminates the PM-FM transition. This result appears to be similar to the one obtained in the CSM, and it is a motivation to further investigate the thermodynamics of the present model. However, in the case of antiferromagnetic interactions and nonzero magnetic field we also get the reentance phenomenon whenever the magnetic spin and quadrupole interactions compete between them and always that $`H<H_{c1}12J`$. If $`H_{c1}H`$ the reentrant phase transition dissapears. We also find a second critical value of the external magnetic field $`H_{c2}`$, above which the PM-AFM phase transition dissapears. Finally, we have introduced a “novel global spherical condition” that makes our approach valid even for low spin dimensionality. However, this led us to a more complicated hamiltonian which phase diagram is under current investigation. ## VI Acknowledgements This work has been supported by CONACYT-MEXICO grant No. 25298-E.
warning/0006/hep-lat0006008.html	ar5iv	text	# References MPT-PhT/2000-21 IU-MSTP/42 hep-lat/0006008 June, 2000 Topological Obstruction in Block-spin Transformations Takanori Fujiwara<sup>1</sup><sup></sup><sup></sup>*Permanent address: Department of Mathematical Sciences, Ibaraki University, Mito 310-8512, Japan, Takuya Hayashi<sup>2</sup>, Hiroshi Suzuki<sup>3∗</sup> and Ke Wu<sup>2</sup>Permanent address: Institute of Theoretical Physics, Academia Sinica, P.O.Box 2735, Beijing 100080, China <sup>1</sup>Max-Planck-Institut für Physik, Werner-Heisenberg-Institut, Föhringer Ring 6, D-80805 München, Germany <sup>2</sup>Department of Mathematical Sciences, Ibaraki University, Mito 310-8512, Japan <sup>3</sup> High Energy Group, Abdus Salam ICTP, Trieste, 34014, Italy Abstract Block-spin transformations from a fine lattice to a coarse one are shown to give rise to a one-to-one correspondence between the zero-modes of the Ginsparg-Wilson Dirac operators. The index is then preserved under the blocking process. Such a one-to-one correspondence is violated and the block-spin transformation becomes necessarily ill-defined when the absolute value of the index is larger than $`2rN`$, where $`N`$ is the number of the sites on the coarse lattice and $`r`$ is the dimension of the gauge group representation of the fermion variables. PACS: 02.40.-k, 11.15.Ha, 11.30.Rd Keywords: lattice gauge theory, block-spin, Dirac operator The technique of block-spin transformation is familiar in quantum field theory and statistical physics. It can be used to reduce the number of the degrees of freedom of a system without losing the characteristic features of the original system such as the behaviors under the symmetry transformations. When it is applied to a fermion system described by an action that is chirally symmetric and bilinear in the fermion fields, the Dirac operator of the transformed system turns out to satisfy the so-called Ginsparg-Wilson (GW) relation as the remnant of the chiral symmetry . The recent discoveries of lattice Dirac operators satisfying the GW relation , which are free from the species doubling while keeping all the desired properties expected for lattice Dirac operators such as the classical continuum limit and the locality , have triggered a new development in lattice chiral gauge theories . The relationship among the exact chiral symmetry on the lattice , the chiral anomaly and the index theorem has been clarified by using the algebraic properties of the GW relation. The perturbative evaluation of the chiral anomaly in the overlap formalism has been carried out in ref. . See also refs. for further evaluations of the chiral anomaly in the continuum limit. The index theorem of the GW Dirac operator and the chiral anomaly of the overlap Dirac operator are also investigated in refs. . Since any gauge field configuration on the lattice can be continuously deformed into the topologically trivial one, the space of the link variables is topologically trivial. But it can be topologically disconnected by excising the exceptional configurations . The restriction of the link variables to a topologically disconnected space may also emerge on physical grounds. For instance the overlap Dirac operator is considered to be smooth and local on some restricted gauge field configuration space with a nontrivial topological structure , otherwise one would not obtain any nontrivial topological invariants. The index theorem relates the index of the GW Dirac operator to the integral of the lattice chiral anomaly, a function of the lattice gauge field, into which the topological information of the gauge field configuration space is transcribed. In the case of abelian gauge theory on an infinite regular lattice it is possible to find the explicit expression for the lattice chiral anomaly in terms of the lattice gauge field by noting its locality, gauge invariance and topological invariance . Furthermore, it can be interpreted as the Chern character of the lattice abelian gauge theory . In the case of nonabelian theories, however, no such explicit expression for the lattice chiral anomaly is available at present and the relationship between the topology of the gauge field configuration and the index of the GW Dirac operator is still not so clear for strictly finite lattice spacing . In this note we investigate the indices of the GW Dirac operators within the framework of the block-spin approach and try to shed some light on the connection of the indices with the topology of the gauge field. We show that there is a one-to-one correspondence between the zero-modes of the GW Dirac operators related to each other by a block-spin transformation and, hence, the index is preserved under the transformation. Since the index is also invariant under arbitrary continuous variations of the gauge field, some of the zero-modes must be topologically stable if the index is nonvanishing. The number of topologically stable zero-modes is just the absolute value of the index. Such a correspondence between the zero-modes and the persistence of the index are already argued in ref. , where the author considered the block-spin transformation of a chirally symmetric continuum Dirac theory by assuming that the resulting lattice is fine enough for the shape of the zero-modes of the original continuum theory to be well preserved. We will generalize his argument from a more general setting and analyze what happens in the block-spin approach when the index of the original GW Dirac operator is very large. We shall see that the block-spin transformation to a coarse lattice cannot be well-defined due to the excess of the topologically stable zero-modes when the index becomes extremely large. Let us consider a fermion system $`\{\varphi ,\overline{\varphi }\}`$ on a finite euclidean lattice $`\mathrm{\Lambda }_0`$ with a Dirac operator $`𝒟`$ satisfying the GW relation $`\gamma _5𝒟+𝒟\gamma _5=2𝒟\gamma _5𝒟,`$ (1) where the matrix $``$ is assumed to be regular, hermitian and possessing positive definite eigenvalues so that $`\sqrt{}`$ is unambiguously defined. We also assume that $``$ is local on $`\mathrm{\Lambda }_0`$ and commutes with any Dirac matrix. We suppose that the fermion system is coupled to an external gauge field and the GW Dirac operator $`𝒟`$ satisfies $`\gamma _5𝒟^{}\gamma _5=𝒟`$, hence $`\gamma _5𝒟`$ is hermitian. If the gauge field configuration carries a nonvanishing topological charge, there appear zero-modes of the Dirac operator $`𝒟`$. By the GW relation they can be chosen to have definite chiralities. Let $`n_+`$ and $`n_{}`$ be, respectively, the number of the positive and negative chirality zero-modes, then the index is given by $`n_+n_{}=\mathrm{Tr}\gamma _5(1𝒟),`$ (2) where $`\mathrm{Tr}`$ implies the summation over the lattice coordinates as well as the trace of the spin and internal indices. This can be seen by considering the eigenvalue problem $`\gamma _5\widehat{𝒟}\varphi _\lambda =\lambda \varphi _\lambda `$ of the hermitian operator $`\gamma _5\widehat{𝒟}\gamma _5\sqrt{}𝒟\sqrt{}`$ , where $`\varphi _\lambda `$ is assumed to be normalized and the eigenvalue $`\lambda `$ satisfies $`1\lambda 1`$ as can be seen from $`\gamma _5(1\widehat{𝒟})\varphi _\lambda ^2=1\lambda ^20`$. Since $`\widehat{𝒟}`$ satisfies $`\gamma _5\widehat{𝒟}\gamma _5(1\widehat{𝒟})=\gamma _5(1\widehat{𝒟})\gamma _5\widehat{𝒟}`$, we see that $`\varphi _\lambda \gamma _5(1\widehat{𝒟})\varphi _\lambda `$ is linearly independent of $`\varphi _\lambda `$ for $`\lambda 0,\pm 1`$. This also implies the orthogonality $`(\varphi _\lambda ,\gamma _5(1\widehat{𝒟})\varphi _\lambda )=0`$. The eigenmodes for $`\lambda =\pm 1`$ are necessarily chiral with chirality $`\pm `$ since they satisfy $`\gamma _5(1\widehat{𝒟})\varphi _{\pm 1}=(\gamma _51)\varphi _{\pm 1}=0`$. Hence in the computation of the index $`\mathrm{Tr}\gamma _5(1𝒟)=\mathrm{Tr}\gamma _5(1\widehat{𝒟})={\displaystyle \underset{\lambda }{}}(\varphi _\lambda ,\gamma _5(1\widehat{𝒟})\varphi _\lambda ),`$ (3) only the zero-modes $`\varphi _0`$ contribute to the index, giving the relation (2). Since the index (2) is a topological invariant as can be directly verified by using the GW relation (1), the $`\|n_+n_{}\|`$ zero-modes are stable under arbitrary local variations of the gauge potential. This fact is well-known in the continuum theory and holds true also in the lattice theory. We now show that the index is also invariant under block-spin transformations of the fermion variables. We suppose that $`\mathrm{\Lambda }`$ is a coarse sublattice of $`\mathrm{\Lambda }_0`$ and the blocked variables are given by $`(\rho \varphi )_X{\displaystyle \underset{x\mathrm{\Lambda }_0}{}}\rho _{Xx}\varphi _x,(\overline{\varphi }\rho ^{})_X{\displaystyle \underset{x\mathrm{\Lambda }_0}{}}\overline{\varphi }_x\rho _{xX}^{},(X\mathrm{\Lambda }).`$ (4) We assume that $`\rho `$ is local and commutes with any Dirac matrix. For a reason that will be clear later we also assume $`\rho \rho ^{}`$ to be regular on $`\mathrm{\Lambda }`$. To maintain the gauge invariance we choose the averaging functions $`\rho `$ and $`\rho ^{}`$ to be gauge covariant though this is not necessary in showing the one-to-one correspondence between the zero-modes. In what follows we shall extensively use index free matrix notation. Let us consider a fermion system $`\{\psi ,\overline{\psi }\}`$ on a lattice $`\mathrm{\Lambda }`$, and then define the block-spin transformation of the fermion variables by the following path integral $`\mathrm{e}^{\overline{\psi }D\psi }={\displaystyle 𝑑\varphi 𝑑\overline{\varphi }\mathrm{e}^{(\overline{\psi }\overline{\varphi }\rho ^{})\alpha (\psi \rho \varphi )\overline{\varphi }𝒟\varphi }},`$ (5) where the matrix $`\alpha `$ is assumed to be hermitian, local and regular on $`\mathrm{\Lambda }`$ and proportional to the unit matrix in the Dirac space. We also assume that $`\alpha ^1`$ is local. The simplest choice consistent with the gauge symmetry is for $`\alpha `$ to be proportional to the unit matrix on $`\mathrm{\Lambda }`$. We leave the external gauge field unchanged, and so the Dirac operator $`D`$ on the coarse lattice $`\mathrm{\Lambda }`$ still depends on the gauge field on the fine lattice $`\mathrm{\Lambda }_0`$. It is straightforward to show that the Dirac operator $`D`$ on the coarse lattice is given by $`D=\alpha \alpha \rho ^1\rho ^{}\alpha ,`$ (6) where $``$ is defined by the Dirac operator $`𝒟`$ on the fine lattice $`\mathrm{\Lambda }_0`$ as $`=𝒟+\rho ^{}\alpha \rho .`$ (7) Furthermore by using (1) and (6) the Dirac operator $`D`$ on the coarse lattice can be shown to satisfy the following GW relation $`D\gamma _5+\gamma _5D=2D\gamma _5RD,`$ (8) where $`R`$ is given by $`R=\alpha ^1+\rho \rho ^{}.`$ (9) These results are already noted in ref. . That the index (2) is conserved under the block-spin transformation can be seen as follows: the fermion action on the lattice $`\mathrm{\Lambda }_0`$ is invariant under the infinitesimal chiral transformation $`\varphi ^{}=\left\{1+iϵ\gamma _5(1𝒟)\right\}\varphi ,\overline{\varphi }^{}=\overline{\varphi }\left\{1+iϵ(1𝒟)\gamma _5\right\}.`$ (10) The fermion measure, however, gives rise to the Jacobian $`d\varphi ^{}d\overline{\varphi }^{}=d\varphi d\overline{\varphi }\left\{12iϵ\mathrm{Tr}\gamma _5(1𝒟)\right\}.`$ (11) The term proportional to $`ϵ`$ in the Jacobian must be canceled by a term arising from the blocking kernel $`(\overline{\psi }\overline{\varphi }\rho ^{})\alpha (\psi \rho \varphi )`$ . The significance of the Jacobian is also noted in refs. . By applying the chiral transformation (10) to the rhs of (5) and retaining only the first order terms in $`ϵ`$ it is straightforward to show that the fermion system on the coarse lattice $`\mathrm{\Lambda }`$ must satisfy $`\left\{\mathrm{Tr}\gamma _5{\displaystyle \frac{}{\overline{\psi }}}\left[\left(\overline{\psi }{\displaystyle \frac{}{\psi }}R\right)\right]+{\displaystyle \frac{}{\psi }}\gamma _5\left(\psi +R{\displaystyle \frac{}{\overline{\psi }}}\right)2\mathrm{T}\mathrm{r}\gamma _5(1𝒟)\right\}\mathrm{e}^{\overline{\psi }D\psi }=0,`$ (12) where the derivatives act on everything on their right. This gives the GW relation (8) and the conservation of the index $`\mathrm{Tr}\gamma _5(1RD)`$ $`=`$ $`\mathrm{Tr}\gamma _5(1𝒟).`$ (13) This result can also be obtained directly from (6) and (7) together with the GW relation (1) . We note the following identity $`1RD=\rho (1𝒟)^1\rho ^{}\alpha .`$ (14) Taking the trace of this expression and using $`^1\rho ^{}\alpha \rho =1^1𝒟`$, we get $`\mathrm{Tr}\gamma _5(1RD)=\mathrm{Tr}\gamma _5(1𝒟)\mathrm{Tr}𝒟\gamma _5(1𝒟)^1.`$ (15) The second term on the rhs of this expression, however, can be shown to vanish by using $`\mathrm{Tr}𝒟\gamma _5^1=\mathrm{Tr}\gamma _5𝒟^1`$ and the GW relation (1). We thus see that (13) is reproduced. The index relation (13) should not be confused with the topological invariance of the index. The latter is concerned with the continuous change of the gauge field, whereas the former implies the persistence of the index under the discrete transformations.The block-spin transformations are discrete since the degrees of freedom cannot be continuously changed. This suggests that there is some relationship between the zero-modes of the two GW Dirac operators. We can indeed show a much stronger statement than (13) that there is a chirality preserving one-to-one correspondence between the zero-modes; the persistence of the index is an immediate consequence of this fact. To show the one-to-one correspondence we first note the following identities $`D\rho =\alpha \rho ^1𝒟,\rho ^{}D=𝒟^1\rho ^{}\alpha .`$ (16) The first relation implies that $`\phi \rho \mathrm{\Phi }`$ is a zero-mode of $`D`$ if $`\mathrm{\Phi }`$ is a nonvanishing zero-mode of $`𝒟`$ . That $`\phi `$ is nonvanishing can be shown by noting the following identity $`\mathrm{\Phi }=(1^1𝒟)\mathrm{\Phi }=^1\rho ^{}\alpha \phi .`$ (17) On the other hand we see from the second relation of (16) that $`\mathrm{\Phi }=^1\rho ^{}\alpha \phi `$ is a zero-mode of $`𝒟`$ if $`\phi `$ is a nonvanishing zero-mode of $`D`$. Since $`\rho \rho ^{}`$ and $`\alpha `$ are nonsingular by assumption, this relation can be inverted as $`\phi =\rho \mathrm{\Phi }`$ and $`\mathrm{\Phi }`$ cannot be nonvanishing if $`\phi 0`$. We thus obtain the one-to-one correspondence between the zero-modes $`\phi =\rho \mathrm{\Phi }\mathrm{\Phi }=^1\rho ^{}\alpha \phi .`$ (18) Note that the chirality is preserved under the mapping between the zero-modes. From $`\mathrm{\Phi }`$ to $`\phi `$ this is obvious since $`\rho `$ commutes with $`\gamma _5`$. Conversely from $`\phi `$ to $`\mathrm{\Phi }`$ one can confirm this by noting the relation $`\gamma _5\mathrm{\Phi }=^1\rho ^{}\alpha \gamma _5\phi `$ for $`D\phi =0`$. We thus find that under the block-spin transformation a zero-mode of $`𝒟`$ on the fine lattice with definite chirality is mapped to a zero-mode of $`D`$ on the coarse lattice with the same chirality and vice versa. Therefore $`n_+`$ and $`n_{}`$ are preserved separately under the block-spin transformation. We now take gauge field configurations with very large topological charge on the fine lattice $`\mathrm{\Lambda }_0`$ and consider a block-spin transformation to the very coarse lattice $`\mathrm{\Lambda }`$. The question is how coarse may $`\mathrm{\Lambda }`$ be? As we have shown, the index is preserved if the block-spin transformation exists. However, there are at most $`2rN`$ zero-modes of $`D`$ on $`\mathrm{\Lambda }`$, where $`N`$ stands for the number of the sites on $`\mathrm{\Lambda }`$ and $`r`$ is the dimension of the gauge group representation of the fermion variables. The factor $`2`$ comes from the four dimensional representation of the Dirac matrices. The reduction from $`4`$ to $`2`$ can be understood as follows; we note that there must appear $`N_\pm `$ eigenmodes $`\omega _\pm `$ defined by $`\gamma _5RD\omega _\pm =\pm \omega _\pm `$ satisfying the chirality sum rule $`n_++N_+=n_{}+N_{}`$ due to $`\mathrm{Tr}\gamma _5=0`$ and the obvious inequality $`n_++n_{}+N_++N_{}4rN`$ coming from the size of the GW Dirac operator $`D`$. These imply that $`n_\pm `$ cannot be larger than $`4rN/2=2rN`$. On the other hand, since $`\mathrm{max}\{n_+,n_{}\}`$ cannot be smaller than $`\|n_+n_{}\|`$, we find that the index satisfies $`\|n_+n_{}\|\mathrm{max}\{n_+,n_{}\}2rN`$ whenever the block-spin transformation from $`\mathrm{\Lambda }_0`$ to $`\mathrm{\Lambda }`$ is well-defined. In the extreme case of $`n_+=N_{}=2rN`$ and $`n_{}=N_+=0`$ the GW Dirac operator $`D`$ is simply given by $`R^1(1\gamma _5)/2`$. We see that in this extreme case all the propagating degrees disappear on the coarse lattice. Conversely, this implies that it is impossible to find such a block-spin transformation if $`\mathrm{\Lambda }`$ is so coarse and $`\|\mathrm{Tr}\gamma _5(1𝒟)\|>2rN`$ (19) is satisfied. In other words the block-spin transformation becomes ill-defined if the number of the sites on the coarse lattice multiplied by $`2r`$ is less than the absolute value of the index of the GW Dirac operator on the fine lattice. We now show that this indeed occurs. Let $`N_0`$ be the number of the sites on the fine lattice $`\mathrm{\Lambda }_0`$. Then $`\rho `$ can be represented as a matrix with $`4rN`$ rows and $`4rN_0`$ columns including spin and internal degrees of freedom. Since $`\rho \rho ^{}`$ and $`\alpha `$ are assumed to be regular $`4rN\times 4rN`$ matrices, a zero-mode of $`\rho `$ is always a zero-mode of $`\rho ^{}\alpha \rho `$ and vice versa. In general $`\rho `$ possesses $`4r(N_0N)`$ zero-modes since the maximal rank of such matrices is $`4rN`$. We denote the zero-modes of $`\rho `$ with definite chirality by $`u_\pm ^{(i)}`$ ($`i=1,\mathrm{},2r(N_0N)`$) and the nonzero-modes by $`v_\pm ^{(p)}`$ ($`p=1,\mathrm{},2rN`$). They are assumed to be linearly independent and satisfy $`\gamma _5u_\pm ^{(i)}=\pm u_\pm ^{(i)}`$ and $`\gamma _5v_\pm ^{(p)}=\pm v_\pm ^{(p)}`$. On the other hand let us suppose that the Dirac operator $`𝒟`$ on the fine lattice $`\mathrm{\Lambda }_0`$ possesses $`n_++n_{}`$ zero-modes $`\mathrm{\Phi }_\pm ^{(a)}`$ ($`a=1,\mathrm{},n_\pm `$) with $`\gamma _5\mathrm{\Phi }_\pm ^{(a)}=\pm \mathrm{\Phi }_\pm ^{(a)}`$ and $`4rN_0n_+n_{}`$ nonzero-modes. Since $`u_\pm ^{(i)}`$ and $`v_\pm ^{(p)}`$ form a basis for the fermion variables on $`\mathrm{\Lambda }_0`$, $`\mathrm{\Phi }_\pm ^{(a)}`$ can be expressed as $`\mathrm{\Phi }_\pm ^{(a)}={\displaystyle \underset{i=1}{\overset{2r(N_0N)}{}}}c_{ai}^{(\pm )}u_\pm ^{(i)}+{\displaystyle \underset{p=1}{\overset{2rN}{}}}d_{ap}^{(\pm )}v_\pm ^{(p)},`$ (20) where $`c_{ai}^{(\pm )}`$ and $`d_{ap}^{(\pm )}`$ are some constants. The matrix $`d^{(\pm )}(d_{ap}^{(\pm )})`$ has $`n_\pm `$ rows and $`2rN`$ columns and the maximal rank of $`d^{(\pm )}`$ is $`\mathrm{max}\{n_\pm ,2rN\}`$. If $`n_+`$ is larger than $`2rN`$ and $`d^{(+)}`$ is of the maximal rank $`2rN`$, then there exist $`n_+2rN`$ sets of $`n_+`$ constants $`C_a^{(s)}`$ ($`s=1,\mathrm{},n_+2rN`$, $`a=1,\mathrm{},n_+`$) satisfying $`{\displaystyle \underset{a=1}{\overset{n_+}{}}}C_a^{(s)}d_{ap}^{(+)}=0`$ for $`p=1,\mathrm{},2rN`$. The existence of such constants in turn implies that certain combinations of the zero-modes of $`𝒟`$ are simultaneously zero-modes of $`\rho `$. They are explicitly given by $`\mathrm{\Psi }_+^{(s)}={\displaystyle \underset{a=1}{\overset{n_+}{}}}C_a^{(s)}\mathrm{\Phi }_+^{(a)}={\displaystyle \underset{i=1}{\overset{2r(N_0N)}{}}}{\displaystyle \underset{a=1}{\overset{n_+}{}}}C_a^{(s)}c_{ai}^{(+)}u_+^{(i)}`$ (21) and satisfy $`\mathrm{\Psi }_+^{(s)}=0`$. We thus find that $``$ must have at least $`n_+2rN`$ zero-modes if $`n_+>2rN`$ and, hence, $`^1`$ does not exist. A similar thing also happens in the case $`n_{}>2rN`$. In our argument showing the persistence of the index it is tacitly assumed that $``$ is regular and that $`^1`$ exists. If $`\mathrm{\Lambda }`$ becomes very coarse and $`\mathrm{max}\{n_+,n_{}\}>2rN`$ is satisfied, then $``$ starts to have zero-modes and the regularity of $``$ is lost. This implies that the block-spin transformation (5) becomes ill-defined for gauge field configurations with $`\mathrm{max}\{n_+,n_{}\}>2rN`$. This is precisely what happens in the block-spin transformation for a given gauge field configuration with a very large topological winding. There may occur, however, accidental zero-modes of $`𝒟`$ that are not stable under arbitrary local variations of the gauge potential and the numbers of the zero-modes $`n_\pm `$ in general may jump for some gauge field configurations within the same connected component. Nevertheless we can give a topologically invariant statement by noting that the number of topologically stable zero-modes of $`𝒟`$ is just the absolute value of the index: it is impossible to carry out the block-spin transformation if (19) is satisfied. In the remainder of this note we consider the case that the background gauge field has a smooth continuum limit as $`\mathrm{\Lambda }_0`$ approaches to the continuum and give the explicit expression of the index of the GW Dirac operator $`D`$ on $`\mathrm{\Lambda }`$ in terms of the smooth background gauge field. This corresponds to considering the block-spin transformation of the continuum theory.<sup>§</sup><sup>§</sup>§In the continuum theory the path integral (5) is assumed to be regularized, say, by using the gauge covariant mode cut-off . The GW Dirac operator $`𝒟`$ is supposed to approach the Dirac operator $`iD/i\gamma _\mu (_\mu +A_\mu )`$ of the continuum theory, where $`A_\mu `$ is the smooth background gauge potential. By invoking the Atiyah-Singer index theorem we see that the index is given explicitly in terms of $`A_\mu `$ as $`\mathrm{Tr}\gamma _5(1RD)={\displaystyle \frac{1}{32\pi ^2}}{\displaystyle d^4xϵ_{\mu \nu \rho \sigma }\mathrm{tr}F_{\mu \nu }F_{\rho \sigma }}.`$ (22) where $`F_{\mu \nu }=_\mu A_\nu _\nu A_\mu +[A_\mu ,A_\nu ]`$ is the field strength. It is possible to show this in the present context by evaluating the index of $`D`$ given by (6) and (7) with $`𝒟_{xy}=x\|iD/\|y=iD/(x)\delta _{xy}`$ and $`=0`$. The index can be expressed as $`\mathrm{Tr}\gamma _5(1RD)=\mathrm{Tr}\gamma _5\rho ^1\rho ^{}\alpha =\mathrm{Tr}\gamma _5𝒱(𝒟+𝒱)^1,`$ (23) where use has been made of (14) and we have introduced $`𝒱\rho ^{}\alpha \rho `$. But the rhs of this expression is independent of $`𝒱`$ (as far as $`𝒱`$ commutes with $`\gamma _5`$) as can be verified from the identityThis can be derived from $`\gamma _5𝒟+𝒟\gamma _5=0`$ and $`\gamma _5𝒱𝒱\gamma _5=0`$. $`\{\gamma _5(12𝒱(𝒟+𝒱)^1)\}^2=1.`$ (24) The operator $`𝒱`$ can be continuously changed to any operator unless $`(𝒟+𝒱)^1`$ becomes singular. In particular we may consider a deformation of $`𝒱`$ from $`\rho ^{}\alpha \rho `$ to $`M_0\delta _{xy}`$, where $`M_0`$ is a sufficiently large constant. We thus obtain $`\mathrm{Tr}\gamma _5(1RD)=\underset{M_0\mathrm{}}{lim}\mathrm{Tr}\gamma _5{\displaystyle \frac{M_0}{iD/+M_0}}={\displaystyle d^4x\underset{M_0\mathrm{}}{lim}x\|\mathrm{tr}\left(\gamma _5\frac{M_0}{iD/+M_0}\right)\|x},`$ (25) where $`\mathrm{tr}`$ stands for the ordinary trace over the spin and internal indices and we have taken the infinite $`M_0`$ limit for simplicity. The integrand of the last expression is nothing but the chiral anomaly in the case of Pauli-Villars regularization. We thus obtain (22). That the index of $`D`$ coincides with that of the continuum theory is not so surprising since $`D`$ still depends on the smooth gauge field $`A_\mu `$ of the continuum theory through $`𝒟`$. In this sense the index (22) should be considered to be related to the topology of the continuum gauge fields. Nevertheless, it is possible to apply (22) for the evaluation of the index of the GW Dirac operator with the gauge field being defined not in the continuum but on the lattice if one can find a smoothly interpolated gauge potential in the continuum from the lattice gauge field. The GW Dirac operator $`D`$ is still given by (6) and (7) but it now depends only on the gauge field on the lattice. In this case the index of the lattice theory coincides with that of the continuum theory. This is quite nontrivial and is not to be confused with the classical continuum limit discussed above. Any lattice approximation may truncate some topological information of the continuum gauge field and such coincidence of the indices between the lattice theory and the corresponding continuum limit is not guaranteed in general. We may summarize as follows. The block-spin transformation (5) makes sense in general and induces a chirality preserving one-to-one mapping between the zero-modes of the GW Dirac operators if the number of zero-modes of $`𝒟`$ satisfies $`n_\pm 2rN`$. For a suitable choice of $`\alpha `$ and $`\rho `$, $``$ has no zero-mode and the inverse $`^1`$ is well-defined. However, if $`\mathrm{max}\{n_+,n_{}\}>2rN`$, some of the zero-modes of $`𝒟`$ become also zero-modes of $``$ for any choice of $`\alpha `$ and $`\rho `$. The functional integral (5) is vanishing there and it becomes impossible to define the Dirac operator $`D`$ for the fermion system on the coarse lattice $`\mathrm{\Lambda }`$. When the absolute value of the index is larger than $`2rN`$, an excess of zero-modes occurs for any gauge field configuration within the same topologically connected component. Though (19) is rarely satisfied in practical situations, it is very interesting to note that the block-spin transformations from a fine lattice with a very large index to coarser and coarser lattices cannot be carried out successively arbitrarily. They become inevitably ill-defined at some stage where (19) is satisfied. We would like to thank Peter Weisz for valuable comments and careful reading of the manuscript. This work was completed during the time when two of us (T.F. and H.S.) attended the Ringberg workshop. They would like to thank Martin Lüscher, Erhard Seiler and Peter Weisz for the kind hospitality. T.F. thank Ryuji Uchino for discussions at the early stage of this work. He would also like to express his thanks to Dieter Maison for the kind hospitality during his stay at Max Planck Institute. K.W. is very grateful to Fumihiko Sakata for the warm hospitality and to Faculty of Science of Ibaraki University for the financial support during his visit at Ibaraki University.
warning/0006/math0006168.html	ar5iv	text	# Quasi-Poisson manifolds ## 1. Introduction This paper is a sequel to , in which the notion of a quasi-Poisson manifold was introduced. While the purpose of was to obtain a unified picture of various notions of “generalized moment maps” and their properties, the current article is devoted to a closer examination of a particular type of quasi-Poisson manifolds, defined as follows. Let $`G`$ be a Lie group, who se Lie algebra $`𝔤`$ is equipped with an invariant inner product. From the Lie bracket and the invariant inner product, one obtains an invariant element $`\varphi ^3𝔤`$, the Cartan $`3`$-tensor of the Lie algebra with an invariant inner product. The quasi-Poisson manifolds studied in the present paper are $`G`$-manifolds $`M`$ together with an invariant bivector field $`P`$, such that the Schouten bracket $`[P,P]`$ equals the trivector field $`\varphi _M`$ generated by $`\varphi `$. Of particular interest are the quasi-Poisson manifolds admitting a moment map, $`\mathrm{\Phi }:MG`$ (see Definition 2.1 below). The triple $`(M,P,\mathrm{\Phi })`$ will then be called a Hamiltonian quasi-Poisson manifold. The basic example of a Hamiltonian quasi-Poisson $`G`$-manifold is $`M=G`$, where $`G`$ acts by conjugation, and the moment map is the identity map. As we will explain in this paper, there are many parallels between this example and the usual linear Poisson structure on the dual of a Lie algebra. In particular, in analogy with the coadjoint orbits, all the conjugacy classes in $`G`$ are quasi-Poisson submanifolds with a “non-degenerate” bivector field. Other examples are obtained using the methods of “fusion” and “exponentiation” introduced in this paper. As an application, we will show how to construct the usual Poisson structure on the representation variety, $`\mathrm{Hom}(\pi _1(\mathrm{\Sigma }),G)/G`$, for any oriented surface with boundary, $`\mathrm{\Sigma }`$, by reduction of a quasi-Poisson structure on a fusion product of several copies of $`G`$. One of the main results of this paper states that every Hamiltonian quasi-Poisson manifold has a generalized foliation, the leaves of which are non-degenerate Hamiltonian quasi-Poisson manifolds. Furthermore, every non-degenerate Hamiltonian quasi-Poisson manifold $`(M,P,\mathrm{\Phi })`$ carries an invariant 2-form $`\omega `$ such that $`(M,\omega ,\mathrm{\Phi })`$ satisfies the axioms of a quasi-Hamiltonian $`G`$-manifold with group-valued moment map, as introduced in . Conversely, every such manifold carries a non-degenerate quasi-Poisson structure with moment map $`\mathrm{\Phi }`$. In a recent paper, T. Treloar has applied the concept of a Hamiltonian quasi-Poisson manifold developed here to study the symplectic geometry of spaces of polygons on the 3-sphere. The organization of the paper is as follows. In Section 2 we give the definition of quasi-Poisson manifolds and of moment maps for Hamiltonian quasi-Poisson manifolds. Section 3 describes the fundamental examples of $`M=G`$ with the action by conjugation, and of the conjugacy classes in $`G`$. Section 4 contains the definitions of the quasi-Poisson cohomology and of the modular class of a quasi-Poisson manifold. In Sections 5 and 6, we study the fusion and reductio n of quasi-Poisson manifolds. In Section 7, we show how to construct Hamiltonian quasi-Poisson manifolds out of Hamiltonian Poisson manifolds using the process of exponentiation. In Section 8 we define a generalized dynamical $`r`$-matrix and we prove the cross-section theorem, which is our main technical tool. Using this result, we show, in Section 9, that every Hamiltonian quasi-Poisson manifold is foliated into non-degenerate leaves. In Section 10 we prove the equivalence of the notion of a non-degenerate Hamiltonian quasi-Poisson manifold with that of a quasi-Hamiltonian manifold in the sense of , and we apply this result to describe the Poisson structure on the representation variety, $`\mathrm{Hom}(\pi _1(\mathrm{\Sigma }),G)/G`$. In Appendix A we explain the relation between the quasi-Poisson bivector on the group $`G`$ and the Poisson bivector on the dual of the Lie algebra of the central extension of the corresponding loop group $`LG`$. In Appendix B, we prove that the new $`r`$-matrix introduced in Section 8 is indeed a solution of a generalized classical dynamical Yang-Baxter equation. Notations Let $`G`$ be a Lie group with Lie algebra $`𝔤`$. Although many of the results of this paper hold for non-compact Lie groups, we shall assume for simplicity that $`G`$ is compact. For any $`G`$-manifold $`M`$ and any $`\xi 𝔤`$, the generating vector field of the induced infinitesimal action is defined by $`\xi _M(m):=\frac{d}{dt}\|_{_{t=0}}\mathrm{exp}(t\xi ).m`$, for $`mM`$. The Lie algebra homomorphism $`𝔤C^{\mathrm{}}(M;TM),\xi \xi _M`$, extends to an equivariant map, $$^{}𝔤C^{\mathrm{}}(M;^{}TM),$$ preserving wedge products and Schouten brackets.<sup>1</sup><sup>1</sup>1 We briefly recall the main properties of the Schouten bracket: $$[\alpha ,\beta ]=(1)^{(\|\alpha \|1)(\|\beta \|1)}[\beta ,\alpha ],$$ $$[\alpha ,[\beta ,\gamma ]]=[[\alpha ,\beta ],\gamma ]+(1)^{(\|\alpha \|1)(\|\beta \|1)}[\beta ,[\alpha ,\gamma ]],$$ $$[\alpha ,\beta \gamma ]=[\alpha ,\beta ]\gamma +(1)^{(\|\alpha \|1)\|\beta \|}\beta [\alpha ,\gamma ].$$ For any vector field $`X`$, the bracket $`[X,\alpha ]`$ is just the Lie derivative. More generally, for any function $`\alpha C^{\mathrm{}}(M,𝔤)`$, we denote by $`\alpha _M`$ the multi-vector field, $`\alpha _M(m)=(\alpha (m))_M(m).`$ If $`P`$ is a bivector on $`M`$, then $`P^{\mathrm{}}`$ denotes the induced map from differential forms to vector fields, with the convention $`P^{\mathrm{}}(a)(b)=P(a,b),`$ for $`1`$-forms $`a`$ and $`b`$. We shall denote the left- and right-invariant multivector fields on $`G`$ generated by an element $`\beta ^{}𝔤`$ by $`\beta ^L`$ and $`\beta ^RC^{\mathrm{}}(G;^{}TG)`$ respectively. The vector fields $`\xi ^L`$ for $`\xi 𝔤`$ are the generating vector fields for the right action, $`(g,m)G\times Gg.m=mg^1G`$ and $`\xi ^R`$ are the generating vector fields for the left action, $`(g,m)g.m=gm`$. Our definitions involve the choice of an invariant inner product (positive definite, non-degenerate symmetric bilinear form) on $`𝔤`$, which we also use to identify $`𝔤^{}`$ with $`𝔤`$. We denote the inner product by a dot. Using the inner product, one can define the canonical invariant skew-symmetric $`3`$-tensor on $`𝔤`$, sometimes called the Cartan $`3`$-tensor. In terms of an orthonormal basis $`(e_a)`$ of $`𝔤`$, this canonic al element, $`\varphi ^3𝔤`$, is given by $$\varphi =\frac{1}{12}f_{abc}e_ae_be_c,$$ where $`f_{abc}=e_a[e_b,e_c]`$ are the structure constants of $`𝔤`$. Here and below, we take the sum over repeated indices. (Normalizations for the element $`\varphi `$ vary in the literature.) We denote by $`\theta ^L`$ the left-invariant Maurer-Cartan form on $`G`$, and by $`\theta ^R`$ the right-invariant Maurer-Cartan form. Let $`\theta _a^L`$ and $`\theta _a^R`$ be the components of the Maurer-Cartan forms in the basis $`(e_a)`$. Then $`\iota (e_a^L)\theta _b^L=\delta _{ab}`$ and $`\iota (e_a^R)\theta _b^R=\delta _{ab}`$. If $`A:𝔤𝔤`$ is a linear map, we define its components by $`Ae_b=A_{ab}e_a`$. This gives $`(\mathrm{ad}_\xi )_{ab}=f_{abc}\xi _c`$, for $`\xi 𝔤`$. Also, at a point $`gG`$, $`e_a^R=(\mathrm{Ad}_g)_{ab}e_b^L`$, and $`\theta _a^R=(\mathrm{Ad}_g)_{ab}\theta _b^L`$. ## 2. Quasi-Poisson manifolds Recall that a Hamiltonian Poisson $`G`$-manifold is a triple, $`(M,P_0,\mathrm{\Phi }_0)`$, consisting of a $`G`$-manifold $`M`$, an invariant Poisson structure $`P_0`$, and an equivariant moment map $`\mathrm{\Phi }_0:M𝔤^{}`$ satisfying the condition, (1) $$P_0^{\mathrm{}}(\text{d}\mathrm{\Phi }_0,\xi )=\xi _M,$$ for all $`\xi 𝔤`$. The simplest example of a Hamiltonian Poisson $`G`$-manifold is $`M=𝔤^{}`$ with its linear Poisson structure and the coadjoint action; the identity map is then a moment map. In this paper we will study a notion of Hamiltonian quasi-Poisson $`G`$-man ifold, for which the moment map takes values in the group $`G`$ itself. The terminology “quasi” is motivated by the relation to quasi-Poisson Lie groups (see ), which are the classical limits of quasi-Hopf algebras. For any $`G`$-manifold $`M`$ the Cartan 3-tensor $`\varphi `$ corresponding to an invariant inner product on $`𝔤`$ gives rise to an invariant trivector field $`\varphi _M`$ on $`M`$. ###### Definition 2.1. A quasi-Poisson manifold is a $`G`$-manifold $`M`$, equipped with an invariant bivector field $`PC^{\mathrm{}}(M;^2TM)`$ such that (2) $$[P,P]=\varphi _M.$$ We note that if the group $`G`$ is Abelian, $`P`$ is a Poisson structure in the usual sense. We denote by $`\{f,g\}=P(\text{d}f,\text{d}g)`$ the bracket defined by $`P`$. It does not in general satisfy the Jacobi identity; instead $$\{\{f_1,f_2\},f_3\}+\{\{f_2,f_3\},f_1\}+\{\{f_3,f_1\},f_2\}=2\varphi _M(\text{d}f_1,\text{d}f_2,\text{d}f_3).$$ An equivariant map $`F:MN`$ between quasi-Poisson $`G`$-manifolds $`(M,P)`$ and $`(N,Q)`$ will be called a quasi-Poisson map if $`\{F^{}f_1,F^{}f_2\}=F^{}\{f_1,f_2\}`$ for all $`f_1,f_2C^{\mathrm{}}(N,)`$. Equivalently, $`F_{}(P_m)=Q_{F(m)}`$ for all $`mM`$. To motivate the moment map condition for quasi-Poisson manifolds, we observe that the moment map condition for Poisson manifolds (1) is equivalent to, (3) $$P_0^{\mathrm{}}(\text{d}(\mathrm{\Phi }_0^{}f))=(\mathrm{\Phi }_0^{}(𝒟_0f))_M,$$ for all functions $`fC^{\mathrm{}}(𝔤^{},)`$. Here $`𝒟_0f`$ is the exterior differential of $`f`$, viewed as a $`𝔤`$-valued function on $`𝔤^{}`$. Equivalently, $`𝒟_0`$ is the $`𝔤`$-valued differential operator on $`𝔤^{}`$ such that $`(𝒟_0f)_a=\frac{f}{\xi _a}`$ in a basis $`(e_a)`$ of $`𝔤`$, defining coordinates $`\xi _a`$ on $`𝔤^{}`$. Equation (3) becomes (4) $$P_0^{\mathrm{}}(\text{d}(\mathrm{\Phi }_0^{}f))=\mathrm{\Phi }_0^{}\left(\frac{f}{\xi _a}\right)(e_a)_M.$$ In the non-linear case, we assume that the basis $`(e_a)`$ is orthonormal and we replace $`𝒟_0`$ by the $`𝔤`$-valued differential operator $`𝒟`$ on $`G`$, with components $$(𝒟f)_a=\frac{1}{2}(e_a^L+e_a^R)f.$$ We note that $`𝒟`$, unlike $`𝒟_0`$, depends upon the choice of the inner product on $`𝔤`$. ###### Definition 2.2. An $`\mathrm{Ad}`$-equivariant map $`\mathrm{\Phi }:MG`$ is called a moment map for the quasi-Poisson manifold $`(M,P)`$ if (5) $$P^{\mathrm{}}(\text{d}(\mathrm{\Phi }^{}f))=(\mathrm{\Phi }^{}(𝒟f))_M,$$ for all functions $`fC^{\mathrm{}}(G,)`$. The triple $`(M,P,\mathrm{\Phi })`$ is then called a Hamiltonian quasi-Poisson manifold. In the basis $`(e_a)`$, the moment map condition (5) reads (6) $$P^{\mathrm{}}(\text{d}(\mathrm{\Phi }^{}f))=\frac{1}{2}\mathrm{\Phi }^{}((e_a^L+e_a^R)f)(e_a)_M.$$ The following Lemma gives an equivalent version of the moment map condition. ###### Lemma 2.3. Let $`(M,P)`$ be a quasi-Poisson $`G`$-manifold. An $`\mathrm{Ad}`$-equivariant map $`\mathrm{\Phi }:MG`$ is a moment map if and only if (7) $$P^{\mathrm{}}(\mathrm{\Phi }^{}\theta _a^R)=\frac{1}{2}(1+\mathrm{Ad}_\mathrm{\Phi })_{ab}(e_b)_M.$$ ###### Proof. First suppose that $`\mathrm{\Phi }`$ satisfies (7). Using $`\text{d}f=(e_a^Rf)\theta _a^R`$, we find that $$P^{\mathrm{}}(\text{d}(\mathrm{\Phi }^{}f))=\frac{1}{2}\mathrm{\Phi }^{}(e_a^Rf)(1+\mathrm{Ad}_\mathrm{\Phi })_{ab}(e_b)_M.$$ Equation (6) follows since $`e_a^R=(\mathrm{Ad}_g)_{ab}e_b^L`$. The converse is proved similarly, since, for all $`gG`$, one can always find $`fC^{\mathrm{}}(G,)`$ such that $`\text{d}f=\theta _a^R`$ at $`g`$. ∎ The definition of a moment map for a quasi-Poisson manifold can also be cast in the more invariant form, (8) $$P^{\mathrm{}}(\mathrm{\Phi }^{}(\theta ^R\xi ))=\frac{1}{2}((1+\mathrm{Ad}_{\mathrm{\Phi }^1})\xi )_M,$$ for all $`\xi 𝔤`$, from which it is clear that Definition 2.2 coincides with the definition given in . ## 3. Examples: the Lie group and its conjugacy classes The basic example of a Hamiltonian quasi-Poisson manifold is the group $`G`$ itself. Let $`\psi ^2(𝔤𝔤)`$ be the element (9) $$\psi =\frac{1}{2}e_a^1e_a^2,$$ where the superscripts refer to the respective $`𝔤`$-summand. A straightforward calculation shows that the Schouten bracket of $`\psi `$ is the following element in $`^3(𝔤𝔤),`$ $$[\psi ,\psi ]=\frac{1}{4}f_{abc}(e_a^1e_b^1e_c^2+e_a^1e_b^2e_c^2).$$ In terms of the map, $`\mathrm{diag}:^{}𝔤^{}(𝔤𝔤)`$, induced by the diagonal embedding $`𝔤𝔤𝔤`$, this can be written (10) $$[\psi ,\psi ]=\mathrm{diag}(\varphi )\varphi ^1\varphi ^2,$$ where $`\varphi `$ is the Cartan $`3`$-tensor of $`𝔤`$. Consider the map $`𝔤𝔤C^{\mathrm{}}(G;TG),(\xi ^1,\xi ^2)(\xi ^2)^L(\xi ^1)^R`$ given by the generators of the $`G\times G`$-action on $`G`$, where the first $`G`$-factor acts by the left action and the second $`G`$-factor by the right action. The image of $`\psi `$ under the extended map $`^{}(𝔤𝔤)C^{\mathrm{}}(G;^{}TG)`$ is the bivector field on $`G`$, $$P_G=\frac{1}{2}e_a^Re_a^L.$$ When the action map is composed with the diagonal embedding of $`𝔤`$ in $`𝔤𝔤`$, the elements of $`𝔤`$ are mapped to the vector fields generating the conjugation action. We denote this infinitesimal action, and its extension to $`^{}𝔤`$, by $`\xi \xi _G`$. Therefore, Equation (10) yields $$[P_G,P_G]=\varphi _G\varphi ^L+\varphi ^R.$$ Since $`\varphi `$ is $`\mathrm{Ad}`$-invariant, $`\varphi ^L`$ equals $`\varphi ^R`$ and therefore $$[P_G,P_G]=\varphi _G.$$ This proves the first part of ###### Proposition 3.1. Let $`M=G`$, with $`G`$ acting on itself by conjugation, and let $`P_G`$ be the bivector field (11) $$P_G=\frac{1}{2}e_a^Re_a^L.$$ Then $`(M,P_G)`$ is a Hamiltonian quasi-Poisson $`G`$-manifold with moment map $`\mathrm{\Phi }:MG`$ the identity map. ###### Proof. It remains to verify the moment map condition (6), which in this case is (12) $$P_G^{\mathrm{}}(\text{d}f)=\frac{1}{2}((e_a^L+e_a^R)f)(e_a)_G.$$ From the definition of $`P_G`$ we obtain, $$P_G^{\mathrm{}}(\text{d}f)=\frac{1}{2}((e_a^Rf)e_a^L(e_a^Lf)e_a^R).$$ These two expressions differ by $`(e_a^Lf)e_a^L(e_a^Rf)e_a^R,`$ which vanishes by $`\mathrm{Ad}`$-invariance of the inner product. ∎ ###### Remark 3.2. In Appendix A, we shall give a heuristic derivation of the bivector field $`P_G`$ as a quotient of a formal Poisson bivector $`P_{0,L𝔤^{}}`$ on the dual of the loop algebra $`L𝔤`$ of $`𝔤`$. It is well-known that for any Hamiltonian Poisson manifold, the moment map is a Poisson map with respect to the linear Poisson structure on $`𝔤^{}`$. Similarly ###### Proposition 3.3. Let $`(M,P)`$ be a Hamiltonian quasi-Poisson $`G`$-manifold with moment map $`\mathrm{\Phi }:MG`$. Then $`\mathrm{\Phi }`$ is a quasi-Poisson map. ###### Proof. Using (6) and (12) we find that $$\mathrm{\Phi }_{}P^{\mathrm{}}(\mathrm{\Phi }^{}\text{d}f)=\mathrm{\Phi }_{}(\mathrm{\Phi }^{}(𝒟f))_M=(𝒟f)_G=P_G^{\mathrm{}}(\text{d}f)$$ for all $`fC^{\mathrm{}}(G,)`$. This shows $`\mathrm{\Phi }_{}P=P_G`$. ∎ To compare the bivector field $`P_G`$ to the linear Poisson structure $`P_{0,𝔤}`$ on $`𝔤𝔤^{}`$, consider the Taylor expansion of $`P_G`$ near the origin, using the coordinates provided by the exponential map, $`\mathrm{exp}:𝔤G`$. Let $`\nu (s)=\frac{s}{1e^s}=1+\frac{s}{2}+\mathrm{O}(s^2)`$. The operator $`\nu (\mathrm{ad}_\xi ):𝔤𝔤`$ is well-defined for $`\xi `$ small, and (13) $$e_a^L=(\nu (\mathrm{ad}_\xi ))_{ab}\frac{}{\xi _b},e_a^R=(\nu (\mathrm{ad}_\xi ))_{ca}\frac{}{\xi _c},$$ where $`\frac{}{\xi _a}`$ are the coordinate vector fields. Therefore, $$P_G=\frac{1}{2}\left((\nu (\mathrm{ad}_\xi ))^2\right)_{ab}\frac{}{\xi _a}\frac{}{\xi _b}=\frac{1}{2}(\mathrm{ad}_\xi )_{ab}\frac{}{\xi _a}\frac{}{\xi _b}+\mathrm{O}(\xi ^2),$$ showing that the linearization of $`P_G`$ is the linear Poisson structure, (14) $$P_{0,𝔤}=\frac{1}{2}f_{abc}\xi _c\frac{}{\xi _a}\frac{}{\xi _b}=\frac{1}{2}(\mathrm{ad}_\xi )_{ab}\frac{}{\xi _a}\frac{}{\xi _b}.$$ ###### Proposition 3.4. For every conjugacy class $`𝒞G`$, the bivector field $`P_G`$ on $`G`$ is tangent to $`𝒞`$. Thus $`𝒞`$ is a quasi-Poisson manifold, with moment map the embedding $`\mathrm{\Phi }:𝒞G`$. ###### Proof. By Equation (12), $`P_G^{\mathrm{}}:T^{}GTG`$ takes values in the image of the action map $`𝔤TG,\xi \xi _G`$. Equivalently, $`P_G`$ is tangent to the orbits for the conjugation action. ∎ To obtain a more explicit description of the bivector field on a conjugacy class $`𝒞`$, identify the tangent space $`T_g𝒞`$ at $`g𝒞`$ with $`𝔤_g^{}`$, where $`𝔤_g=\{\xi 𝔤\|\mathrm{Ad}_g\xi =\xi \}`$ is the Lie algebra of the stabilizer of $`g`$. The operator $`\mathrm{Ad}_g1`$ is invertible on $`𝔤_g^{}`$. Using this inverse, we set $$\left(\frac{\mathrm{Ad}_g+1}{\mathrm{Ad}_g1}\|𝔤_g^{}\right):𝔤_g^{}𝔤_g^{}.$$ We will view this as a linear operator on $`𝔤`$ acting trivially on $`𝔤_g`$. We claim that the bivector $`P_G`$ at the point $`gG`$ can be written (15) $$P_G=\frac{1}{4}\left(\frac{\mathrm{Ad}_g+1}{\mathrm{Ad}_g1}\|𝔤_g^{}\right)_{ab}(e_a)_G(e_b)_G,$$ showing explicitly that $`P`$ is tangent to the orbits. Indeed, $`P_G`$ $`=`$ $`{\displaystyle \frac{1}{4}}(\mathrm{Ad}_{g^1}\mathrm{Ad}_g)_{ab}e_a^Le_b^L={\displaystyle \frac{1}{4}}(\mathrm{Ad}_g+1)_{cb}(\mathrm{Ad}_{g^1}1)_{ac}e_a^Le_b^L`$ $`=`$ $`{\displaystyle \frac{1}{4}}(\mathrm{Ad}_g+1)_{cb}(\mathrm{Ad}_g1)_{ca}e_a^Le_b^L={\displaystyle \frac{1}{4}}(\mathrm{Ad}_g+1)_{ab}(e_a)_Ge_b^L.`$ which yields (15), since $`e_b^L=(((1\mathrm{Ad}_g)\|𝔤_g^{})^1)_{ab}(e_b)_G`$. Notice that, in analogy to (15), the linear Poisson bivector $`P_{0,𝔤}`$ at the point $`\xi 𝔤`$ can be written (16) $$P_{0,𝔤}=\frac{1}{2}((\mathrm{ad}_\xi \|𝔤_\xi ^{})^1)_{ab}(e_a)_𝔤(e_b)_𝔤,$$ where $`G`$ acts on $`𝔤`$ by the adjoint action. ## 4. Quasi-Poisson cohomology On a Poisson manifold $`(M,P)`$, the graded algebra of multivectors, $`C^{\mathrm{}}(M;^{}TM)`$, with the differential $`\text{d}_P=[P,]`$, is a complex. In fact, since $`\text{d}_P^2=\frac{1}{2}[[P,P],]`$, the property $`[P,P]=0`$ ensures that $`\text{d}_P`$ squares to zero. The cohomology of $`\text{d}_P`$ is called the Poisson cohomology of $`(M,P)`$. Let $`(M,P)`$ be a quasi-Poisson $`G`$-manifold. Then, $`\text{d}_P:=[P,]`$ defines an operator on the space of multivectors. Its square is in general non-vanishing, $`\text{d}_P^2=\frac{1}{2}[\varphi _M,]`$. However, when restricted to the subspace of $`G`$-invariant multivectors, $`C^{\mathrm{}}(M;^{}TM)^G`$, $`\text{d}_P`$ becomes a differential. ###### Definition 4.1. Let $`(M,P)`$ be a quasi-Poisson $`G`$-manifold. The quasi-Poisson cohomology of $`(M,P)`$ is the cohomology of the differential $`\text{d}_P=[P,]`$ on the space of $`G`$-invariant multivectors, $`C^{\mathrm{}}(M;^{}TM)^G`$. Let $`M`$ be an orientable manifold and let $`_\mu `$ be the isomorphism from multivectors to differential forms on $`M`$ defined by a volume form, $`\mu `$. The de Rham differential on the space of differential forms, $`\text{d},`$ translates into the operator $`_\mu :=_\mu ^1\text{d}_\mu `$ on multivectors, called the Batalin-Vilkovisky or BV-operator. The BV-operator, $`_\mu `$, is a generator of the Schouten bracket on $`C^{\mathrm{}}(M;^{}TM)`$, that is, $$[\alpha ,\beta ]=(1)^{\|\alpha \|}(_\mu (\alpha \beta )(_\mu \alpha )\beta (1)^{\|\alpha \|}\alpha (_\mu \beta )),$$ where $`\|\alpha \|`$ is the multivector degree of $`\alpha `$. Since, moreover, the BV-operator is of square $`0`$, it is a (super-) derivation of the Schouten bracket, $`_\mu [\alpha ,\beta ]=[_\mu \alpha ,\beta ]+(1)^{\|\alpha \|1}[\alpha ,_\mu \beta ]`$. ###### Lemma 4.2. Assume that $`\mu `$ is a $`G`$-invariant volume form on a $`G`$-manifold $`M`$. Then, the map $`^{}𝔤C^{\mathrm{}}(M;^{}TM)`$ induced by the $`G`$-action on $`M`$, $`\xi \xi _M`$, is a homomorphism of complexes with respect to the Lie algebra homology operator, $`:^{}𝔤^1𝔤`$ and the BV-operator, $`_\mu `$. ###### Proof. The map $`\xi \xi _M`$ is a homomorphism with respect to both the exterior product and the Schouten bracket. Moreover, the operator $``$ is a generator of the Schouten bracket on $`^{}𝔤`$. Hence, it is sufficient to prove the property $`_\mu \xi _M=(\xi )_M`$ on the elements of degree 1. For all $`\xi 𝔤`$, $`\xi =0`$. To compute $`_\mu \xi _M=_\mu ^1\text{d}_\mu \xi _M,`$ we consider $$\text{d}(_\mu \xi _M)=\text{d}\iota (\xi _M)\mu =(\xi _M)\mu ,$$ where $`\iota `$ denotes an interior product and $``$ a Lie derivation. Since $`\mu `$ is $`G`$-invariant, $`(\xi _M)\mu =0`$, whence $`_\mu (\xi _M)=0`$, which shows that $`_\mu (\xi _M)=(\xi )_M`$, for all $`\xi 𝔤`$. ∎ We define the modular vector field on a quasi-Poisson $`G`$-manifold $`(M,P)`$ with given $`G`$-invariant volume form $`\mu `$ by the formula, $`X_\mu :=_\mu P`$. ###### Proposition 4.3. For any $`G`$-invariant volume form $`\mu `$ on the quasi-Poisson $`G`$-manifold $`(M,P)`$, the modular vector field $`X_\mu `$ is $`G`$-invariant and a cocycle with respect to $`\text{d}_P`$. The quasi-Poisson cohomology class of $`X_\mu `$ is independent of the choice of $`\mu `$. ###### Proof. Since the BV-operator is a derivation of the Schouten bracket, for each $`\xi 𝔤`$, $`[\xi _M,X_\mu ]=[\xi _M,_\mu P]=_\mu [\xi _M,P][_\mu \xi _M,P]=0`$. Moreover, $`\text{d}_PX_\mu =[P,_\mu P]=\frac{1}{2}_\mu \varphi _M`$. The element $`\varphi `$ defines a cycle in Lie algebra homology. Hence, we obtain $`_\mu \varphi _M=(\varphi )_M=0`$ and $`\text{d}_PX_\mu =0`$. Choosing $`\stackrel{~}{\mu }=f\mu `$ with $`f`$ a positive $`G`$-invariant function on $`M`$, one obtains the new BV-operator, $`_{\stackrel{~}{\mu }}=_\mu \iota (\text{d}(\mathrm{ln}f))`$. The modular vector field also changes, $$X_{\stackrel{~}{\mu }}=X_\mu \iota (\text{d}(\mathrm{ln}f))P=X_\mu +[P,\mathrm{ln}(f)]=X_\mu +\text{d}_P(\mathrm{ln}f).$$ We conclude that the class of $`X_\mu `$ in the quasi-Poisson cohomology is independent of the choice of $`\mu `$. ∎ We refer to the class of $`X_\mu `$ in the quasi-Poisson cohomology as the modular class of the quasi-Poisson $`G`$-manifold $`(M,P)`$. This definition extends the standard definition of the modular class of a Poisson manifold . ###### Proposition 4.4. The modular class of the quasi-Poisson $`G`$-manifold $`(G,P_G)`$, where $`P_G`$ is defined by Formula (11), vanishes. ###### Proof. Let $`\mu `$ be the bi-invariant volume form on $`G`$ defined by the basis $`(e_a)`$ of the Lie algebra $`𝔤`$. Then, $`X_\mu =_\mu P_G=_\mu ^1\text{d}_\mu P_G`$, where $`_\mu P_G=\frac{1}{2}\iota (e_a^R)\iota (e_a^L)\mu `$. Applying the de Rham differential yields $`\text{d}\iota (e_a^R)\iota (e_a^L)\mu `$ $`=`$ $`(e_a^R)\iota (e_a^L)\mu \iota (e_a^R)\text{d}\iota (e_a^L)\mu `$ $`=`$ $`\iota (e_a^L)(e_a^R)\mu \iota (e_a^R)(e_a^L)\mu =0,`$ since $`e_a^R`$ and $`e_a^L`$ commute, and since $`\mu `$ is both left-and right-invariant and closed. This implies $`X_\mu =0`$. ∎ ## 5. Fusion of quasi-Poisson manifolds Any Hamiltonian Poisson $`G\times G`$-manifold becomes a Hamiltonian $`G`$-manifold for the diagonal $`G`$-action, with moment map the sum of the moment map components. For Hamiltonian quasi-Poisson manifolds a similar statement is true using the product of the moment map components. However, it is necessary to change the bivector field. In this section $`H`$ is a compact Lie group with an invariant inner product, possibly $`H=\{e\}`$. ###### Proposition 5.1. Let $`(M,P)`$ be a quasi-Poisson $`G\times G\times H`$-manifold. Then (17) $$P_{fus}:=P\psi _M,$$ where $`\psi _M`$ is the image of (9) under the $`G\times G`$-action map, defines a quasi-Poisson structure on $`M`$ for the diagonal $`G\times H`$-action. Moreover, if $`(\mathrm{\Phi }^1,\mathrm{\Phi }^2,\mathrm{\Psi }):MG\times G\times H`$ is a moment map for the $`G\times G\times H`$-action, the pointwise product $$(\mathrm{\Phi }^1\mathrm{\Phi }^2,\mathrm{\Psi })$$ is a moment map for the diagonal action. ###### Proof. The trivector field for the $`G\times G`$-action is the sum of the trivector fields $`\varphi _M^1`$ and $`\varphi _M^2`$ for the two $`G`$-factors. By assumption, $`P`$ is $`G\times G`$-invariant and $`[P,P]=\varphi _M^1+\varphi _M^2`$. Therefore $`[P,\psi _M]=0`$, and $$[P\psi _M,P\psi _M]=\varphi _M^1+\varphi _M^2+[\psi _M,\psi _M].$$ By Formula (10), this implies that $$[P,P]=(\mathrm{diag}(\varphi ))_M=\varphi _M^{\mathrm{diag}},$$ where $`\varphi _M^{\mathrm{diag}}`$ is the image of $`\varphi `$ under the map extending the infinitesimal diagonal action of $`G`$ on $`M`$. Now suppose that the action is Hamiltonian. For any maps $`\mathrm{\Phi }^1`$ and $`\mathrm{\Phi }^2`$ from $`M`$ to $`G`$, $$(\mathrm{\Phi }^1\mathrm{\Phi }^2)^{}\theta _a^R=(\mathrm{Ad}_{\mathrm{\Phi }^1})_{ab}(\mathrm{\Phi }^2)^{}\theta _b^R+(\mathrm{\Phi }^1)^{}\theta _a^R.$$ This relation together with the moment map property, $$P^{\mathrm{}}(\mathrm{\Phi }^i)^{}\theta _a^R=\frac{1}{2}(1+\mathrm{Ad}_{\mathrm{\Phi }^i})_{ab}(e_b)_M^i,$$ for $`i=1,2`$, implies, $$P^{\mathrm{}}((\mathrm{\Phi }^1\mathrm{\Phi }^2)^{}\theta _a^R)=\frac{1}{2}(1+\mathrm{Ad}_{\mathrm{\Phi }^1})_{ac}(e_c)_M^1+\frac{1}{2}(\mathrm{Ad}_{\mathrm{\Phi }^1})_{ab}(1+\mathrm{Ad}_{\mathrm{\Phi }^2})_{bc}(e_c)_M^2.$$ By equivariance of $`\mathrm{\Phi }^i,`$ $`(\mathrm{\Phi }^i)^{}\theta _a^R,(e_b)_M^i=(\mathrm{Ad}_{\mathrm{\Phi }^i}1)_{ab},`$ and therefore, $$\psi _M^{\mathrm{}}((\mathrm{\Phi }^1\mathrm{\Phi }^2)^{}\theta _a^R)=\frac{1}{2}((\mathrm{Ad}_{\mathrm{\Phi }^1})_{ab}(1\mathrm{Ad}_{\mathrm{\Phi }^2})_{bc}(e_c)_M^1+\frac{1}{2}(1+\mathrm{Ad}_{\mathrm{\Phi }^1})_{ac}(e_c)_M^2.$$ We obtain $$P_{fus}^{\mathrm{}}((\mathrm{\Phi }^1\mathrm{\Phi }^2)^{}\theta _a^R)=\frac{1}{2}(1+\mathrm{Ad}_{\mathrm{\Phi }^1\mathrm{\Phi }^2})_{ab}((e_b)_M^1+(e_b)_M^2),$$ which is the moment map condition for the diagonal action. ∎ ###### Example 5.2. Let $`M=G`$, viewed as a $`G\times G`$-space for the action defined by $`(g_1,g_2).a=g_1ag_2^1`$. The trivector field for this action is $`\varphi _M=\varphi ^L\varphi ^R=0`$, hence $`P=0`$ defines a quasi-Poisson structure. The diagonal action is the conjugation, and the quasi-Poisson structure $`P_{fus}`$ is defined by the bivector field, $`P_{fus}=\frac{1}{2}e_a^Re_a^L,`$ introduced above. We remark that the $`G\times G`$-action on $`M=G`$ does not admit a moment map. ###### Example 5.3. Let $`M=D(G):=G\times G`$ with $`G\times G`$-action $$(g_1,g_2).(a_1,a_2)=(g_1a_1g_2^1,g_2a_2g_1^1),$$ and bivector field (18) $$P=\frac{1}{2}(e_a^{1,L}e_a^{2,R}+e_a^{1,R}e_a^{2,L}).$$ Then $`(D(G),P)`$ is a quasi-Poisson $`G\times G`$-manifold obtained from $`G\times G`$, viewed as a $`G^4`$-space, by fusing two pairs of $`G`$-factors. A simple calculation shows that $`(a_1,a_2)(a_1a_2,a_1^1a_2^1)`$ is a moment map. ###### Example 5.4. By fusing the two $`G`$-factors acting on the Hamiltonian quasi-Poisson manifold $`D(G)`$ of Example 5.3, we obtain a Hamiltonian quasi-Poisson $`G`$-manifold, where $`G`$ acts by conjugation on each factor of $`G\times G`$, and the moment map is the Lie group commutator, $`(a_1,a_2)[a_1,a_2]=a_1a_2a_1^1a_2^1`$. We denote this Hamiltonian quasi-Poisson $`G`$-manifold by $`𝐃(G)`$. If $`M_1`$ and $`M_2`$ are quasi-Poisson $`G`$-manifolds, we denote their direct product with diagonal $`G`$-action and bivector field $`(P_1+P_2)_{fus}`$ by $`M_1M_2`$. We remark that the two projection mappings, $`M_1M_2M_j`$ ($`j=1,2`$), are quasi-Poisson maps. Propositions 5.1 and 3.3 have the following consequence: ###### Corollary 5.5. The group multiplication, $`\mathrm{Mult}_G:GGG,(g_1,g_2)g_1g_2,`$ is a quasi-Poisson map. ###### Proof. Since the identity map is a moment map for $`(G,P)`$, Proposition 5.1 shows that $`\mathrm{Mult}_G`$ is a moment map for $`GG`$. Hence it is a quasi-Poisson map by Proposition 3.3. ∎ ###### Proposition 5.6. For any quasi-Poisson manifold $`(M,P)`$, the action map $$𝒜:GMM,(g,m)g.m$$ is a quasi-Poisson map. ###### Proof. Since $`P`$ is $`G`$-invariant, $`𝒜_{}P=P`$. To compute $`𝒜_{}P_G`$ we observe that $`𝒜_{}e_a^R=(e_a)_M`$, since $`e_a^R`$ is the vector field generating the left action on $`G`$, and $`𝒜`$ is equivariant with respect to this action. Thus $$𝒜_{}P_G=\frac{1}{2}(\mathrm{Ad}_g)_{ab}(e_a)_M(e_b)_M.$$ Finally, since $`𝒜_{}(e_a)_M=(\mathrm{Ad}_{g^1})_{ab}(e_b)_M`$, we obtain $$𝒜_{}(\frac{1}{2}(e_a^Le_a^R)(e_a)_M)=\frac{1}{2}(\mathrm{Ad}_{g^1}1)_{ab}(\mathrm{Ad}_{g^1})_{ac}(e_b)_M(e_c)_M=\frac{1}{2}(\mathrm{Ad}_g)_{ab}(e_a)_M(e_b)_M,$$ which cancels the term $`𝒜_{}P_G`$. ∎ It is evident that the fusion operation is associative. Given a Hamiltonian quasi-Poisson $`G\times G\times G\times H`$-manifold $`M`$, we can begin by fusing the last two $`G`$-factors, or the first two $`G`$-factors. The $`G\times H`$-equivariant bivector fields on $`M`$ thus obtained are identical. In the following sense, fusion is also commutative. ###### Proposition 5.7. Let $`(M,P,(\mathrm{\Phi }^1,\mathrm{\Phi }^2,\mathrm{\Psi }))`$ be a Hamiltonian quasi-Poisson $`G\times G\times H`$-manifold. Let $$R:MM,m(e,\mathrm{\Phi }^1(m),e).m$$ be the action of the second $`G`$-factor by the value of the first moment map component. Then $`R`$ is a diffeomorphism, with properties (19) $$R^{}(\mathrm{\Phi }^2\mathrm{\Phi }^1)=\mathrm{\Phi }^1\mathrm{\Phi }^2$$ and (20) $$R_{}(P\frac{1}{2}(e_a)_M^1(e_a)_M^2)=P\frac{1}{2}(e_a)_M^2(e_a)_M^1.$$ ###### Proof. Equation (19) follows by equivariance of the moment map, $$R^{}(\mathrm{\Phi }^2\mathrm{\Phi }^1)=R^{}(\mathrm{\Phi }^2)R^{}(\mathrm{\Phi }^1)=\mathrm{Ad}_{\mathrm{\Phi }^1}(\mathrm{\Phi }^2)\mathrm{\Phi }^1=\mathrm{\Phi }^1\mathrm{\Phi }^2.$$ To prove (20), write $`R`$ as the composition of two maps, $`R=R_2R_1,`$ where $`R_1:MG\times M,m(\mathrm{\Phi }^1(m),m)`$, and $`R_2:G\times MM`$ is the action map $`𝒜^2`$ of the second $`G`$-factor. The tangent map to $`R_1`$ is defined by $$(R_1)_{}(X)=(\mathrm{\Phi }^1)^{}\theta _a^R,Xe_a^R+X.$$ In particular, $`(R_1)_{}(e_a)_M^1=(e_a)_M^1+(\mathrm{Ad}_{(\mathrm{\Phi }^1)^1}1)_{ab}e_b^R`$ and $`(R_1)_{}(e_a)_M^2=(e_a)_M^2`$, so that $$\frac{1}{2}(R_1)_{}(e_a)_M^1(e_a)_M^2=\frac{1}{2}(e_a)_M^1(e_a)_M^2\frac{1}{2}(\mathrm{Ad}_{(\mathrm{\Phi }^1)^1}1)_{ab}(e_a)_M^2e_b^R.$$ We now use the fact that $`(R_2)_{}(e_a)_M^1=(e_a)_M^1`$ and $`(R_2)_{}(e_a^R)=(e_a)_M^2,`$ and the relation $`(R_2)_{}(e_a)_M^2=(\mathrm{Ad}_{g^1})_{ab}(e_b)_M^2`$. We find that $`{\displaystyle \frac{1}{2}}(R_2R_1)_{}(e_a)_M^1(e_a)_M^2`$ $`=`$ $`{\displaystyle \frac{1}{2}}(\mathrm{Ad}_{(\mathrm{\Phi }^1)^1})_{ab}(e_a)_M^1(e_b)_M^2+{\displaystyle \frac{1}{2}}(\mathrm{Ad}_{(\mathrm{\Phi }^1)^1}1)_{ab}(e_a)_M^2(e_b)_M^2`$ $`=`$ $`{\displaystyle \frac{1}{2}}(\mathrm{Ad}_{\mathrm{\Phi }^1})_{ab}(e_a)_M^2(e_b)_M^1{\displaystyle \frac{1}{2}}(\mathrm{Ad}_{\mathrm{\Phi }^1})_{ab}(e_a)_M^2(e_b)_M^2.`$ On the other hand, $`(R_1)_{}P`$ is the sum of $`P`$, of $`(\mathrm{\Phi }^1)_{}P=P_G`$, and of cross-terms which can be found by pairing this bivector with $`\theta _a^R`$ and using the moment map condition. The result is $$(R_1)_{}P=P_G+P+\frac{1}{2}(1+\mathrm{Ad}_{\mathrm{\Phi }^1})_{ab}e_a^R(e_b)_M^1.$$ We next apply $`(R_2)_{}`$ to this result. The push-forward of $`P`$ and of $`P_G`$ are obtained as in the proof of Proposition 5.6, and we obtain $$(R_2R_1)_{}P=P\frac{1}{2}(\mathrm{Ad}_{\mathrm{\Phi }^1})_{ab}(e_a)_M^2(e_b)_M^2\frac{1}{2}(1+\mathrm{Ad}_{\mathrm{\Phi }^1})_{ab}(e_a)_M^2(e_b)_M^1.$$ Equation (20) is now obtained by subtracting the expression for $`\frac{1}{2}R_{}(e_a)_M^1(e_a)_M^2`$ from that for $`R_{}P`$. ∎ ## 6. Reduction of Hamiltonian quasi-Poisson manifolds If $`(M,P_0)`$ is a Poisson $`G`$-manifold, and $`M_{}`$ the open subset of $`M`$ on which $`G`$ acts freely, the quotient $`M_{}/G`$ carries a unique Poisson structure such that the quotient map is Poisson. If the action is Hamiltonian with moment map $`\mathrm{\Phi }_0:M𝔤^{}`$, then $`\mathrm{\Phi }_0`$ has maximal rank on $`M_{}`$, and for every coadjoint orbit, $`𝒪𝔤^{}`$, $`(\mathrm{\Phi }_0^1(𝒪)M_{})/G`$ is a smooth Poisson submanifold of $`M_{}/G`$. More generally, if $`M_{}`$ denotes the subset where the action is locally free, i.e., the stabilizer groups are finite, $`M_{}/G`$ is a Poisson orbifold and $`(\mathrm{\Phi }_0^1(𝒪)M_{})/G`$ is a Poisson suborbifold of $`M_{}/G`$. The space $`M_𝒪:=\mathrm{\Phi }_0^1(𝒪)/G`$ is called the reduced space. For the orbit of $`0𝔤^{},`$ we also use the notation $`M//G:=\mathrm{\Phi }_0^1(0)/G`$. Similar assertions hold for a quasi-Poisson manifold $`(M,P)`$. First, since $`\varphi _M`$ vanishes on invariant forms, the space $`C^{\mathrm{}}(M,)^G`$ of $`G`$-invariant functions is a Poisson algebra under $`\{,\}`$. Therefore $`M_{}/G`$ is a Poisson manifold in the usual sense. ###### Theorem 6.1 (quasi-Poisson reduction). Let $`(M,P,\mathrm{\Phi })`$ be a Hamiltonian quasi-Poisson manifold. Then $`\mathrm{\Phi }`$ has maximal rank on the subset $`M_{}`$ where the action is locally free. For each conjugacy class $`𝒞G`$, the intersection of $`M_𝒞=\mathrm{\Phi }^1(𝒞)/G`$ with $`M_{}/G`$ (resp., $`M_{}/G`$) is a Poisson submanifold (resp., suborbifold). ###### Proof. Suppose that the action is locally free at the point $`mM`$. To prove that $`\mathrm{\Phi }`$ has maximal rank at $`m`$, we need to show that the equation $`\mathrm{\Phi }^{}(\theta ^R\xi )(m)=0`$ does not admit a non-trivial solution $`\xi 𝔤`$. Let $`\xi 𝔤`$ be any solution of this equation. By equivariance of the moment map, $$0=\mathrm{\Phi }^{}(\theta ^R\xi ),\eta _M(m)=(\mathrm{Ad}_{\mathrm{\Phi }(m)^1}1)\xi \eta $$ for all $`\eta 𝔤`$. Hence, $`\mathrm{Ad}_{\mathrm{\Phi }(m)^1}\xi =\xi `$, and the moment map condition (8) shows that $$0=P_m^{\mathrm{}}(\mathrm{\Phi }^{}(\theta ^R\xi ))=\xi _M(m).$$ Since the action is locally free at $`m`$, this implies $`\xi =0`$. Because $`\mathrm{\Phi }`$ is of maximal rank on $`M_{}`$, $`\mathrm{\Phi }^1(𝒞)M_{}`$ is a smooth submanifold of $`M_{}`$, and $`(\mathrm{\Phi }^1(𝒞)M_{})/G`$ is a smooth suborbifold of $`M_{}/G`$. To show that $`(\mathrm{\Phi }^1(𝒞)M_{})/G`$ is a Poisson suborbifold, we have to show that, for all invariant $`FC^{\mathrm{}}(M,)^G`$, the Hamiltonian vector field $`P^{\mathrm{}}(\text{d}F)`$ is tangent to $`\mathrm{\Phi }^1(𝒞)M_{}`$. In fact, $`P^{\mathrm{}}(\text{d}F)`$ is tangent to all level sets of $`\mathrm{\Phi }`$, because $$(P^{\mathrm{}}(\text{d}F))\mathrm{\Phi }^{}f=(P^{\mathrm{}}(\text{d}\mathrm{\Phi }^{}f))F=0$$ for all functions $`fC^{\mathrm{}}(G,)`$. Here we have used the moment map condition (6) and $`(e_a)_MF=0`$. ∎ For $`𝒞=\{e\}`$ we also write $`M//G:=\mathrm{\Phi }^1(e)/G`$. ###### Example 6.2. Let $`\mathrm{\Sigma }`$ be a compact oriented surface of genus $`h`$ with $`r1`$ boundary components. It is known that the representation variety $`\mathrm{Hom}(\pi _1(\mathrm{\Sigma }),G)/G`$ can be identified with the moduli space of flat $`G`$-connections on the trivial $`G`$-bundle over $`\mathrm{\Sigma }`$. Its smooth part carries a natural Poisson structure , the leaves of which correspond to connections whose holonomies around the boundary circles belong to fixed conjugacy classes in $`G`$. Using the notion of fusion, this Poisson structure can be described as follows. First we observe that $$\mathrm{Hom}(\pi _1(\mathrm{\Sigma }),G)=\{(a_1,\mathrm{},a_{2h},b_1,\mathrm{},b_r)G^{2h+r}\|\underset{j}{}[a_j,a_{j+1}]\underset{k}{}b_k=e\}.$$ Viewing this relation as a moment map condition, we can write $$\mathrm{Hom}(\pi _1(\mathrm{\Sigma }),G)/G=(\underset{h}{\underset{}{𝐃(G)\mathrm{}𝐃(G)}}\underset{r}{\underset{}{G\mathrm{}G}})//G.$$ For any Hamiltonian quasi-Poisson manifold $`(M,P,\mathrm{\Phi })`$, the embedding $`MMG`$ defined by $`m(m,(\mathrm{\Phi }(m))^1)`$ is a $`G`$-equivariant diffeomorphism from $`M`$ onto the identity level set of the moment map for $`MG`$, $`(m,g)M\times G\mathrm{\Phi }(m)gG`$. Thus it induces a bijection from $`M/G`$ to $`(MG)//G`$. It is easily shown that on the smooth part, this bijection is a Poisson diffeomorphism. In particular, the Poisson structure on the representation variety can also be written, $$\mathrm{Hom}(\pi _1(\mathrm{\Sigma }),G)/G=\left(\underset{h}{\underset{}{𝐃(G)\mathrm{}𝐃(G)}}\underset{r1}{\underset{}{G\mathrm{}G}}\right)/G.$$ In Section 10, Example 10.8 we shall explain that this Poisson structure coincides with the canonical Poisson structure on the moduli space of flat connections on $`\mathrm{\Sigma }`$. A similar construction of the Poisson structure on the representation variety using the properties of the solutions of the classical Yang-Baxter equation was developed in . ## 7. Exponentials of Hamiltonian Poisson-manifolds Let $`(M,P_0,\mathrm{\Phi }_0)`$ be a Hamiltonian Poisson $`G`$-manifold. We will show in this section that if $`\mathrm{\Phi }_0`$ takes values in the open subset $`𝔤^{\mathrm{}}𝔤`$ on which the exponential map has maximal rank, then $`P_0`$ can be modified into a quasi-Poisson structure with moment map $`\mathrm{exp}\mathrm{\Phi }_0`$. This construction involves a bivector field on $`𝔤^{\mathrm{}}`$, $$T=\frac{1}{2}T_{ab}e_ae_bC^{\mathrm{}}(𝔤^{\mathrm{}};^2𝔤),$$ where $`T_{ab}(\xi )=(\phi (\mathrm{ad}_\xi ))_{ab}`$, for $`\xi 𝔤^{\mathrm{}}`$, and $`\phi `$ is the meromorphic function of $`s`$, $$\phi (s)=\frac{1}{s}\frac{1}{2}\mathrm{coth}\left(\frac{s}{2}\right)=\frac{s}{12}+\mathrm{O}(s^3).$$ We observe that $`T`$ is well-defined and smooth on $`𝔤^{\mathrm{}}`$, but develops poles on the complement of this set. By a result of Etingof and Varchenko , $`T`$ is a solution of the classical dynamical Yang-Baxter equation, (21) $$\mathrm{Cycl}_{abc}(\frac{T_{ab}}{\xi _c}+T_{ak}f_{kbl}T_{lc})=\frac{1}{4}f_{abc},$$ where $`\mathrm{Cycl}_{abc}`$ denotes the sum over cyclic permutations. It follows from (13) and from the relation $`\frac{1}{2}(\nu (s)+\nu (s))=1s\phi (s)`$ that $`T`$ also satisfies the equation (see ) (22) $$T_{ab}(e_b)_𝔤=\frac{}{\xi _a}\frac{1}{2}\mathrm{exp}^{}(e_a^L+e_a^R),$$ where for a local diffeomorphism $`F:MN`$ and any multivector field $`u`$ on $`N`$ we denote by $`F^{}u`$ the unique multivector field on $`M`$ such that $`F_{}(F^{}u)=u`$. ###### Theorem 7.1. Let $`(M,P_0)`$ be a Hamiltonian Poisson $`G`$-manifold with moment map $`\mathrm{\Phi }_0`$. Suppose that $`\mathrm{\Phi }_0(M)𝔤^{\mathrm{}}`$. Then, $`\mathrm{exp}:𝔤G`$ has maximal rank on the image of $`\mathrm{\Phi }_0`$ and $`P=P_0(\mathrm{\Phi }_0^{}T)_M`$ defines a Hamiltonian quasi-Poisson structure on $`M`$, with moment map $`\mathrm{\Phi }=\mathrm{exp}\mathrm{\Phi }_0`$. ###### Proof. Let $`T_M=(\mathrm{\Phi }_0^{}T)_M.`$ We want to compute $$[P,P]=[P_0,P_0]2[P_0,T_M]+[T_M,T_M].$$ The first term vanishes since $`P_0`$ is a Poisson structure. For any function $`fC^{\mathrm{}}(𝔤,)`$, $`[P_0,\mathrm{\Phi }_0^{}f]=P_0^{\mathrm{}}(\mathrm{\Phi }_0^{}\text{d}f)`$. Using the moment map condition (4) of $`\mathrm{\Phi }_0`$ and the invariance property $`[P_0,(e_a)_M]=0`$ of $`P_0`$, we obtain (23) $$[P_0,T_M]=\frac{1}{2}\mathrm{\Phi }_0^{}\frac{T_{ab}}{\xi _c}(e_a)_M(e_b)_M(e_c)_M.$$ To calculate $`[T_M,T_M]`$ we use the relation $$[(e_a)_M,\mathrm{\Phi }_0^{}T_{kl}]=\mathrm{\Phi }_0^{}(f_{akm}T_{ml}+f_{alm}T_{km}).$$ Taking symmetries into account, we obtain $`[T_M,T_M]={\displaystyle \frac{1}{4}}\mathrm{\Phi }_0^{}(T_{ab}T_{kl})[(e_a)_M(e_b)_M,(e_k)_M(e_l)_M]`$ $`+\mathrm{\Phi }_0^{}T_{ab}[(e_b)_M,\mathrm{\Phi }_0^{}T_{kl}](e_a)_M(e_k)_M(e_l)_M`$ $`=`$ $`\mathrm{\Phi }_0^{}(T_{ab}T_{kl})f_{bkm}(e_a)_M(e_m)_M(e_l)_M+2\mathrm{\Phi }_0^{}(T_{ab}f_{bkm}T_{ml})(e_a)_M(e_k)_M(e_l)_M`$ $`=`$ $`\mathrm{\Phi }_0^{}(T_{ak}f_{kbl}T_{lc})(e_a)_M(e_b)_M(e_c)_M.`$ Together with (23), and using the classical dynamical Yang-Baxter equation (21), this yields $$[P,P]=\mathrm{\Phi }_0^{}\left(\frac{T_{ab}}{\xi _c}+T_{ak}f_{kbl}T_{lc}\right)(e_a)_M(e_b)_M(e_c)_M=\varphi _M.$$ To prove that $`\mathrm{\Phi }=\mathrm{exp}\mathrm{\Phi }_0`$ is a moment map, we use Equation (22). For all functions $`fC^{\mathrm{}}(G)`$, $`T_M^{\mathrm{}}(\text{d}\mathrm{\Phi }^{}f)`$ $`=`$ $`\mathrm{\Phi }_0^{}T_{ab}(e_a)_M(\mathrm{\Phi }_0^{}\mathrm{exp}^{}f)(e_b)_M`$ $`=`$ $`\mathrm{\Phi }_0^{}(T_{ab}(e_a)_𝔤(\mathrm{exp}^{}f))(e_b)_M`$ $`=`$ $`\mathrm{\Phi }_0^{}\left({\displaystyle \frac{}{\xi _a}}(\mathrm{exp}^{}f){\displaystyle \frac{1}{2}}\mathrm{exp}^{}((e_a^L+e_a^R)f)\right)(e_a)_M`$ $`=`$ $`\mathrm{\Phi }_0^{}({\displaystyle \frac{}{\xi _a}}(\mathrm{exp}^{}f))(e_a)_M{\displaystyle \frac{1}{2}}\mathrm{\Phi }^{}((e_a^L+e_a^R)f)(e_a)_M.`$ The moment map property (6) of $`\mathrm{\Phi }`$ follows from this relation together with the moment map map property (4) of $`\mathrm{\Phi }_0`$. ∎ ###### Example 7.2. Let $`P_G`$ be the quasi-Poisson structure on $`G`$ defined by (11). Under the exponential map, it pulls back to a bivector field, $`\mathrm{exp}^{}P_G`$, on $`𝔤^{\mathrm{}}`$. On the other hand, let $`P_{0,𝔤}`$ be the linear Poisson structure on $`𝔤^{}𝔤`$. Then $`\mathrm{exp}^{}P_G=P_{0,𝔤}T_𝔤`$. This follows from Equation (22), together with the expressions (15) for $`P_G`$ and (16) for $`P_{0,𝔤}`$. The process described in Theorem 7.1 can also be reversed. ###### Corollary 7.3. Let $`(M,P,\mathrm{\Phi })`$ be a Hamiltonian quasi-Poisson $`G`$-manifold. Suppose that the image of $`\mathrm{\Phi }`$ is contained in an open subset $`UG`$ on which the exponential map admits a smooth inverse, $`\mathrm{log}:U𝔤`$. Set $`\mathrm{\Phi }_0=\mathrm{log}\mathrm{\Phi }`$, and $`P_0=P+T_M`$. Then $`(M,P_0,\mathrm{\Phi }_0)`$ is a Hamiltonian Poisson $`G`$-manifold in the usual sense. ## 8. Cross-section theorem The Guillemin-Sternberg symplectic cross-section theorem states that for any symplectic $`G`$-manifold with moment map $`\mathrm{\Phi }_0:M𝔤^{}`$, the inverse image $`Y=\mathrm{\Phi }_0^1(U)`$ of a slice $`U𝔤^{}`$ at a given point $`\xi 𝔤^{}`$ is a $`G_\xi `$-invariant symplectic submanifold, with moment map the restriction of $`\mathrm{\Phi }_0`$. Thus, $`Y`$ is a Hamiltonian $`G_\xi `$-manifold, called a symplectic cross-section of $`M`$. In this section we will prove a similar result for the quasi-Poisson case. Given $`gG`$, we denote the stabilizer of $`g`$ with respect to the conjugation action of $`G`$ on itself by $`H=G_g`$. Any sufficiently small connected open neighborhood $`U`$ of $`g`$ in $`H`$ is a slice for this action. That is, the natural map $`G\times _HUG.U`$, $`(g,h)ghg^1`$, is a diffeomorphism onto its image. There is an orthogonal decomposition (24) $$TG\|_U=TU(U\times 𝔥^{}),$$ where $`𝔥=\mathrm{Lie}(H)`$ and the second summand is embedded by means of the vector fields generating the adjoint action. Let $`(M,P,\mathrm{\Phi })`$ be a Hamiltonian quasi-Poisson manifold. By equivariance of $`\mathrm{\Phi }`$, the inverse image $`Y=\mathrm{\Phi }^1(U)`$ is a smooth $`H`$-invariant submanifold of $`M`$, and there is an $`H`$-equivariant splitting of the tangent bundle, (25) $$TM\|_Y=TY(Y\times 𝔥^{}).$$ Dually, (26) $$T^{}M\|_Y=T^{}Y(Y\times (𝔥^{})^{}).$$ ###### Lemma 8.1. The splitting (26) is $`P\|_Y`$-orthogonal, that is, there is a decomposition, $`P\|_Y=P_Y+P_Y^{}`$, where $`P_Y`$ is a bivector field on $`Y`$ and $`P_Y^{}C^{\mathrm{}}(Y;^2𝔥^{})`$. ###### Proof. At $`mYM`$, the fiber $`\{m\}\times (𝔥^{})^{}`$ is the space of covectors $`\alpha =\mathrm{\Phi }^{}(\theta ^R\xi )(m)`$ with $`\xi 𝔥^{}`$. Let $`\xi ^{}=\frac{1}{2}(1+\mathrm{Ad}_{\mathrm{\Phi }(m)^1})\xi 𝔥^{}`$. By the moment map condition (8), it follows that, $$P_m(\alpha ,\beta )=\xi _M^{}(m),\beta =0,$$ for all $`\beta T_m^{}Y`$. ∎ An explicit description of the bivector $`P_Y^{}`$ can be given in terms of the moment map. Define $`rC^{\mathrm{}}(U;^2𝔥^{})`$ as (27) $$r(h)=\frac{1}{2}r_{ab}(h)e_ae_b,$$ where (28) $$r_{ab}(h)=\frac{1}{2}\left(\frac{\mathrm{Ad}_h+1}{\mathrm{Ad}_h1}\|𝔥^{}\right)_{ab}.$$ Since $`\mathrm{\Phi }`$ is a quasi-Poisson map, the description (15) of the quasi-Poisson structure on $`G`$ shows that $`P_Y^{}=\mathrm{\Phi }_Y^{}r`$, where $`\mathrm{\Phi }_Y=\mathrm{\Phi }\|_Y`$. We will need the following property of the tensor field $`r`$. For every vector field $`XC^{\mathrm{}}(U;TG)`$ on $`U`$, let $`X_𝔥`$ be the orthogonal projection of $`X`$ to a vector field tangent to $`U`$, using the splitting (24). Let $`f_{abc}^𝔥`$ be the structure constants of $`𝔥`$, viewed as the components of a skew-symmetric tensor of $`𝔤`$ under the inclusion $`^3𝔥^3𝔤`$ . ###### Lemma 8.2. The tensor field $`r`$ defined by Equation (28) satisfies (29) $$\mathrm{Cycl}_{abc}\left(\frac{1}{2}(e_a^L+e_a^R)_𝔥r_{bc}+r_{ak}f_{kbl}r_{lc}\right)=\frac{1}{4}(f_{abc}f_{abc}^𝔥).$$ This lemma, which is proven in Appendix B, generalizes the result proved by Etingof and Varchenko in (see also ) in the special case where $`H`$ is Abelian, where this equation reduces to the classical dynamical Yang-Baxter equation. ###### Theorem 8.3. For any Hamiltonian quasi-Poisson $`G`$-space $`(M,P,\mathrm{\Phi })`$, and any slice $`U`$ at a given $`gG`$ with stabilizer $`G_g=H`$, the cross-section $`Y=\mathrm{\Phi }^1(U)`$ is a Hamiltonian quasi-Poisson $`H`$-manifold, with bivector field $`P_Y=P\|_YP_Y^{}`$ and moment map $`\mathrm{\Phi }_Y=\mathrm{\Phi }\|_Y`$. Conversely, given a Hamiltonian quasi-Poisson $`H`$-manifold $`(Y,P_Y,\mathrm{\Phi }_Y)`$, let the associated bundle $`G\times _HY`$ be equipped with the unique equivariant map $`\mathrm{\Phi }:G\times _HYG`$ and the unique invariant bivector field $`P`$, such that $`\mathrm{\Phi }`$ restricts to $`\mathrm{\Phi }_Y`$ and $`P`$ to $`P_Y\mathrm{\Phi }_Y^{}r`$. Then $`(G\times _HY,P,\mathrm{\Phi })`$ is a Hamiltonian quasi-Poisson $`G`$-manifold. ###### Proof. Replacing $`M`$ by $`G.Y`$, we may assume that $`M=G\times _HY`$. It is clear that the moment map condition for $`(Y,P_Y,\mathrm{\Phi }_Y)`$ is equivalent to that for $`(M,P,\mathrm{\Phi })`$. We have to show that $`[P,P]=\varphi _M`$ if and only if $`[P_Y,P_Y]=\varphi _Y^𝔥.`$ Let $`\stackrel{~}{P}_Y`$ denote the extension of $`P_Y`$ to a $`G`$-invariant bivector field on $`M`$. Also, let $`\stackrel{~}{r}C^{\mathrm{}}(G.U,^2𝔤)`$ be the $`G`$-invariant extension of $`r`$. By definition, $`P=\stackrel{~}{P}_Y\mathrm{\Phi }^{}\stackrel{~}{r}`$, so what we need to show is that (30) $$([\mathrm{\Phi }^{}\stackrel{~}{r},\mathrm{\Phi }^{}\stackrel{~}{r}]2[\stackrel{~}{P}_Y,\mathrm{\Phi }^{}\stackrel{~}{r}])\|_Y=\varphi _M\|_Y\varphi _Y^𝔥.$$ By a calculation similar to that of the term $`[T_M,T_M]`$ in the proof of Theorem 7.1, $$[\mathrm{\Phi }^{}\stackrel{~}{r},\mathrm{\Phi }^{}\stackrel{~}{r}]=\mathrm{\Phi }^{}(\stackrel{~}{r}_{ak}f_{kbl}\stackrel{~}{r}_{lc})(e_a)_M(e_b)_M(e_c)_M.$$ To compute the term $`[\stackrel{~}{P}_Y,\mathrm{\Phi }^{}\stackrel{~}{r}]`$, first observe that $`[\stackrel{~}{P}_Y,(e_a)_M]=0`$ by $`G`$-invariance of $`\stackrel{~}{P}_Y`$. Using (6), we obtain $$[P_Y,\mathrm{\Phi }_Y^{}r_{bc}]=P_Y^{\mathrm{}}(\text{d}\mathrm{\Phi }_Y^{}r_{bc})=\mathrm{\Phi }^{}\left(\frac{1}{2}(e_a^L+e_a^R)_𝔥r_{bc}\right)(e_a)_Y.$$ Therefore, $$([\mathrm{\Phi }^{}\stackrel{~}{r},\mathrm{\Phi }^{}\stackrel{~}{r}]2[\stackrel{~}{P}_Y,\mathrm{\Phi }^{}\stackrel{~}{r}])\|_Y=\mathrm{\Phi }^{}\left(\frac{1}{2}(e_a^L+e_a^R)_𝔥r_{bc}+r_{ak}f_{kbl}r_{lc}\right)(e_a)_M(e_b)_M(e_c)_M.$$ Together with Lemma 8.2, this proves (30). ∎ Using the construction from Section 7, the cross-section $`Y`$ can be equipped with an ordinary Poisson structure as follows. Since $`g`$ is in the center of $`H=G_g`$, $`\mathrm{\Phi }_Y^{}=g^1\mathrm{\Phi }_Y`$ is also a moment map for $`(Y,P_Y)`$. For $`U`$ small enough, the exponential map for $`𝔥`$ admits an inverse on $`g^1UH`$, $`\mathrm{log}:g^1U𝔥`$. Let $$\mathrm{\Phi }_{0,Y}=\mathrm{log}(g^1\mathrm{\Phi }_Y),$$ and set $`P_{0,Y}=P_Y+T_Y`$. By Corollary 7.3, $`(Y,P_{0,Y},\mathrm{\Phi }_{0,Y})`$ is a Hamiltonian Poisson $`H`$-manifold. ## 9. The generalized foliation of a Hamiltonian quasi-Poisson manifold It is a well-known result of Lie, for the constant rank case, and of Kirillov, for the general case, that for any Poisson-manifold $`(M,P_0)`$, the generalized distribution<sup>2</sup><sup>2</sup>2A (differentiable) generalized distribution on a manifold $`M`$ is a family of subspaces $`𝔇_mT_mM`$, such that for all $`mM`$, there exists a finite number of vector fields $`X_1,\mathrm{},X_kC^{\mathrm{}}(M;TM)`$ taking values in $`𝔇=_{mM}𝔇_m`$ and spanning $`𝔇_m`$ at $`m`$. An in-depth discussion of generalized distributions can be found in Vaisman’s book . $`𝔇_0=\mathrm{im}(P_0^{\mathrm{}})`$ is integrable. In this section we show that every Hamiltonian quasi-Poisson manifold is foliated by non-degenerate quasi-Poisson submanifolds. Given a Hamiltonian quasi-Poisson manifold $`(M,P,\mathrm{\Phi })`$, define a generalized distribution $`𝔇`$ on $`M`$ by $$𝔇_m:=\mathrm{im}(P_m^{\mathrm{}})+T_m(G.m).$$ Because $`G`$ is compact, $`𝔤=\mathrm{im}(1+\mathrm{Ad}_g)\mathrm{ker}(1+\mathrm{Ad}_g)`$, for any $`gG`$. By the moment map condition, the image of $`P_m^{\mathrm{}}`$ always contains all $`\eta _M(m)`$ with $`\eta `$ in the image of the operator $`1+\mathrm{Ad}_{\mathrm{\Phi }(m)}`$ on $`𝔤`$, therefore $`𝔇_m`$ can be re-written $$𝔇_m=\mathrm{im}(P_m^{\mathrm{}})\{\xi _M(m)\|(1+\mathrm{Ad}_{\mathrm{\Phi }(m)})\xi =0\}$$ In particular, if $`mM`$ is such that $`1+\mathrm{Ad}_{\mathrm{\Phi }(m)}`$ is invertible, then $`𝔇_m=\mathrm{im}(P_m^{\mathrm{}})`$. ###### Definition 9.1. A Hamiltonian quasi-Poisson manifold $`(M,P,\mathrm{\Phi })`$ is non-degenerate if $`𝔇_m=T_mM`$ for all $`mM`$. For example, the conjugacy classes $`𝒞`$ of a group $`G`$ are non-degenerate Hamiltonian quasi-Poisson manifolds. The decomposition of $`G`$ into conjugacy classes is a special case of the following: ###### Theorem 9.2. The distribution $`𝔇`$ is integrable, that is, through every point $`mM`$ there passes a unique maximal connected submanifold $`N`$ of $`M`$ such that $`TN=𝔇\|_N`$. Each submanifold $`N`$ is $`G`$-invariant, and the restrictions of $`P`$ and $`\mathrm{\Phi }`$ to $`N`$ define a non-degenerate Hamiltonian quasi-Poisson structure on $`N`$. ###### Proof. We show that $`𝔇`$ is integrable near any given point $`mM`$. Let $`g=\mathrm{\Phi }(m)`$, and $`UH=G_g`$ be an $`H`$-invariant slice through $`g`$, and $`Y=\mathrm{\Phi }^1(U)`$ the corresponding cross-section. Since $`G.Y=G\times _HY`$, it suffices to show that the distribution $`𝔇_Y`$ induced by the quasi-Poisson structure $`P_Y`$ is integrable. However, as explained in the previous section, $`P_Y=P_{0,Y}T_Y`$, where $`P_{0,Y}`$ is an $`H`$-invariant Poisson structure in the usual sense, and $`T_Y`$ is a bivector field taking v alues in the second exterior power of the $`H`$-orbit directions. Moreover, $`P_{0,Y}`$ admits a moment map $`\mathrm{\Phi }_{0,Y}=\mathrm{log}(g^1\mathrm{\Phi }_Y)`$, which implies that the image of $`P_{0,Y}^{\mathrm{}}`$ contains the $`H`$-orbit directions. Hence $`𝔇_Y`$ is equal to the distribution defined by the Poisson-structure $`P_{0,Y}`$, and therefore integrable by the theorem of Lie and Kirillov. ∎ ## 10. Non-degenerate quasi-Poisson manifolds Any non-degenerate bivector field $`P_0`$ on a manifold $`M`$ determines a non-degenerate 2-form $`\omega _0`$ by the condition $`\omega _0^{\mathrm{}}=(P_0^{\mathrm{}})^1`$. It is well-known that under this correspondence, the Poisson condition $`[P_0,P_0]=0`$ is equivalent to the closure of the $`2`$-form $`\omega _0`$. In this section, we extend this correspondence between non-degenerate Poisson manifolds and symplectic manifolds to the “quasi” case. While the role of the non-degenerate Poisson manifolds is played by the non-degenerate Hamiltonian quasi-Poisson $`G`$-manifolds, that of the symplectic manifolds is played by the “quasi-Hamiltonian $`G`$-spaces”, introduced in . First, we recall their definition, which includes the non-degeneracy assumption (c) below. Then, we show that every non-degenerate Hamiltonian quasi-Poisson manifold $`(M,P,\mathrm{\Phi })`$ carries a canonically determined 2-form $`\omega `$ such that $`(M,\omega ,\mathrm{\Phi })`$ is a quasi-Hamiltonian $`G`$-space. Let $`\eta \mathrm{\Omega }^3(G)`$ be the bi-invariant closed 3-form, $$\eta =\frac{1}{12}f_{abc}\theta _a^R\theta _b^R\theta _c^R.$$ ###### Definition 10.1. A quasi-Hamiltonian $`G`$-space is a triple $`(M,\omega ,\mathrm{\Phi })`$ where $`M`$ is a $`G`$-manifold, $`\omega `$ an invariant differential 2-form, and $`\mathrm{\Phi }:MG`$ is an $`\mathrm{Ad}`$-equivariant map, such that 1. $`\text{d}\omega =\mathrm{\Phi }^{}\eta ,`$ 2. $`\iota ((e_a)_M)\omega =\frac{1}{2}\mathrm{\Phi }^{}(\theta _a^L+\theta _a^R),`$ 3. for all $`mM`$, the kernel of $`\omega _m`$ is the space of all $`\xi _M(m)`$ such that $`\xi `$ is in the kernel of $`1+\mathrm{Ad}_{\mathrm{\Phi }(m)}.`$ We will need the following two results that were proved in . First, there is an exponentiation construction. Given a Hamiltonian symplectic $`G`$-manifold $`(M,\omega _0,\mathrm{\Phi }_0)`$ such that $`\mathrm{\Phi }_0(M)`$ is contained in the set $`𝔤^{\mathrm{}}𝔤`$ of regular values of the exponential map, $`\mathrm{exp}`$, one obtains a quasi-Hamiltonian $`G`$-space $`(M,\omega ,\mathrm{\Phi })`$ by setting $`\mathrm{\Phi }=\mathrm{exp}\mathrm{\Phi }_0`$ and $$\omega =\omega _0+\mathrm{\Phi }_0^{}\varpi ,$$ where $`\varpi \mathrm{\Omega }^2(𝔤)`$ is the image of the closed 3-form $`\mathrm{exp}^{}\eta `$ under the homotopy operator $`\mathrm{\Omega }^{}(𝔤)\mathrm{\Omega }^1(𝔤)`$. Secondly, there is a cross-section theorem. Suppose that $`(M,\omega ,\mathrm{\Phi })`$ is a quasi-Hamiltonian $`G`$-space, and that $`UG`$ is a slice at $`gG`$. Then the cross-section $`Y=\mathrm{\Phi }^1(U)`$ with the 2-form $`\omega _Y`$ and the moment map $`\mathrm{\Phi }_Y`$, defined as the pull-backs of $`\omega `$ and $`\mathrm{\Phi }`$, is a quasi-Hamiltonian $`H`$-space, where $`H=G_g`$. The canonical decomposition $`TM\|_Y=TY(Y\times 𝔥^{})`$ is $`\omega `$-orthogonal. Conversely, given a quasi-Hamiltonian $`H`$-space $`(Y,\omega _Y,\mathrm{\Phi }_Y)`$, the associated bundle $`M=G\times _HY`$ carries a unique structure of quasi-Hamiltonian $`G`$-space $`(M,\omega ,\mathrm{\Phi })`$ such that $`\omega `$ and $`\mathrm{\Phi }`$ pull back to $`\omega _Y`$ and $`\mathrm{\Phi }_Y`$. If $`(M,P,\mathrm{\Phi })`$ is a non-degenerate Hamiltonian quasi-Poisson manifold such that $`\mathrm{\Phi }`$ admits a smooth logarithm $`\mathrm{\Phi }_0:M𝔤`$, one can define a 2-form $`\omega `$ on $`M`$ in the following way. The bivector $`P_0=P+(\mathrm{\Phi }_0^{}T)_M`$ is invertible, we denote its inverse by $`\omega _0,`$ and we set $`\omega =\omega _0+\mathrm{\Phi }_0^{}\varpi `$. The following Lemma describes the relation between $`\omega `$ and $`P`$. ###### Lemma 10.2. Let $`(M,P_0,\mathrm{\Phi }_0)`$ be a non-degenerate Hamiltonian Poisson manifold, and let $`\omega _0`$ be the symplectic form corresponding to $`P_0`$. Suppose that $`\mathrm{\Phi }_0(M)`$ is contained in the set of regular values of $`\mathrm{exp}:𝔤G`$, and let $`\mathrm{\Phi }=\mathrm{exp}\mathrm{\Phi }_0`$, $`\omega =\omega _0+\mathrm{\Phi }_0^{}\varpi `$, and $`P=P_0(\mathrm{\Phi }_0^{}T)_M`$. Then (31) $$P^{\mathrm{}}\omega ^{\mathrm{}}=\mathrm{Id}_{TM}\frac{1}{4}(e_a)_M\mathrm{\Phi }^{}(\theta _a^L\theta _a^R).$$ ###### Proof. Given $`mM`$, let $`U`$ be a slice through $`\mathrm{\Phi }_0(m)`$, and let $`Y=\mathrm{\Phi }_0^1(U)`$ be the corresponding cross-section. We first evaluate both sides of (31) on elements of $`T_mY`$, and then on orbit directions. The 2-form $`\mathrm{\Phi }_0^{}\varpi `$ vanishes on $`T_mY`$, and the bivector $`(\mathrm{\Phi }_0^{}T)_M`$ vanishes on $`T_m^{}Y`$. Hence $`P^{\mathrm{}}\omega ^{\mathrm{}}\|_{T_mY}=P_0^{\mathrm{}}\omega _0^{\mathrm{}}\|_{T_mY}=\mathrm{Id}_{T_mY}`$, which agrees with the right-hand side of (31) since $`\mathrm{\Phi }^{}(\theta _a^L\theta _a^R)`$ also vanishes on $`T_mY`$. To complete the proof we evaluate both sides of (31) on orbit directions. The moment map properties of $`P`$ and $`\omega `$ yield $`P^{\mathrm{}}(\omega ^{\mathrm{}}(e_a)_M)`$ $`=`$ $`{\displaystyle \frac{1}{2}}(\mathrm{Ad}_{\mathrm{\Phi }^1}+1)_{ab}P^{\mathrm{}}(\mathrm{\Phi }^{}\theta _b^R)`$ $`=`$ $`{\displaystyle \frac{1}{4}}(\mathrm{Ad}_{\mathrm{\Phi }^1}+1)_{ab}(\mathrm{Ad}_\mathrm{\Phi }+1)_{bc}(e_c)_M`$ $`=`$ $`{\displaystyle \frac{1}{4}}(2+\mathrm{Ad}_{\mathrm{\Phi }^1}+\mathrm{Ad}_\mathrm{\Phi })_{ab}(e_b)_M,`$ and the same result is obtained by applying the right-hand side of (31) to $`(e_a)_M`$. ∎ Generalizing the Lemma, we can state the main result of this section: ###### Theorem 10.3. Every non-degenerate Hamiltonian quasi-Poisson manifold $`(M,P,\mathrm{\Phi })`$ carries a unique 2-form $`\omega `$ such that $`(M,\omega ,\mathrm{\Phi })`$ is a quasi-Hamiltonian $`G`$-space, and such that $`\omega `$ and $`P`$ satisfy Equation (31). Conversely, on every quasi-Hamiltonian $`G`$-space $`(M,\omega ,\mathrm{\Phi })`$ there is a unique bivector field $`P`$ such that $`(M,P,\mathrm{\Phi })`$ is a non-degenerate Hamiltonian quasi-Poisson $`G`$-manifold, and Equation (31) is satisfied. ###### Proof. Given $`(M,P,\mathrm{\Phi })`$, let $`Y`$ be a cross-section at $`m`$, as in the proof of Lemma 10.2, and let $`g=\mathrm{\Phi }(m)`$. Thus $`(Y,P_Y,\mathrm{\Phi }_Y)`$ is a non-degenerate Hamiltonian quasi-Poisson $`H`$-manifold that corresponds to a quasi-Hamiltonian $`H`$-space, $`(Y,\omega _Y,\mathrm{\Phi }_Y)`$. Let $`\omega `$ be the unique 2-form on $`G.YM`$ such that $`(G.Y,\omega ,\mathrm{\Phi })`$ is a quasi-Hamiltonian $`G`$-space, and $`\omega _Y`$ is the pull-back of $`\omega `$. We have to show that $`\omega `$ satisfies Equation (31). For orbit directions, this follows from the moment map conditions (see the proof of Lemma 10.2), while, for directions tangent to $`Y`$, it follows by applying the Lemma to $`(Y,P_Y,g^1\mathrm{\Phi }_Y)`$. Uniqueness is clear since the equation, (32) $$\omega ^{\mathrm{}}P^{\mathrm{}}=\mathrm{Id}_{T^{}M}\frac{1}{4}\mathrm{\Phi }^{}(\theta _a^L\theta _a^R)(e_a)_M,$$ the transpose of (31), defines $`\omega ^{\mathrm{}}`$ on the image of $`P^{\mathrm{}}`$, while the moment map condition determines $`\omega ^{\mathrm{}}`$ on orbit directions. The converse is proved similarly, using the cross-section theorem for Hamiltonian quasi-Poisson manifolds. ∎ By Theorem 10.3, all the constructions and examples for quasi-Hamiltonian $`G`$-spaces given in can be translated into the quasi-Poisson picture. ###### Example 10.4. Let $`𝒞G`$ be the conjugacy class of a point $`g`$. By Proposition 3.4, there exists a unique bivector $`P`$ on $`𝒞`$ such that $`(𝒞,P,\mathrm{\Phi })`$, with $`\mathrm{\Phi }:𝒞G`$ the embedding, is a Hamiltonian quasi-Poisson space. Similarly, by Proposition 3.1 of , there exists a unique 2-form $`\omega `$ on $`𝒞`$ such that $`(𝒞,\omega ,\mathrm{\Phi })`$ is a quasi-Hamiltonian space. Theorem 10.3 implies that the bivector $`P`$ and the 2-form $`\omega `$ are related by Equation (31). ###### Example 10.5. Let $`D(G)=G\times G`$ with bivector $`P`$ given by formula (18), and with the 2-form $`\omega `$ defined in Section 3.2 of , $$\omega =\frac{1}{2}(\theta _a^{1,L}\theta _a^{2,R}+\theta _a^{1,R}\theta _a^{2,L}).$$ Both the left- and the right-hand sides of (32) yield the same expression, $`\mathrm{Id}_{TD(G)}`$ $``$ $`{\displaystyle \frac{1}{4}}((\mathrm{Ad}_{a_2})_{ab}e_a^{1,L}\theta _b^{1,R}(\mathrm{Ad}_{a_2^1})_{ab}e_a^{1,R}\theta _b^{1,L}`$ $``$ $`(\mathrm{Ad}_{a_1})_{ab}e_a^{2,L}\theta _b^{2,R}(\mathrm{Ad}_{a_1^1})_{ab}e_a^{2,R}\theta _b^{2,L}).`$ Thus, the quasi-Poisson and quasi-Hamiltonian definitions of $`D(G)`$ agree. In both the quasi-Poisson and the quasi-Hamiltonian settings there is a notion of reduction. We show that these notions agree as well. ###### Proposition 10.6. Let $`(M,P,\mathrm{\Phi })`$ be a non-degenerate quasi-Poisson manifold and let $`\omega `$ be the corresponding 2-form on $`M`$. Then, for any conjugacy class $`𝒞G`$, the intersection of the reduced space $`M_𝒞`$ with $`M_{}/G`$ carries a Poisson bivector $`P^𝒞`$ induced by $`P`$ and a symplectic form $`\omega ^𝒞`$ induced by $`\omega `$, such that $`(P^𝒞)^{\mathrm{}}(\omega ^𝒞)^{\mathrm{}}=\mathrm{Id}`$. ###### Proof. Choose $`g𝒞`$ and a slice $`U`$ containing $`g`$ and let $`Y=\mathrm{\Phi }^1(U)`$ be the cross-section. We observe that in both the quasi-Poisson and the quasi-Hamiltonian settings, the reduction of $`M`$ at $`𝒞`$ is canonically isomorphic to the reduction of $`Y`$ at the group unit of $`H=G_g`$. The cross-section $`Y`$ carries the Poisson bivector $`P_{0,Y}`$ and the symplectic form $`\omega _{0,Y}`$. According to Lemma 10.2, $`(P_{0,Y})^{\mathrm{}}(\omega _{0,Y})^{\mathrm{}}=\mathrm{Id}_{TY}`$. Hence, the same relation holds for the reduced space. ∎ Next, we will show that the fusion operation for quasi-Hamiltonian $`G`$-spaces given in coincides with the fusion operation for quasi-Poisson spaces. Let $`(M,\omega ,(\mathrm{\Phi }_1,\mathrm{\Phi }_2))`$ be a quasi-Hamiltonian $`G\times G`$-space, and let $`(M,P,(\mathrm{\Phi }_1,\mathrm{\Phi }_2))`$ be the corresponding Hamiltonian quasi-Poisson $`G\times G`$-space. By \[2, Theorem 6.1\], the space $`M`$ with the diagonal $`G`$-action, the pointwise product of the moment map components $`\mathrm{\Phi }=\mathrm{\Phi }_1\mathrm{\Phi }_2`$, and the fusion 2-form $$\omega _{fus}=\omega \frac{1}{2}\mathrm{\Phi }_1^{}\theta _a^L\mathrm{\Phi }_2^{}\theta _a^R,$$ is a quasi-Hamiltonian $`G`$-space. On the other hand, Proposition 5.1 yields a bivector field $`P_{fus}=P\psi _M,`$ which, together with the diagonal $`G`$-action and the moment map $`\mathrm{\Phi }_1\mathrm{\Phi }_2`$, defines the structure of a Hamiltonian quasi-Poisson $`G`$-manifold on $`M`$. The following proposition asserts that, as expected, $`\omega _{fus}`$ corresponds to $`P_{fus}`$ under the equivalence established in Theorem 10.3. ###### Proposition 10.7. The bundle maps $`P_{fus}^{\mathrm{}}:T^{}MTM`$ and $`\omega _{fus}^{\mathrm{}}:TMT^{}M`$ are related by (33) $$P_{fus}^{\mathrm{}}\omega _{fus}^{\mathrm{}}=\mathrm{Id}_{TM}\frac{1}{4}(e_a)_M\mathrm{\Phi }^{}(\theta _a^L\theta _a^R),$$ where $`(e_a)_M=(e_a)_M^1+(e_a)_M^2`$ are the vector fields generating the diagonal $`G`$-action on $`M`$. ###### Proof. We have to compute $$P_{fus}^{\mathrm{}}\omega _{fus}^{\mathrm{}}=\left(P\frac{1}{2}(e_a)_M^1(e_a)_M^2\right)^{\mathrm{}}\left(\omega \frac{1}{2}\mathrm{\Phi }_1^{}\theta _a^L\mathrm{\Phi }_2^{}\theta _a^R\right)^{\mathrm{}}.$$ We compute the four terms in the expansion of the right-hand side. By Theorem 10.3, the first term is $$P^{\mathrm{}}\omega ^{\mathrm{}}=\mathrm{Id}_{TM}\frac{1}{4}(e_a)_M^1\mathrm{\Phi }_1^{}(\theta _a^L\theta _a^R)\frac{1}{4}(e_a)_M^2\mathrm{\Phi }_2^{}(\theta _a^L\theta _a^R).$$ Next, using $`\iota ((e_a)_M^i)\omega =\frac{1}{2}\mathrm{\Phi }_i^{}(\theta _a^L+\theta _a^R),i=1,2,`$ we find that $$\frac{1}{2}\left((e_a)_M^1(e_a)_M^2\right)^{\mathrm{}}\omega ^{\mathrm{}}=\frac{1}{4}(e_a)_M^1\mathrm{\Phi }_2^{}(\theta _a^L+\theta _a^R)\frac{1}{4}(e_a)_M^2\mathrm{\Phi }_1^{}(\theta _a^L+\theta _a^R).$$ From $`P^{\mathrm{}}(\mathrm{\Phi }_i^{}\theta _a^L)=\frac{1}{2}(1+\mathrm{Ad}_{\mathrm{\Phi }_i})_{ab}(e_b)_M^i,i=1,2,`$ we obtain $$\frac{1}{2}P^{\mathrm{}}\left(\mathrm{\Phi }_1^{}\theta _a^L\mathrm{\Phi }_2^{}\theta _a^R\right)^{\mathrm{}}=\frac{1}{4}(1+\mathrm{Ad}_{\mathrm{\Phi }_2^1})_{ab}(e_a)_M^2\mathrm{\Phi }_1^{}\theta _b^L\frac{1}{4}(1+\mathrm{Ad}_{\mathrm{\Phi }_1})_{ab}(e_a)_M^1\mathrm{\Phi }_2^{}\theta _b^R.$$ Finally, $`{\displaystyle \frac{1}{4}}((e_a)_M^1(e_a)_M^2)^{\mathrm{}}`$ $``$ $`(\mathrm{\Phi }_1^{}\theta _b^L\mathrm{\Phi }_2^{}\theta _b^R)^{\mathrm{}}`$ $`=`$ $`{\displaystyle \frac{1}{4}}(e_a)_M^1(1\mathrm{Ad}_{\mathrm{\Phi }_2^1})_{ab}\mathrm{\Phi }_1^{}\theta _b^L+{\displaystyle \frac{1}{4}}(e_a)_M^2(\mathrm{Ad}_{\mathrm{\Phi }_1}1)_{ab}\mathrm{\Phi }_2^{}\theta _b^R.`$ Putting everything together, we get $`P_{fus}^{\mathrm{}}\omega _{fus}^{\mathrm{}}`$ $`=`$ $`\mathrm{Id}_{TM}{\displaystyle \frac{1}{4}}(e_a)_M(\mathrm{\Phi }_2^{}\theta _a^L+(\mathrm{Ad}_{\mathrm{\Phi }_2^1})_{ab}\mathrm{\Phi }_1^{}\theta _b^L\mathrm{\Phi }_1^{}\theta _a^R(\mathrm{Ad}_{\mathrm{\Phi }_1})_{ab}\mathrm{\Phi }_2^{}\theta _b^R)`$ $`=`$ $`\mathrm{Id}_{TM}{\displaystyle \frac{1}{4}}(e_a)_M(\mathrm{\Phi }_1\mathrm{\Phi }_2)^{}(\theta _a^L\theta _a^R),`$ as required. ∎ ###### Example 10.8. Consider $$M=\underset{h}{\underset{}{𝐃(G)\mathrm{}𝐃(G)}}𝒞_1\mathrm{}𝒞_r,$$ where $`𝒞_1,\mathrm{},𝒞_r`$ are conjugacy classes in $`G`$. This space can be viewed either as a quasi-Hamiltonian space (see Section 9 of ), or as a quasi-Poisson manifold (see Section 6). Proposition 10.7 together with Examples 10.4 and 10.5 show that these two structures agree in the sense of Theorem 10.3. According to Theorem 9.3 of , the reductions of $`M`$ are isomorphic to the moduli spaces of flat connections with the Atiyah-Bott symplectic form. Proposition 10.6 implies that the quasi-Poisson reduction yields the Poisson bivector inverse to the canonical symplectic form. ## Appendix A The formal Poisson structure of $`L𝔤^{}`$ In this appendix, we show that the quasi-Poisson structure $`P_G`$ on $`G`$ defined by Equation (11) can be viewed as a quotient of a formal Poisson structure on $`L𝔤^{}`$, the dual of the loop algebra $`L𝔤`$ of $`𝔤`$. Let $`LG`$ be the loop group of $`G`$, let $`\widehat{LG}`$ be its central extension, and let $`\widehat{L𝔤}^{}`$ be the dual of the Lie algebra $`\widehat{L𝔤}`$ of $`\widehat{LG}`$. We let $`L𝔤^{}`$ be the hyperplane at level 1 in $`\widehat{L𝔤}^{}`$, equipped with the affine $`LG`$-action and the formal linear Poisson bivector obtained by restriction from those on $`\widehat{L𝔤}^{}`$. The action of the based loop group $`\mathrm{\Omega }GLG`$ on $`L𝔤^{}`$ is free, with quotient $`L𝔤^{}/\mathrm{\Omega }G=G`$. We shall show that, under the quotient map, the formal Poisson structure on $`L𝔤^{}`$ projects to the bivector (11) on $`G`$. In the finite-dimensional case, the restriction of the linear Poisson structure $`P_{0,𝔤^{}}`$ of $`𝔤^{}`$ to the Lie algebra $`𝔱`$ of a maximal torus $`TG`$ can be written in terms of the corresponding root space decomposition. Let $``$ be the set of roots of the complexified Lie algebra $`𝔤^{}`$, and for any $`\alpha `$, let $`e_\alpha `$ be a root vector of unit length, such that $`e_\alpha `$ is the complex conjugate of $`e_\alpha `$ and $`e_\alpha ,e_\alpha =1`$, where $`,`$ is the Killing form. Then, if $`\mu 𝔱`$ with $`\alpha ,\mu 0`$ for all roots $`\alpha `$, the value of $`P_{0,𝔤^{}}`$ at $`\mu `$ is $$P_{0,𝔤^{}}=\underset{\alpha _+}{}\frac{1}{2\pi i\alpha ,\mu }(e_\alpha )_𝔤^{}(e_\alpha )_𝔤^{}.$$ In the case of loop algebras, for any $`\xi 𝔤^{}`$ and $`k`$, we denote by $`\xi [k]L𝔤^{}`$ the loop defined by $$\xi [k](e^{2\pi is})=e^{2\pi iks}\xi .$$ Then the root vectors for $`\widehat{L𝔤}`$ are all $`e_\alpha [k]`$, with corresponding affine roots $`(\alpha ,k)`$, together with vectors $`h_j[k]`$ for $`k0`$, with affine roots $`(0,k)`$, where $`(h_j)`$ is an orthonormal basis for $`𝔱`$. From the identification of $`L𝔤^{}`$ with the hyperplane at level $`1`$ in $`\widehat{L𝔤}^{}`$, we obtain the following formal expression for the Poisson structure on $`L𝔤^{}`$ at a constant loop $`\mu 𝔱L𝔤^{}`$ with $`\alpha ,\mu `$, for all roots $`\alpha `$, $`P_{0,L𝔤^{}}`$ $`=`$ $`{\displaystyle \underset{\alpha _+}{}}{\displaystyle \underset{k}{}}{\displaystyle \frac{1}{2\pi i(\alpha ,\mu +k)}}(e_\alpha [k])_{L𝔤^{}}(e_\alpha [k])_{L𝔤^{}}`$ $`+`$ $`{\displaystyle \underset{j}{}}{\displaystyle \underset{k>0}{}}{\displaystyle \frac{1}{2\pi ik}}(h_j[k])_{L𝔤^{}}(h_j[k])_{L𝔤^{}}.`$ In a finite-dimensional manifold, any Poisson structure which is invariant under a free group action reduces to a Poisson structure on the quotient. Formally, we can carry out this calculation for the free action of $`\mathrm{\Omega }G`$ on $`L𝔤^{}`$. The quotient map takes a constant loop $`\mu 𝔱L𝔤^{}`$ to the element $`\mathrm{exp}\mu TG`$, and the corresponding tangent map takes the value of $`(\xi [k])_{L𝔤^{}}`$ at $`\mu `$ to the value of $`\xi _G`$ at $`\mathrm{exp}\mu `$. Applying the tangent of the quotient map to the Poisson bivector of $`L𝔤^{}`$, we obtain $$\underset{\alpha _+}{}\underset{k}{}\frac{1}{2\pi i(\alpha ,\mu +k)}(e_\alpha )_G(e_\alpha )_G.$$ Using the formula $$\underset{N\mathrm{}}{lim}\underset{\|k\|N}{}\frac{1}{2\pi (x+k)}=\frac{1}{2}\mathrm{cot}(\pi x)$$ for $`x`$, we obtain $$\frac{1}{2i}\underset{\alpha _+}{}\mathrm{cot}(\pi \alpha ,\mu )(e_\alpha )_G(e_\alpha )_G,$$ which coincides with the bivector $`P_G`$ defined by Equation (11) (see Equation (15)). An alternative procedure for projecting the bivector of $`L𝔤^{}`$ to $`G`$ was considered in . ## Appendix B A generalized dynamical $`r`$-matrix Let $`r^{𝔤/𝔥}C^{\mathrm{}}(U,^2𝔥^{})`$ denote the $`r`$-matrix defined by Equation (28). We shall now prove Lemma 8.2. Let $`TH`$ be a maximal torus, and on $`TU`$ define $$r^{𝔤/𝔱}(h)=\frac{1}{2}\left(\frac{\mathrm{Ad}_h+1}{\mathrm{Ad}_h1}\|𝔱^{}\right)_{ab}e_ae_b$$ and $$r^{𝔥/𝔱}(h)=\frac{1}{2}\left(\frac{\mathrm{Ad}_h+1}{\mathrm{Ad}_h1}\|𝔥𝔱^{}\right)_{ab}e_ae_b.$$ Then $`r^{𝔤/𝔥}\|_{TU}=r^{𝔤/𝔱}r^{𝔥/𝔱}`$. Our starting point will be the classical dynamical Yang-Baxter equations satisfied by $`r^{𝔤/𝔱}`$ and $`r^{𝔥/𝔱}`$ (see , Lemma A.5): $$\mathrm{Cycl}_{abc}\left(\frac{1}{2}(e_a^L+e_a^R)_𝔱r_{bc}^{𝔤/𝔱}+r_{ak}^{𝔤/𝔱}f_{kbl}r_{lc}^{𝔤/𝔱}\right)=\frac{1}{4}f_{abc}$$ and $$\mathrm{Cycl}_{abc}\left(\frac{1}{2}(e_a^L+e_a^R)_𝔱r_{bc}^{𝔥/𝔱}+r_{ak}^{𝔥/𝔱}f_{kbl}^𝔥r_{lc}^{𝔥/𝔱}\right)=\frac{1}{4}f_{abc}^𝔥.$$ Using the fact that $`r_{ak}^{𝔥/𝔱}f_{kbl}^𝔥r_{lc}^{𝔥/𝔱}=r_{ak}^{𝔥/𝔱}f_{kbl}r_{lc}^{𝔥/𝔱}`$, upon subtracting the second equation from the first, we obtain (34) $$\mathrm{Cycl}_{abc}\left(\frac{1}{2}(e_a^L+e_a^R)_𝔱r_{bc}^{𝔤/𝔥}+r_{ak}^{𝔤/𝔥}f_{kbl}r_{lc}^{𝔤/𝔥}+2r_{ak}^{𝔥/𝔱}f_{kbl}r_{lc}^{𝔤/𝔥}\right)=\frac{1}{4}(f_{abc}f_{abc}^𝔥).$$ To prove the Lemma, we need to evaluate $`\mathrm{Cycl}_{abc}\left(\frac{1}{2}(e_a^L+e_a^R)_{𝔥/𝔱}r_{bc}^{𝔤/𝔥}\right)`$, where the subscript $`𝔥/𝔱`$ denotes the projection of the vector field along $`TU`$ onto the normal bundle of $`TU`$ in $`U`$ which is isomorphic to $`(TU)\times (𝔱^{}𝔥)`$. This projection can be expressed in terms of $`r`$ itself and the vector fields generating the $`G`$-action as $$\frac{1}{2}(e_a^L+e_a^R)_{𝔥/𝔱}=r_{ak}^{𝔥/𝔱}(e_k)_G.$$ By the $`H`$-invariance of $`r^{𝔤/𝔥}`$, this relation shows that (35) $$\mathrm{Cycl}_{abc}\left(\frac{1}{2}(e_a^L+e_a^R)_{𝔥/𝔱}r_{bc}^{𝔤/𝔥}2r_{ak}^{𝔥/𝔱}f_{kbl}r_{lc}^{𝔤/𝔥}\right)=0.$$ Adding Equation (34) to (35), we obtain Equation (29), proving the Lemma.
warning/0006/nucl-ex0006007.html	ar5iv	text	# Direct Photon Production in 158 A GeV 208Pb+208Pb Collisions ## I INTRODUCTION A major current goal of the field of nuclear physics is the experimental confirmation of the existence of a new phase of strongly interacting matter, the quark gluon plasma (QGP) , which is predicted to exist according to lattice calculations of quantum chromodynamics. Enhanced production of strange hadrons, photons, and dileptons, and suppression of $`J/\psi `$ mesons are some of the proposed consequences of QGP formation. Both $`J/\psi `$ suppression and strangeness enhancement have been observed in relativistic heavy-ion collisions with strongly enhanced nuclear effects. While these observations naturally lead to the conclusion that the initial phase of the collision consisted of a hot and dense system with strong rescattering, which may be explained by the assumption of QGP formation, the direct experimental detection of QGP through observation of direct emission of real or virtual photons from the quark matter remains to be attained. Historically, photons and lepton-pairs were the probes first suggested to use to search for evidence of quark-gluon plasma formation in ultrarelativistic heavy ion collisions. During the collision, real photons are produced mainly by scattering amongst the electrically charged objects while virtual (i.e. massive) photons, which later decay into pairs of oppositely charged leptons, or dileptons, are produced mainly by particle-antiparticle annihilations. Once produced, the real and virtual photons will interact with the surrounding hot dense matter through the electromagnetic interaction only. The resulting small interaction cross section implies a long mean free path in the dense matter with the consequence that the photons are likely to escape unscathed once produced. As a result, real and virtual photons carry information about the conditions of the matter from which they were produced throughout the entire history of the heavy ion collision, including especially the initial hot dense phase. Therefore, if the initial phase includes a quark-gluon plasma which radiates real and virtual photons differently than would dense hadronic matter this difference may be apparent in the photon and dilepton spectra observed by the experimentalist. This is in contrast to hadrons which, due to their extremely short mean free path in the hot dense matter, are unlikely to escape until the system has cooled and expanded to the low temperature and low density freezeout stage. As a result, quark-gluon plasma formation during the initial stage of the collision will make its presence evident via hadronic probes only if it alters the macroscopic features of the system, such as its strangeness content or collective flow, in a way which is different from dense hadronic matter and if these altered features are preserved until the time of freezeout. Thus the electromagnetic and hadronic probes provide complementary information. Since the real and virtual photon emission rate is greatest in hot dense matter the electromagnetic probes should carry information mostly about the dynamics (or thermodynamics) of the initial phase of the collision, while hadronic probes carry information dominantly about the late stage of the collision. Originally, Feinberg and Shuryak suggested that thermal emission might be an important process in hadron-induced and even lepton-induced reactions when a large multiplicity of particles are produced in the final state. In particular they pointed out that rescattering amongst the produced particles in local thermal equilibrium during the later stages of the interaction would give rise to real and virtual photon emission. (Bjorken and Weisberg made similar suggestions at that time about the possible importance of rescattering ). Such a mechanism could explain the, at that time, puzzling excess dilepton yield observed at intermediate dilepton masses, $`M5`$ GeV/c<sup>2</sup> . Feinberg speculated upon the nature of the hot prematter remaining after the interaction and suggested that it may even be gluonic matter with embedded quarks. Shuryak went on to assume formation of such a quark-gluon plasma in order to calculate the emission rates by perturbative QCD methods. While it remains unknown whether quark-gluon plasma may be produced in hadron-induced reactions, it was suggested shortly afterwards that relativistic collisions of heavy ions provide conditions likely to result in the production of quark-gluon plasma. Initially it was suggested that such a plasma might occur at incident laboratory energies as low as a few GeV per nucleon due to compression of the colliding nuclei and the resulting high baryon density. Another estimate based on extrapolations of known properties of NN and NA collisions at energies of $`E_{cm}30`$ GeV suggested that the fragmentation regions of AA collisions were likely to result in quark-gluon plasma formation . Later calculations solving the relativistic hydrodynamic equations indicated that the highest energy densities would instead occur in the mid-rapidity region with energy densities considered sufficient for QGP formation at incident energies of around 400 GeV per nucleon . Almost concurrent with the suggestions to use relativistic heavy ions as a means to produce the QGP in the laboratory were suggestions to use dilepton or photon measurements to diagnose whether QGP has been formed. First estimates considering only the lowest order elementary processes and thermal parton distributions concluded that the thermal dilepton emission rate from the QGP should exceed that from a hadronic gas in the mass region below the $`\rho `$ , and that real and virtual photons should provide accurate information on the temperature of the plasma . A simple counting estimate indicated an expected photon enhancement relative to the number of pions in the case of QGP formation . First calculations which performed the space-time integration of the lowest order production rates by solving the relativistic hydrodynamic equations confirmed that the dilepton yield in the mass region below the $`\rho `$ was sensitive to the initial temperature of the QGP and to the critical temperature. Alternatively, it was suggested that the ratio of the simultaneously observed photon and dilepton pair yield might provide a signal which was sensitive to QGP formation while being insensitive to the details of the collision dynamics . While these initial estimates indicated that photons and dileptons should be useful probes to diagnose the presence of QGP, the rate estimates themselves were suspect since lowest order perturbative calculations had been applied at energies, or temperatures, similar to $`\mathrm{\Lambda }_{QCD}`$, the QCD scale factor. The dilepton and photon rate estimates were put on firmer ground when McLerran and Toimela , following the suggestion by Feinberg that the photon and dilepton rates could be determined from the expectation value of the electromagnetic current correlation function, demonstrated that for each order the emission rates had an invariant form with thermal structure functions entering in a manner exactly analogous to the usual structure functions for finding a quark or gluon in a hadron. Also, it was observed that terms which contribute to the dilepton or photon emission which are problematic at the basic diagram level, are regularized in the QGP. For example, dilepton emission from quark-antiquark annihilation is infrared divergent in the limit of zero mass gluons while in the plasma gluons propagate as plasma oscillations with a plasmon mass which provides a cutoff to eliminate the divergences for small gluon momenta . Later, using the resummation techniques of Braaten and Pisarski , Kapusta et al. demonstrated that the photon emission rates of quark gluon matter and hadronic matter were very similar. As a consequence, it could be concluded that while photon emission was not per se a signature of quark gluon matter, detection of the emitted photons could provide a good measurement of the temperature of the hot and dense matter. Recently, the situation has changed again with the demonstration by Aurenche et al. that the contribution to the photon emission rate from two-loop diagrams are significantly larger than the lowest order contributions of the Compton ($`q(\overline{q})gq(\overline{q})\gamma `$) and annihilation ($`q\overline{q}g\gamma `$) processes which were previously thought to dominate the photon emission rate from the quark matter. The two-loop diagrams were shown to give a large bremsstrahlung ($`qq(g)qq(g)\gamma `$) contribution and a contribution from a previously neglected process of $`q\overline{q}`$ annihilation accompanied by q(g) rescattering. This annihilation with rescattering process is found to dominate the photon emission rate of the quark matter at large transverse momenta. Inclusion of these rates in hydrodynamic model calculations of heavy-ion collisions has recently shown that photon yield from the quark matter may be significantly larger than the photon yield from the hadronic matter . The direct photons may therefore dominantly carry information about the quark gluon plasma. A large body of data on prompt photon emission exists for proton-induced reactions on targets of protons, anti-protons, and light nuclei . The prompt photon measurements have provided important input on gluon structure functions . It is now possible to perform complete and fully consistent next-to-leading order (NLO) QCD calculations of the prompt photon cross sections. In general, the prompt photon data can be well described from fixed target energies up to Tevatron energies which provides an important foundation for the intrepretation of direct photon production in nucleus-nucleus collisions. In the past, discrepancies with calculation have sometimes been attributed to effects of intrinsic $`k_T`$ smearing arising from higher order contributions such as soft-gluon emissions . While the evidence for intrinsic $`k_T`$ effects remains under debate , the observed trend of an underestimated prompt photon yield at low transverse momentum and low incident energy is suggestive of an intrinsic $`k_T`$ effect . A thorough understanding of the source of this discrepancy will be important in the search for thermal direct photons at low transverse momentum in nucleus-nucleus collisions at the presently available low incident energies. First attempts to observe direct photon production in ultrarelativistic heavy-ion collisions with oxygen and sulphur beams found no significant excess . The WA80 collaboration provided the most interesting result with a $`p_T`$ dependent upper limit on the direct photon production in S+Au collisions at 200$`A`$GeV. This result was subsequently used by several authors to rule out a simple version of the hadron gas scenario and to establish an upper limit on the initial temperature of $`T_i=250\mathrm{MeV}`$ . In this paper, the first observation of direct photons from ultrarelativistic heavy-ion collisions is reported for central 158 A GeV <sup>208</sup>Pb+<sup>208</sup>Pb collisons. The implications of the result are discussed. The organization of the paper is as follows: A description of the WA98 experimental setup including the event selection and photon spectrometer are presented in the next section. A general description of the WA98 direct photon analysis method is given in Sec. III. The details of the data analysis including a presentation of the various corrections and their associated errors for extraction of the inclusive photon, $`\pi ^0`$, and $`\eta `$ yields is given in Sec. IV. The final inclusive photon, $`\pi ^0`$, and $`\eta `$ distributions are presented in Sec. V. The direct photon result is also presented in Sec. V and the results are compared to calculation and discussed. A summary and conclusion is given in Sec. VI. ## II WA98 EXPERIMENTAL SETUP The CERN experiment WA98 is a general-purpose apparatus which consists of large acceptance photon and hadron spectrometers together with several other large acceptance devices which allow to measure various global variables on an event-by-event basis. The experiment took data with the 158 A GeV <sup>208</sup>Pb beams from the SPS in 1994, 1995, and 1996. The results presented here were obtained from analysis of the 1995 and 1996 data sets. The layout of the WA98 experiment as it existed during the final WA98 run period in 1996 is shown in Fig. 1. ### A Detector Subsytems Each 158 A GeV <sup>208</sup>Pb beam particle is qualified in a series of trigger counters located upstream of the target. The <sup>208</sup>Pb target is mounted in a thin target wheel at the center of a 20 cm diameter spherical thin-walled aluminum vacuum chamber located within the Plastic Ball detector. The target wheel has 5 target positions, one of which was empty for non-target background measurements. The Plastic Ball detector consists of 655 modules which provide energy measurement and particle identification of charged pions and light particles by $`\mathrm{\Delta }EE`$ measurement . The Plastic Ball detector provides particle measurement over the interval $`1.7<\eta <1.3`$. Each module comprises a slow 4 mm thick CaF<sub>2</sub> $`\mathrm{\Delta }E`$ scintillator followed by a fast plastic scintillator readout by a common photomultiplier. The signals from the photomultipliers of the two forward-most rings of Plastic Ball modules, subtending the angular region from $`30^{}`$ to $`50^{}`$, are split and a portion of the signals are analog summed to provide an online energy signal for trigger purposes. This signal is used to suppress interactions downstream of the target. The target vacuum chamber is extended downstream in a $`30^{}`$ conical vacuum chamber which contains the Silicon Drift Detector (SDD) and the Silicon Pad Multiplicity Detector (SPMD) , each consisting of 300 $`\mu `$m thick silicon wafers. The SDD and SPMD are located 12.5 cm and 30 cm downstream from the target, respectively. These detectors provide charged particle multiplicity measurement over the intervals of $`2.5<\eta <3.75`$ and $`2.3<\eta <3.75`$, respectively. Charged particle momentum measurement and particle identification is accomplished using two tracking spectrometer arms. The momentum measurement is accomplished by magnetic analysis in a large (1.6 m) aperture dipole magnet called GOLIATH which provides 1.6 Tm bending power. Both tracking spectrometers use straight-line tracking outside the magnetic field. Particle identification is obtained using time-of-flight measured with scintillator slat detectors in each tracking arm. In the normal magnetic field configuration the negative tracks are deflected to the right, looking downstream, into the first tracking arm. The first tracking arm consists of six planes of multi-step avalanche chambers . The active area of the first tracking chamber is $`1.2\times 0.8`$ m<sup>2</sup> while that of the other five chambers is $`1.6\times 1.2`$ m<sup>2</sup>. The chambers produce UV photons by means of a photoemissive vapor which are then converted to visible light via wavelength shifter plates. On exiting the chamber, the visible light is reflected $`45^{}`$ by thin-foil mirrors to CCD cameras equipped with two-stages of image intensifiers. Each CCD pixel viewed a chamber area of about $`3.1\times 3.1`$ mm<sup>2</sup>. The second tracking arm measures positive-charged tracks in the normal field condition. It consists of four chambers of $`1.6\times 1.2`$ m<sup>2</sup> . The first two chambers are multi-step avalanche chambers similar to those of the first tracking arm, but with the avalanche signal collected directly on an anode plane with pad readout. In total about 35000 pads per chamber are read out. The last two tracking chambers consist of streamer tubes read out with 6000 pads each. The second tracking arm was installed and operated for the 1996 run period only. The Photon Multiplicity Detector (PMD) is located at a distance of 21.5 m downstream from the target. The PMD is a large (21 m<sup>2</sup>) preshower detector consisting of 3.3 radiation lengths of lead used to convert and count photons. The lead converter is backed by over 50000 scintillator tiles individually wrapped and readout via wavelength shifter optical fibers coupled in groups to a set of CCD cameras with image intensifiers. The PMD provides a photon multiplicity measurement over the interval $`2.8<\eta <4.4`$. The WA98 photon spectrometer comprises the LEad-glass photon Detector Array (LEDA), and a charged particle veto detector. The photon spectrometer is divided into two halves placed above and below the beam plane to benefit from the charge-sweeping effect of the GOLIATH magnet, and is located at about the same distance as the PMD. It provides photon energy measurement over the interval $`2.4<\eta <3.0`$. The photon spectrometer is described in more detail below. Further downstream, at a distance of 24.7 m from the target, the total transverse energy is measured in the MIRAC calorimeter . The MIRAC is a sampling calorimeter with 180 calorimeter towers readout on two sides with wavelength shifter plates coupled to photomultipliers. Each tower is segmented longitudinally to provide separate measurement of the electromagnetic and hadronic energy deposit. A portion of the signal from each photomultiplier of MIRAC is split off and the analog signal is summed with appropriate weight to form a total transverse energy signal for trigger purposes. The MIRAC is deployed in a rectangular wall 3.3 m wide by 2.4 m high centered on the beam axis with a central aperture 61 cm wide by 23 cm high through which the beam passes. A portion of the MIRAC coverage overlaps with the PMD preshower detector. The MIRAC provides total transverse energy measurement with varying azimuthal coverage over the interval $`3.2<\eta <5.4`$. Finally, the total energy of the uninteracting beam, or of the residual beam fragments and produced particles emitted near to zero degrees, is measured in the Zero Degree Calorimeter (ZDC). The ZDC consists of 35 lead/scintillator sampling calorimeter modules of $`15\times 15`$ cm<sup>2</sup> cross sectional area each. For each module the scintillator is read out from the side with a fast wavelength shifter plate coupled to a photomultiplier with an active base. This allowed stable operation with intensities up to 1 MHz of the full 33 TeV <sup>208</sup>Pb beam. The ZDC modules were stacked in an array 7 modules wide by 5 modules high. Since it serves as the WA98 beam stop the ZDC is located in a shielded cave (not shown in Fig. 1) for radiological protection reasons. The cave is located just behind MIRAC with an entrance aperture the same size as the aperture through MIRAC. In order to minimize backgrounds, WA98 has been designed with attention to minimize the amount of material in the beamline and in the flight paths of the detected particles. Thus, except for trigger detectors in the beamline and a small air gap in the GOLIATH magnet, the beam is transported in an evacuated beampipe (not shown in Fig. 1) from the point of extraction from the SPS through the entire experiment until just before being stopped in the ZDC. A trapezoidal chamber extends the vacuum beyond the silicon detectors to the entrance of the GOLIATH magnet. It ends with a $`1.4\times 1.`$ m<sup>2</sup> exit window of 125 $`\mu `$m thick mylar suspended by a kevlar mesh of 240 $`\mu `$m average thickness. For the 1995 run period a 2.5 mm thick aluminum ring of 15 mm diameter with a 11 mm diameter hole was attached to the exit window at the location of the beam exit. The thick mylar and kevlar mesh was removed from the ring aperature and replaced by a thin mylar foil. While the purpose of the thin foil had been to reduce downstream interactions, the ring caused significant interactions from the beam halo and so the exit window was replaced with a homogeneous mesh and mylar foil for the 1996 run period. After a 75 cm air gap, the vacuum continues with a series of 0.5 mm thick carbon fiber beam tubes. The first beam tube is of 5 cm diameter and 1.44 m length followed by a second tube of 10 cm diameter and 4.5 m length. A third beam tube continues through the experiment with a 20 cm diameter to the front of the MIRAC calorimeter where it attaches to a rectangular vacuum pipe which defines the aperture in MIRAC and terminates the vacuum at the rear of MIRAC just before the entrance to the ZDC. The PMD, SDD, and tracking spectrometers are not used in the present analysis and will not be discussed further. Additional details on event selection and on the photon spectrometer are given next. ### B Event Selection The WA98 trigger detectors comprise a nitrogen gas Čerenkov counter to provide a fast start signal ($`30`$ ps time resolution), beam-halo veto counters, and the MIRAC calorimeter. A clean beam trigger is defined as a signal in the start counter, located 3.5 m upstream of the target, with no coincident signal in the veto scintillator counter (which had a 3 mm diameter circular hole and was located 2.7 m upstream of the target), or in beam halo scintillator counters which covered the region from the veto counter to 25 cm transverse to the beam axis. Beam fragments from upstream interactions are rejected by use of a high threshold on the start counter signal, set just below the <sup>208</sup>Pb signal. Short timescale pileup events are vetoed by an anti-coincidence requirement with a higher threshold start signal, set just above the <sup>208</sup>Pb signal. Additional background event rejection is performed offline using the amplitude and timing information from the trigger detectors. For purposes of background rejection each of the trigger logic signals is copied multiple times and recorded on TDCs with various delayed starts or delayed stops which allow to inspect the time period immediately preceeding or following the trigger event. This set of TDCs allows to reject pileup beam particles or interactions over preceeding or following time ranges of 100 ns, 500 ns, or 10 $`\mu `$s in the offline analysis. The MIRAC calorimeter provides an analog total transverse energy sum for centrality selection for online trigger purposes. The WA98 minimum bias trigger requires a clean beam trigger with a MIRAC transverse energy signal which exceeds a low threshold. Two additional trigger signals are derived from the MIRAC transverse energy signal using thresholds set somewhat above and far above the minimum bias threshold. These three MIRAC thresholds define three non-overlapping event classes which are used to define the WA98 physics triggers. The thresholds were adjusted such that the so-called peripheral event class, between the lowest and next-to-lowest thresholds, corresponded to about 20% of the minimum bias event rate and the central event class, above the highest threshold, corresponded to about 10% of the minimum bias event rate. The remaining $`70\%`$ of the minimum bias cross section between central and peripheral event classes is referred to as the not-so-central event class. Taken together the three event classes were equivalent to the minimum bias event class. In normal run operation the central event class triggers were taken without prescale factor while the peripheral event triggers were typically downscaled by a factor of two and the not-so-central triggers were usually prescaled by a factor of 32 (after deadtime suppression) for the 1995 run period. For the 1996 run period the peripheral and not-so-central event classes were typically downscaled by a factor of 4 and 16, respectively. Downscaled beam triggers and in-spill pedestal triggers were also taken at a low rate as well as various out-of-spill calibration triggers for monitoring and calibration purposes for the various detectors. In order to obtain absolute cross section information, all trigger logic signals were counted with scalers before and after deadtime suppression, and after application of downscale factors. The scalers were recorded between spills. In order to obtain the maximum data rate for the direct photon measurement, WA98 was operated with three different event types. The event types were distinguished by different groups of detectors with different readout deadtimes, varying up to about $`5`$ms, $`10`$ ms, or $`15`$ ms for event types one, two, or three, respectively. Event type one included the trigger detectors, MIRAC, ZDC, Plastic Ball, and the photon spectrometer. Event type two also included the PMD, SPMD, and SDD. Event type three further included the tracking spectrometers. Zero-suppressed data volumes of about 50 kbyte/event were produced for central collisions. The experiment operated with a typical beam intensity of $`0.5`$ MHz <sup>208</sup>Pb delivered to target over an effective SPS spill of about 2.5 s during the 14.4 s machine cycle. About 250 events were recorded per spill with a typical deadtime of about 80%. ### C Photon Spectrometer The WA98 photon spectrometer consists of a large area lead-glass detector array, LEDA, supplemented with a charged particle veto (CPV) detector placed immediately in front of it (see Fig. 1). The spectrometer has an unobstructed view of the target through the vacuum chamber exit window at the entrance to the GOLIATH magnet. The photon spectrometer is separated into two nearly symmetric halves above and below the beam plane in the two regions of reduced charged particle density which result from the sweeping action of the GOLIATH magnet. The two detector halves are inclined by an angle of $`8^{}`$ such that photons near the center of the detector impinge with normal incidence. The maximum deviation from normal incidence to the detector surface is less than $`9^{}`$ at the detector corners. The perpendicular distance to the front surface of the lead-glass is 22.1 m. This distance was chosen to allow the photon measurement near mid-rapidity while maintaining a maximum local particle hit occupancy below 3$`\%`$, which is necessary to insure that overlapping shower effects remain manageable. The acceptance of the photon spectrometer for $`\pi ^0`$ and $`\eta `$ detection, in rapidity and transverse momentum of the $`\pi ^0`$ or $`\eta `$, is shown in Fig. 2. The acceptance is calculated for a 750 MeV photon energy threshold. The acceptance in part a) is shown for detection of a single photon from the decaying $`\pi ^0`$. It indicates the phase space region over which $`\pi ^0`$’s contribute photons into the acceptance of the spectrometer. The acceptance for simultaneous detection of both photons from the $`\pi ^0`$ and $`\eta `$ two-photon decay branch is shown in parts b) and c), respectively. The acceptance covers the region $`2.4<y<3.0`$, near mid-rapidity ($`y_{cm}=2.9`$). #### 1 Lead-Glass Detector The lead-glass detector comprises 10,080 individual lead-glass modules. Each module is a $`4\times 4\times 40`$ cm<sup>3</sup> (14.3 radiation lengths) TF1 lead-glass block with photomultiplier readout. The sides of each block are wrapped in an aluminized mylar reflective foil and sealed in a PVC plastic shrink tube of 0.15 mm wall thickness. Twenty-four lead-glass modules are epoxied together in an array 6 modules wide by 4 modules high to form a super-module. Each super-module has its own calibration and gain monitoring system based on a set of 3 LEDs mounted inside a sealed reflecting front cover dome . Each lead-glass module views the reflected LED light through an aperture on the front surface, while the LED light is simultaneously monitored by a PIN-photodiode. All 10,080 lead-glass modules were calibrated with 10 GeV electrons in the X1 beamline in the west area of the CERN SPS during the period of fall 1993 to spring 1994. The calibration beam was used to determine the GeV equivalent of the photodiode-normalized LED light viewed by each lead-glass module. The LED system allowed the calibration to be maintained after the lead-glass was installed in the WA98 experimental area with a new readout system. The energy and position resolution, and the non-linearity of the lead-glass detector were measured in the same test beam using electrons of incident energies from 3 GeV to 20 GeV. The measured energy resolution could be parameterized as $$\sigma /E=(5.5\pm 0.6)\%/\sqrt{E}+(0.8\pm 0.2)\%$$ (1) and the measured position resolution could be parameterized as $$\sigma _x=(8.35\pm 0.25)\mathrm{mm}/\sqrt{E}+(0.15\pm 0.07)\mathrm{mm}$$ (2) with energy measured in GeV. Each lead-glass module is read out by an FEU-84 photomultiplier with individually controlled high voltage. The high voltage is generated on-base with custom developed Cockcroft-Walton voltage-multiplier type bases. The bases are controlled using a VME based processor and controllers. The photomultiplier signals are digitized with a custom-built ADC system which was installed in the fall of 1994. The system features a fast shaping amplifier with dual gain ranges separated by a factor of 8 in gain. Each gain range is digitized with 10-bits resolution for 13-bits of effective dynamic range. The ADC system includes an analog memory in which the integrated signal is sampled and stored at 20 MHz in a ring buffer 16 cells deep. The analog memory provides the latency needed ($`400`$ ns) for the WA98 trigger decision without the need for cable delay of the photomultiplier signals. The readout system also includes a constant fraction discriminator with TAC for time-of-flight measurement, and overlapping module current sums for possible trigger purposes, neither of which are used for the present analysis. After calibration and installation in WA98 with the new readout system, the high voltage of each module was adjusted to set the full-scale ADC value at 40 GeV, based on the GeV-equivalent of the calibrated LED light. During the period of datataking, the LED system was pulsed and all lead-glass modules and photodiodes were read out and recorded between spills at a frequency of a few Hz. These calibration events were used offline to provide time-dependent gain correction factors for each module. The gain correction factors were stored in a database and applied on a run-by-run basis in the offline analysis. The overall stability of the lead-glass system is indicated in Fig. 3 where the time-dependent gain correction, averaged over all lead-glass modules, is plotted as a function of time during the 1995 run period. The rms of the distribution of module gains at a given time is indicated by the vertical bars. The smallness of the rms values throughout the run period demonstrates the stability of the high voltage and readout systems while the diurnal variation of the average gain factors suggests a sensitivity of the photomultiplier gains to the temperature in the experimental hall. Fig. 3 gives a good indication of the magnitude and importance of the time-dependent gain corrections which have been applied. #### 2 Charged Particle Veto Detector In order to tag and thereby directly deduce the fraction of showers observed in the lead-glass originating from charged hadron, the photon spectrometer is supplemented by a Charged Particle Veto (CPV) detector which covers the lead-glass region of acceptance . The two sections of the CPV each consist of 86 Iarocci-type plastic streamer tubes in a single layer. Each tube is tilted by $`30^{}`$ to avoid normal particle incidence which would result in a 7% geometrical inefficiency due to the streamer tube walls. The streamer tubes are operated with a gas mixture of 10% argon, 30% isobutane, and 60% carbon dioxide at atmospheric pressure. A streamer discharge induces a charge signal on externally mounted pads which have a size of 42 mm $`\times `$ 7 mm. Groups of 16 pads are connected to a charge sensitive chip which converts a charge signal into a 6 bit ADC value. In total 49120 pads and 3070 chips are necessary to read out the 19 m<sup>2</sup> active area of the CPV. The CPV detector is nearly transparent to high energy photons with only 2.0% of incident photons converting and producing detectable signals inside the streamer tubes. The CPV was under construction at the time of the 1995 <sup>208</sup>Pb run and was fully operational only for the 1996 run period. As a result, the CPV has been used in the analysis of the 1996 data set only. By employing magnetic field off data, with straight-line trajectories from the target, the silicon pad multiplicity detector can be used together with the lead-glass detector to determine the average CPV efficiency in situ. The SPMD consists of four quadrants each divided into 1012 pads with 46 azimuthal divisions and 22 radial divisions. Each pad has roughly equal size in $`\mathrm{\Delta }\eta \times \mathrm{\Delta }\varphi `$ of about $`0.065\times 2^{}`$. The efficiency for detecting a charged particle in the SPMD was measured in a test beam to be better than $`99\%`$. ## III DATA ANALYSIS METHOD In this section we discuss the WA98 direct photon analysis method. An overview of the method is presented followed by a discussion of the details of the photon identification criteria and the photon and $`\pi ^0`$ efficiency determination. These are the main sources of systematical error in the present direct photon analysis. Next, the method to determine the charged particle contamination in the photon yield is discussed. Then the calculation of the photon background expected from radiative decays of long-lived resonances is described. Finally, the extraction of the direct photon excess is discussed. ### A Direct Photon Analysis Overview Due to the high photon multiplicity in central Pb+Pb collisions, and the limited photon spectrometer acceptance, it is not feasible to identify isolated single direct photons on an event-by-event basis. Instead, in the direct photon analysis presented here, the transverse momentum distribution of direct photons is determined on a statistical basis. In brief, the direct photon excess is extracted from the difference between the measured inclusive photon yield and the photon yield predicted from a calculation of the radiative decays of long-lived resonances. Among such decay photons, the $`\pi ^0`$ and $`\eta `$ comprise the largest source, contributing roughly 97% of the photon yield according to the expected relative abundances of produced particles (see Fig. 28). Therefore, in order to maximize the sensitivity of the measurement to a direct photon excess, it is imperative to accurately determine the $`\pi ^0`$ and $`\eta `$ yield. In the WA98 measurement, the $`\pi ^0`$ and $`\eta `$ yield are determined via their two-photon decay branch for exactly the same event sample for which the inclusive photon yield is measured. This eliminates all systematical error sources related to absolute cross section normalization or centrality selection. In fact, this analysis method allows to determine the decay background correctly even if data sets with very different centralities or run conditions were combined arbitrarily since the averaged decay photon distribution would follow directly from the averaged $`\pi ^0`$ and $`\eta `$ distributions. Thus, for example, contributions from background sources such as a secondary target will not produce an apparent photon excess in this analysis, as long as their contribution to the $`\pi ^0`$ and $`\eta `$ yield can be extracted from the two-photon invariant mass peaks. Such background sources would distort the extracted $`\pi ^0`$ and $`\eta `$ transverse momentum distributions, but this distortion would also be reflected in the inclusive photon distribution. Similarly, a distortion of the photon momentum distribution due to a calibration error or non-linearity of the detector response would be reflected in the momentum (and mass) distribution of the reconstructed $`\pi ^0`$’s and $`\eta `$’s. This means that the sensitivity of the direct photon search to detector calibration or non-linearity errors is reduced in this analysis. Furthermore, the momentum dependence of the $`\pi ^0`$ invariant mass peak provides an in situ means to verify and quantify the accuracy of the detector calibration. A major source of systematical error in the present analysis is the determination of the photon detection efficiency. Roughly speaking, since the photon detection efficiency enters quadratically in the efficiency correction of the $`\pi ^0`$ yield extracted via its two-photon decay, but only linearly in the photon yield correction, an error in the photon detection efficiency directly modifies the apparent photon excess. Thus a major emphasis of the present analysis is to demonstrate an accurate determination of the identification efficiencies and associated systematical errors. This is accomplished by applying different photon identification criteria having very different efficiencies and sensitivities to backgrounds, and verifying that the final corrected results are consistent in all cases. Another source of error may be due to mis-identified non-photon backgrounds. Since the number of charged hadrons exceeds the number of photons by about a factor of three at large transverse momenta, they pose a large potential background of apparent excess photons if mis-identified as photons. Fortunately, high energy hadrons deposit only a small fraction of their incident energy in the lead-glass detector (its 40 cm length is about one interaction length). As a result, showers with large energy deposit, or large apparent transverse momentum, are predominantly photons with a hadron contamination of only about $`10\%`$. Since hadronic showers typically have large transverse dimension the hadron shower contamination can be further reduced by a factor of 2-3 by excluding showers with large width. Since the magnetic field alters the distribution and apparent transverse momenta of the charged hadrons while leaving the neutral particle distributions unchanged, a comparison of the extracted neutral shower result for magnetic field on and field off provides a consistency check of the charged hadron rejection. The Charged Particle Veto detector is used to determine the charged hadron contribution to the photon spectrum. Another source of apparent photons is neutrons and anti-neutrons. This contribution is estimated by simulation only. Its contribution can similarly be reduced by excluding showers with large width. Consistency in the final result with different shower identification criteria and run conditions provides confirmation that the background contributions are properly eliminated. ### B Particle Identification and Yield Determination The most critical requirement of the direct photon search is an accurate determination of the inclusive photon and $`\pi ^0`$ yields. In general, the accuracy of the yield determination is verified by using different identification criteria with large differences in efficiency and background sensitivity, and demonstrating consistent final results. The $`\pi ^0`$ yield is largely insensitive to background particles since the $`\pi ^0`$’s are self-identified by their mass peak in the two-photon invariant mass spectrum. The effect of background particles is mainly to increase the combinatorial background in the invariant mass spectrum which makes the problem of extraction of the peak content more difficult. On the other hand, charged hadrons and neutrons are significant backgrounds to the photon yield determination. In the present analysis, the Charged Particle Veto detector is used to identify charged hadron showers and remove the charged hadron contribution from the photon spectrum. At the same time, care must be taken not to remove converted photons from the photon or $`\pi ^0`$ data. The photon yield extraction involves the following steps: * The photon identification criteria are applied to the reconstructed showers and a photon candidate $`p_T`$ spectrum is accumulated. * The normalized target-out background photon candidate $`p_T`$ spectrum is subtracted, if necessary. * The CPV detector is used to determine the charged hadron contamination included in the photon candidate spectrum. The charged shower contribution is subtracted from the photon candidate distribution to produce the uncorrected neutral shower $`p_T`$ spectrum. * The neutral shower spectrum is corrected for photon conversions and for the reconstruction efficiency. * The neutron and anti-neutron contamination, based on simulation, is removed to produce the raw photon $`p_T`$ spectrum, within the lead-glass detector acceptance. * The raw photon spectrum is corrected for the geometrical acceptance to produce the final photon $`p_T`$ spectrum. The $`\pi ^0`$ (or $`\eta `$) yield extraction involves the following steps: * The photon identification criteria are applied to the reconstructed showers to produce a list of photon candidates for each event. * The invariant mass of each photon pair within an event is calculated and sorted into invariant mass histograms according to the $`p_T`$ of the photon pair. An invariant mass histogram is accumulated for each $`p_T`$ bin to be used in the final $`\pi ^0`$ $`p_T`$ spectrum. * The photons are simultaneously used to construct artificial mixed events of similar multiplicity for each centrality class. The mixed events are analyzed in exactly the same manner as the real events to produce background invariant mass spectra as a function of $`p_T`$. * The final mixed event invariant mass spectra are normalized and subtracted from the the final real event invariant mass spectra to remove the combinatorial background from the real event spectra. * The normalized target-out final invariant mass spectra are subtracted from the final invariant mass spectra, if necessary. * The final invariant mass spectra are analyzed to extract the content in the $`\pi ^0`$ (or $`\eta `$) peak at each $`p_T`$. The result is the uncorrected $`\pi ^0`$ $`p_T`$ spectrum. * The $`\pi ^0`$ $`p_T`$ spectrum is corrected for the $`\pi ^0`$ reconstruction efficiency and losses due to photon conversions to produce the raw $`\pi ^0`$ $`p_T`$ spectrum within the lead-glass detector acceptance. * The raw $`\pi ^0`$ spectrum is corrected for the geometrical acceptance and photon energy threshold to produce the final $`\pi ^0`$ $`p_T`$ spectrum. For both the photon and $`\pi ^0`$ analysis, the shower reconstruction itself involves the following steps : First, all lead-glass detector modules with energy deposit are analyzed and contiguous modules are associated together as a cluster. The list of clusters is then analyzed to determine the number of local maxima in each cluster. Clusters with a single maximum are treated as single showers. Clusters with multiple maxima are assumed to result from overlapping showers, with one shower per maximum. The energy deposit in each module in the cluster is partitioned to the overlapping showers according to the distance of the module from the shower maxima, assuming all showers to have electromagnetic radial shower profiles. The individual showers are then analyzed to calculate the total shower energy, position, and spatial dispersion (width) . The shower positions are calculated with a logarithmic weighting of the energy deposit and are projected to the front surface of the lead-glass detector, correcting for the shower depth and the non-projective geometry. The distance from the shower position to the nearest hit in the CPV is also extracted. All of this information is recorded on Data Summary Tapes (DSTs) as an intermediate analysis step. After application of the minimum energy threshold of 750 MeV used in the analysis and acceptance calculations, the showers are subject to various sets of further identification criteria. The different criteria result in varying non-photon background contaminations and photon ($`\pi ^0`$) identification efficiencies, which must then be determined. In order to avoid shower distortions near the detector edges, or around “dead” detector modules, an edge cut is applied to require that the reconstructed shower position lies beyond a specified distance from the detector edges or dead modules. A distance cut of two module widths from the detector edge and 1.5 modules widths from the center of a dead module was used. In the present analysis, the photon selection has been made with the following shower identification criteria: * Use all reconstructed showers. * Use only narrow showers which have a dispersion (width) which is less than a specified value. * Use only showers which have no associated CPV hit. * Use narrow showers satisfying the dispersion cut with no CPV hit. The first condition will have the highest photon identification efficiency but largest non-photon background contribution, while the last condition will have the lowest efficiency but lowest background contributions. For the extraction of the photon yield, the criteria S1 and S2 are not entirely independent from the criteria S3 and S4 since the CPV detector is used in the first case also to determine the charged hadron contamination. The distinction is mainly in the manner in which the data is processed and in how the corrections are applied. In particular, with criteria S3 and S4 the neutral shower distribution is acquired directly, but must be corrected for photons which were rejected due to random associated hits in the CPV, or due to photon conversions, while for criteria S1 and S2 the charged shower distributions are extracted using the CPV and corrected for random associated hits and conversions and then the corrected charged shower contribution is removed from the total shower distribution to obtain the neutral shower distribution. For the $`\pi ^0`$ yield extraction the CPV is not used at all when criteria S1 or S2 are used with the result that no corrections for random CPV hits are needed and smaller conversion corrections are required. Criteria S2 and S4 make use of the fact that the transverse size of hadronic showers, with large energy deposit, is significantly greater than that of electromagnetic showers in the lead-glass calorimeter. The cut on the shower dispersion is chosen to accept more than $`99\%`$ of the isolated photon showers while rejecting hadron showers by a factor of 2-3. However, the shower dispersion cut is more likely to lose electromagnetic showers in the case of shower overlap. For additional consistency checks, the data has also been analyzed with the shower energy threshold increased from 750 MeV to 1.5 GeV, with the outer edge module cut increased to three module widths, and with a photon energy asymmetry cut applied in the $`\pi ^0`$ analysis. ### C Particle Reconstruction Efficiency The large particle multiplicities in central Pb+Pb collisions result in module occupancies in the WA98 lead-glass detector of up to $`20\%`$, which poses a special problem for the direct photon search. These large occupancies result in overlapping showers in which photons may be lost, mis-identified, or significantly altered in position or energy. This results in a significant dependence of the photon and $`\pi ^0`$ identification efficiency on the centrality of the collision. Furthermore, the position and energy resolution, and even the energy scale, will be centrality dependent due to the effect of shower overlap. For an accurate direct photon search it is imperative to accurately determine and account for these effects. For the present analysis this has been accomplished by the method of randomly inserting test showers into real events and studying how they are altered and the efficiency with which they are recovered. This procedure has been used to determine the $`\gamma `$, $`\pi ^0`$, and $`\eta `$ reconstruction efficiency. For this reconstruction procedure the WA98 experiment geometry was implemented in GEANT with the GEANT tracking parameters for LEDA adjusted to reproduce test beam measurements of the LEDA response to electrons. The generation and transport of Čerenkov photons in GEANT was parameterized and this parameterized Čerenkov response was used in the full WA98 GEANT simulation due to the prohibitive CPU-time consumption of the full Čerenkov tracking in GEANT. Single $`\pi ^0`$’s ($`\eta `$’s) were simulated with a uniform distribution in transverse momentum and pseudo-rapidity over the LEDA acceptance and the decay photons were tracked through GEANT. The simulated LEDA response was recorded to create a library of photon test showers in the form of digitized LEDA signals. Only simulated $`\pi ^0`$’s with both decay photons in the nominal LEDA acceptance were recorded. The reconstruction efficiency was then extracted with the procedure illustrated in Fig. 4. First the raw data were calibrated and the event was characterized by the trigger detectors and other detectors of WA98. Then three passes were made through the LEDA event analysis software. In the first pass, the calibrated LEDA data was analyzed to perform the clustering and shower characterization as described above. The position, energy, shower dispersion, and distance to nearest hit in the CPV were saved for all identified showers together with the calibrated information from the other WA98 detectors. Next, a $`\pi ^0`$ event was read from the shower library and inserted into an empty LEDA raw event. Simulated signals in dead modules were eliminated and the event was then analyzed as a real event. The shower information reconstructed from the simulated showers in the empty LEDA was recorded together with the primary $`\pi ^0`$ and photon information prior to the GEANT response. Finally, the real LEDA event was overlaid with the simulated LEDA event and the signals were summed. Then the superimposed event was analyzed. In this step the position, energy, shower dispersion, and distance to nearest hit in the CPV were saved only for all new showers which were not in the list of showers found in the original raw event. Also, all showers of the original event found to be missing from the reanalyzed overlap event were marked as lost. All of this information was stored for each event in a single pass through the WA98 raw data and recoded on the Data Summary Tapes. Thereafter the data analysis was performed from the DSTs since they could easily be analyzed multiple times, or simultaneously, with different shower selection criteria. In order to determine the photon reconstruction efficiency it is necessary to determine which shower in the overlap event corresponds to the simulated photon incident on the LEDA. In the first step, the empty LEDA GEANT shower information is analyzed to determine the reconstructed position of the highest energy shower in the vicinity of the incident GEANT photon. The overlap event is then analyzed to find the shower nearest to that position. If that shower has less than twice the energy<sup></sup><sup></sup>*The factor of two change in energy criterion determines who “eats” whom when showers overlap and is necessary to avoid double counting. of the shower in the empty LEDA event it is taken as the reconstructed photon. Otherwise the photon is considered to be lost. After the associated shower is identified, it is tested to determine whether it passes the photon energy threshold requirement and whether it passes the detector edge cut. Also, if its position falls on the location of a so-called “bad” module with questionable gain, as described below, it is eliminated. Finally, it is tested against the various shower identification criteria S1-S4 described above. The efficiency corrections are made as a function of the measured transverse momenta. The photon reconstruction efficiency can be constructed as a two-dimensional response matrix which transforms the transverse momentum of the incident photon into the transverse momentum of the reconstructed test shower, if it passes all identification criteria (the reconstructed transverse momentum is set to zero if the criteria are not satisfied). This two-dimensional efficiency matrix must then be inverted and applied to the measured transverse momentum distribution to obtain the final efficiency corrected result . Alternatively, the efficiency can be applied as an iterative one-dimensional correction. In this case, one-dimensional histograms are accumulated of the incident transverse momentum and reconstructed transverse momentum with each entry weighted according to the final transverse momentum spectrum and rapidity distribution. The reconstruction efficiency is given as the ratio of reconstructed to input distributions. This one-dimensional efficiency determination must be iterated until the weighted input distribution matches the final measured distribution. The $`\pi ^0`$ reconstruction efficiency is similarly obtained by requiring that the showers from both of the decay photons simultaneously pass the photon identification criteria. The $`\pi ^0`$ mass and transverse momentum is then calculated from the momenta of the two reconstructed photon showers. It is then required that the reconstructed mass fall within the $`\pi ^0`$ peak mass integration region, and it may be additionally required that the photons pass an asymmetry ($`\alpha =\|E_1E_2\|/\|E_1+E_2\|`$) cut on their reconstructed energies. The $`\pi ^0`$ reconstruction efficiency is applied as a one-dimensional function of the transverse momentum. As in the photon case, the correction is determined from the ratio of reconstructed to input transverse momentum distributions. The input $`\pi ^0`$ transverse momentum and rapidity weights must be adjusted by iteration until the assumed input transverse momentum distribution is the same as the final corrected distribution. It should be noted that while these correction factors have been referred to as efficiency corrections, they might more properly be termed response corrections. They include essentially all detector effects other than the nominal detector acceptance. Specifically, they include the effects of detector edge cuts, dead and bad modules, energy resolution, and distortions or loss due to shower overlap, as well as the efficiency to satisfy the specified identification criteria. In particular, the correction for smearing due to overlap and energy resolution can result in efficiency correction factors which exceed unity. ### D Background Calculation and Direct Photon Excess As described above, the direct photon excess is obtained from the difference between the measured inclusive photon yield and the background photon yield expected from radiative decays of long-lived final state hadrons. The background photon yield in the WA98 LEDA acceptance is calculated by a Monte Carlo simulation of radiative decays of hadrons. The most important input to this calculation is the measured WA98 $`\pi ^0`$ yield, which is extracted from the same data sample used to obtain the inclusive photon yield (see Fig. 4). Photons from $`\pi ^0`$ decay account for about $`8090\%`$ of the total expected background from radiative decays. It is important to note that the background photon yield attributed to $`\pi ^0`$ decay includes both directly produced $`\pi ^0`$’s, as well as those from hadronic decays with $`\pi ^0`$’s in their final state. Thus, photons resulting from the $`3\pi ^0`$ decay branch of the $`\eta `$ are taken into account via the measured $`\pi ^0`$ yield. On the other hand, the lifetime of the $`K_L^0`$ is sufficiently long that few of the $`3\pi ^0`$ weak decays occur in front of the LEDA detector and therefore there is little contribution to the $`\pi ^0`$ yield, and hence little contribution to the background photon yield. However, the weak decay of the $`K_S^0`$ to $`2\pi ^0`$ is a special case. The $`K_S^0`$ lifetime is such that a substantial fraction of the decays are distributed over the distance between the target and the LEDA detector. As with the $`K_L^0`$ contribution, those decays which occur beyond the LEDA distance do not contribute to the $`\pi ^0`$ or background photon yield. On the other hand, photons from a $`\pi ^0`$ produced in a $`K_S^0`$ decay will have correctly measured energies but will be assumed to be produced at the target location and therefore will have an incorrect opening angle. This will result in a reconstructed $`\pi ^0`$ invariant mass which is incorrect. While $`K_S^0`$ decays which occur close to the target will have a reconstructed $`\pi ^0`$ mass which falls into the $`\pi ^0`$ identification window, and so its decay photon contribution will be included via the measured $`\pi ^0`$ yield, some fraction of the $`K_S^0`$ decays will occur sufficiently far from the target that their $`\pi ^0`$ decays will not be properly identified. Only this portion of the $`K_S^0`$ decay photon contribution must be included in the calculated photon background. The $`2\gamma `$ decay of the $`\eta `$ is the second most important contribution to the photon decay background after the $`\pi ^0`$ contribution. Together the $`\pi ^0`$ and $`\eta `$ photon decays constitute approximately $`97\%`$ of the expected radiative decay background (see Fig. 28). Compared to the $`\pi ^0`$ yield measurement the $`\eta `$ measurement is more difficult due to the smaller production rate, the smaller $`2\gamma `$ decay branching ratio, and the resulting smaller signal to combinatorial background ratio in the $`2\gamma `$ invariant mass distribution. In the present analysis, the $`\eta `$ yield is measured with modest statistical accuracy over a limited transverse momentum range due to these difficulties. In order to extrapolate the measured $`\eta `$ transverse momentum distribution into unmeasured regions it is assumed that the $`\eta `$ yield obeys $`m_T`$-scaling. This is the phenomenological observation that the differential invariant cross sections, plotted as a function of the transverse mass $`m_T=\sqrt{m_0^2+p_T^2}`$, for the various hadrons, $`h`$, have the same form, $`f(m_T)`$, with a normalization factor, $`C_h`$, which can vary but is found to be the same for many species: $$E\frac{d^3\sigma _h}{dp^3}=C_hf(m_T).$$ (3) Quite different theoretical explanations can account for this observation. For various proton and pion-induced reactions at similar incident energies it is observed that the $`\eta `$ yield obeys $`m_T`$-scaling to good accuracy . A scaling factor relative to $`\pi ^0`$ production of $`R_{\eta /\pi ^0}=C_\eta /C_{\pi ^0}=0.55`$ is obtained for the case of proton-induced reactions . Similarly, the $`\eta `$ yield is found to be consistent with $`m_T`$-scaling in minimum bias sulphur-induced reactions at 200 A GeV incident energy. Collective transverse flow will affect the spectrum of produced particles according to their mass with the result that $`m_T`$-scaling might be violated in collisions of very heavy ions. Evidence for collective transverse flow has been observed at the SPS for central <sup>208</sup>Pb+<sup>208</sup>Pb collisions with estimated average transverse flow velocities as large as $`\beta _T0.5`$ . For a particle of mass $`m`$ and transverse momentum $`p_T`$ the effective $`m_T`$ inverse slope, or temperature $`T_{eff}`$, will be modified as $$T_{eff}=\frac{\sqrt{1\beta _T^2}}{1\beta _T\sqrt{1+m^2/p_T^2}}T$$ (4) where $`\beta _T`$ is the average transverse flow velocity and $`T`$ is the thermal temperature. While the modification of the transverse mass spectrum is seen to decrease with increasing $`p_T`$, the effect can be significant. As an example, a transverse flow of $`\beta _T=0.5`$ would increase $`T_{eff}`$ for the $`\eta `$ by about $`4\%`$ at $`p_T=2`$ GeV/c which would result in an increase of about $`50\%`$ in the $`\eta `$ yield at $`p_T=2`$ GeV/c. It has been suggested that if chiral symmetry restoration occurs in the hot dense system formed in relativistic heavy ion collisions, then the masses of the $`\eta `$ and $`\eta ^{}`$ mesons might decrease with an associated increase in their production rates . These initial estimates suggested that the $`\eta `$ and $`\eta ^{}`$ yields might be increased by as much as a factor of 3 and 10, respectively. Once produced, the $`\eta `$ and $`\eta ^{}`$ are expected to interact relatively little in the dense matter with the result that they would survive to the final state to decay with their vacuum masses and contribute significantly to the decay background to produce excess photons and dileptons . On the other hand, more recent calculations within the context of the non-linear sigma model suggest that the temperature dependence of the $`\eta `$ and $`\eta ^{}`$ masses and mixing are negligible . In view of these significant uncertainties in the extrapolation of the $`\eta `$ yield from proton-induced reactions to central <sup>208</sup>Pb+<sup>208</sup>Pb collisions it is important to measure the $`\eta `$ yield directly for central collisions to provide experimental constraints on its possible contribution to the background photon yield. Besides the $`\pi ^0`$ and $`\eta `$, other hadrons with radiative decays which may contribute to the background photon yield are listed in Table I . The production rates of these other hadrons are not measured in this experiment. As for the $`\eta `$, their production has been assumed to follow $`m_T`$-scaling with the same $`m_T`$ spectrum as the measured $`\pi ^0`$ spectrum and with relative normalizations $`R_{X/\pi ^0}`$ (equivalent to the asymptotic ratio as $`p_T\mathrm{}`$) given in Table I. Within experimental errors the ratio $`R_{X/\pi ^0}(p_T\mathrm{})1`$ independent of incident energy for the $`\rho `$ and $`\omega `$ and for the $`\eta ^{}`$ . For the $`K_S^0`$ a ratio of $`R_{K_S^0/\pi ^0}0.4`$ is observed for proton-induced reactions with indications for an increased ratio for nucleus-induced reactions . Of the other radiative decays listed in Table I only the $`\eta ^{}`$ and $`\omega `$ are expected to contribute more than one percent of the background photons (see Fig. 28). The $`\eta ^{}`$ is notable in that it might be significantly enhanced due to the mechanism discussed above. While the $`\eta ^{}`$ production rate is not determined in the present measurement, it can be constrained by the $`\eta `$ measurement due to its $`65.5\%`$ branching ratio to $`\pi \pi \eta `$. To summarize, the background photon yield in the acceptance of the WA98 lead-glass detector is calculated by a Monte Carlo simulation of radiative decays of all hadrons listed in Table I. The various hadrons are assumed to have the same transverse mass spectrum as the measured WA98 $`\pi ^0`$ transverse mass spectrum for each event class. The yields of the other hadrons relative to the $`\pi ^0`$ yield are given by the $`m_T`$-scaling factors listed in Table I. The one exception is the $`\eta `$ scaling factor for central <sup>208</sup>Pb+<sup>208</sup>Pb collisions where the measured $`\eta `$ $`m_T`$-scaling factor is used. The Monte Carlo program uses the JETSET 7.3 routines to implement the hadron decays with proper branching ratios and decay distributions. The hadrons are assumed to have a Gaussian rapidity distribution centered on mid-rapidity $`y=2.9`$ with a width of $`\sigma _y=1.3`$ according to measurements for <sup>208</sup>Pb+<sup>208</sup>Pb collisions . ## IV DATA ANALYSIS DETAILS In this section, detailed results are presented for the extraction of the $`\gamma `$, $`\pi ^0`$, and $`\eta `$ yield and their error estimates, as required for the direct photon analysis. First, a description of the data sample selection is presented. This is followed by a discussion of the analysis involving the Charged Particle Veto detector. The CPV is used to determine the charged particle contamination in the photon shower sample. Next follows a description of the details of the extraction of the inclusive photon transverse momentum distributions, including a discussion of the background contributions from charged particles and neutrons, and losses due to photon conversions. The photon identification efficiency for the various methods is discussed together with a summary of the estimated systematical error on the inclusive photon measurement. Next, the $`\pi ^0`$ yield extraction is described. This includes a discussion of the yield extraction method, efficiencies, backgrounds, and systematical error. Finally, the $`\eta `$ yield extraction is described. The final results and the extraction of the direct photon excess are described in the following section. ### A Data Selection The present analysis has been performed using the event samples summarized in Table II. The data have been taken over six week run periods in 1995 and in 1996 with the 158 A GeV <sup>208</sup>Pb beam of the SPS on <sup>208</sup>Pb targets of 495 and 239 mg/cm<sup>2</sup>, respectively. During both run periods most data were taken with the GOLIATH magnet on, as required for the WA98 tracking spectrometer measurements. The minimum bias cross sections for the various data sets, after subtraction of the target out backgrounds, are given in Table II. Because of the change in the apparent transverse momenta of the charged particles due to the deflection in the magnetic field, the apparent transverse energy measured in MIRAC is increased with magnet on compared to the actual transverse energy. With the fixed low transverse energy trigger threshold, this resulted in larger minimum bias cross sections for the magnet on data sets. During the 1995 datataking period the vacuum exit window at the entrance to the GOLIATH magnet produced a significant background of downstream interactions which satisfied the minimum bias transverse energy threshold. These downstream interactions were eliminated by requiring an interaction at the target location by the requirement of a hit in the Plastic Ball in the angular region from $`30^{}`$ to $`50^{}`$ using the Plastic Ball trigger (described in Sec. II A) in coincidence with the minimum bias trigger. For the 1996 run period, the vacuum exit window was changed resulting in fewer downstream interactions. As a result, the Plastic Ball trigger was not required in the online trigger which resulted in less biased minimum bias cross sections. The rms variations of the minimum bias cross sections determined on a run-by-run basis are also given in Table II. The measured variation gives an indication of the uncertainty in the measured absolute cross sections due to normalization and background corrections. The background corrections were obtained from special empty target runs with no target in the target location. Due to the lower event rates, and resulting low deadtime and lack of need to be downscaled, the empty target data was taken with similar number of integrated beam triggers as obtained for the Pb data. Specifically, the 1995 and 1996 empty target data corresponded to a factor of 2.3 and 1.4 fewer beam triggers than the 1995 and 1996 Pb target data, respectively. The direct photon analysis has been performed for event selections corresponding approximately to the $`20\%`$ most peripheral and $`10\%`$ most central portions of the minimum bias cross sections. These event classes are defined by cuts on the total transverse energy, measured in MIRAC, as calculated in the offline analysis. The selections correspond closely to the online trigger event classes described in Sec. II B. More precisely, the transverse energy cut which defines the central event sample was chosen to correspond to a most central cross section of 635 mb, or impact parameters less than about 4.5 fm, for all data sets. Similarly, the transverse energy cut which defines the peripheral event sample was chosen to correspond to a cross section of 4910 mb above the transverse energy cut, or to a peripheral event sample with impact parameters greater than about 12.5 fm. Due to the variation of the minimum bias cross section for the different data sets analyzed (see Table II), the meaning of the peripheral event class (for example, as reflected in the particle multiplicity) depended on the data sample. These event class definitions are shown in Fig. 5 for the 1995 magnet on data set where the multiplicity of showers in the lead-glass fiducial region with energy above 750 MeV is plotted versus the total transverse energy. The projections onto each axis are also shown. Similar transverse energy cuts are used for the event class definitions for both the 1995 and 1996 data sets. However, quite different cuts are used for the magnet on and magnet off data sets due to the change in the apparent transverse energy scale noted above. We note that while the central event samples in the four data sets should be very similar in terms of the impact parameter range selection and particle multiplicity, the peripheral event samples of the different data sets are likely to be more variable. This is due to the rapid variation of the overlap geometry in the peripheral region and the variations in the minimum bias cross section and background corrections for the four data sets noted above. In the offline analysis the various trigger signals are checked to remove events with inconsistent trigger information and to remove events with another beam particle within 100 ns or another interaction within about 300 ns of the triggered event. These trigger cuts discard about $`10\%`$ of the events. For the 1996 data set the Plastic Ball trigger was not required in the online trigger or used in the offline analysis for the final data sample. However, events which did not satisfy the Plastic Ball trigger requirement were used in the offline analysis to investigate the downstream interaction contributions in more detail. Since the downstream interactions are on light materials, such as air, mylar, and aluminum ($`A<30`$) and have underestimated emission angles, they produce small measured transverse energies with the result that their contamination is almost entirely in the peripheral event sample (see Fig. 5). The peripheral data sample for the 1996 data set was smaller than that for the 1995 data set due to the factor of two larger prescale factor used in the 1996 peripheral trigger. In addition to a selection of the data sample based on trigger cleanup cuts, the lead-glass shower data was analyzed in a preliminary scan of the data and modules with questionable gain were eliminated for the subsequent analysis. This selection was made by accumulating the shower energy spectrum for each individual module where the shower centroid was within that module. The results were compared to the average dependence across the detector surface. Modules whose spectrum deviated from the average behavior, with rather strict criteria, were flagged as bad. In the actual data analysis, showers with positions within a module which was flagged as bad were eliminated. As a result of the rejected bad modules and the modules eliminated around the edges of the detector and dead modules, the effective LEDA acceptance was reduced by about 40%. ### B Charged Particle Veto The Charged Particle Veto detector provides essential information for the photon analysis. It allows charged showers in LEDA to be identified and associated with charged hadrons or photon conversions (see step G3 of Sec. III B). When the photon selection is made without invoking the CPV directly in the shower identification criteria (criteria S1 and S2 of Sec. III B) then the CPV is used to accumulate the transverse momentum spectrum of charged LEDA showers. This spectrum is corrected for the $`p_T`$-independent CPV efficiency and then subtracted from the total LEDA shower transverse momentum spectrum to obtain the neutral shower transverse momentum spectrum. The charge/neutral ratio is extracted and fitted as a function of the transverse momentum and used to calculate a correction factor applied to the total shower spectrum to obtain the neutral shower spectrum. The neutral shower spectrum is then corrected for neutrons and anti-neutrons, and for conversions to obtain the raw photon spectrum. Alternatively, the CPV can be used directly in the shower selection criteria to choose non-charged photon candidates (criteria S3 and S4 of Sec. III B). However, because the CPV detector was fully installed and operated for the 1996 run period only, it was not possible to perform the analysis with the CPV in this way for the 1995 data sample. Instead it was necessary to extract the charge/neutral correction from the 1996 data sample and apply this correction to the 1995 data. Therefore it was important to verify the consistency of the two methods in which the CPV information was used. In the shower analysis procedure described in Sec. III C, each shower in the list of individual localized showers in LEDA is compared with the list of hits in the CPV and the distance between the LEDA shower position and the nearest CPV hit position is recorded. An example of this distance distribution is shown in Fig. 6a) for showers in peripheral collisions with transverse momenta $`1<p_T<1.1`$ GeV/c. The distribution shows a clear peak at small veto distance with a long tail extending to large veto radii. The long tail results from random associations between showers in LEDA and hits in the CPV. The veto radius distribution of these random associations is also shown in Fig. 6a). This distribution is extracted from the veto distance distribution obtained for the GEANT test photons introduced into the LEDA event, as described in Sec. III C. Since these test showers have no correlated hit in the CPV their veto distance distribution is strictly random. The random hit distribution is normalized to the distribution for real LEDA showers at large veto distance and subtracted from the distribution for real showers to obtain the distance distribution of real charged showers shown in Fig. 6b). While the random veto contribution is quite small for peripheral collisions, the detector occupancies are much greater in central collisions with the result that there is a much higher probability for a CPV hit to be randomly associated with a shower in LEDA. This is shown in Fig. 7 where the same veto distance distributions are shown for central collisions. In this case the correction for the random CPV hits is essential. Based on these distributions, showers with a CPV hit within a distance cut of 8 cm are tagged as charged showers. For the analysis methods S1 and S2, in which the CPV is used to extract a charged/neutral correction factor, the charged shower yield is extracted for each $`p_T`$ bin as the random subtracted yield in the veto peak within the 8 cm distance cut. The result is the charged shower $`p_T`$ distribution which is then used to obtain the charged/neutral shower correction factor as a function of $`p_T`$. The charged/neutral shower ratio as a function of the shower energy is shown in Fig. 8 for peripheral collisions using a 8 cm distance cut. The peak in the spectrum at about 550 MeV is due to non-showering hadrons which pass through the lead-glass and deposit similar energy by $`dE/dx`$ only. A minimum shower energy threshold of 750 MeV has been applied in the present analysis to eliminate this minimum-ionizing particle, or MIP, peak from the photon candidates. It is seen that the charged hadron background differs for the magnet on and magnet off run conditions. For the analysis methods S3 and S4 charged hadrons are rejected directly from photon candidate showers by an associated CPV hit within the 8 cm distance cut. In this case there is no charged/neutral correction necessary to the photon candidate spectrum. On the other hand, the loss of photon showers due to random vetos and conversions is treated as an efficiency loss which is then taken into account at a later step in the efficiency correction (see Sec. IV C 3). The charged shower identification must be corrected for the efficiency of the Charged Particle Veto. As mentioned in Sec. II C 2, the CPV efficiency has been determined in situ using LEDA and the Silicon Pad Multiplicity Detector. The analysis is performed using magnet off data to allow straight line tracking between the SPMD and LEDA. Peripheral collisions are used to keep the detector occupancies low in order to minimize random hit associations. Hits in the SPMD are projected to the LEDA detector surface and associated with a hit in LEDA if they fall within the SPMD projected pad area. If a hit is found within LEDA the distance from the LEDA shower to the nearest hit in the CPV is extracted. The raw CPV efficiency, $`ϵ_{CPV}^0`$, obtained as the ratio of the number of CPV hits found to the number of SPMD-LEDA coincidence tracks, is shown in Fig. 9 as a function of the distance between the LEDA shower and the CPV hit. It is seen to increase rapidly up to a veto distance of about 15 cm and then increase very slowly for larger distances. This slow rise at large distances is due to random coincidences with hits in the CPV which artificially increase the apparent efficiency. The random CPV hit efficiency, $`ϵ_{CPV}^R`$, also shown in Fig. 9, is extracted by an event mixing technique in which the CPV data are taken from a different peripheral event than the one used for the SPMD-LEDA track. The CPV efficiency is corrected for such random CPV associations as $`ϵ_{CPV}=(ϵ_{CPV}^0ϵ_{CPV}^R)/(1ϵ_{CPV}^R)`$. In addition, due to the SPMD inefficiency or interactions, there can be random coincidences between the SPMD and LEDA, for which a hit in the CPV would not be expected, which decrease the apparent CPV efficiency. The shape of the SPMD-LEDA random coincidence distribution is also shown in Fig. 9. A small additional correction is applied to $`ϵ_{CPV}`$ to account for this effect. As shown in Fig. 9, an asymptotic corrected CPV efficiency of $`ϵ_{CPV}=87\%`$ is obtained for veto distance cuts greater than about 17 cm. It will be noted that this distance is considerably larger than indicated by the width of the veto distance distributions shown in Figs. 6 and 7. This difference is due to the fact that the CPV efficiency analysis uses all charged hits in the SPMD. Therefore it is dominated by charged hadrons which deposit very little energy in LEDA either due to poorly developed hadronic showers, or due to energy deposit by $`dE/dx`$ only. These low energy showers have very poor position determination in LEDA. This effect is also evident by the observation that the width of the LEDA-CPV correlation (see Figs. 6 and 7) increases at very low transverse momentum. As a result the R<sub>Veto</sub> distance cut is increased for low transverse momenta to insure that the asymptotic CPV efficiency is attained. The CPV efficiency is assumed to be 87% independent of transverse momentum. During datataking, CPV readout errors occurred with apparently random frequency which resulted in loss of portions of the CPV data in the event. These errors were not excluded in the present analysis and account for most of the extracted CPV inefficiency. Since the readout errors resulted in loss of trailer information in the CPV data packets it was possible to identify such readout errors and determine the CPV efficiency for a data sample without readout errors. An intrinsic detector efficiency of better than 98% was obtained . It was also possible to verify that the readout error rate did not vary with detector occupancy or with time during the run period. The readout errors occurred relatively frequently but affected only a small portion of the CPV data of an event when they did occur. Therefore rejection of all events in which a CPV readout error occurred would have resulted in an unacceptable reduction of the data sample. ### C Photon Analysis The method to extract the inclusive photon transverse momentum spectra are described in Sec. III B. In summary, the procedure is to remove the charged hadron contamination from the photon candidates or candidate spectrum, remove the neutron and anti-neutron contamination, correct for photon conversions, then correct for the photon identification efficiency, and finally to correct for the detector acceptance. The details of this procedure are described in this section. #### 1 Charged Particle Contamination and Conversions The CPV detector is used to select charged showers. The charged shower transverse momentum distribution is constructed from the random corrected yield in the veto peak for each $`p_T`$ bin, as discussed in Sec. IV B (see Figs. 6 and 7). The random corrected charged shower $`p_T`$ distribution is then corrected for the CPV efficiency to obtain the total charged shower distribution. This corrected charged shower distribution includes both charged hadrons and photon conversions. Next, the corrected charged shower $`p_T`$ distribution is subtracted from the total shower distribution to obtain the raw neutral shower $`p_T`$ spectrum. The neutral shower spectrum is depleted uniformly as a result of photon conversions and must be corrected by a factor $`1/(1P_C)`$ where $`P_C`$ is the photon conversion probability. The amount of conversion material between LEDA and the target was the same for both the 1995 and 1996 run periods. The air plus vacuum exit window contributed 5.4% to the conversion probability and the CPV material before the active volume of the CPV contributed an additional 2.0% to the conversion probability. Finally, the 1995 and 1996 target (half) thicknesses contributed an additional 3.0% and 1.45%, respectively. Thus the total photon conversion probability for the 1996 run period during which the CPV was in operation was $`P_C=8.6\%`$. The neutral shower spectrum, after correction for conversions, is subtracted from the total shower spectrum to obtain the final charged hadron shower spectrum. By this procedure the amount of contamination of the selected showers due to charged hadrons is determined for each shower identification criterion and for the magnet on and magnet off run conditions. The extracted ratio of charged/neutral showers under the condition to use all showers (S1) is shown in Fig. 10 for central and peripheral collisions and for magnet on and magnet off. The charged hadrons are seen to constitute about 20% of all showers at low $`p_T`$ decreasing to about 5% at the highest $`p_T`$. When the shower dispersion cut is applied in the shower selection criterion (S2) the hadron contamination is reduced to about 5% nearly independent of $`p_T`$ as seen in Fig. 11. For comparison, simulation results are also shown for the case of magnet off. The simulation was performed using full VENUS 4.12 events calculated for central <sup>208</sup>Pb+<sup>208</sup>Pb collisions. All particles incident on LEDA were tracked with GEANT with full tracking of the produced Čerenkov photons, which is the dominant component of the shower observed in the lead-glass. The results shown were obtained using the GCALOR hadronic shower package for hadrons . Reasonably good agreement with measurement is observed. In addition, the GEANT calculations were performed using the GHEISHA and FLUKA hadronic shower packages. The GHEISHA results were in better agreement with measurement while the FLUKA results overpredicted the observed charged/neutral ratio with the GCALOR result intermediate between the other two results. The proper description of hadronic showers in the lead-glass is an especially severe test of the hadronic shower packages. Since only that component of the shower which produces Čerenkov light which reaches the photomultiplier contributes to the observed signal, the lead-glass response to hadrons is sensitive to details of the hadronic shower composition. For the charged/neutral corrections the measured results have been used. In contrast, the corrections for neutrons and anti-neutrons discussed below are, by necessity, based solely on the contributions calculated using GEANT. The measured charged/neutral ratio spectra, $`(c/n)`$, are fitted (as seen in Figs. 10 and 11) to remove statistical fluctuations and to extrapolate to high $`p_T`$. The lowest $`p_T`$ bins are not used in the present analysis due to the sharply increasing rise in the hadron contamination.Note that while results will be shown to low $`p_T`$ for various intermediate analysis steps, the final results will be presented only for the region $`p_T>0.5`$ GeV/c due to various systematical error sources which increase at low $`p_T`$. The fitted result provides the neutral/total shower ratio $`1/(1+c/n)`$ which is then used as a multiplicative factor to extract the neutral shower spectrum from the total shower spectrum. This charged hadron correction procedure was necessary for the analysis of the 1995 data set since there was no CPV measurement to extract the charged hadron contamination information. It also allowed to use the full 1996 data sample including periods when the CPV was not fully operational. It should be noted that the 1995 and 1996 run conditions and analysis procedures were the same, and so the amount of charged hadron contamination extracted from the 1996 data sample should be the same for the 1995 data sample. A minor difference between the two data samples is the thicker target used for the 1995 run period which resulted in an additional 1.55% conversion probability. For the magnet off data sample this is expected to have no effect since essentially all converted photons are identified as single showers, which means that the total shower spectrum is unchanged. Therefore the charged/neutral shower correction factor is the same nearly independent of the amount of conversions. For the magnet on run conditions the $`e^+e^{}`$ pair produced at the target will separate in the magnetic field and the total shower spectrum will depend on the amount of photon conversions. Therefore a small correction ($`1\%`$) for this effect has been applied to the charge/neutral ratio when used for the 1995 magnet on data. Based on the results shown in these figures, a conservative 30% uncertainty has been assumed for the charged/neutral ratio for the photon analysis. The raw neutral shower multiplicity per event as a function of transverse momentum, uncorrected for neutrons, efficiency, or acceptance, are shown in Fig. 12. The results are shown for central and peripheral collisions for the sum of 1995 and 1996 data samples. The measured distributions extend over more than 6 orders of magnitude and extend to about 3 and 4 GeV/c for peripheral and central collisions, respectively. A flattening of the distribution is observed in going from peripheral to central collisions. Also shown is the distribution obtained for events satisfying the peripheral trigger condition for runs with no target. No events from empty target runs satisfy the central event trigger condition (see Fig. 5). The empty target data is seen to have a neutral shower multiplicity which is similar to the peripheral <sup>208</sup>Pb+<sup>208</sup>Pb case but to fall more steeply with transverse momentum. The similarity is not surprising since the trigger selection on the transverse energy for peripheral Pb collisions will select events with a similar number of nucleon-nucleon collisions as for an empty target interaction. The no-target interactions most likely occur on light materials of the target wheel and vacuum system (aluminum or carbon). The steeper falling empty target spectrum results from the fact that many of those interactions occur on downstream materials and therefore have underestimated angles and correspondingly smaller apparent transverse momenta. Since the spectral shapes differ, the peripheral spectrum should be corrected for the effect of the empty target contribution. The true peripheral spectrum, $`S_{Per}^{True}`$, should be obtained from the raw peripheral spectrum, $`S_{Per}`$, and empty target spectrum $`S_{Empty}`$ as $$S_{Per}^{True}=S_{Per}+f(S_{Per}S_{Empty}),$$ (5) where f is the fraction of empty target events to true Pb target events in the peripheral data sample. Based on the live-beam scalers, downscale factors, and number of peripheral triggers a value of $`f=0.098`$ is obtained for the results shown in Fig. 12 where the empty target results are obtained with the same trigger cleanup cuts as used for the Pb data. On the other hand, as will be discussed in regard to the $`\pi ^0`$ result in Sec. IV D below, there are reasons to believe that the target out contribution to the peripheral data may be larger than indicated by the properly normalized empty target data. With the requirement of a coincident hit in the forward region of the Plastic Ball detector (see Sec. IV A) as for the 1995 data sample, the properly normalized fraction of empty target events in the peripheral data sample is only $`f=0.01`$. #### 2 Neutron and Anti-neutron Corrections The neutral shower spectra must be corrected for neutron and anti-neutron contributions to obtain the raw photon spectrum. For this correction it is necessary to rely entirely on results from simulation. The incident neutron and anti-neutron flux into the LEDA acceptance has been estimated using VENUS. In Fig. 13a) the VENUS predictions of the number of particles per decay photon are shown as a function of their incident transverse momentum for neutrons, anti-neutrons, and $`\pi ^+`$. In the region of greatest interest at high $`p_T`$, the neutron flux is seen to exceed the $`\pi ^+`$ flux by roughly an order of magnitude. Even the incident anti-neutron flux is similar to the $`\pi ^+`$ flux at large $`p_T`$. Fortunately, as for the charged hadrons, the neutrons and anti-neutrons deposit only a small portion of their incident energy in the lead-glass detector which results in a much reduced apparent transverse momentum. The response of the lead-glass detector to the neutrons and anti-neutrons, and to photons was simulated with GEANT with full tracking of the produced Čerenkov photons. The resulting ratio of neutron+anti-neutron $`(n+\overline{n})`$ to total neutral $`(n+\overline{n}+\gamma )`$ showers as a function of their apparent transverse momentum is shown in Fig. 13b). The $`(n+\overline{n})`$ contamination is seen to be significantly reduced in comparison to the incident flux due to the small energy deposit. The contamination is dominated by the neutron contribution. Results are shown with and without application of the shower dispersion cut. It is seen that the requirement of a narrow photon-like dispersion significantly reduces the $`(n+\overline{n})`$ contamination from about 5% to 1-2%. The results shown have been calculated using the GCALOR hadronic shower package of GEANT. Calculations were also performed using the GHEISHA and FLUKA hadronic shower packages. GHEISHA predicted $`(n+\overline{n})`$/neutral ratios which were nearly a factor of two lower than the FLUKA predictions while the GCALOR result was about 1-2% in value below the FLUKA result for the case of all showers. With the narrow shower condition applied GCALOR and FLUKA gave consistent results. While no hadronic shower package has been clearly demonstrated to be superior , we have chosen to use the GCALOR results, since GCALOR, as well as FLUKA, is considered to be more reliable for neutron transport. The proton spectrum predicted by VENUS for central <sup>208</sup>Pb+<sup>208</sup>Pb is considerably flatter than the measured spectrum reported by NA49 . This would suggest that VENUS also overpredicts the neutron and anti-neutron yield at high transverse momentum, which would suggest a smaller contamination. On the other hand, VENUS also overpredicts the $`\pi ^0`$ and hence inclusive photon yield at high $`p_T`$ . The open points in Fig. 13a) show an experimental estimate of the neutron$`/\gamma `$ ratio based on the NA49 proton measurement and the present WA98 photon measurement. The NA49 proton transverse mass distribution (measured over the interval $`0.<m_Tm_p<0.3`$ GeV/c<sup>2</sup> ) has been fitted to an exponential with the integral yield normalized to the predicted VENUS neutron multiplicity. It is seen that the neutron$`/\gamma `$ ratio estimated from the experimental results is quite similar to that predicted by VENUS, even in the region extrapolated beyond the NA49 measurement. Moreover, after GEANT response the final $`(n+\overline{n})/`$neutral ratio is very similar to the VENUS result over the entire $`p_T`$ region. In view of the uncertainties inherent in comparing different experimental results with different event selections, especially for peripheral collisions, the VENUS predictions have been used for the neutron and anti-neutron corrections. Due to these uncertainties, and especially those uncertainties associated with the simulation of the neutron response, a 50% uncertainty has been assumed for the $`n+\overline{n}`$ contribution to the photon result. The $`(n+\overline{n})/`$neutral ratio is fitted (as shown in Fig. 13b)) and the uncorrected neutral spectra (see Fig. 12) are then corrected by the factor $`\gamma /`$neutral$`=1(n+\overline{n})/(n+\overline{n}+\gamma ))`$ to obtain the raw photon spectrum. The anti-neutrons comprise about one third of the total neutral correction. The result is the raw inclusive photon spectra which must then be corrected for the photon reconstruction efficiency and acceptance. #### 3 Reconstruction Efficiency As described in Sec. III C, the photon reconstruction efficiency is extracted by the method of inserting GEANT photon test showers into real events and determining how the test showers are modified or lost. The efficiency is extracted as the ratio of the transverse momentum spectrum of found photons divided by the transverse spectrum of input photons. The input photon and its associated found photon are weighted such that the input distribution reproduces the measured transverse momentum distribution for each event class. The input weights are taken according to the raw photon distribution (see Fig. 12) for the initial efficiency result and the weights and resulting efficiency are iterated until the input distribution agrees with the final result. The final photon identification efficiency results are shown in Fig. 14 for peripheral and central collisions in parts a) and b), respectively. The results are shown for the various photon idenification criteria (see Sec. III B): All showers (S1); Narrow showers surviving a shower dispersion cut (S2); All showers within an increased edge cut (detector edge dead region increased from 2 modules to 3 modules); All showers with no associated CPV hit (S3); and Narrow showers with no associated CPV hit (S4). As previously discussed, what is called identification efficiency should more properly be called a response correction. It includes acceptance losses resulting from the fiducial cuts to define the useable detector region as well as dead or bad modules eliminated from the analysis. The acceptance is calculated for the full geometrical area of the lead-glass detector while the identification efficiency corrects for modules removed from the acceptance in the analysis. The efficiency correction also includes resolution corrections which can increase the apparent efficiency to values greater than one. For peripheral reactions it is seen that the photon identification efficiency is only about 60% independent of transverse momentum. This reflects the loss of acceptance due to such eliminated modules. The efficiency is seen to be slightly smaller with the increased edge cut reflecting the decreased fiducial region. Otherwise, the photon efficiency is nearly independent of the identification method for peripheral collisions. This indicates that few photons are lost by these identification criteria or by shower overlap effects. In contrast, for central collisions a large difference in photon identification efficiency is obtained for the different identification criteria. For the case of using all recovered showers the efficiency is seen to rise strongly with transverse momentum. This is understood as a result of the increase in the shower energy, and hence its transverse momentum, as a result of absorbing the energy of underlying showers which have been overlapped. Due to the steeply exponential transverse momentum distribution of the photons (see Fig. 12) there is a large feeddown of showers from low $`p_T`$ to high $`p_T`$ when the shower energy is increased due to overlap. When the shower dispersion cut is applied this rise in the efficiency is dramatically reduced, indicating that many overlapping showers are eliminated because they are found to be too broad to be single photons (recall that the clustering algorithm separates obvious shower overlap clusters with multiple maxima into multiple clusters with single maxima). The photon identification efficiency is reduced further when it is required that there be no associated hit in the CPV detector. This reduction is due to the elimination of photon showers which overlap with charged hadrons which would otherwise appear as a single photon shower. As discussed previously (see Secs. III B and IV B), all photon identification methods use the CPV information to eliminate the charged hadron contamination. The difference between methods S1, S2 and methods S3, S4 is mostly a matter of procedure. In methods S3 and S4 in which the CPV is used directly to reject charged showers no charged hadron correction of the photon candidate spectrum is necessary. On the other hand, as seen in Fig. 14 the photon losses due to random overlap with charged hits are greater, resulting in a reduced photon identification efficiency. The photon identification efficiencies are fitted (see Fig. 14) to remove fluctuationsNote: The fluctuations for different identification methods are correlated since the efficiencies are extracted from the same simulated shower sample for all methods and the fitted efficiency corrections are applied to the raw photon spectra to obtain the final photon transverse momentum distributions which need only be corrected for the LEDA acceptance. The identification efficiencies obtained by iteration were compared to efficiencies obtained by the two-dimensional unfolding method III C . The systematical error on the photon identification efficiency is estimated to be 2%. #### 4 Systematical error The systematical errors relevant for the direct photon analysis which contribute solely to the extraction of the inclusive photon yield are listed in Table III at two representative transverse momenta. The errors are estimated for the case of photons identified with the narrow shower criterion (S2). The 30% uncertainty in the charged/neutral measurement discussed in regard to Figs. 10 and 11 leads to the listed $`p_T`$ dependent uncertainty in the photon yield due to the charged particle background correction. Based on a comparison of the magnetic field on and field off results, and a comparison with and without the CPV requirement, a 0.5% uncertainty on the photon conversion probability has been assumed. The assumed 50% uncertainty on the neutron and anti-neutron contribution discussed in regard to Fig. 13 results in the listed $`p_T`$ dependent uncertainty in the photon yield. Finally a 2.0% uncertainty in the photon identification efficiency has been assumed. The systematical errors are added in quadrature to give the total systematical error on the photon yield measurement listed in Table III. Other sources of systematical error, such as the energy calibration and non-target backgrounds, which also affect the $`\pi ^0`$ yield extraction will be discussed in Sec V D. The total systematical error on the photon yield measurement can be investigated by comparison of the inclusive photon results obtained with the different photon identification criteria. In particular, it was shown above that the charged and neutron backgrounds are reduced by about a factor of two when the shower dispersion cut is applied. Also, the photon identification efficiencies are observed to vary by a factor of 2-3 for central collisions depending on the identification criterion (see Fig. 14). The results of such a comparison are shown in Fig. 15 for peripheral and central collisions where the photon transverse momentum spectra obtained with the various photon identification criteria are divided by the photon spectrum obtained using the criterion of all showers. Since the corrections are largest for the condition of using all showers, it is the method expected to have the largest systematical error, with errors which should be larger than those which have been estimated for the narrow shower condition. The $`p_T`$ dependent upper and lower systematical errors on the photon yield measurement are indicated by the horizontal lines. In general, to the extent allowed by the statistical uncertainties, one may conclude that the various results are consistent within the systematical error estimates. ### D $`\pi ^0`$ Analysis The method to extract the $`\pi ^0`$ transverse momentum spectra is described in Sec. III B. In summary, the procedure is to calculate the two-gamma invariant mass spectrum for each $`p_T`$ bin and extract the yield in the $`\pi ^0`$ peak. This is done using the various photon identification criteria and run conditions and the final results are checked for consistency. While charged hadron and neutron contamination in the selected photon showers will not directly contribute to the $`\pi ^0`$ peak and yield, they will contribute excess photon pairs in the combinatorial background which must be subtracted to obtain the yield in the peak. The large combinatorial background in the $`m_{\gamma \gamma }`$ invariant mass distribution, especially for central collisions, poses a special difficulty for the $`\pi ^0`$ analysis. After the raw $`\pi ^0`$ yield is extracted it is corrected for the $`\pi ^0`$ identification efficiency, and finally for the lead-glass detector acceptance. The details of this procedure are described in this section. #### 1 $`\pi ^0`$ Yield Extraction The two-photon invariant mass distributions for peripheral <sup>208</sup>Pb+<sup>208</sup>Pb collisions are shown in part a) of Figs. 16 and 17 for photon pair transverse momenta in the range of $`0.5<p_T<0.6`$ GeV/c and $`1.5<p_T<1.6`$ GeV/c, respectively. The distributions are obtained using all showers which pass the 750 MeV energy threshold. While it is evident that the $`\pi ^0`$ peak content can easily be extracted at high $`p_T`$, it is seen that the peak sits on top of a rather large and broad background with a complicated shape for the case of low pair $`p_T`$. This combinatorial background arises as a result of “random” combinations of photons within the detector acceptance where the pair of photons did not originate from the same radiative decay (e.g. different $`\pi ^0`$’s) and hence the two photons have little or no correlation. Although correlations between the photon pairs could exist, such as from a residual $`\pi ^0\pi ^0`$ Bose-Einstein correlation, or from a multi-$`\pi ^0`$ decay final state, or from collective flow, it is expected that the shape of the photon pair combinatorial background depends mainly on the photon spectrum and on the detector acceptance. To accurately determine its shape without resort to a complicated fit procedure, an event-mixing technique has been used in which all photons of an event are paired with all photons of the next analyzed event within the same centrality selection. This procedure removes all resonance pair correlations but leaves some of the higher order correlations which might also exist in the real-pair background distribution. No attempt was made to impose cuts on the mixed event shower pairs to implement the effect of merging showers. This has the result that the mixed events are not expected to accurately reproduce the very low mass region of the real event mass spectra. The mixed event $`m_{\gamma \gamma }`$ invariant mass distributions are shown as the shaded histograms in part a) of Figs. 16 and 17. The ratios of the real to mixed invariant mass distributions are shown in part b). The ratios have been normalized to unity in the region outside of the $`\pi ^0`$ mass interval. For peripheral collisions the normalization has been calculated as the ratio of integrated yields in the mass intervals $`5060`$ and $`200430`$ MeV/c<sup>2</sup>. The normalization extracted in this way was then fit to a smooth function of $`p_T`$ to determine the final mixed event background normalization. The normalized background subtracted results are shown in part c). The mixed event distribution is seen to provide a good description of the combinatorial background outside the $`\pi ^0`$ mass region. However, a low-mass tail on the $`\pi ^0`$ peak is observed at the lowest $`p_T`$ (see Fig. 16c). Such a tail can result from $`\pi ^0`$’s produced downstream from the target, such as from $`K_S^0`$ decays (see Sec. III D) or from background interactions on downstream materials. This will be further discussed below. The $`m_{\gamma \gamma }`$ invariant mass distributions for central <sup>208</sup>Pb+<sup>208</sup>Pb collisions are shown in part a) of Figs. 18 and 19 for photon pair transverse momenta in the range of $`0.5<p_T<0.6`$ GeV/c and $`1.5<p_T<1.6`$ GeV/c, respectively. Due to the much higher photon multiplicity in central events (see Fig.5) the combinatorial backgrounds are much greater. As a result it is seen that the $`\pi ^0`$ peak is hardly visible at low $`p_T`$. In the same way as for peripheral events, the combinatorial background has been calculated using mixed events and normalized to the real event invariant mass distribution using the mass intervals $`7095`$ and $`220430`$ MeV/c<sup>2</sup> with the normalizations fitted to a smooth $`p_T`$ dependence. The real/mixed event invariant mass distribution ratios are shown in part b) and the final normalized background subtracted invariant mass distributions are shown in part c). As for the case of peripheral collisions, the event mixed background is seen to provide a good reproduction of the combinatorial background in the region around the $`\pi ^0`$ peak. Several features of the results for central collisions are notable in comparison to the results for peripheral collisions. First, it is observed that the $`\pi ^0`$ peak is broader and shifted to higher mass as compared to the case for peripheral collisions. This is due to the effects of shower overlap and the modification of the energy and position of the original shower. Secondly, the $`\pi ^0`$ peak is seen to exhibit a long non-gaussian tail to high mass which is also attributed to shower overlap effects. And finally, the low mass tail on the $`\pi ^0`$ peak at low $`p_T`$ is not present. The mixed event invariant mass normalization regions were chosen differently for central collisions due to these last two observations. In addition, the invariant mass distribution is observed to show structure in the very low mass region below about 50 MeV/c<sup>2</sup>. This structure is attributed to several effects, such as splitting of overlapping showers and the above-mentioned details of the treatment of the mixed events for nearby showers. It does not affect the analysis presented here and will not be discussed further. The $`\pi ^0`$ transverse momentum spectra are obtained by integration of the yield in the $`\pi ^0`$ peak region of the combinatorial background subtracted $`m_{\gamma \gamma }`$ invariant mass distributions for each $`p_T`$ bin. The integration regions used were $`110<m_{\gamma \gamma }<170`$ MeV/c<sup>2</sup> for peripheral collisions and $`110<m_{\gamma \gamma }<200`$ MeV/c<sup>2</sup> for central collisions. The wider integration region used for central collisions is due to the previously discussed high mass tail on the $`\pi ^0`$ peak which results from overlap effects. The uncorrected transverse momentum distributions are shown in Fig. 20 for peripheral and central collisions. The results are obtained using the full 1995 and 1996 magnet on data sample with the narrow shower identification criterion (S2) (see Sec. III B). The distributions are observed to extend over about four orders of magnitude with similar $`p_T`$ coverage but lower statistical accuracy as compared to the inclusive photon result shown in Fig. 12. The distributions are observed to be cut off at low $`p_T`$ at around 0.5 GeV/c due to the acceptance limit (see Fig. 2) imposed by the 750 MeV shower energy threshold. As noted in the discussion of the inclusive photon result, no empty target events satisfy the central collision trigger requirement with the result that no background corrections to the photon and $`\pi ^0`$ spectra are necessary for central collisions. On the other hand, as discussed with regard to Fig. 16, the $`m_{\gamma \gamma }`$ invariant mass distributions for low $`p_T`$ peripheral events show a low mass tail which suggests a contribution of $`\pi ^0`$’s produced downstream of the target location. In principal, this can be verified by comparison to the $`m_{\gamma \gamma }`$ distribution obtained for runs taken with no target. However, when the empty target events are analyzed with the trigger requirement of a hit in the forward region of the Plastic Ball detector to eliminate downstream interactions, as used for analysis of the peripheral events, no significant peak is observed in the empty target $`m_{\gamma \gamma }`$ distribution. On the other hand, when the Plastic Ball hit condition is removed, a small low mass peak is observed in the empty target $`m_{\gamma \gamma }`$ distribution, as shown by the open symbols in Fig. 16c. With the same Plastic Ball condition as used for the Pb target the empty target contribution is reduced by a factor of more than five (see the discussion of Fig. 12). Even with the Plastic Ball condition removed, the empty target yield, appropriately normalized according to the relative number of live beam triggers, is about a factor of three lower than the observed low mass yield with the Pb target. The results shown in Fig. 16 are for the 1996 magnet on data sample. A slightly larger low mass contribution with a more distinctive peak at around $`m_{\gamma \gamma }100`$ MeV/c<sup>2</sup> is observed for the 1995 data sample. As for the 1996 data, there is no such contribution seen for central collisions or for high $`p_T`$ peripheral collisions (the 1995 results are shown in Figs.17,18,19). The additional 1995 low mass contribution is attributed to downstream interactions on an aluminum ring on the vacuum exit window which was removed for the 1996 run period (see Sec. II A). For the 1995 run period the Plastic Ball hit requirement was implemented directly in the online trigger. With this condition, as for the 1996 run, no significant low mass contribution was observed in the 1995 empty target data. The explanation for these observations is that the Plastic Ball condition was in fact effective to remove downstream interactions when there was no target in place. However, when the target was in place, $`\delta `$-electrons produced in the target could be detected in the Plastic Ball and satisfy the Plastic Ball trigger requirement. This meant that more downstream interactions could be accepted with target in place than without target. Nevertheless, even with the Plastic Ball trigger requirement removed, the empty target result is about a factor of three below the observed low mass excess, as noted above. This observation is not understood. For the direct photon analysis the effect of the empty target contribution has been studied under two extreme assumptions. In the first case it has been ignored completely, while in the second case the result without the Plastic Ball condition has been renormalized to be as large as possible consistent with the result for the Pb target. That is, the empty target result was increased to remove as much as possible of the low mass excess in the $`m_{\gamma \gamma }`$ distribution at low $`p_T`$. While these two assumptions will give different photon and $`\pi ^0`$ $`p_T`$ distributions, it might be expected that the direct photon result is not too dependent on this assumption as long as both the photon and $`\pi ^0`$ yields from all sources are taken into account consistently. Finally, we emphasize again that this non-target background uncertainty is only relevant for the low $`p_T`$ (below $`1`$ GeV/c) peripheral data sample. #### 2 $`\pi ^0`$ Reconstruction Efficiency The procedure to determine the $`\pi ^0`$ reconstruction efficiency is similar to the one for photons described in Sec. IV C 3. As described in Sec. III C, the $`\pi ^0`$ reconstruction efficiency is extracted by inserting test $`\pi ^0`$’s into real events and determining how the test $`\pi ^0`$’s are modified or lost. The test $`\pi ^0`$’s were initially generated uniformly in transverse momentum and pseudo-rapidity. Only those $`\pi ^0`$’s which decayed to give two photons within the nominal LEDA acceptance were recorded and those photons were tracked with GEANT. The efficiency is extracted as the ratio of the transverse momentum spectrum of found $`\pi ^0`$’s divided by the transverse momentum spectrum of input $`\pi ^0`$’s. The input $`\pi ^0`$ and its associated found $`\pi ^0`$ are weighted such that the input distribution reproduces the measured transverse momentum distribution for each event class. The initial input weights are taken according to the raw $`\pi ^0`$ distribution (see Fig. 20) after application of the acceptance correction and an initial estimated efficiency correction. The weights and resulting efficiency are iterated until the weighted input distribution agrees with the final result. The input $`\pi ^0`$ distribution is weighted according to a Gaussian rapidity distribution centered on mid-rapidty with an rms width of $`\sigma _y=1.3`$, consistent with the final result. After being superimposed onto real events the simulated $`\pi ^0`$’s are considered to be found if both photons are recovered and the reconstructed invariant mass of the photon pair falls within the same $`\pi ^0`$ mass window as applied in the analysis of the real events (see Sec. IV D 1). For an accurate efficiency determination it is essential that the simulated photon showers have the same characteristics as the measured photon showers. This can be verified by comparison of the extracted $`\pi ^0`$ mass peak for real events with that of the simulated $`\pi ^0`$’s after superposition onto real events. Such a comparison is shown in Fig. 21. The fitted mass and width of the $`\pi ^0`$ peak are shown as a function of transverse momentum for central and peripheral event selections for the case of using all shower candidates (S1) for the invariant mass calculation. As noted in the discussion of the invariant mass spectra, the mass and width of the $`\pi ^0`$ peaks are observed to be significantly larger for central collisions in comparison to peripheral collisions due to the effects of shower overlap. With the narrow shower condition (S2), the $`\pi ^0`$ peak position is about 3 MeV/c<sup>2</sup> lower and the $`\pi ^0`$ peak width is about 1.5 MeV/c<sup>2</sup> smaller for central conditions compared to the results shown in Fig. 21. The characteristics of the reconstructed simulated $`\pi ^0`$’s are seen to be in good agreement with those of the real $`\pi ^0`$’s for both peripheral and central event selections. This indicates that the energy calibration and resolution, and their modification due to detector occupancy effects, are accurately reproduced in the simulation and therefore are properly taken into account in the efficiency determination. The final $`\pi ^0`$ identification efficiencies are shown in Fig. 22 for peripheral and central collisions in parts a) and b), respectively. The results are shown for the various photon identification criteria (see Sec. III B): all showers (S1); narrow showers surviving a shower dispersion cut (S2); all showers with no associated CPV hit (S3); and narrow showers with no associated CPV hit (S4); all showers but with the photon energy threshold increased from 750 MeV to 1.5 GeV; shower pairs which satisfy an energy asymmetry cut $`\alpha =\|E_1E_2\|/\|E_1+E_2\|<0.7`$. As previously mentioned, what is called the identification efficiency should more properly be called a response correction. It includes acceptance losses resulting from the fiducial cuts to define the useable detector region as well as dead or bad modules eliminated from the analysis. The acceptance is calculated for the full geometrical area of the LEDA while the identification efficiency corrects for modules removed from the acceptance in the analysis. For peripheral reactions it is seen that the $`\pi ^0`$ identification efficiency is only about 30%, nearly independent of transverse momentum, which reflects the loss of acceptance due to eliminated modules. With the 1.5 GeV shower energy threshold the efficiency is seen to drop sharply at low transverse momentum due to the loss of acceptance which results from the higher energy threshold. Similarly, the shower energy asymmetry cut results in a loss of $`\pi ^0`$ acceptance, and hence a decreased efficiency, at large transverse momenta. Otherwise, the $`\pi ^0`$ efficiency is nearly independent of the identification method for peripheral collisions. Again, this indicates that few photons are lost by these identification criteria or by shower overlap effects. Similar to the photon identification efficiency, the $`\pi ^0`$ efficiency dependence is quite different for the case of central collisions. A large difference in the $`\pi ^0`$ identification efficiency is obtained for the different identification criteria. For the case of using all recovered showers the efficiency is seen to rise strongly with transverse momentum, exceeding the efficiency for peripheral collisions. This is understood as a shower overlap effect which results in an increase in the shower energy, and hence transverse momentum, as a result of absorbing the energy of underlying showers which get overlapped. Due to the steeply exponential transverse momentum distribution of the $`\pi ^0`$’s (see Fig. 20) there is a large feeddown of the $`\pi ^0`$ yield from low $`p_T`$ to high $`p_T`$ when the shower energy is increased due to overlap. When the shower dispersion cut is applied this rise in the efficiency is dramatically reduced, and becomes more similar to the result for peripheral collisions. This indicates that many overlapping showers are eliminated because they are found to be too broad to be single photons. The $`\pi ^0`$ identification efficiency is reduced further when it is required that there be no associated hit in the CPV detector (methods S3 and S4). This reduction is due to conversions and the elimination of photon showers which overlap with charged hadrons which would otherwise appear as a single photon shower. The $`\pi ^0`$ identification efficiencies are fitted (see Fig. 22) to remove fluctuations<sup>§</sup><sup>§</sup>§Note: The fluctuations for different identification methods are correlated since the efficiencies are extracted from the same simulated shower sample for all methods. and the fitted efficiency corrections are applied to the raw $`\pi ^0`$ spectra to obtain the final $`\pi ^0`$ transverse momentum distributions which need only be corrected for the LEDA acceptance. The systematical error on the $`\pi ^0`$ identification efficiency is estimated to be 3% for peripheral collisions and 4% for central collisions. #### 3 Systematical error The systematical errors relevant for the direct photon analysis which enter only for the inclusive $`\pi ^0`$ yield extraction are listed in Table III at two representative transverse momenta. The errors are estimated for the case of photons identified with the narrow shower criterion (S2). Based on a comparison of the magnetic field on and field off results, and a comparison with and without the CPV requirement a 0.5% uncertainty in the $`\pi ^0`$ yield due to photon conversions has been assumed. As mentioned above, the uncertainty in the $`\pi ^0`$ identification efficiency has been assumed to be 3% and 4% for peripheral and central collisions, respectively. An important source of systematical error in the $`\pi ^0`$ yield extraction at low $`p_T`$ for central collisions is the error associated with the combinatorial background subtraction. The statistical error of the combinatorial background subtraction is included in the statistical error on the $`\pi ^0`$ yield. An additional systematical error of $`10^3`$ of the background yield has been assumed. This error contribution is estimated from the variability of the results at low $`p_T`$ for central collisions for the different analysis methods (see Fig. 23). Besides the small peak/background ratios at low $`p_T`$ for central collisions, the curvature of the background under the $`\pi ^0`$ peak may futher complicate the extraction of the $`\pi ^0`$ yield and increase the error beyond expectations from the magnitude of the background. The systematical errors are added in quadrature to give the total systematical error on the $`\pi ^0`$ yield extraction listed in Table III. Other sources of systematical error, such as the energy calibration and non-target backgrounds, which affect both the photon and $`\pi ^0`$ yield extraction will be discussed below. As for the photon yield determination, the total systematical error estimate on the $`\pi ^0`$ yield extraction can be investigated by comparison of the inclusive $`\pi ^0`$ results obtained with the different identification criteria. The results of such a comparison for peripheral and central collisions are shown in Fig. 23 where the $`\pi ^0`$ transverse momentum spectra obtained with the various conditions are divided by the $`\pi ^0`$ spectrum obtained using the criterion of all showers (S1). Since the $`\pi ^0`$ identification efficiencies vary by a factor of 2-3 for central collisions depending on the identification criterion (see Fig. 22) this comparison provides a sensitive indication of the accuracy of the efficiency determination. Also, the uncertainty in the $`\pi ^0`$ peak yield extraction is probed since, for example, the application of the shower dispersion cut reduces the non-photon shower contamination and therefore improves the $`\pi ^0`$ peak/background ratio by nearly a factor of two, which reduces the necessary background correction. Since the corrections are largest for the condition of using all showers, it is the method expected to have the largest systematical error, with errors which should be larger than those which have been estimated for the narrow shower condition. The $`p_T`$ dependent upper and lower systematical errors on the $`\pi ^0`$ yield measurement are indicated by the horizontal lines. In general, to the extent allowed by the statistical uncertainties, one may conclude that the various results are consistent within the given systematical error estimates. The increasing systematical deviations at low transverse momentum for central collisions are due to the above-mentioned systematical error of the combinatorial background subtraction. ### E $`\eta `$ Analysis The method to extract the $`\eta `$ transverse momentum spectrum is similar to that used for the $`\pi ^0`$ analysis described in Sec. III B and discussed in Sec. IV D. As for the $`\pi ^0`$, the procedure is to calculate the $`m_{\gamma \gamma }`$ invariant mass spectrum for each $`p_T`$ bin and extract the yield in the $`\eta `$ peak. The extraction of the $`\eta `$ yield is much more difficult due to the lower $`\eta `$ production cross section and smaller branching ratio to two photons together with the very large combinatorial background in the $`m_{\gamma \gamma }`$ invariant mass distribution. An example of the two-photon invariant mass distributions for central <sup>208</sup>Pb+<sup>208</sup>Pb collisions in the $`\eta `$ mass region is shown in part a) of Fig. 24 for photon pair transverse momenta in the range of $`1.0<p_T<1.2`$ GeV/c. The distributions are obtained using all narrow showers which pass the 750 MeV energy threshold and include the full 1995 and 1996 magnet on data samples. The invariant mass distribution for real events is shown by the open histogram while the invariant mass distribution constructed with photons from mixed events is shown by the shaded histogram. The difference in the two distributions is scarcely visible, even in the $`\eta `$ peak region. The $`\eta `$ peak yield is extracted in the same way as the $`\pi ^0`$ yield extraction but with one additional step. To insure that the high mass tail of the $`\pi ^0`$ peak does not affect the normalization of the background the $`\pi ^0`$ content is first removed from the invariant mass distribution. This is done by extraction of the $`\pi ^0`$ peak yield, as described in Sec. III B, and then subtraction of the corresponding invariant mass distribution of simulated $`\pi ^0`$’s after event overlap, normalized to the same $`\pi ^0`$ yield, from the invariant mass distribution. This removes the $`\pi ^0`$ peak and high mass tail from the invariant mass distribution of real photon pairs. The ratio of the $`\pi ^0`$ subtracted real event to mixed event invariant mass distributions is shown in part b) of Fig. 24. The mixed event background normalization is given by fixing to unity the ratio of integrated yields in the mass interval $`355450`$ and above $`710`$ MeV/c<sup>2</sup>. The normalized background subtracted invariant mass distribution is shown in part c). While the $`\eta `$ peak is clearly seen to contain several thousand counts, the statistical significance of the peak is weak due the low signal to background ratio of less than $`0.5\%`$. The $`\eta `$ peak is seen to be shifted to higher mass due to the effect of shower overlap in central collisions, similar to observation for the $`\pi ^0`$ (see Fig. 21). The $`\eta `$ yield is obtained by integration over the invariant mass region $`500640`$ MeV/c<sup>2</sup>. The $`\eta `$ and $`\pi ^0`$ yields are extracted from the invariant mass distribution for each transverse momentum bin and are corrected for identification efficiency, acceptance, and the two-photon decay branching ratios. The ratio of corrected yields, $`\eta /\pi ^0`$, is shown as a function of transverse momentum in Fig. 25. While the statistical error at each point is large, due to the large combinatorial background for extraction of the $`\eta `$ yield, there is a general tendency for a rise in the ratio with increasing $`p_T`$. This is the expected behavior if the $`\eta `$ and $`\pi ^0`$ yields have the same functional dependence on the transverse mass. The solid curve in Fig. 25 is the calculated ratio expected from the fit to the $`\pi ^0`$ spectrum (see Fig. 26 and discussion below) assuming $`m_T`$-scaling. The absolute normalization is the $`m_T`$-scaling parameter which is fitted to the results of Fig. 25 to be $`R_{\eta /\pi ^0}=0.486\pm 0.077`$(stat.)$`\pm 0.097`$(syst.). A 20% systematical error has been assumed on the absolute normalization of the $`\eta `$ yield relative to the $`\pi ^0`$ yield. This systematical error reflects the uncertainty due to the worse ratio of $`\eta `$ yield to combinatorial background in the $`\eta `$ region, and a less thorough investigation of the $`\eta `$ efficiency corrections due to the limited statistics. Within errors, the fitted $`R_{\eta /\pi ^0}`$ ratio is in agreement with previous results. A value of $`R_{\eta /\pi ^0}=0.55\pm 0.02`$ has been obtained from a compilation of previous measurements as discussed in Sec. III C and listed in Table I. The present $`\eta `$ measurement excludes any large enhancement of the $`\eta `$ yield in central Pb+Pb collisions as has been suggested might occur as a consequence of chiral symmetry restoration (see discussion of Sec. III C). The result also indicates that the $`m_T`$-scaling assumption is valid, or at least not significantly distorted by collective flow effects, for the transverse momentum range of interest for the present direct photon analysis. Finally, we note that due to the limited data sample and lower $`\eta `$ multiplicity it was not possible to obtain a significant $`\eta `$ measurement for the peripheral Pb+Pb event selection. Instead, $`m_T`$-scaling has been assumed as given by the measured peripheral $`\pi ^0`$ result with a $`m_T`$-scaling parameter of $`R_{\eta /\pi ^0}=0.55`$. ## V RESULTS In this section the final inclusive $`\pi ^0`$ and inclusive photon results are presented. The inclusive $`\pi ^0`$ measurement is used, together with the $`\eta `$ result of the previous section, as input to a calculation of the expected inclusive photon distribution from radiative decays. The difference between the measured and calculated photon distributions is extracted as the direct photon excess. The measured excess is presented and discussed in comparison to other measurements and model calculations. ### A $`\pi ^0`$ and $`\eta `$ Production The final inclusive $`\pi ^0`$ transverse momentum spectra for central and peripheral 158 A GeV <sup>208</sup>Pb+<sup>208</sup>Pb collisions are shown in Fig. 26. The results presented are the sum of the 1995 and 1996 data samples with magnet on. The details of the data selection have been discussed in Sec. IV A and the characteristics of the peripheral and central data samples are summarized in Table II. The distributions have been corrected for the $`\pi ^0`$ identification efficiency and acceptance as described in Secs. III B and IV D. The indicated errors are the total statistical errors which include also the statistical errors introduced by the combinatorial background subtraction. The systematical errors on the $`\pi ^0`$ yield extraction have been discussed in Sec. IV D 3 and will be summarized again in Sec. V D. It should be noted that the $`\pi ^0`$ yield per event is given rather than the absolute $`\pi ^0`$ cross section. For the direct photon analysis the measured photon multiplicity per event will be compared to the background multiplicity calculated from the measured $`\pi ^0`$ yield per event for the same event sample. Therefore there are no systematical errors associated with the absolute cross section determination. Also, it is recalled that the definitions of the peripheral data samples were slightly different for the 1995 and 1996 runs so that the result presented is for an averaged peripheral class. The peripheral $`\pi ^0`$ distribution has not been corrected for target-out background (see Sec. IV D). The $`\pi ^0`$ transverse mass distributions are observed to be nearly exponential over more than five orders of magnitude. On the other hand, the distributions exhibit a weak curvature which is best described by a power-law. The spectra have therefore been fitted with a QCD-inspired power-law functional form , $$\frac{1}{N_{Event}}\frac{d^2N}{dydp_T}=C\left(\frac{p_0}{p_0+p_T}\right)^n.$$ (6) The fit region and fit results are shown by the solid curves in Fig. 26. The extracted fit parameter values are $`C=66.5\pm 2.3,p_0=9.6\pm 1.3`$ GeV/c, and $`n=44.5\pm 5.6`$ with $`\chi ^2/33=1.25`$ for peripheral collisions and $`C=1295\pm 21,p_0=19.98\pm 0.24`$ GeV/c, and $`n=80.0\pm 0.7`$ with $`\chi ^2/36=1.06`$ for central collisions. For the power-law functional form of Eq. 6 the local inverse slope is calculated as $$T=\frac{f(p_T)}{\frac{f(p_T)}{p_T}}=\frac{p_0}{n}+\frac{p_T}{n}.$$ (7) The ratio $`p_0/n`$ characterizes the slope of the distribution as $`p_T0`$, while $`1/n`$ characterizes the strength of the curvature. The above fit results give $`p_0/n=215.7`$ and 249.8 MeV/c for peripheral and central collisions, respectively. The large fitted values of $`n`$ confirm the nearly exponential spectral shapes. More properly , the invariant $`\pi ^0`$ yields per event can be fitted to the same functional form to provide a similarly good description. $$\frac{1}{N_{Event}}E\frac{d^3N}{dp^3}=C^{}\left(\frac{p_0^{}}{p_0^{}+p_T}\right)^n^{}.$$ (8) Fitting the invariant transverse momentum distributions in the region above 500 MeV/c gives fit parameters $`C^{}=46.7\pm 2.1,p_0^{}=3.64\pm 0.06`$ GeV/c, and $`n^{}=24.9\pm 0.2`$ with $`\chi ^2/32=1.41`$ for peripheral collisions and $`C^{}=813.\pm 21.,p_0^{}=5.08\pm 0.18`$ GeV/c, and $`n^{}=29.3\pm 0.8`$ with $`\chi ^2/35=1.56`$ for central collisions. This corresponds to $`p_0^{}/n^{}=146.0`$ and 173.4 MeV/c for peripheral and central collisions, respectively. The fitted slope and curvature parameters are similar to those which have been extracted for the $`\pi ^0`$ invariant cross sections for sulphur-induced reactions . The fit results of Eq. 6 shown in Fig. 26 are the main experimental input to the calculation of the radiative decay background. In addition, the $`\pi ^0`$ fit result for central collisions has been used to fit the $`\eta /\pi ^0`$ ratio shown in Fig. 25 assuming $`m_T`$-scaling and to extract the $`m_T`$-scaling ratio $`R_{\eta /\pi ^0}=0.486`$ for central collisions, as discussed in Sec. IV E. The calculated inclusive photon distribution from radiative decays is compared to the measured inclusive photon distribution to extract the excess which may be attributed to direct photons. ### B Inclusive Photon Results The final inclusive photon transverse momentum spectra for central and peripheral 158 A GeV <sup>208</sup>Pb+<sup>208</sup>Pb collisions are shown in Fig. 27. The results presented are the sum of the 1995 and 1996 data samples with magnet on, which is exactly the same data sample as used for the final $`\pi ^0`$ and $`\eta `$ result. The details of the data selection have been discussed in Sec. IV A and the characteristics of the peripheral and central data samples are summarized in Table II. The distributions have been corrected for the photon identification efficiency and acceptance as described in Secs. III B and IV C. The indicated errors are statistical errors only. The systematical errors on the photon yield extraction have been discussed in Sec. IV C 4 and will be summarized again in Sec. V D. It is again noted that there are no systematical errors associated with the absolute cross section determination for the direct photon analysis. Also, it is again noted that the peripheral data sample definitions were slightly different for the 1995 and 1996 runs which means that the result represents an average peripheral class. The peripheral photon distribution has not been corrected for target-out background (see Sec. IV C 1). Similar to the $`\pi ^0`$ transverse mass distributions, the inclusive photon transverse momentum distributions are nearly exponential over more than six orders of magnitude. The inclusive photon distributions have been fitted with the power-law functional form of Eq. 6 with the fit region and results shown by the solid curves in Fig. 27. The extracted fit parameter values are $`C=115.9\pm 3.3,p_0=3.2\pm 0.4`$ GeV/c, and $`n=21.8\pm 5.6`$ for peripheral collisions and $`C=1570\pm 18,p_0=7.35\pm 0.19`$ GeV/c, and $`n=37.2\pm 0.8`$ for central collisions. The measured inclusive photon distributions are to be compared to the background inclusive photon distributions calculated from radiative decays of the $`\pi ^0`$ and other hadrons to extract the direct photon excess. ### C Background Photon Calculation For each data sample or event selection in which the inclusive yield is extracted, the expected inclusive photon background from long-lived radiative decays is calculated using a Monte Carlo program which uses the JETSET 7.3 routines to implement the hadron decays with proper branching ratios and decay distributions. As described in Sec. III D, the most important input to that calculation is the measured inclusive $`\pi ^0`$ yield per event for the same event sample. In the present analysis, the direct photon excess is to be extracted for central and for peripheral Pb+Pb collisions. The peripheral data sample is used to provide a control measurement. Therefore, the fits to the final inclusive $`\pi ^0`$ transverse momentum distributions of Fig. 26 are the primary input to the calculations. The output of the simulation is the calculated decay photon yield per $`\pi ^0`$ into the LEDA acceptance. This calculated $`\gamma /\pi ^0`$ ratio, is to be compared to the measured ratio. Since the simulated $`\pi ^0`$ distribution must agree with the measured $`\pi ^0`$ distribution by construction, the difference in the measured and calculated inclusive $`\gamma `$ yield per event gives the direct photon excess. While photons from $`\pi ^0`$ decay constitute the dominant source of background photons, other radiative decays are also included in the background calculation. The calculated fraction of the total background photons due to each of the various photon sources is shown in Fig. 28 for central Pb+Pb collisions. As discussed in Sec. III D, the yields of the various hadrons has been calculated with the assumption of $`m_T`$-scaling. This implies that the transverse momentum distributions of the other hadrons are determined by the measured $`\pi ^0`$ transverse momentum distributions. The $`m_T`$-scaling normalization factors $`R_{X/\pi ^0}`$ are taken from the literature as discussed in Sec. III D and given in Table I. The quoted $`m_T`$-scaling factors are used for both peripheral and central collisions, with the exception that the measured $`m_T`$-scaling value of $`R_{\eta /\pi ^0}=0.486`$ extracted for the results shown in Fig. 25 and discussed in Sec. IV E is used for central collisions. As seen from Fig. 28, the $`\eta `$ radiative decay contribution is the most significant source of background photons, beyond the $`\pi ^0`$ contribution.Note that decay photons from $`\pi ^0`$’s which are themselves decay products of other hadrons are included in the measured $`\pi ^0`$ decay contribution, and therefore not included as decay photons from the original hadron. As will be discussed in the next section, the uncertainty on the $`\eta `$ yield constitutes one of the largest sources of systematical error on the background photon calculation. For the background calculations, a Gaussian rapidity distribution of particle production is assumed centered on mid-rapidity ($`y=2.9`$) with an rms width of $`\sigma _y=1.3`$ according to measured results for photon production in 158 A GeV <sup>208</sup>Pb+<sup>208</sup>Pb collisions . Since the LEDA is near to mid-rapidity (see Fig. 2) the rapidity distribution varies little over the detector acceptance consistent with the $`\sigma =1.3`$ width. As an extreme, the background calculation has been performed with the assumption of a flat rapidity distribution. Under this assumption the calculated background photon yield would increase by about 2% for all transverse momenta above $`p_T=1`$ GeV/c. The increase is greater at low $`p_T`$ with an increase in the photon yield of about 5% at $`p_T=500`$ MeV/c. This modest sensitivity to the assumed rapidity distribution can be understood from the limited acceptance for photons from $`\pi ^0`$’s which are emitted away from LEDA, as seen in part a) of Fig. 2. More important however, is that the calculated $`\gamma /\pi ^0`$ ratio, which is the quantity relevant for the direct photon analysis, is much less sensitive to the assumed rapidity distribution. With the assumption of a flat rapidity distribution the $`\gamma /\pi ^0`$ ratio is increased by only 2% at $`p_T=500`$ MeV/c, 0.5% at $`p_T=1`$ GeV/c, with the size of the increase rapidly decreasing at higher transverse momenta. Therefore, one may conclude that the uncertainty in the calculated $`\gamma /\pi ^0`$ ratio due to extrapolation and uncertainty of the $`\pi ^0`$ rapidity distribution is negligible. ### D Direct Photon Excess In this section the final direct photon result is obtained and compared to results from proton-induced reactions at similar $`\sqrt{s}`$ and to model calculations. The direct photon yield is extracted as a function of the photon transverse momentum for central and peripheral 158 A GeV <sup>208</sup>Pb+<sup>208</sup>Pb collisions. The results presented are the sum of the 1995 and 1996 magnet on data samples. The details of the data selection have been discussed in Sec. IV A and the characteristics of the peripheral and central data samples are summarized in Table II. As described in Sec. III A, the direct photon excess is extracted on a statistical basis as the difference between the measured inclusive photon distributions discussed in Sec. V B and the background photon distributions calculated from radiative decays of long-lived final state hadrons discussed in Sec. V C. #### 1 Results Since $`\pi ^0`$ radiative decays comprise the dominant source of background photons (see Fig. 28), it is instructive to first investigate the $`\gamma /\pi ^0`$ ratio as a function of the transverse momentum. As a result of the steeply falling $`\pi ^0`$ transverse momentum spectra (see Fig. 26), photons of a given $`p_T`$ predominantly result from asymmetric $`\pi ^0`$ decays in which the photon carries most of the momentum of the parent $`\pi ^0`$. (Since photons from symmetric decays carry roughly half of the parent $`\pi ^0`$ momentum they are suppressed by the lower $`\pi ^0`$ yield at the two times higher $`p_T`$, compared to the asymmetric decay $`\pi ^0`$’s.) Therefore, the error on the predicted photon yield at a given $`p_T`$ will be most strongly correlated with the error in the measured $`\pi ^0`$ yield at a similar, slightly higher, $`p_T`$. For the ratio $`\gamma /\pi ^0`$ many sources of systematical errors partially cancel, such as errors in the energy scale calibration for the measurement, or errors in the assumed $`\pi ^0`$ rapidity distribution for the background calculation (as discussed in Sec. V C). Therefore a comparison of the measured and calculated $`\gamma /\pi ^0`$ ratios provides a sensitive indication whether a direct photon excess is observed. The measured $`\gamma /\pi ^0`$ ratio for peripheral <sup>208</sup>Pb+<sup>208</sup>Pb collisions is shown as a function of transverse momentum in part a) of Fig. 29. The solid points show the measured $`\gamma `$ yield per event divided by the measured $`\pi ^0`$ yield per event in the LEDA acceptance, fully corrected for efficiencies and backgrounds. The errors indicate the total statistical error on the ratio from the $`\gamma `$ and $`\pi ^0`$ yield extraction at each $`p_T`$. The open points show the measured results additionally corrected for the $`\gamma `$ and $`\pi ^0`$ acceptances. The results shown are obtained using the photon identification criterion in which all showers are considered photon candidates (condition S1 of Sec. III B). This shower identification criterion provides the greatest $`\gamma `$ and $`\pi ^0`$ efficiency, but also requires the largest corrections and therefore has the largest expected systematical error. The measured result is compared to the predicted $`\gamma /\pi ^0`$ ratio shown by the solid curve in part a). The predicted result is from the Monte Carlo calculation of the background radiative decay photons discussed in Sec. V C which is based on the measured peripheral $`\pi ^0`$ spectrum of Fig. 26. The simulation provides the yield per event of photons and $`\pi ^0`$’s into the LEDA acceptance. The calculated result is also shown with the $`\gamma `$ and $`\pi ^0`$ acceptance corrections. The predicted $`(\gamma /\pi ^0)_{\mathrm{Bkgd}}`$ ratio from background decays is seen to be in good agreement with the measured results. This is shown more clearly in part b) of Fig. 29 where the solid points show the ratio of the measured $`(\gamma /\pi ^0)_{\mathrm{Meas}}`$ ratio to predicted background $`(\gamma /\pi ^0)_{\mathrm{Bkgd}}`$ ratio. Even without consideration of possible systematical errors, the rather good agreement between the measured and calculated ratio, within statistical errors, suggests that no significant direct photon excess is observed for peripheral collisions over the transverse momentum region of measurement. The results in part a) and solid points in part b) of Fig. 29 have not been corrected for target out backgrounds. As discussed in Sec. IV C 1 the measured target out background rate implied less than 10% of the events of the peripheral data sample were due to non-target background. The photon multiplicities per non-target background event were measured to be similar to peripheral events, but with a steeper falling $`p_T`$ distribution (see Fig. 12). From the low $`p_T`$ $`m_{\gamma \gamma }`$ invariant mass distributions for peripheral events (see Fig. 17) the non-target background events were deduced to be due to downstream interactions, as indicated by a $`\pi ^0`$ peak shifted to lower mass, with indications for a non-target contamination larger than determined by the target out measurements, as discussed in Sec. IV D 1. The peripheral result has therefore been checked with the assumption of the maximum possible non-target correction consistent with the low mass structure observed in the low $`p_T`$ invariant mass spectra. It was only possible to do this for the 1996 data sample since no low mass peak was observed in the target out data for the 1995 run due to the Plastic Ball multiplicity condition requirement in the online trigger (see Sec. IV D 1). The result is shown by the open squares in part b) of Fig. 29. Due to the smaller 1996 peripheral data sample and the maximally increased target out correction of roughly 50% of the 1996 peripheral events, the statistical errors on the corrected results are very large. Nevertheless, the corrected $`\gamma /\pi ^0`$ is found to be consistent with the uncorrected ratio and confirms the lack of a significant photon excess for the case of peripheral collisions. The corresponding $`\gamma /\pi ^0`$ ratio results for central <sup>208</sup>Pb+<sup>208</sup>Pb collisions are shown in Fig. 30. The results are obtained using the photon identification criterion in which all showers are considered photon candidates, as was used for the results of Fig. 29. The background photon calculation is based on the measured central $`\pi ^0`$ spectrum of Fig. 26 and uses the measured $`R_{\eta /\pi ^0}`$ ratio for central collisions deduced from the results of Fig. 25. Compared to the result for peripheral collisions, the statistical uncertainty on the measured $`\gamma /\pi ^0`$ ratio for the case of central collisions is greatly reduced due to the slightly larger event sample, and more importantly, the much higher particle multiplicities per event. In contrast to the case for peripheral collisions, the background calculation does not account well for the measured $`\gamma /\pi ^0`$ ratio for central collisions. Instead, an excess in the measured $`\gamma /\pi ^0`$ ratio compared to the background calculation is clearly seen in part b) of Fig. 30. The observed excess increases with $`p_T`$ up to about a 20% excess at high transverse momentum. To determine whether the observed excess is significant, a detailed consideration of the various sources of systematical error is necessary. The final direct photon excess is to be extracted as $$\gamma _{\mathrm{Excess}}=\gamma _{\mathrm{Meas}}\gamma _{\mathrm{Bkgd}}=\left(1\frac{\gamma _{\mathrm{Bkgd}}}{\gamma _{\mathrm{Meas}}}\right)\gamma _{\mathrm{Meas}}.$$ (9) If the ratio $`\gamma _{\mathrm{Meas}}/\gamma _{\mathrm{Bkgd}}`$ is equal to one within errors, then no significant photon excess is observed. The ratio $`\gamma _{\mathrm{Meas}}/\gamma _{\mathrm{Bkgd}}`$ and its error are determined from the measured $`(\gamma /\pi ^0)_{\mathrm{Meas}}`$ and calculated $`(\gamma /\pi ^0)_{\mathrm{Bkgd}}`$ ratios. Since, by construction, $`(\pi ^0)_{\mathrm{Bkgd}}(\pi ^0)_{\mathrm{Meas}}`$ within uncertainties we have $$\frac{\gamma _{\mathrm{Meas}}}{\gamma _{\mathrm{Bkgd}}}=\frac{(\gamma /\pi ^0)_{\mathrm{Meas}}}{(\gamma /\pi ^0)_{\mathrm{Bkgd}}}.$$ (10) Additional systematical errors on $`\gamma _{\mathrm{Meas}}`$ which partially cancel in Eq.10 must also be included in Eq. 9. Furthermore, when the absolute excess photon cross section is extracted the absolute cross section normalization errors on $`\gamma _{\mathrm{Meas}}`$ must be introduced. The total systematical error on $`\gamma _{\mathrm{Meas}}/\gamma _{\mathrm{Bkgd}}`$ is obtained from the separate error contributions to $`(\gamma /\pi ^0)_{\mathrm{Meas}}`$, $`(\gamma /\pi ^0)_{\mathrm{Bkgd}}`$, and $`(\pi ^0)_{\mathrm{Meas}}/(\pi ^0)_{\mathrm{Bkgd}}`$. These various systematical error contributions to the direct photon result are summarized in Table III. The errors quoted correspond to the shower identification criterion of using narrow showers (S2), which minimizes the background corrections and therefore is expected to have the smallest systematical error. This shower identification criteria will be used to extract the final WA98 result. A comparison of the final result with the results of Figs. 29 and 30 where all showers (S1) have been used provides an additional check of the overall systematical errors. In general, many of the systematical errors are dependent on the transverse momentum and so must be estimated for each $`p_T`$. The systematical errors are listed at $`p_T`$ 1 GeV/c and 2.5 GeV/c for peripheral and central collisions to give an indication of the $`p_T`$ and centrality dependence of the systematical error contributions. The separate systematical errors on the photon and $`\pi ^0`$ measurement as they contribute to $`(\gamma /\pi ^0)_{\mathrm{Meas}}`$ have been discussed previously in Secs. IV C 4 and IV D 3. As discussed in Sec. IV C 4, the photon error includes an assumed 30% uncertainty in the charged particle correction related to the results shown in Fig. 11, and an assumed 50% uncertainty in the neutron+anti-neutron correction related to the results shown in Fig. 13. A 2% uncertainty is assumed for the photon identification efficiency. The overall systematical error on the determination of the photon yield is $`3\%`$ which was shown to be consistent with observed systematic variations by a comparison of the $`\gamma `$ yield determination using different shower identification methods (see Fig. 15). The systematical errors on the $`\pi ^0`$ yield determination listed in Table III were discussed in Sec. IV D 3. The systematical error associated with the determination of the $`\pi ^0`$ identification efficiency was estimated to be 3% and 4% for peripheral and central collisions, respectively. An additional source of systematical error on the $`\pi ^0`$ yield extraction is attributed to the subtraction of the combinatorial background underlying the $`\pi ^0`$ peak in the $`\gamma \gamma `$ invariant mass distributions which becomes important for the case of central collisions at low $`p_T`$. This error was estimated to contribute at the level of $`10^3`$ of the background. The overall systematical error estimate on the determination of the $`\pi ^0`$ yield was shown by a comparison of the $`\pi ^0`$ yield results using different shower identification methods (see Fig. 23) to be consistent with observed systematical variations. Other systematical error contributions to the measured $`(\gamma /\pi ^0)_{\mathrm{Meas}}`$ ratio listed in Table III are the target out background contribution and the calibration of the energy scale. Although the magnitude of the non-target correction was found to have large uncertainties, as discussed in Secs. IV C 1 and IV D 1, the peripheral $`(\gamma /\pi ^0)_{\mathrm{Meas}}`$ ratio showed little systematic dependence on the non-target background correction, as discussed in regard to Fig. 29. No target out background correction was necessary for central collisions, as previously discussed. Based on the observed agreement between the measured and simulated $`\pi ^0`$ peak positions shown in Fig. 21, the calibration of the energy scale is estimated to be accurate to 0.5%. Using the measured $`\gamma `$ and $`\pi ^0`$ transverse momentum distributions the error on the $`(\gamma /\pi ^0)_{\mathrm{Meas}}`$ ratio is calculated as a function of $`p_T`$ assuming a 0.5% uncertainty in the $`p_T`$ scale. The uncertainty in the detector acceptance listed in Table III is relevant for the background photon calculation. As discussed in Sec. V C, the calculated $`(\gamma /\pi ^0)_{\mathrm{Bkgd}}`$ ratio is not very sensitive to the uncertainty in the detector acceptance, or to extreme assumptions on the extrapolation of the hadron distributions outside of the detector acceptance. The quoted error estimate of 0.5% includes both effects. One of the larger contributions to the systematical error in this analysis is attributed to the uncertainty in the $`\eta `$ yield. While the $`\eta `$’s constitute a relatively large source of background photons (see Fig. 25), their yield has not been measured very precisely in the present analysis (see discussion of Sec. IV E). According to the discussion of Sec. V C, $`m_T`$-scaling has been assumed in order to allow to relate the $`p_T`$ spectrum of the $`\eta `$ to the measured $`\pi ^0`$ spectrum with only a single overall normalization factor $`R_{\eta /\pi ^0}`$. For peripheral collisions the $`\eta `$ yield has not been measured. In this case, it should be a good approximation to use the $`m_T`$-scaling factor of $`R_{\eta /\pi ^0}=0.55\pm 0.02`$ obtained from a compilation of proton and $`\pi `$-induced results, where the $`m_T`$-scaling assumption has also been shown to be valid. Nevertheless, we assume a larger systematical error of 20% on $`R_{\eta /\pi ^0}`$ since it is an unmeasured quantity and also to accommodate deviations from the $`m_T`$-scaling assumption. This results in a systematical error contribution to $`(\gamma /\pi ^0)_{\mathrm{Bkgd}}`$ of about 3% for peripheral collisions, as shown in Table III. For central collisions, the transverse momentum dependence of the $`\eta `$ yield was extracted with modest precision, as discussed in Sec. IV E. The measured $`\eta /\pi ^0`$ ratio was found to be consistent with the $`m_T`$-scaling assumption with a best fit overall normalization of $`R_{\eta /\pi ^0}=0.486\pm 0.077`$(stat.)$`\pm 0.097`$(syst.). For the direct photon analysis, we have added these statistical and systematical errors in quadrature to obtain a low estimate on the $`\eta /\pi ^0`$ ratio of $`R_{\eta /\pi ^0}=0.36`$ which is used for the lower error estimate on the $`\gamma /\pi ^0`$ ratio due to the $`\eta `$ background contribution. For the upper error estimate on the $`\gamma /\pi ^0`$ ratio due to the $`\eta `$ we have assumed a high estimate of $`R_{\eta /\pi ^0}=0.66`$, which is the same upper estimate used for the case of peripheral collisions. This results in a larger upper error than lower error on the $`(\gamma /\pi ^0)_{\mathrm{Bkgd}}`$ ratio with the associated asymmetric errors listed in Table IIINote that an upper error estimate on the background photons contribute to the lower error estimate on the photon measurement.. The expected total background contribution from radiative decays other than those of the $`\pi ^0`$ and $`\eta `$ (predominantly the $`\omega `$ and $`\eta `$’) is of the order of a few percent only (see Fig. 28). Since this contribution is unmeasured, a systematical error of $`30\%`$ in their yield, or 1% on the background photon contribution, has been assumed. From the results shown in Fig. 26 it is apparent that the statistical error on the $`\pi ^0`$ measurement limits the significance of the $`\gamma /\pi ^0`$ results shown in Figs. 29 and 30, especially at high transverse momenta. This statistical error may be removed by fitting the $`\pi ^0`$ spectra of Fig. 26, but at the cost of an additional source of systematical error. The last error listed in Table III is the estimated $`\pi ^0`$ fit error. This error was estimated by fitting separately the $`\pi ^0`$ spectra for the 1995, 1996, and sum 1995+1996 data samples and separately for the shower condition of all showers (S1) or narrow showers (S2) (i.e. 6 different spectra each for peripheral and central) in the high $`p_T`$ region only ($`p_T>1.5`$ GeV/c) and using the half-width of the maximum variation of the fit results over the full $`p_T`$ region to define the fit error as a function of $`p_T`$. This error is observed to be strongly $`p_T`$ dependent and increases rapidly outside of the range of measurement. Since $`(\pi ^0)_{\mathrm{Meas}}/(\pi ^0)_{\mathrm{Bkgd}}1`$ within uncertainties by construction, the individual systematical errors on $`(\gamma /\pi ^0)_{\mathrm{Meas}}`$, $`(\gamma /\pi ^0)_{\mathrm{Bkgd}}`$, and $`(\pi ^0)_{\mathrm{Meas}}/(\pi ^0)_{\mathrm{Bkgd}}`$, can be combined to give the total systematical error on $`\gamma _{\mathrm{Meas}}/\gamma _{\mathrm{Bkgd}}`$. The various systematical errors listed in Table III are added in quadrature to obtain the total systematical error on the $`\gamma _{\mathrm{Meas}}/\gamma _{\mathrm{Bkgd}}`$ ratio. While some of the errors are correlated, the correlations are such that they tend to cancel in the final ratio. Also, the $`\pi ^0`$ fit error includes some of the errors of the $`\pi ^0`$ yield extraction. Therefore, the assumption of independent errors is considered a conservative assumption. The $`\gamma _{\mathrm{Meas}}/\gamma _{\mathrm{Bkgd}}`$ ratio as a function of transverse momentum is shown in Fig. 31 for peripheral and central 158 A GeV <sup>208</sup>Pb+<sup>208</sup>Pb collisions. The results are shown for photons identified using the narrow shower condition (S2). As expected according to the discussion of Eq. 10, the $`\gamma _{\mathrm{Meas}}/\gamma _{\mathrm{Bkgd}}`$ ratios of Fig. 31 show the same behavior as the $`(\gamma /\pi ^0)_{\mathrm{Meas}}/(\gamma /\pi ^0)_{\mathrm{Bkgd}}`$ ratios of Figs. 29 and 30. This comparison provides an additional systematic check since the two sets of results were obtained with different shower identification criteria. As discussed previously, in addition to the larger systematical errors expected when using all showers as photon candidates, the results of Figs. 29 and 30 have larger statistical error because the $`\pi ^0`$ measurement at each $`p_T`$ is used and contributes to the statistical error, while on the other hand, the fitted $`\pi ^0`$ results of Fig. 26 are used for the results of Fig. 31, which reduces the statistical error but increases the systematical error. The general agreement of the two sets of results again suggests that the systematical errors are not large. The total $`p_T`$-dependent systematical errors listed in Table III are shown by the shaded regions in Fig. 31. The systematical errors increase strongly at low transverse momenta due the combinatorial background uncertainties in the $`\pi ^0`$ yield extraction. They increase also at large transverse momenta due to the uncertainties in the fits to the $`\pi ^0`$ distributions. For peripheral collisions, all measured results fall within $`\sigma _{\mathrm{stat}.}+\sigma _{\mathrm{syst}.}`$ of $`\gamma _{\mathrm{Meas}}/\gamma _{\mathrm{Bkgd}}=1`$, which indicates that no significant photon excess is observed. On the other hand, the results for central collisions do indicate a significant photon excess in the region above about 1.5 GeV/c. The direct photon excess for central <sup>208</sup>Pb+<sup>208</sup>Pb collisions is shown in Fig. 32. The results are presented as the invariant direct photon yield per central collision. The direct photon excess is obtained according to Eq. 9 with the measured results of Fig. 31 and Fig. 27. The statistical and asymmetric systematical errors of Fig. 31 are added in quadrature to obtain the total upper and lower errors shown in Fig. 32. An additional $`p_T`$-dependent error is included to account for that portion of the uncertainty in the energy scale which cancels in the $`(\gamma /\pi ^0)_{Meas}`$ ratio, but enters again with $`\gamma _{Meas}`$ in Eq. 9. In the case that the lower error is less than zero a downward arrow is shown with the tail of the arrow indicating the 90% confidence level upper limit ($`\gamma _{Excess}+1.28\sigma _{Upper}`$). The results are also tabulated in Table IV. For comparion, other published fixed target prompt photon measurements for proton-induced reactions at 200 GeV are also shown in Fig. 32. Results are shown from FNAL experiment E704 ($`0.15<x_F<0.15`$) for proton-proton reactions, and from FNAL experiment E629 ($`0.75<y_{cm}<0.2`$) and CERN SPS experiment NA3 ($`0.4<y_{cm}<1.2`$) for proton-carbon reactions. These results have been divided by the total pp inelastic cross section ($`\sigma _{int}=30`$ mb) and by the mass number of the target to obtain the invariant direct photon yield per nucleon-nucleon collision. They have then been multiplied by the calculated number of nucleon-nucleon collisions for the central Pb+Pb event selection for comparison with the present measurements. Based on a Glauber model calculation, the number of nucleon-nucleon collisions is calculated to be 660 for the 635 mb most central event selection used for the present analysis. This scaling of the proton-induced results is estimated to have an uncertainty of less than 10% due to uncertainties in the assumed nuclear density distribution and nucleon interaction cross section. The proton-induced results have also been scaled from $`\sqrt{s}=19.4`$ GeV to the lower $`\sqrt{s}=17.3`$ GeV of the present measurement. The proton-induced results have also been scaled from $`\sqrt{s}=19.4`$ GeV to the lower $`\sqrt{s}=17.3`$ GeV of the present measurement under the assumption that $`Ed^3\sigma _\gamma /dp^3=f(x_T)/s^2`$, where $`x_T=2p_T/\sqrt{s}`$. The $`\sqrt{s}`$-scaling effectively reduces the $`19.4`$ GeV proton-induced results by about a factor of two. This comparison suggests an excess direct photon production in central <sup>208</sup>Pb+<sup>208</sup>Pb collisions as compared to proton-induced reactions at the same $`\sqrt{s}`$ of 17.3 GeV. The interpretation of the present result is further discussed in the next section. #### 2 Comparison to Calculations Considerable progress has been made in the theoretical description of prompt photon production in hadron-induced reactions. It is now possible to perform a complete and fully consistent next-to-leading order (NLO) QCD calculation of the prompt photon cross section and obtain a quite good description of the data at incident energies from $`\sqrt{s}=23`$ GeV up to Tevatron energies ($`\sqrt{s}=1.8`$ TeV). On the other hand, these same calculations which provide a good description at high incident energy, underpredict prompt photon production at $`\sqrt{s}=19.4`$ GeV. For the results shown in Fig. 32 the E704 and NA3 results are underpredicted by about a factor of two, while the E629 result is underpredicted by about a factor of five . It has been proposed that the intrinsic transverse momentum of the partons, as a consequence of confinement within the hadron, or of soft gluon radiation, may significantly increase the theoretical prompt photon predictions at low incident energies, or low transverse momenta. The effect of intrinsic $`k_T`$ is normally neglected in state of the art perturbative QCD calculations due to the formidable technical difficulty to perform the integration over transverse degrees of freedom in the NLO calculations. Nevertheless, there has been a renewed interest to investigate intrinsic $`k_T`$ effects in prompt photon production largely motivated by recent high precision prompt photon measurements of FNAL experiment E706 , although the necessity for such intrinsic $`k_T`$ effects remains a topic of debate . Recently, Wong and Wang have investigated the effects of parton intrinsic $`k_T`$ on photon production under the assumption that the NLO corrections are independent of intrinsic $`k_T`$. Correction factors, or K-factors, were determined as a function of photon transverse momentum as the ratio of the NLO+LO calculation result to the leading-order (LO) result, without intrinsic $`k_T`$. The LO calculations were reevaluated with the inclusion of parton intrinsic $`k_T`$ assumed to be characterized by a Gaussian distribution with $`k_T^2=4k_T/\pi `$, where $`k_T`$ is the average intrinsic $`k_T`$ of a parton. The K-factors determined without intrinsic $`k_T`$ were then applied to the LO result with intrinsic $`k_T`$ included to obtain the final prompt photon prediction. With this prescription the E704 and NA3 results shown in Fig. 32 were well described with a parton intrinsic $`k_T`$ of $`k_T^2=0.9`$ (GeV/c)<sup>2</sup> . The importance of the intrinsic $`k_T`$ effect decreases with increasing $`\sqrt{s}`$ and increasing photon $`p_T`$ such that the prompt photon data at higher $`\sqrt{s}`$ are equally well described with or without intrinsic $`k_T`$. Predictions of the direct photon production for $`\sqrt{s}=17.3`$ GeV central <sup>208</sup>Pb+<sup>208</sup>Pb collisions calculated in this manner are compared to the measured results in Fig. 32 and also in Fig. 33. The calculation has been scaled to central <sup>208</sup>Pb+<sup>208</sup>Pb collisions in the same way as described above for the proton-induced data. Results are shown with and without the effects of parton intrinsic $`k_T`$ by the long-dashed and short-dashed curves, respectively. At this low incident energy, the parton intrinsic $`k_T`$ is seen to increase the predicted photon yield by a factor which increases with decreasing $`p_T`$ from about 4 to 8. The predicted direct photon yield with intrinsic $`k_T`$ effects included is in good agreement with the $`\sqrt{s}=19.4`$ GeV proton-induced results scaled to $`\sqrt{s}=17.3`$ GeV. It is also in general agreement with the shape of the observed photon spectrum in central <sup>208</sup>Pb+<sup>208</sup>Pb collisions, but underpredicts the observed yield by about a factor of 2.5. This discrepancy could be a result of further deficiencies in the prompt photon calculations when applied at low incident energy, or it may indicate new effects attributable to nuclear collisions. A possible explanation might be additional $`p_T`$ broadening of the incoming partons due to soft scatterings prior to the hard scattering which produces the photon . Alternatively, it may be expected that the photon production is enhanced by the additional scatterings which occur as a result of rescattering in nucleus-nucleus collisions. It is anticipated that if a quark gluon plasma is formed in relativistic heavy ion collisions, it will evolve from the initial hard-scattering partonic stage, through a preequilibrium stage, to a finally thermalized partonic QGP phase. Therefore the Parton Cascade Model (PCM) has been widely regarded as a promising tool to investigate the evolution of the initial partonic state. The VNI implementation of the PCM has recently been used to predict direct photon production in central Pb+Pb collisions at the SPS . Those predictions are in reasonable agreement with the present result, although they slightly overpredict the yield above $`p_T=3`$ GeV/c while underpredicting the yield below 2.5 GeV/c. However, it has recently been pointed out that the method which was used to implement higher order pQCD corrections in those calculations, by rescaling $`Q^2`$ in the running coupling constant $`\alpha _s`$, is highly questionable at SPS energies . Non-equilibrium direct photon emission has also been investigated within the context of the Ultrarelativistic Quantum Molecular Dynamics model (UrQMD) . The UrQMD predictions of the total direct photon production in central Pb+Pb collisions are shown by the open squares in Fig. 33 . It is interesting that the UrQMD predictions are very similar to the the VNI parton cascade predictions . In the UrQMD calculations, the direct photon production results strictly from meson-meson scattering, predominantly $`\pi \pi \rho \gamma `$ and $`\pi \rho \pi \gamma `$. In these calculations it was observed that the photon production in the transverse momentum region with $`p_T>1.5`$ GeV/c is dominated by pre-equilibrium emission in which the scattering mesons have locally non-isotropic momentum distributions. The thermal photon emission was found to be important only in the low transverse momentum region below $`p_T<1.5`$ GeV/c. It is of particular interest to compare the observed direct photon yield to predictions of the expected yield in the event of quark gluon plasma formation. Hydrodynamic model calculations of the predicted direct photon yield are shown by the solid curve in Fig. 33 . The hydrodynamic calculations include transverse expansion with a rich hadronic equation of state including all hadrons and resonances with mass up to 2.5 GeV. The photon emission rates used for the hadronic phase are those which have been obtained from a two-loop approximation of the photon self energy using a model where the $`\pi \rho `$ interactions have been included , and also include the important contribution from the $`A_1`$ resonance . The photon emission rates from the quark matter phase include the lowest order contributions from the Compton ($`q(\overline{q})gq(\overline{q})\gamma `$) and annihilation ($`q\overline{q}g\gamma `$) processes, as well as the new contributions from two-loop diagrams which have recently been shown to give a large bremsstrahlung ($`qq(g)qq(g)\gamma `$) contribution and a previously neglected process of $`q\overline{q}`$ annihilation accompanied by q(g) rescattering which is found to dominate the photon emission rate. As shown in Fig. 33, very good agreement with the experimental result is obtained for the case of an equation of state which includes a QGP phase transition which occurs at a critical temperature of $`T_C=180`$ MeV with a hadron thermal freeze-out temperature of $`T_F=100`$ MeV. The calculation has been performed for the 10% most central Pb+Pb collisions for a particle density $`dN/dy=750`$ with the assumption of a fast equilibration time of $`\tau _0=\frac{1}{3}T_0`$ given by the uncertainty relation. This results in an initial temperature of $`T_0=335`$ MeV with a thermalization time of $`\tau _0=0.2`$ fm/c. The contribution from the quark matter in the QGP and mixed phase dominates the calculated high $`p_T`$ photon yield . This is attributed to the “annihilation with rescattering” process which is a special feature of dense quark matter. This calculation does not include prompt or preequilibrium contributions. Further study will be necessary to improve the theoretical predictions of the prompt photon contribution as well as the non-equilibrium contributions. On the other hand, the hydrodynamical model calculations which provide a time integration of the emission rate with a very short initial formation time and high initial temperature may provide a reasonable approximation of the contributions from the early non-equilibrium phase of the collision . Further studies will also be necessary to determine how the present direct photon results might further constrain the QGP and non-QGP scenarios. The WA80 direct photon upper limit for central S+Au collisions was able to rule out thermal emission from purely hadronic matter in which the hadronic matter consisted of a simple pion gas with few degrees of freedom due to the constraints which the result implied on the initial temperature . The S+Au direct photon limit has been shown to be consistent with the QGP transition using the new rates for quark matter, although with somewhat different parameters than presented here . It will be important to determine whether the present result, combined with other measurements including the S+Au direct photon upper limit, can provide further constraints and provide compelling evidence for the QGP phase transition scenario. ## VI SUMMARY and CONCLUSIONS A search for direct photons in <sup>208</sup>Pb+<sup>208</sup>Pb collisions at 158 A GeV has been performed using the large-area finely-segmented lead-glass calorimeter of the WA98 experiment. The analysis has been performed on nearly equal-sized event samples of the 10% most central and 20% most peripheral fractions of the total minimum bias cross section. The inclusive photon and $`\pi ^0`$ transverse momentum distributions were measured for each event sample. Constraints were also obtained on the $`\eta `$ transverse momentum distribution for central collisions with a modest accuracy which was limited by statistics. The systematical error sources were discussed at length with particular attention to demonstrate the accuracy of the systematical error estimates. The total systematical error for the direct photon analysis varied from about 6% to 10% over the $`p_T`$ region of interest, and varied with the centrality selection. The direct photon excess was extracted on a statistical basis as the difference between the measured inclusive spectrum of photons within the detector acceptance and the calculated spectrum of photons which result from all hadrons with significant radiative decay contributions. The dominant decay contributions are those from the measured $`\pi ^0`$’s and $`\eta `$’s. No significant direct photon excess was observed for the peripheral event sample for transverse momenta up to about 2.5 GeV/c. This upper $`p_T`$ limit of the measurement was imposed by the increasing statistical error at large $`p_T`$ due to the low particle multiplicity for peripheral collisions. In contrast, a significant direct photon excess was observed over the $`p_T`$ region of about 1.5 GeV/c to 3.5 GeV/c for central <sup>208</sup>Pb+<sup>208</sup>Pb collisions. At transverse momenta where the observed excess was not significant, a 90% confidence level upper limit on the direct photon excess was given. This extended the result to the full region of measurement from 0.5 GeV/c to 4 GeV/c. The observed direct photon yield was compared to a next-to-leading order perturbative QCD calculation at the same $`\sqrt{s}`$ (=17.3 GeV) and scaled according to the number of nucleon-nucleon collisions calculated for the selected central event class. The measured direct photon yield was about a factor of 2-3 above the pQCD calculation which included the effects of partonic intrinsic $`k_T`$ with a parameter which gave a good description of proton-induced prompt photon results at the nearest incident energy ($`\sqrt{s}`$=19.4 GeV). A NLO pQCD calculation without intrinsic $`k_T`$ was about an order of magnitude below the measured result. The results suggest that the additional direct photon yield in central <sup>208</sup>Pb+<sup>208</sup>Pb collisions is the result of additional rescatterings in the dense matter. The measured results can be well-described by hydrodynamical model calculations which include a quark gluon plasma phase transition with an initial temperature of $`T_0=335`$ MeV and a critical temperature of $`T_C=180`$ MeV . The photon emission from the quark matter is found to dominate over the contribution from the hadronic matter due to the recently identified process of annihilation with rescattering which is only expected to occur in dense quark matter. It will be important to determine the uniqueness of this interpretation. ###### Acknowledgements. We wish to express our gratitude to the CERN accelerator division for the excellent performance of the SPS accelerator complex. We acknowledge with appreciation the effort of all engineers, technicians and support staff who have participated in the construction of this experiment. We acknowledge helpful discussions with D.K. Srivastava and C.-Y. Wong. This work was supported jointly by the German BMBF and DFG, the U.S. DOE, the Swedish NFR and FRN, the Dutch Stichting FOM, the Stiftung für Deutsch-Polnische Zusammenarbeit, the Grant Agency of the Czech Republic under contract No. 202/95/0217, the Department of Atomic Energy, the Department of Science and Technology, the Council of Scientific and Industrial Research and the University Grants Commission of the Government of India, the Indo-FRG Exchange Program, the PPE division of CERN, the Swiss National Fund, the INTAS under Contract INTAS-97-0158, ORISE, Grant-in-Aid for Scientific Research (Specially Promoted Research & International Scientific Research) of the Ministry of Education, Science and Culture, the University of Tsukuba Special Research Projects, and the JSPS Research Fellowships for Young Scientists. ORNL is managed by UT-Battelle, LLC, for the U.S. Department of Energy under contract DE-AC05-00OR22725. The MIT group has been supported by the US Dept. of Energy under the cooperative agreement DE-FC02-94ER40818.
warning/0006/cond-mat0006089.html	ar5iv	text	# C-axis negative magnetoresistance and upper critical field of Bi2Sr2CaCu2O8. ## Abstract The out-of-plane resistance and the resistive upper critical field of BSCCO-2212 single crystals with T$`{}_{c0}{}^{}9193K`$ have been measured in magnetic fields up to 50 T over a wide temperature range. The results are characterised by a positive linear magnetoresistance in the superconducting state and a negative linear magnetoresistance in the normal state. The zero field normal state c-axis resistance, the negative linear normal state magnetoresistance, and the divergent upper critical field H<sub>c2</sub>(T) are explained in the framework of the bipolaron theory of superconductivity. High magnetic fields have been widely used to explore the single particle spectrum of normal and superconducting metals . Historically, de Haas-van Alphen effect oscillations have provided precise and detailed information on the Fermi surface and the damping of quasiparticles in Landau Fermi liquids. Such oscillations have also been studied in the vortex state of many low-T<sub>c</sub> type-II superconductors yielding information on the electronic many-body environment in the non-Fermi liquid BCS state. In the cuprates superconductors, high magnetic field studies have revealed a non-Fermi liquid temperature dependence of both ab- and c-axis resistivities and a non-BCS divergent shape of the upper critical field $`H_{c2}(T)`$ . These studies were performed both in relatively low-T<sub>c</sub> cuprates and in some high-T<sub>c</sub> compounds in a moderate (below 15 T) and high (up to 60 T) field (see Ref. and more recent results Ref.). The upper critical field was determined from the temperature dependence of c-axis resistivity with some uncertainty due to fluctuations . The uncertainty was removed in the comprehensive study by Gantmakher $`et`$ $`al`$ of the in-plane resistivity of high-quality YBa<sub>2</sub>Cu<sub>3</sub>O<sub>7-δ</sub> crystals, which confirmed the non-BCS upper critical field observed in Ref. strongly supporting the bipolaron theory of cuprates . We report here on a study in pulsed magnetic fields of Bi<sub>2</sub>Sr<sub>2</sub>CaCu<sub>2</sub>O<sub>8</sub>, with T$`{}_{c0}{}^{}9193K`$, which reveals new features of the c-axis transport. We observe a positive linear magnetoresistance in the flux flow (superconducting) regime and a negative linear magnetoresistance in the normal state. This allows for determination of the upper critical field, as the point of intersection of these two regimes. We have measured $`H_{c2}(T)`$ as a function of temperature over a wide temperature range, $`0.2T/T_{c0}1`$, and find a divergent behaviour consistent with results in other materials . We discuss this from the point of view of the bipolaron theory of superconductivity . BSCCO-2212 single crystals were grown by solid state reaction . Five samples with in-plane dimensions from $`85\times 110\mu m^2`$ to $`26\times 30\mu m^2`$ and thicknesses of $`1.54.3\mu m`$ have been thoroughly studied in pulsed fields. All measurements were of the longitudinal magnetoresistance with field and current directed along the c-axis. The absence of hysteresis between the data obtained on the rising and falling sides of the pulse, characterised by very different values $`B/t`$, excludes any significant heating of our samples. Fig.1 shows a typical measurement of the effect of magnetic field on the out-of-plane resistance of a BSCCO-2212 single crystal below a zero-field critical temperature, $`T_{c0}`$. There is a low-field regime, $`R_{FF}(B,T)`$, where a linear field dependence fits the experimental observations rather well, Fig.1. As has been suggested in Ref. the origin of the finite c-axis resistivity below the zero field transition temperature $`T_{c0}`$ might be the interplane phase slippage promoted by thermal motion of pancake vortices inside the layers. However, this mechanism does not provide the observed field dependence of the resistivity. A linear field dependence rather suggests a usual flux-flow regime. Of course, there is no such thing as flux flow resistivity for current flowing along the field direction. Nevertheless, a highly anisotropic structure of our $`Bi`$ samples with alternating quasi-metallic and disordered non-metallic layers favors the current path with the in-plane meanders. Then there is a finite Lorentz force applied to the vortex even in the longitudinal geometry. It is natural to attribute the high field portion of the curve in Fig.1 (assumed to be above H<sub>c2</sub>) to a normal state magnetoresistance, R<sub>N</sub>(B,T), which appears to be $`negative`$ and $`linear`$ in B. The latter is unusual for the longitudinal transport but is also evident in other studies . With these assumptions we can determine (i) the upper critical field, H<sub>c2</sub>(T), from the intersection of two linear approximations in Fig.1 and (ii) the zero field normal state c-axis resistance, R<sub>N</sub>(0,T), by extrapolation of the normal state linear magnetoresistance to a zero field. This procedure allows us to separate contributions originating from the normal and superconducting states and, in particular, to avoid to large extent an ambiguity due to fluctuations in the crossover region. Referring to Fig.2, the inset shows the field dependence of BSCCO-2212 out-of-plane resistance normalised by its normal state field dependence, $`R_N(B)`$, thus accounting for its variation with field and temperature. The slope of the flux-flow resistance is inversely proportional to $`H_{c2}`$ as R$`{}_{FF}{}^{}=R_N\times B/H_{c2}`$. Indeed, H<sub>c2</sub> determined from (i) the intersection of the linear fits mentioned above and (ii) that obtained from $`R_{FF}(B)`$ as $`R_N(O,T)(R_{FF}/B)^1`$ (Fig.2), are almost identical as is seen from Fig.3 where the temperature dependence of $`H_{c2}`$ is presented together with the theoretical fit using the Bose-Einstein condensation critical field given by $$H_{c2}(T)(t^1t^{1/2})^{3/2}$$ (1) with $`t=T/T_{c0}`$. H<sub>c2</sub>(T) shows an upward temperature dependence in agreement with the previous result based on the low field ($``$15 T) scaling of $`R(B,T)`$ and with independent results of other authors . We tried (unsuccessfully) to fit the data with the pseudo-upper-critical field, $`H^{}T^1exp(T/T_0)`$ as suggested in Ref. ( the dashed line in Fig.3). Therefore, the model which lies behind this equation, which is based on Josephson-coupling as the origin of the anomalous H<sub>c2</sub>(T), is not supported by our experiment. Moreover, there is no change in the temperature dependent slope of resistivity above the superconducting transition as would be the case of superconducting domains formed well above the transition temperature. Some diamagnetism observed above the resistive $`T_c(B)`$ is explained as the $`normal`$ state Landau diamagnetism of singlet bosons . The temperature dependence of the zero-field normal state resistance $`R_N(0,T)`$ obtained by the linear extrapolation described above, together with the theoretical curve (see below) are shown in the main panel of Fig.4 by black dots and the solid curve respectively. At low temperatures the high-field range is too short to define a linear high-field portion, so that an extrapolation to $`B=0`$ to obtain directly $`R_N(0,T)`$ is not possible. We have found experimentally that a relation $`R_N(0.T)R_{max}(T)\mathrm{exp}(\alpha T)`$ is valid with a constant $`\alpha `$ in the region where both the maximum value of the resistance $`R_{max}(T)`$ (see the arrows in Fig.1 inset) and $`R_N(0,T)`$ can be measured. The crosses in Fig.4 are obtained by rescaling of $`R_N(0.T)`$ according to this relation. The value of a dimensionless negative normal state resistance slope, $`S(T)=R_N(0,T)^1R_N(B,T)/B`$, increases rapidly with falling temperature with an upturn around 50 K (the inset in Fig.4). In what follows, we show that the unusual features of the c-axis magnetotransport, Figs. 1-4, can be broadly understood within the framework of the bipolaron theory . As shown in Fig.3, the divergent shape of H$`{}_{c2}{}^{}(T)`$ is consistent with the Bose-Einstein condensation field of charged bosons pre-formed above T<sub>c</sub>. Within the theory the c-axis $`normal`$-state transport in cuprates is due to single unpaired polarons, except at very low temperatures when unpaired carriers are frozen out . Single polarons exist as excitations with the energy k<sub>B</sub>T$`{}_{}{}^{}=\mathrm{\Delta }/2`$ or larger, where $`\mathrm{\Delta }`$ is the bipolaron binding energy. The edges of two polaronic bands spin-split with respect to the chemical potential (pinned at the mobility edge, $`\mu E_c0`$ at low temperatures ) depend on the magnetic field due to a spin and orbital magnetic shifts as $$\frac{\mathrm{\Delta }_,}{2}=\frac{\mathrm{\Delta }}{2}+\mu _B^{}B\pm (J\sigma +\mu _BB),$$ (2) where $`J`$ is the exchange interaction of holes with localised copper electrons and $`\sigma <S_i^z/S>`$ is an average magnetisation of copper per site. The exchange interaction leads to the spin-polarised polaron bands split by $`2J\sigma `$. They are further split (the last term in Eq.(2)) and shifted by the external magnetic field. Here $`\mu _B`$ and $`\mu _B^{}`$ are the Bohr magnetons determined with the electron $`m_e`$ and polaron $`m^{}`$ mass, respectively. We assume that the mobility edge is not affected by the magnetic field because bipolarons are heavier than polarons. Assuming that k<sub>B</sub>T is less than the polaron bandwidth and noting that polarons are not degenerate at any temperature, we obtain for the polaron density $`n_p(B,T)`$ $``$ $`T^{d/2}\mathrm{exp}[T^{}/T\mu _B^{}B/k_BT]`$ (3) $`\times `$ $`\mathrm{cosh}\left[(J\sigma +\mu _BB)/k_BT\right],`$ (4) where d is the dimensionality of the polaron energy spectrum. The exchange splitting of the polaronic bands is responsible for the negative magnetoresistance. The characteristic temperature $`T_sJ\sigma /k_B`$ can be estimated if the magnetisation of copper ions is known. Precise measurements of magnetic neutron scattering in high-purity high–T<sub>c</sub> single crystals of several cuprates revealed a rather low number of localised magnetic moments. The authors of these experiments noted that ”what little scattering is observed, corresponds to $`3.2`$ % of the Cu atoms having a spin 1/2” . Thus, with $`\sigma =0.03`$ and $`J=0.15`$ eV we obtain $`T_S50`$ K. It is reasonable to assume that the polaron mobility, $`\mu _p`$, is field and temperature independent in the relevant region of B and T because field orbital effects are suppressed due to a heavy polaron mass. The temperature dependence of $`\mu _p`$ is almost absent if the scattering is dominated by a random potential . As a result one obtains for the temperature dependence of the zero field normal state resistivity, $$R_N(T)=\frac{R_0}{1+(T/T_0)^{1/2}\mathrm{exp}(T^{}/T)\mathrm{cosh}(T_s/T)},$$ (5) where $`1/R_0`$ is a (low) bipolaron c-axis conductivity, and $`T_0`$ is a parameter depending on the ratio of the bipolaron and polaron mobilities. Here we assume $`d=1`$ in agreement with the angle-resolved photoemission showing no dispersion along certain directions of the two-dimensional Brillouin zone and also with the tunnelling spectra successfully described by a one-dimensional DOS . The magnetic field slope defined above is then given by $$S(T)=\frac{\mu _B[\mathrm{tanh}(T_s/T)m_e/m^{}]}{k_BT}\left(\frac{R_N(T)}{R_0}1\right).$$ (6) As seen by reference to Fig.4, these expressions are in reasonable qualitative agreement with experiment. The solid line in Fig.4 is calculated from Eq.(4) using the following values of parameters: $`R_0=1300\mathrm{\Omega }`$, T$`{}_{}{}^{}170`$K , $`T_s=53K`$ and T$`{}_{0}{}^{}=0.046K`$. The theoretical slope Eq.(5) is calculated with the same parameters and with $`m_e/m^{}=0.022`$. Our model of c-axis magnetotransport is supported by other independent observations. While the extrapolating procedure might underestimate the magnitude of the upper critical field, its unusual temperature dependence is robust as demonstrated in the in-plane resistivity data . The fact that the negative linear c-axis magnetoresistance is observed above the zero-field critical temperature tells us that this unusual phenomenon is a normal state feature rather than a signature of some fluctuations in the superconducting state. The measurements of the magnetic susceptibility and the doping dependence of superconducting parameters support the bipolaron origin of the normal state pseudogap T. The isotope effect on the normal state pseudogap observed recently strongly supports its bipolaron origin as well. In conclusion, we have measured the longitudinal out-of-plane magnetoresistance of BSCCO-2212 single crystals in magnetic fields up to 50 T. We found a quasi-linear negative magnetoresistance in the normal state and a quasi-linear positive magnetoresistance in the mixed state of BSCCO-2212. This allowed us to determine the upper critical field and to trace the zero field normal state c-axis resistance well below T<sub>c0</sub>. The shape of H<sub>c2</sub>(T), the temperature dependence of the c-axis resistance and its negative field slope are understood within the framework of the bipolaron theory of the cuprates. This work has been partially supported by EPSRC visiting fellowship research grant Ref.: GR/L77553, by the Leverhulme Trust, F/182/AT, and by the Russian Foundation for Basic Research, GR/98-02-17485. The authors greatly appreciate enlightening discussions with Y. Ando, G. Boebinger, J.R. Cooper, N.E. Hussey, V.V. Kabanov, W.Y. Liang, and G. Zhao. We thank S. Hayden, J.T. Jansenn, P.J. Meeson, R. Murphy, M. Bennet, and B. Wiltshire for their generous help with experimental equipment and software. Figure Captions Fig.1. The magnetic field dependence of the out-of-plane resistance of BSCCO-2212 measured at 78K (T$`{}_{c0}{}^{}=92`$ K). Linear fits to the flux-flow portion of the curve and that attributed to the normal state magnetoresistance are shown by dashed and solid lines respectively. The inset shows the variation with field of the normal state magnetoresistance measured at different temperatures, 115, 103, 98, 90.1, 78, and 57.5 K (from the top) normalised by the value of $`R_N(0)`$ (see text). Fig.2. The temperature dependence of the flux-flow resistance slope. Inset: Field dependence of out-of-plane resistance of BSCCO-2212 normalised by its normal state value, $`R_N(B)`$. The selected traces are obtained (from right to the left) at 16, 20, 25, 30, 35, 45, 52.6, 57.5, 65, 70, 78, and 88.7K respectively. Fig.3. The resistive upper critical field of BSCCO-2212 as a function of temperature obtained from the intersections of the linear extrapolations from the normal and flux-flow regimes (solid circles), and as the ratio of the extrapolated $`R_N(T)`$ and flux-flow resistance slope (crosses). A fit to the Bose-Einstein condensation field, Eq.(1), is shown by the solid curve, while the dashed line shows a fit to the ’pseudo-upper-critical field’ of Ref. . Fig.4. The zero field normal state c-axis resistance, $`R_N(0)`$, (main panel) and the magnetic field slope, $`S(T)`$, (inset) of BSCCO-2212 fitted by Eq.(4) and Eq.(5), respectively. Solid symbols in the main panel correspond to the value of $`R_N(0)`$ obtained by the linear extrapolation; crosses correspond to the value of $`R_N(0)`$ determined from $`R_{max}`$, as explained in the text.
warning/0006/astro-ph0006285.html	ar5iv	text	# Pulsar acceleration by asymmetric emission of sterile neutrinos ## 1 INTRODUCTION Measurements of the pulsars proper motion have shown that the pulsar population is characterized by peculiar velocities much higher than those of all other stellar populations (Gunn & Ostriker, 1970; Lyne & Lorimer, 1994; Hansen & Phinney, 1997; Cordes & Chernoff, 1997; Lorimer, Bailes, & Harrison, 1997). While the precise form of the velocity distribution is uncertain, recent studies indicate that it must extend to $`1000`$km s$`^1`$, with a mean of $`500`$ km s <sup>-1</sup> (Lorimer et al., 1997). Since the velocities of pulsars’ likely progenitors, the massive stars, are among the lowest in the galaxy ($`10`$$`40`$ km s<sup>-1</sup>) it is natural to think that the mechanism responsible for their acceleration can be related either to supernova (SN) core collapse and explosion, or to the post-explosion cooling phase when, within a few seconds, a huge amount of energy is emitted from the proto-neutron star (PNS) through the radiation of $`10^{58}`$ neutrinos of all flavours. To date, no convincing physical process that could account for pulsar acceleration has been identified (a review of different kick mechanisms has been recently given by Lai (1999)). The astrophysical solutions that have been proposed include, in broad terms, the possibility of symmetric and of asymmetric SN explosions. In the first case, large recoil velocities are achieved in response to the mass loss in the (symmetric) explosion of one component of a close binary system (Gott, Gunn, & Ostriker, 1970; Iben & Tutukov, 1996, 1997). It was shown that the remnant can achieve velocities comparable to the orbital velocity of the SN progenitor. However, detailed Monte Carlo simulations of binaries’ evolution through the SN phase fail to reproduce the observed velocity distributions of pulsars and hint at asymmetric explosions (Lorimer et al., 1997; Dewey & Cordes, 1987; van den Heuvel & van Paradijs, 1997; Hughes & Bailes, 1999). In the second case, asymmetrical stellar collapse and explosion occurs because of pre-explosion instabilities and core density distortions, imparting to the residue an intrinsic kick (Janka & Mueller, 1994; Burrows & Hayes, 1995, 1996). The momentum scale of the mass ejecta in the SN explosion is of the order of $`6\times 10^{53}`$ erg/$`c`$, corresponding to about ten solar masses ejected with velocities $`10^4`$ km s<sup>-1</sup>. Then, to accelerate the remnant of about $`1.5M_{}`$ to the largest observed velocities, it is necessary to generate a momentum asymmetry in the ejecta of the order of a few per cent. The asymmetric explosion scenario remains unsatisfactory in the sense that initial anisotropies in the collapsing core sufficiently large to generate asymmetries of this size have to be input artificially (Burrows & Hayes, 1996) and, from the point of view of present (2-D) hydrodynamic calculations, are difficult to justify (Janka & Mueller, 1994). More recently it has been suggested that a completely different class of mechanisms could be responsible for imparting a natal kick to the neutron star. Virtually all the gravitational binding energy released during the collapse of the progenitor iron core ($`3\times 10^{53}`$ ergs) is emitted during the first 10 seconds after core bounce in the form of neutrinos and antineutrinos. The momentum in neutrinos is therefore comparable to the momentum in the ejected matter. Hence, also in this case a few per cent asymmetry in the neutrino emission could suffice to account for the largest velocities observed. The particle physics explanations for the pulsar acceleration mechanisms can be classified according to the underlying mechanism at the origin of the momentum asymmetry in the neutrino emission. The asymmetry could be in the number of neutrinos, or in the neutrino energy (since the number of neutrinos is not conserved when neutrinos stream out of the core, this only refers to the microscopic cause of the asymmetry, and does not describe the macroscopic effect). In both cases, the presence of a strong magnetic field $`B10^{15}`$$`10^{16}`$G provides the asymmetric initial condition for the system. In the first case, parity violation in electroweak interactions was thought to be at the origin of asymmetric neutrino emission from strongly magnetized PNS. The cumulative effect of multiple neutrino scatterings off the slightly polarized nucleons would result in a sizeable anisotropy in the neutrino momentum (Horowitz & Piekarewicz, 1998; Horowitz & Li, 1998; Lai & Quian, 1998a). More detailed studies showed that this effect was largely overestimated (Kusenko, Segré, & Vilenkin, 1998; Arras & Lai, 1999). When neutrinos are in local thermodynamic equilibrium (as they are to a very good approximation in the interior of a PNS) detailed balance ensures that no cumulative effect from multiple scatterings can build up. Local effects in the PNS atmosphere, as for example the deviations from thermal equilibrium that occurr close to the neutrinosphere, can generate asymmetries in the neutrino emission. However, to date detailed analyses of these effects have failed to produce kicks as large as 1000 km s<sup>-1</sup> (Arras & Lai, 1999). The second case relies on the assumption that resonant transitions (oscillations (Kusenko & Segré, 1996, 1997; Grasso, Nunokawa, & Valle, 1998) or spin-flavour precession (Akhmedov, Lanza, & Sciama, 1997)) between different neutrino flavours occur inside the PNS. The resonance surface for the conversion becomes the effective surface of last scattering (the neutrinosphere) for the neutrino flavour with the largest mean free path. Since a strong magnetic field can slightly distort the resonance surface, neutrinos are emitted from regions with different temperatures, which yields an asymmetry in the overall momentum. Also in this case, the real effect was largely overestimated. This is because the variation of the temperature over the effective neutrinosphere cannot be directly related to an anisotropy in the neutrino energy. The energy flow from the star is governed by the inner core emission of neutrinos; in first approximation, local processes in the PNS atmosphere, where the resonant conversion takes place, cannot modify the (isotropic) neutrino emission from the core (Janka & Raffelt, 1999). In conclusion, both the macroscopic parity violation and the resonant neutrino conversion scenario, which for a while seemed to provide elegant particle physics mechanisms to account for pulsars’ acceleration, did not survive more detailed analysis. However, the study of these attempts and of the reasons why they fail to produce natal kicks of the right magnitude can guide us to infer some of the conditions that must be satisfied by a viable particle physics solution. * The neutrino observations from SN1987A, and in particular the duration of the $`\overline{\nu }_e`$ burst, support the theoretical expectation that active neutrinos are copiously produced inside the PNS core and that they are the main agents of the energy emission. Theoretical studies indicate that, to a good approximation, the total energy carried away by neutrinos is equipartitioned among the six neutrino and antineutrino flavours (Janka, 1995). This implies that conversions between the active flavours would simply result in exchanging the respective spectra, and cannot affect the main characteristics of energy emission (Janka & Raffelt, 1999). We learn from this that if neutrino conversion is responsible for the kicks, then the conversion must be into some new particle that does not interact with matter in the same way than the standard neutrinos: most probably a very weakly interacting or sterile neutrino $`\nu _s`$. * In thermal equilibrium, the microscopic peculiarities of neutrino scattering processes cannot build up any macroscopic asymmetry. This applies also to possible neutrino scattering into new exotic states. This hints at some macroscopic condition anisotropically realized inside the PNS. If this has to influence the neutrino conversion rates, we are naturally led to thinking at some asymmetrically located resonance, or at local violation of the adiabaticity conditions for the conversion. * An anisotropic resonant conversion of an active neutrino into an exotic state is still not sufficient to generate a momentum asymmetry. Close to the resonance region the parent $`\nu `$ and the $`\nu _s`$ would both have an asymmetric momentum distribution, but their asymmetries would compensate in the total momentum. However, a non-interacting $`\nu _s`$ would freely escape from the PNS, thus preserving its original asymmetry, while the active neutrino keeps interacting with the background particles. If $`\nu `$ has enough time to recover a symmetric momentum distribution before escaping from the star, then the $`\nu _s`$ asymmetry will be left unbalanced. This suggests that the conversion should occur far inside the $`\nu `$ neutrinosphere, and most likely in the high-density regions close to the core. The picture emerging from these considerations is a resonant conversion of an active flavour into a non-interacting neutrino, at the large densities and temperatures typical of the PNS regions close to the core. In turn, matching the resonance condition hints at a sterile neutrino mass $`20`$–50 keV. In order to implement the previous scheme it is important to identify all the possible macroscopic asymmetries of the system. As we will discuss in the next section, there are observational indications that, in some cases, pulsar magnetic fields are better described by an off-centred dipole, rather than simply by an oblique dipole with the centre of the magnetic axis coinciding with the centre of the star. Clearly this implies anisotropic conditions inside the PNS core, since the magnetic field strength can easily vary by more than one order of magnitude within regions of equal matter density. Then it is not difficult to envisage how in such an anisotropic background the Mikheyev–Smirnov–Wolfenstein (MSW) mechanism for matter-enhanced neutrino oscillations (Wolfestein, 1978; Mikheev & Smirnov, 1985) or resonant spin-flavour precession (RSFP) (Akhmedov, 1988a, 1988b; Lim & Marciano, 1988) could result in large asymmetries in the rate of neutrino conversion between opposite hemispheres. Moreover, if the conversion involves non-interacting neutrinos, they will freely escape from the core, yielding a large momentum asymmetry. We stress that the solution we are proposing here is intrinsically different from previously studied mechanisms that exploit resonant neutrino conversion and emission from a slightly deformed resonance surface (Kusenko & Segré, 1996, 1997; Grasso et al., 1998; Akhmedov et al., 1997). In our case, it is the conversion probability that is not isotropically distributed inside the (spherical) region where the resonant condition is satisfied. In Section 2 we will review some of the arguments in support of our basic assumption that the magnetic field in the PNS interior can be characterized by sizeable anisotropies. In Section 3 we will briefly review the physics of RSFP. For definiteness, we will assume that tau antineutrinos can be resonantly converted into sterile neutrinos $`\nu _s`$. We will show that for acceptable values of the PNS magnetic field and of the neutrino transition magnetic moment $`\mu _\nu `$ the adiabaticity conditions for an efficient conversion are satisfied in regions asymmetrically displaced from the star centre. A MSW solution to the problem can also be implemented straightforwardly, since the asymmetrically polarized background results in an anisotropic neutrino potential (Nunokawa et al., 1997). However, this requires more fine tuning in the choice of the relevant parameters and we will only comment briefly on this possibility. The details of the PNS model we have used and of neutrino diffusion from the core will be described in Section 4. Finally in Section 5 we will present our results and draw the conclusions. ## 2 EVIDENCE FOR ANISOTROPIC MAGNETIC FIELDS The evidence in support of asymmetric magnetic field topologies for variable magnetic stars and pulsars was discussed long ago by Harrison and Tademaru (Harrison & Tademaru, 1975; Tademaru & Harrison, 1975; Tademaru, 1976). They argued that pulsars’ magnetic fields can be well modeled by an off-centred magnetic dipole, displaced from the centre of the star and oriented obliquely with respect to the rotation axis in an arbitrary direction. They also showed that such a field configuration radiates asymmetrically low-frequency electromagnetic radiation, and they tried to explain through this mechanism ‘post-natal’ pulsar acceleration at the expense of the star rotational energy. However, velocities much in excess of 100 km s<sup>-1</sup> cannot be explained in this way, since for typical rotational periods of the order of $`10`$ ms the rotational energy does not exceed by much the total kinetic energy of the star. Moreover, the lack of any observed correlation between the magnetic field and the transverse velocity, or between the direction of the motion and the magnetic axis (Lorimer et al., 1997; Deshpande, Ramachandra, & Radhakrishnan, 1999) has virtually ruled out the post-natal acceleration model. Asymmetric magnetic field configurations can also affect $`\nu _e`$ and $`\overline{\nu }_e`$ absorption cross sections on neutrons and protons. Lai and Qian (1998b) studied the possible asymmetry in the neutrino emission that can be generated in this way, and showed that the effect is again too small to produce appreciable kicks. However, an anisotropic magnetic field can still be responsible for pulsar acceleration by producing sizeable asymmetries in the neutrino emission during the early PNS cooling phase. In principle, the mechanism we want to propose can be effective independent of the particular type of magnetic field model, as long as it predicts sizeable anisotropies in the field strength. However, for definiteness we will concentrate on the simple off-centred and decentred magnetic dipole models (Harrison & Tademaru, 1975; Tademaru & Harrison, 1975; Tademaru, 1976) also because they are supported by a few observational evidences. Decentred dipole models were first introduced in the attempt to improve the representation of the fields of periodic magnetic variable stars (Landstreet, 1970). It was later suggested that these models could also account for special features in the electromagnetic emission of the so-called interpulse pulsars, which are characterized by secondary interpulses well separated from the main pulse, and of an intensity up to two orders of magnitude smaller (Hankins, 1986). A displacement of the magnetic dipole along the magnetic axis of an amount $`\delta `$ in units of stellar radius would produce unequal surface field intensities in the ratio $`(1+\delta )^3/(1\delta )^3`$, providing a simple explanation for the relative weakness of the secondary interpulse. The decentre parameter $`\delta `$ inferred from observational studies of variable magnetic stars and interpulse pulsars ranges between 0.1 and 0.6 (Harrison & Tademaru, 1975; Tademaru & Harrison, 1975; Tademaru, 1976). In some cases surface fields of opposite polarities, separated by much less than 180<sup>o</sup> have been observed (Hankins, 1986). Asymmetries of this kind are not explained by the simple decentred model, and suggest that the dipole is actually off-centred. Namely, the magnetic dipole $`\mu =(\mu _z,\mu _\rho ,\mu _\varphi )`$ (in cylindrical coordinates) is arbitrarily oriented and displaced from the centre of the star by an amount $`\delta _z`$ along the spin axis and $`\delta _\rho `$ in the radial direction. Since the dipole axis does not intersect the spin axis, the angular separation between the main and the secondary pulses is easily accounted for. The study of interpulse pulsars is statistically limited by the small sample of a few per cent of all pulsar population. This is likely to be due to the fact that both the angle of inclination between the rotation axis and the line of sight, and the angle between the spin and the magnetic axis, must be close to 90<sup>o</sup> to allow for their detection. Still, the few direct observations available today suggest that it is not unreasonable to assume that most pulsars have oblique and off-centred dipole fields, or possibly some more complicated field configuration implying sizeable anisotropies in the magnetic field topology. Since off-centred dipoles radiate energy at a different rate with respect to centred dipoles, one might wonder if off-centred models could be tested by measuring the pulsar rate of energy loss. In simple cases, the loss of angular velocity $`\dot{\omega }`$ of a pulsar can be described by the law $$\dot{\omega }=k\omega ^n,$$ (1) where $`n`$, called the braking index, can be directly inferred from the instantaneous rate of change of frequency through the relation $`n=\ddot{\omega }\omega /\dot{\omega }^2`$. A magnetic dipole $`\mu `$ located on the spin axis radiates electromagnetic energy at the expense of rotational energy at a rate $$\frac{dE_\mu }{dt}=\frac{1}{2}\frac{d(I\omega ^2)}{dt}=\frac{2\mu _\rho ^2}{3c^3}\omega ^4,$$ (2) where $`I`$ is the neutron star moment of inertia. For constant $`I`$ this yields $`n=3`$. For gravitational quadrupole radiation, denoting by $`M_\rho `$ the component of the mass-quadrupole orthogonal to the spin axis, $`dE_M/dt=(G_NM_\rho ^2/45c^5)\omega ^6`$ is found (Ostriker & Gunn, 1969), and the braking index is $`n=5`$. For a magnetic dipole displaced from the spin axis by an amount $`\delta _\rho R`$, the spin-down law reads $$\dot{\omega }=k\omega ^3\left(1+\alpha \omega ^2\right)$$ (3) where $`k=2\mu _\rho ^2/3Ic^3`$ and $`\alpha =2\mu _z^2(\delta _\rho R)^2/5\mu _\rho ^2c^2`$. This yields a braking index $`n=\ddot{\omega }\omega /\dot{\omega }^23+2\alpha \omega ^2>3`$. Unfortunately, for typical values of the relevant parameters ($`P10`$ms, $`R10`$km, etc.) one obtains $`\alpha \omega ^210^5`$, and thus the deviation from the centred dipole spin-down law is by far too small to be measurable. ## 3 RESONANT SPIN-FLAVOUR PRECESSION The mechanism we want to explore to account for pulsar acceleration is the RSFP of an active neutrino into a sterile neutrino, driven by the anisotropic magnetic field of a decentred dipole configuration. For simplicity, we will not analyze here the more realistic case of an off-centred magnetic dipole or of more complicated configurations, since these generalizations do not change our main results. We just note that, in the off-centred case, sterile neutrino emission could contribute not only to the acceleration, but also to a spin-up of the PNS. As has recently been suggested (Spruit & Phinney, 1998) the rotating core of the pulsar progenitor might have just a tiny fraction of the angular momentum required to explain the observed rotation velocities of pulsars. For this reason it was conjectured that the same physical process that kicks the PNS at birth could be responsible also for pulsars’ fast rotations (Spruit & Phinney, 1998; Cowsik, 1998). Thus, it might be interesting to study if a more general magnetic field configuration, in conjunction with neutrino RSFP, could also account for the observed pulsars periods. We start by assuming that $`\overline{\nu }_\tau \nu _s`$ RSFP can occur at neutron star core densities and magnetic field strengths. Since $`\nu _s`$ can freely escape from the core, we need to ensure that the neutrino burst duration $`10`$s will not be shortened too much. Assuming equal luminosity for all neutrino and antineutrino flavours (Janka, 1995), even a 100% efficient conversion of $`\overline{\nu }_\tau `$ into $`\nu _s`$ would affect only $`1/617`$% of the energy in the game. Since there are resonance regions where the adiabaticity conditions are not satisfied and no conversion occurs, the overall efficiency for $`\overline{\nu }_\tau \nu _s`$ conversion is in fact lower, meaning that the amount of energy carried away by $`\nu _s`$ is small enough for the burst duration not to be drastically changed. On the other hand a 10%–20% asymmetry in the active–sterile conversion efficiency between opposite hemispheres would result in a few per cent asymmetry in the total momentum, as is needed to explain the largest velocities observed. An important point in this discussion is to ensure that transitions that involve other active flavours, such as $`\overline{\nu }_{e,\mu }\overline{\nu }_\tau \nu _s`$, will not result in an energy ‘siphon’ effect that would cool the PNS too rapidly. Indeed, in the light of the present experimental hints for non-vanishing neutrino mixings, accounting for these reactions is mandatory. The rates for neutrino flavour conversion in a neutron star core were studied by Raffelt and Sigl (1997) and by Hannestad et al. (1999). For $`\nu _e`$ the large charged current (CC) refractive effects due to the background electrons strongly suppress any in-matter mixing angle, so that conversion to other neutrino species cannot occur on the time scale of neutrino diffusion (Raffelt & Sigl, 1993). Also for $`\nu _\mu \nu _\tau `$ the conversion time scale safely exceeds the neutrino diffusion time (Hannestad et al., 1999). This is due to the presence of a small amount of muons in the hot superdense core, which implies additional CC contributions to the $`\nu _\mu `$ index of refraction, as well as to the second-order difference in the $`\nu _\mu `$$`\nu _\tau `$ neutral current (NC) potentials $`\delta VG_F^2m_\tau ^2N_N`$ (where $`N_N`$ is the density of nucleons) (Botella, Lim, & Marciano, 1987). In conclusion, the large differences in the neutrinos indices of refraction inside the PNS guarantee that $`e`$, $`\mu `$ and $`\tau `$ lepton numbers are separately conserved, and thus the conversion into $`\nu _s`$ will affect just one neutrino flavour. The condition for a RSFP of $`\overline{\nu }_\tau `$ into sterile neutrinos $`\nu _s`$ reads $$V(\overline{\nu }_\tau )=\frac{G_FN_n}{\sqrt{2}}\underset{f=n,p,e}{}\kappa _f\lambda _{}^f=\frac{\mathrm{\Delta }m^2}{2E}.$$ (4) The effective potential $`V(\overline{\nu }_\tau )`$ felt by a $`\overline{\nu }_\tau `$ propagating in the hot, superdense and slightly polarized PNS matter has two contributions: the first one is due to the coherent vector interaction with the background and is proportional to the number density of neutrons $`N_n`$. The second one, which is due to coherent axial–vector interactions, is proportional to the average polarization $`\lambda _{}^f`$ of the $`f=n,p,e`$ background fermion parallel to the direction of the neutrino motion (Nunokawa et al., 1997; Bergmann, Grossman, & Nardi, 1999). The proportionality factor $`k_f(g_A^fG_F/\sqrt{2})N_f`$ depends on the$`f`$-fermion number density $`N_f`$ and on its axial–vector coupling $`g_A^f`$. In the right-hand side of equation (4), $`\mathrm{\Delta }m^2`$ denotes the square mass difference between the tau and the sterile neutrino masses. In the PNS core $`V(\overline{\nu }_\tau )\mathrm{\hspace{0.17em}4}\times 10^6\rho _{14}`$MeV, where $`\rho _{14}=\rho /10^{14}`$g cm$`^3`$. For neutrino thermal energies of the order $`E_\nu 100`$$`200`$MeV the resonance condition can be satisfied if $`\mathrm{\Delta }m^2(20`$$`50`$keV)<sup>2</sup>. This value is much larger than the cosmological limit $`m_{\nu _\tau }`$ ($`10^2`$eV), and in the following we will therefore assume $`\mathrm{\Delta }m^2=m_{\nu _s}^2m_{\nu _\tau }^2m_{\nu _s}^2`$. The average background polarization contributing to the second term in $`V(\overline{\nu }_\tau )`$ grows linearly with the magnetic field, which in a neutron star can reach extremely high values, up to $`10^{15}`$G (Thomson & Duncan, 1992, 1993, 1995, 1996). However, during the early cooling phase when most of the neutrinos are emitted, the temperature is also large, the electrons are relativistic and degenerate, and as a result the induced polarizations are strongly suppressed, down to $`\lambda _{n,p}10^3\times B_{15}`$ and $`\lambda _e10^2\times B_{15}`$ (Bergmann et al., 1999), where $`B_{15}`$ is the magnetic field strength in units of $`10^{15}`$G. Thus in general $`\kappa _f\lambda _{}^fG_FN_n/\sqrt{2}`$ and, in most cases, neglecting the polarization term is well justified. The resonance condition for the (helicity-conserving) MSW effect $`(\overline{\nu }_\tau \overline{\nu }_s)`$ has the same form that equation (4) except for the fact that the right-hand side is multiplied by $`\mathrm{cos}2\theta _V`$, where $`\theta _V`$ is the vacuum mixing angle. Because the magnetic dipole configuration is asymmetric, in different regions of a core shell of given neutron density $`N_n`$ the magnetic field and the average polarization $`\lambda ^f`$ can be vastly different. Then it could be possible that the resonance condition is satisfied with sufficient accuracy in just one hemisphere. This can be more easily achieved for resonant $`\overline{\nu }_e\overline{\nu }_s`$ oscillations, since in this case the neutron number density in the first term in equation (4) is replaced by $`N_n2N_e`$, and in some region of the core and at some stage of the PNS evolution this combination can approach values close to zero. However, local violation of the adiabaticity condition for a RSFP conversion (see below) appears to be more natural than an asymmetric MSW resonant conversion, in the sense that it can be satisfied for a larger range of the relevant parameters, and is also more stable with respect to core evolution during the deleptonization and cooling phases. Therefore in the following we will concentrate on the RSFP conversion mechanism. Once the condition in equation (4) is satisfied, the probability $`P_{\overline{\nu }_\tau \nu _s}`$ that a spin-flavour neutrino transition will occur depends on its degree of adiabaticity. To a good accuracy $$P_{\overline{\nu }_\tau \nu _s}1\mathrm{exp}\left(\frac{\pi }{2}\gamma \right),$$ (5) which is sizeable when $`\gamma 1`$. Denoting by $`\mathrm{}_\rho \|(1/\rho )(d\rho /dr)\|^1`$ the characteristic length over which the density varies significantly, and with $`\mathrm{}_{\rho \mathrm{res}}`$ its value at the resonance, the adiabaticity parameter $`\gamma `$ can be written as (Akhmedov, 1997; Akhmedov et al., 1997) $`\gamma `$ $``$ $`1.04\left({\displaystyle \frac{1}{1Y_e}}\right)\left({\displaystyle \frac{2.6\times 10^{14}\mathrm{g}\mathrm{cm}^3}{\rho }}\right)`$ (6) $`\times `$ $`\left({\displaystyle \frac{\mu _\nu }{10^{12}\mu _B}}{\displaystyle \frac{B_{\mathrm{res}}}{3\times 10^{15}\mathrm{G}}}\right)^2{\displaystyle \frac{\mathrm{}_{\rho \mathrm{res}}}{10\mathrm{km}}},`$ where $`Y_e0.3`$ is the number of electrons per baryon in the PNS core (Burrows & Lattimer, 1986), $`\mu _B`$ is the Bohr magneton and $`B_{}^{\mathrm{res}}`$ is the value at resonance of the magnetic field component orthogonal to the direction of neutrino propagation. Let us now assume that the magnetic dipole is displaced from the star centre by an amount $`\delta `$ in units of the PNS radius $`R`$, and let us define $`\widehat{\delta }=\delta (R/R_{\mathrm{res}})`$, where $`R_{\mathrm{res}}`$ is the location of the resonance layer. For reasonable values $`\widehat{\delta }`$ $`0.2`$$`0.5`$ the ratio of field intensities between the north (N) and south (S) magnetic poles of the resonance shell $`B_S^{\mathrm{res}}/B_N^{\mathrm{res}}(1\widehat{\delta })^3/(1+\widehat{\delta })^3`$ falls in the range $`10^1`$$`10^2`$. Then from equation (6) we see that the condition $`\gamma _N1`$ ($`P_{\overline{\nu }_\tau \nu _s}1`$) and $`\gamma _S1`$ ($`P_{\overline{\nu }_\tau \nu _s}0`$) that triggers the anisotropic neutrino emission can be realized in a natural way. In Fig. 1 we depict the variation of the adiabaticity parameter $`\gamma `$ inside the resonance layer as a function of the angular distance $`\mathrm{\Theta }`$ from the magnetic dipole axis. The resonance is located at $`R_{\mathrm{res}}=1.5R_c`$, where $`R_c`$ denotes the core radius, and the maximum value of the magnetic field strength at resonance is $`B=4\times 10^{15}`$G. For small values of the decentred parameter $`\delta 0.1`$ the adiabaticity condition is matched in both hemispheres and no large asymmetry can be expected. However, for $`\delta >0.2`$ we get $`\gamma <1`$ in the whole hemisphere $`\mathrm{\Theta }>\pi /2`$ and a sizeable asymmetry can be produced. It is also apparent that if $`\delta `$ becomes too large, the region where the adiabaticity condition is satisfied shrinks down to a small cone (e.g. for $`\delta 0.5`$ there is good adiabaticity only when $`\mathrm{\Theta }\pi /6`$). This heavily reduces the conversion efficiency and results in a suppression of the asymmetry. It also suggests that no simple correlation between the value of $`\delta `$ and the overall $`\nu _s`$ momentum asymmetry can be expected. Let us now comment briefly on the possible values of the relevant physical quantities appearing in equation (6). Magnetic field strengths $`10^{15}`$G are not unreasonable in the interior of a new-born neutron star. Indeed, there is observational evidence for highly magnetized young pulsars (magnetars) with dipole surface fields as large as $`8\times 10^{14}`$G (Hurley, 1999). On the other hand, theoretical studies indicate that internal dipole fields as large as $`B_{\mathrm{int}}`$(5–10)$`\times 10^{15}`$G can be formed during the first few seconds after gravitational collapse, when the strong convective motions coupled with rapid rotation can produce an efficient dynamo action (Thomson & Duncan, 1992, 1993, 1995, 1996). As regards the value of $`\mu _\nu `$, it is well known that the RSFP conversion mechanism requires rather large transition magnetic moments. For densities close to nuclear density $`(2.6\times \rho _{14})`$ and acceptable values of the magnetic field, the adiabaticity condition in equation (6) points towards magnetic moments of the order of $`10^{12}\mu _B`$. For $`\overline{\nu }_\tau `$ this is several orders of magnitude below the laboratory limits (Groom et al., 1998). In the early Universe, $`\nu _s`$ will attain thermal equilibrium only for $`\mu _\nu 6\times 10^{11}\mu _B`$ (Elmfors et al., 1997) and hence the nucleosynthesis constraints can be easily satisfied. The astrophysical limit $`\mu _\nu 3\times 10^{12}\mu _B`$ implied by stellar energy-loss arguments (Raffelt, 1990) does not apply in this case, since the final-state sterile neutrino with $`m_s5`$keV is too heavy to be produced inside red–giants or white–dwarfs. Assuming, as is reasonable, that the main $`\nu _s`$ decay mode is radiative $`\nu _s\overline{\nu }_\tau \gamma `$, the limits on $`\gamma `$-ray fluence immediately after the arrival of the neutrino burst from the SN1987A can be used to set strong constraints on $`\mu _\nu `$. Under the assumption that the decaying neutrinos are carrying away about 1/3 of the total energy, the limit $`\mu _\nu <1.6\times 10^{14}\mu _B(10\mathrm{keV}/m_{\nu _s})`$ was derived (Oberauer et al., 1993; Raffelt, 1996, p.474). However, this limit cannot be straightforwardly applied to our case. As we will see below, depending on the overall conversion efficiency, the $`\nu _s`$ can easily carry an overall energy more than one order of magnitude smaller than what was assumed in order to derive this limit. It is even conceivable that no conversion at all could have occurred for SN1987A, if the magnetic field was too weak to satisfy the adiabaticity condition (of course this would also imply no intrinsic kick for the SN1987A residue, which unfortunately has not been detected). In addition to this, in our framework the $`\nu _s`$ emission is strongly anisotropic, and beaming effects could have drastically reduced the flux along the line of sigh of the Earth. We conclude that the SN1987A limit cannot exclude values of $`\mu _\nu `$ of the order $`10^{12}\mu _B`$. However, it is interesting to note that a clear signature of the mechanism we are proposing would be a large flux of $`\gamma `$ rays with energies of several tens of MeV from the next galactic SN. Since the $`\nu _s`$ are emitted from regions close to the hot inner core, this would also be accompanied by an anomalous spectral component of $`\overline{\nu }_\tau `$ from $`\nu _s`$ decays with a temperature about one order of magnitude larger than the $`\nu _\tau `$ and $`\nu _\mu `$ spectra. If $`\mu _\nu `$ few $`\times 10^{12}\mu _B`$ the sterile neutrinos would be directly produced through helicity flipping scattering off electrons and protons (Barbieri & Mohapatra, 1989; Ayala, D’Olivo, & Torres, 2000). The main concern here is not so much the change in the rate of energy loss, since this would affect only one flavour, but rather the fact that spin-flips due to scattering processes would then occur within the entire core volume with an (almost) isotropic distribution. If the time scale for these processes is much shorter than the $`\overline{\nu }_\tau `$ diffusion time to the resonant region, almost all the $`\overline{\nu }_\tau `$ will convert into $`\nu _s`$ inside the core. However, in crossing the resonance layer, the $`\nu _s`$ will be anisotropically reconverted into interacting states. This would result in approximately the same momentum asymmetry, but in the opposite direction. If the time scale for the helicity flipping scatterings is much larger than the $`\overline{\nu }_\tau `$ diffusion time to the resonance (but of course shorter than their diffusion time to the neutrinosphere) the $`\nu _s`$ asymmetry generated at the resonance surface will be preserved. This is because the unconverted $`\overline{\nu }_\tau `$ streaming out from the resonance layer will quickly recover an isotropic momentum distribution, so that the later emission of $`\nu _s`$ from helicity flipping scatterings will be essentially symmetrical. Still, allowing for these possibilities would unnecessarily complicate our analysis. Therefore, to ensure that helicity flipping scatterings are safely suppressed and will not interfere with resonant conversions, we will assume that the limit $`\mu _\nu `$ few $`\times 10^{12}\mu _B`$ (Barbieri & Mohapatra, 1989; Ayala et al., 2000) is satisfied. ## 4 THE PROTO-NEUTRON STAR MODEL In this section we describe the model that was used to simulate the PNS physical conditions during the first few seconds after core bounce. Our PNS model is three dimensional but static, so that the results we will obtain should be understood as a “proof-of-principle” calculation of the possible size of the momentum asymmetry. We identify four different regions that are of major importance for the conversion process and for the neutrino emission: * Core–atmosphere interface ($`r=R_c`$). Neutrinos are mainly produced within the hot and dense core, where the density varies slowly with the radius. From the central regions with supernuclear density $`\rho _o8\times \rho _{14}`$ the density decreases down to nuclear density $`\rho _c2.6\times \rho _{14}`$. We define the core–atmosphere interface radius $`R_c`$ through $`\rho (R_c)=\rho _c`$, where $`R_c10`$km. * Resonance layer ($`r=R_{\mathrm{res}}`$). This is the region where the (energy-dependent) resonance condition in equation (4) is satisfied. When the adiabaticity condition $`\gamma 1`$ is fulfilled, this is also the region of emission of the sterile neutrinos. In our simulation we have studied the range $`R_{\mathrm{res}}/R_c=`$0.8–1.8, namely we have assumed that the resonance layer is close to the core–atmosphere interface. * Neutrino energy–sphere ($`r=R_E`$). The main reactions through which the $`\overline{\nu }_\tau `$ exchange energy with the stellar gas are NC scattering off electrons and neutrino pair processes. The neutrino energy sphere is defined as the region where the $`\overline{\nu }_\tau `$ undergo the last inelastic interaction with the background particles. For $`r>R_E`$, neutrinos mainly scatter off nucleons. While this determines the neutrino transport opacity, the amount of energy exchanged is negligible, so that outside the energy–sphere the neutrinos start being thermally disconnected from the medium. * Neutrino transport–sphere (neutrinosphere) ($`r=R_T`$). This is the layer with optical depth $`1`$ which is determined by the neutrino elastic cross section off nucleons. The cross section depends on the square of the neutrino energy, and thus $`R_T`$ (as well as $`R_E`$) is an energy-dependent quantity. Since $`R_TR_{\mathrm{res}}`$ the initial asymmetry generated at $`R_{\mathrm{res}}`$ vanishes at $`R_T`$ because of multiple scatterings that completely redistribute the momentum direction of the unconverted $`\overline{\nu }_\tau `$. For $`r>R_T`$ the neutrinos no longer undergo diffusion processes and freely escape from the star. The density and temperature profile for the PNS core and atmosphere that have been used in our simulations are given by simple analytical formulae. These expressions have been chosen according to the following criteria: (i) they approximately reproduce the profiles resulting from detailed numerical studies of the PNS evolution (Burrows & Lattimer, 1986); (ii) they satisfy the physical requirements that the $`\overline{\nu }_\tau `$ decouple energetically with a spectral temperature $`T(R_E)8`$MeV and around densities $`\rho (R_E)10^{12}`$ g cm<sup>-3</sup>; (iii) they result in conservative estimates of the overall asymmetry in the sterile neutrino emission. The density profile is given by $$\rho (r)=\{\begin{array}{cc}\rho _0\left[1\left(1\frac{\rho _c}{\rho _0}\right)\left(\frac{r}{R_c}\right)^{n_c}\right]\hfill & \text{if }rR_c\text{;}\hfill \\ \rho _c\left(\frac{R_c}{r}\right)^{n_a}\hfill & \text{if }r>R_c\text{.}\hfill \end{array}$$ (7) For suitable values of the exponents $`n_c`$ for the core and $`n_a`$ for the atmosphere, this expression reproduces reasonably well the results of a detailed numerical computation (Burrows & Lattimer, 1986), namely a slowly varying density for the core ($`n_c1,2`$) and a steeper profile $`r^{n_a}`$ (with $`n_a3`$–5) for the atmosphere. In Fig. 2 we depict a set of profiles for different values of $`n_c`$ and $`n_a`$. In our simulation we have used $`n_c=2`$, which gives an appreciable density variation inside the core. With respect to a milder variation or to a constant profile, this is a conservative choice, since it favors the outwards diffusion of $`\overline{\nu }_\tau `$ and reduces the probability of random crossings of the adiabatic resonance region. For the atmosphere we used $`n_a=4`$, which enhances with respect to steeper profiles, the probability that some of the neutrinos will diffuse back from the atmosphere and cross the resonance region in the ‘wrong’ direction. For the temperature profile we assumed a simple model with an isothermal core $$T=\{\begin{array}{cc}T_o\hfill & \text{if }rR_c\text{;}\hfill \\ T_o\left(\frac{R_c}{r}\right)^{n_T}\hfill & \text{if }r>R_c\text{,}\hfill \end{array}$$ (8) with $`T_o=30`$MeV(Burrows & Lattimer, 1986) and $`n_T=1`$. Since the $`\nu _s`$ are emitted with spectral temperatures close to the core temperature, larger values of $`T_o`$ would enhance the momentum asymmetry. During the early stage of the PNS formation, the rapid deleptonization process produces changes in the temperature on the time scale of hundreds of milliseconds. In the first few seconds after core bounce, neutrinos are emitted predominantly from the outer regions where the density is lower. Matter loses entropy, undergoes compression, and the temperature increases to values much larger than the central temperature. The temperature inversion drives the heat flux towards the interior; however, the peak temperature reaches the central regions about 10 s after core bounce, when most of the neutrinos already escaped from the core (Burrows & Lattimer, 1986). Since the neutrino opacity grows with the square of the energy, a temperature inversion tends to keep the neutrinos trapped in the inner regions, enhancing the probability for their conversion. We have verified that profiles with temperature inversion generally result in larger momentum asymmetries, and thus the isothermal core represents a conservative approximation. As regards the temperature profile for the atmosphere, we assumed that it decreases with the radius as $`1/r`$. With respect to steeper temperature gradients this again favors the probability of ‘wrong’ back-crossings of the resonance. The $`\overline{\nu }_\tau `$ elastic scattering off nucleons reads $$\frac{d\sigma _E}{d\mathrm{cos}\theta }=\frac{G_F^2E_\nu ^2}{8\pi }\left(C_1+C_2\mathrm{cos}\theta \right),$$ (9) where $`\theta `$ is the scattering angle between the incoming and outgoing neutrino directions, and the coefficients $`C_1`$ and $`C_2`$ depend on the neutrino–nucleon couplings averaged over the $`p`$ and $`n`$ number densities. For the PNS nuclear matter the canonical values $`C_A^p=C_A^n=1.26`$ given by isospin invariance are modified due to strange-quarks contribution to the nucleon spin. We use the values $`C_V^n=1`$, $`C_V^p=14\mathrm{sin}^2\mathrm{\Theta }_W0.07`$, $`C_A^n1.15`$, $`C_A^p1.37`$ (Raffelt & Seckel, 1995; Keil, Janka, & Raffelt, 1995). Using also $`Y_p=1Y_n0.3`$ for the relative abundances of the nucleons, we obtain $`C_1`$ $`=`$ $`{\displaystyle \underset{N=n,p}{}}Y_N\left[\left(C_V^N\right)^2+3\left(C_A^N\right)^2\right]5.2,`$ (10) $`C_2`$ $`=`$ $`{\displaystyle \underset{N=n,p}{}}Y_N\left[\left(C_V^N\right)^2\left(C_A^N\right)^2\right]0.8.`$ (11) Equation (9) determines the $`\overline{\nu }_\tau `$ transport opacity. Inelastic reactions where the energy exchange is of order unity, such as neutrino–electron scattering and neutrino-pair processes, give only a minor contribution to the total opacity. However, they are responsible for keeping the neutrinos in thermal equilibrium with the background, and determine the relative positions of $`R_T`$ and $`R_E`$. We have assumed a relative rate between inelastic and elastic processes of the order of 10%, so once every ten scatterings we generate again the neutrino energy according to the neutrino position within the star and to the corresponding local temperature. Since the $`\overline{\nu }_\tau `$ emerge from the resonant layer with an overall momentum asymmetry equal and opposite to that of the $`\nu _s`$, their thermalization and especially the redistribution of their momentum due to multiple scattering is crucial for ensuring that the $`\nu _s`$ momentum asymmetry is left unbalanced. ## 5 RESULTS Neutrinos are generated randomly inside the core with a Fermi-Dirac distribution corresponding to a spectral temperature $`T_o=30`$MeV and zero chemical potential, and are left diffusing outwards. Of course, the loss of $`\overline{\nu }_\tau `$ due to conversion into sterile neutrinos eventually builds up a non-vanishing chemical potential. However, since our simulation of the neutrino diffusion is static (that is there is no time evolution of the relevant parameters characterizing the PNS model) this effect has been neglected. To study the effect of the decentred magnetic dipole, we have run simulations with $`\delta `$ ranging between $`0.1`$ and $`0.6`$. We have also studied the effect of moving the resonance layer from inside the core ($`R_{\mathrm{res}}/R_c=0.8`$, $`\rho _{\mathrm{res}}4.5\times \rho _{14}`$, $`m_{\nu _s}50`$keV) to three different locations in the atmosphere $`R_{\mathrm{res}}/R_c=1.3,1.5`$ and $`1.8`$ (the last value corresponds to $`\rho _{\mathrm{res}}0.25\times \rho _{14}`$, $`m_{\nu _s}12`$keV). The reference value for the neutrino magnetic moment has been fixed at $`\mu _\nu =10^{12}\mu _B`$ (of course rescaling $`\mu _\nu k\mu _\nu `$ and $`BB/k`$ would leave the results unchanged) and we have varied the magnetic field in the star interior between $`3\times 10^{15}`$G and $`8\times 10^{15}`$G. The values of $`B`$ correspond to maximum values of the adiabaticity parameter at the resonance surface in the range $`\gamma 3`$–12. In contrast, owing to the anisotropies of the magnetic field, in the resonance regions far from the dipole centre, $`\gamma 1`$. Once the $`\overline{\nu }_\tau `$ reach the resonance, the component of the magnetic field transverse to the direction of propagation is computed, and they are converted into $`\nu _s`$ with the appropriate transition probability $`P_{\overline{\nu }_\tau \nu _s}`$. The $`\nu _s`$ escape from the star without interacting further. The large differences in the spatial values of $`\gamma `$ can result in huge anisotropies in the conversion efficiency between different points of the resonance layer, so that the $`\nu _s`$ are preferentially emitted from one hemisphere. In computing the $`\nu _s`$ momentum asymmetry we have neglected the effect of gravitational redshift. On the opposite hemisphere, most of the $`\overline{\nu }_\tau `$ are not converted; however, further interactions with the medium wash out their asymmetry almost completely. Of course, from regions close to the core–atmosphere interface, some $`\overline{\nu }_\tau `$ can scatter inwards and resonantly convert when crossing the resonance region, so that a certain number of $`\nu _s`$ will be emitted in the ‘wrong’ direction, thus reducing the overall asymmetry. When the resonance lies inside the core, this effect is somewhat enhanced since a sizeable fraction of $`\overline{\nu }_\tau `$ are produced in the region $`R_{\mathrm{res}}<r<R_c`$. The fractional asymmetry in the total momentum of the neutrino emission needed to accelerate the remnant at a velocity $`V`$ is given by $$\frac{\mathrm{\Delta }p}{p_{\mathrm{tot}}}0.03\left(\frac{V}{10^3\mathrm{km}\mathrm{s}^1}\right)\left(\frac{E_{\mathrm{tot}}}{3\times 10^{53}\mathrm{ergs}}\right)\left(\frac{M}{1.5M_{}}\right),$$ (12) where $`E_{\mathrm{tot}}`$ is the total energy radiated in neutrinos and $`M`$ is the PNS mass. Assuming equipartition of the total luminosity between the active flavours, we see that to explain velocities of several hundreds of km s<sup>-1</sup> the total asymmetry in the momentum carried by the $`\nu _s`$ and by the surviving $`\overline{\nu }_\tau `$ $`(p(\nu _s+\overline{\nu }_\tau )0.17p_{\mathrm{tot}})`$ should amount to $`10`$%–20%. The results of different simulations run with a statistics of $`4\times 10^5`$ $`\overline{\nu }_\tau `$ are presented in Table I. It is apparent that momentum asymmetries of the correct size can be generated. From the table it is also possible to infer the impact that the different parameters have on the size of the asymmetry. As expected, increasing the value of the decentred parameter decreases the fractional number of $`\nu _s`$ produced. The overall asymmetry first increases; however, when the conversion efficiency decreases too much, also the asymmetry gets reduced. If the resonance is inside the core, the asymmetries are generally small. This is mainly due to the large number of ‘wrong’ crossing of the resonance region, and to some extent also to the moderate value of $`\gamma _{\mathrm{max}}`$ (larger values would require raising the magnetic field up to $`B10^{16}`$G). We stress that a crucial condition that has to be satisfied to get large asymmetries is that the adiabaticity parameter $`\gamma `$ should reach values sizeably larger than unity. In fact if $`\gamma _{\mathrm{max}}1`$ the mechanism is rather inefficient, since only the $`\overline{\nu }_\tau `$ with momentum almost orthogonal to the magnetic field direction will convert. Besides yielding a small conversion efficiency, this also implies that the momenta of the emerging $`\nu _s`$ will be mainly oriented tangentially to the resonant layer and will not contribute to build up an asymmetry. Only for $`\gamma _{\mathrm{max}}3`$–4, a sizeable momentum component in the radial direction can be generated. If the resonance is just outside the region where most of the neutrinos are produced ($`R_{\mathrm{res}}R_c`$), asymmetries of the correct size are easily obtained. Because of the lower value of the local density, this allows for larger values of $`\gamma _{\mathrm{max}}`$ and also requires somewhat smaller magnetic fields. However, if $`\mu _\nu 10^{12}\mu _B`$ internal magnetic field strength $`B10^{15}`$G are needed in any case. Since the relevant combination that determines the value of $`\gamma `$ is the product $`\mu _\nu B`$, for larger transition magnetic moments the required magnetic fields could be smaller by a factor of a few. In spite of this, it is clear from our results that no obvious correlation between the kick velocity and the magnetic field strength can be expected. Similarly, any other correlation pattern would be quite difficult to recognize. In fact, for a given value of the neutrino transition magnetic moment $`\mu _\nu `$ the efficiency of the conversion is determined by a complicated interplay between the position of the resonance layer $`R_{\mathrm{res}}`$, the value of the decentred parameter $`\delta `$, and the strength of the magnetic field $`B`$. In some cases a large magnetic field together with a large value of $`\delta `$ implies that $`\gamma 1`$ only in a relatively small region, thus lowering too much the conversion efficiency and implying that the $`\nu _s`$ emission is mainly oriented tangentially to the resonance layer surface. Larger conversion rates are produced by smaller values of $`\delta `$, and sometimes this can also result in larger asymmetries. The exact value of the core temperature can also affect the results. For larger temperatures, about the same numbers of $`\nu _s`$ will be produced, but with a higher spectral temperature. This effect tends to increase the asymmetry. Finally, we should mention that since the $`\nu _s`$ emission is likely to occur on a time scale much larger than the pulsar rotational period at birth, the resulting momentum kick would be averaged out proportionally to the cosine of the angle between the spin axis and the magnetic axis. However, even if we assume that the present orientation of the magnetic axis is representative of its orientation at birth, we believe that it is not possible to predict any unambiguous correlation between the pulsars’ velocities and their magnetic axis orientation, because of the large number of different parameters that concur to determine the overall effect. In conclusion, we have shown that $`\overline{\nu }_\tau \nu _s`$ RSFP inside the PNS core is able to account for pulsar natal kicks of the required size. The crucial assumptions to achieve this result are (i) the presence of sizeable anisotropies in the PNS magnetic field configuration; (ii) internal magnetic field strengths of the order of few $`\times 10^{15}`$G; (iii) a sterile neutrino with a mass of a few tens of keV and with a transition magnetic moment with an active flavour of the order of $`10^{12}\mu _B`$. The first two assumptions have already been discussed in this paper, so let us comment briefly on the last point. If all the active neutrinos have a mass satisfying the cosmological limit $`100`$eV, it would be somewhat complicated to construct a particle physics model that realizes the third condition, since a large magnetic moment generally implies rather large radiative contributions to the neutrino masses. This problem was extensively addressed in the past, and some clever solutions were proposed (Voloshin, 1988; Barbieri & Mohapatra, 1989). We believe that a consistent particle physics model yielding a large $`\overline{\nu }_\tau `$$`\nu _s`$ transition magnetic moment and a light $`\nu _\tau `$ can be constructed along the same lines. Let us also mention that quite recently the cosmological limits on neutrino masses have been revisited under the hypothesis that the Universe underwent a non-trivial thermal evolution right before the nucleosynthesis era (Giudice, Kolb & Riotto, 2000). The result of this study opens up the possibility that also $`m_{\nu _\tau }`$ could be of the order of a few tens of keV. Indeed this would render the whole picture much more natural from the particle physics point of view. This work was supported in part by BID and Colciencias in Colombia under contract 401-97 code 1115-05-087-97. We acknowledge E. Akhmedov for useful conversations and M. Kachelriess for bringing to our attention the work of Oberauer et al. (1993).
warning/0006/gr-qc0006057.html	ar5iv	text	# I Introduction ## I Introduction General relativity predicts that gravitational collapse of massive objects leads to space-time singularities in rather general circumstances in our universe and such singularities might be accompanied with the blow up of physical quantities (energy density, pressure and curvature of space-time, etc). The known physical laws including general relativity itself will break down in the neighborhood of the space-time singularity and hence the quantum theory of gravity is believed to be necessary to describe the physical phenomena in such a region. One of the important issues is whether the space-time singularities formed in our universe are visible or not for the observer (us) far from the region where the gravitational collapse occurs. The cosmic censorship conjecture proposed by Penrose gave a strong motivation to investigate this problem. Roughly speaking, this conjecture states that the singularity is not visible for any observer if it is resulted from physically reasonable initial conditions. However, this conjecture has not yet been proven. Rather candidates of the counterexample of this conjecture have been found. The simplest example is the gravitational collapse of spherically symmetric dust fluid. There is an exact solution of Einstein equations for this case; the so-called Lemaître-Tolman-Bondi (LTB) solution. After Eardley and Smarr have pointed out the occurrence of a central shell focusing naked singularity of marginally bound dust collapse, several theoretical efforts revealed the genericity of the shell focusing naked singularity formation in the LTB solution. There are several researches for more general spherically symmetric system and those revealed that non-vanishing pressure does not necessarily prevent the formation of the central shell focusing naked singularity. On the other hand, there are not so much researches for non-spherical systems as the spherically symmetric cases since general analytic approach is impossible. Nakamura et al. and Nakamura and Sato performed numerical simulations for axisymmetric perfect fluid system. Their results suggest that naked singularities might be formed if the initial internal energy of the fluid elements is very small and initial configuration is sufficiently elongated. This result is consistent with the hoop conjecture proposed by Thorne, which states that black holes with horizons form when and only when a mass $`M`$ gets compacted into a region whose circumference in every direction is $`C4\pi M`$. Shapiro and Teukolsky also performed numerical simulations for the axisymmetric collision-less-particle system and showed a possibility of naked singularity formation which is also consistent with the hoop conjecture. The critical behavior of the axisymmetric gravitational waves is also a candidate of the naked singularity formation. An example which can be investigated analytically is the shell focusing naked singularity formation in the Szekeres solution. Anyway, even in the non-spherical cases, there are several examples of naked singularity formation. There might be readers who state that numerical examples can not be regarded as candidates of naked singularity formation since the numerical simulation can not reveal the global structure of the space-time and further can not deal with infinite quantities (the numerical technique recently proposed by H$`\ddot{\mathrm{u}}`$bner might be able to avoid this difficulty). However, the present authors would like to stress that if the region of sufficiently high energy, large pressure and large space-time curvature is visible from an observer far from the region, it should be regarded as a naked singularity. The region with extremely large physical quantities will be described by the quantum theory of gravity which is little known and hence such region is equivalent to a space-time singularity in practical sense. An important point of view for the naked singularity formation process has been proposed by Nakamura et al.. They pointed out that the visible strong curvature region may be a candidate of strong gravitational wave sources. Gravitational waves generated in such a region will propagate out from there since there is no event horizon. From this point of view, Chiba investigated cylindrical gravitational collapse but his result is not consistent to the Nakamura et al’s conjecture. The numerical simulations by Shapiro and Teukolsky essentially agrees with Chiba’s result with respect to the gravitational radiation. However, we should be concerned about the numerically covered domain since the gravitational waves might be emitted form just the neighborhood of the naked singularity. Recently, present authors investigated the behavior of aspherical perturbations in the LTB space-time and showed that the Weyl curvature of even mode perturbations corresponding to outgoing gravitational waves diverges. Although this result was obtained by numerical integration of linearized Einstein equations, the numerical stability is guaranteed much better than that of the numerical simulation of full Einstein equations. Further, linearized Einstein equations were solved as the characteristic initial value problem and hence the numerically covered domain of the space-time by this analysis is much wider than the previous two numerical simulations. The results of the linear perturbation analysis of the LTB space-time suggest that gravitational waves will be emitted in the formation process of naked singularities. The purpose of the present paper is to re-analyze the dynamics of perturbations of the LTB space-time in the framework of the Newtonian approximation. In order that the singularity of the spherically symmetric space-time is naked, “the gravitational potential” $`2M/R`$ is smaller than unity in the neighborhood of the singularity, where $`M`$ is the Misner-Sharp mass function and $`R`$ is the areal radius. The central shell focusing naked singularity of the LTB space-time satisfies this condition and further the gravitational potential vanishes even at this singularity. The speed of the dust fluid is also much smaller than the speed of light before and at the central shell focusing naked singularity formation. Therefore the Newtonian approximation seems to be available, even though the space-time curvature is infinite at the singularity. The advantage of the Newtonian approximation scheme is that the dynamics of perturbations of the dust fluid and gravitational waves generated by the motion of the dust fluid are separately estimated; the evolution of the perturbations of the dust fluid are obtained by the Newtonian dynamics and the gravitational radiation is obtained by the quadrupole formula. Hence the semi-analytic estimate of the gravitational radiation due to the matter perturbation of the LTB space-time is possible if we adopt the Newtonian approximation. The results of the Newtonian perturbation analysis well agrees with the relativistic perturbation analysis by the present authors. This suggests that the Newtonian analysis will be a powerful tool in the analysis of some category of naked singularity. However, we should stress that the neighborhood of the naked singularity is not Newtonian in ordinary sense, because there is indefinitely strong tidal force. Further, studies of quantum effects have revealed that the violent quantum particle creation occurs in this space-time. The particle creation is just a highly relativistic phenomenon. The Newtonian approximation scheme is available to describe the dynamics of the neighborhood of the naked singularity but the situation is not Newtonian. This paper is organized as follows. In Sec.2, we briefly review the LTB solution. In Sec.3, we consider the Newtonian approximation of a spherically symmetric dust collapse and show the relation between the Eulerian, Lagrangian and synchronous-comoving (SC) coordinate systems in this approximation scheme. Further in this section, we show the validity of the Newtonian approximation scheme even in the neighborhood of the central shell focusing naked singularity as long as we adopt the Eulerian coordinate system. The basic equations for the even mode of perturbations are presented in Sec.4. In order to estimate the gravitational radiation generated by aspherical perturbations of dust fluid, we need the knowledge about mass-quadrupole moment. We show an explicit expression of the quadrupole moment in Sec.5. Then we show the numerical calculation in Sec.6 and the asymptotic behavior of the mass-quadrupole moment is presented in Sec.7. Finally, Sec.8 is devoted for summary and discussion. In this article, we adopt $`G=c=1`$ unit and basically follow the convention and notation in Ref.. The Greek indices mean components of tensors, while the Latin indices except for $`\mathrm{}`$ and $`m`$ represent a type of a tensor. We use the sub- or super-scripts $`\mathrm{}`$ and $`m`$ to denote spatial components of tensors. ## II The Spherically Symmetric Dust Collapse In general, the gravitational collapse of a spherical dust ball produces a shell focusing naked singularity at the symmetric center. This singularity can be locally or globally naked in accordance with the initial rest-mass density configuration. The solution of the Einstein equations describing such a situation is known as the LTB space-time. The line element is given by $$ds^2=dt^2+\frac{(_rR)_t^2}{1+f(r)}dr^2+R^2d\mathrm{\Omega }^2,$$ (1) where $`d\mathrm{\Omega }^2`$ is the line element of an unit 2-sphere. The stress-energy tensor of the dust fluid is given by $$T_{ab}=\overline{\rho }\overline{u}_a\overline{u}_b,$$ (2) where $`\overline{\rho }`$ is the rest-mass density and $`\overline{u}_a`$ is the 4-velocity of the dust fluid element. In the coordinate system (1), the components of the 4-velocity $`\overline{u}^\mu `$ is given by $$\overline{u}^\mu =(1,0,0,0).$$ (3) Einstein equations and the equation of motion for the dust fluid lead to the equations for the areal radius $`R`$ and rest-mass density $`\overline{\rho }`$ as $`(_tR)_r^2`$ $`=`$ $`f(r)+{\displaystyle \frac{F(r)}{R}},`$ (4) $`F(r)`$ $`=`$ $`8\pi {\displaystyle _0^r}\overline{\rho }(_rR)_tR^2𝑑r,`$ (5) where $`f(r)`$ and $`F(r)`$ are arbitrary functions. Eq.(4) might be regarded as an energy equation of the dust fluid element at $`r`$. From this point of view, the function $`f(r)`$ corresponds to the specific energy of the dust fluid element and the function $`F(r)`$ can be regarded as the gravitational mass function. The solution is completely fixed by choosing the specific energy $`f(r)`$ and initial rest-mass density profile $`\overline{\rho }(0,r)`$, or equivalently the mass function $`F(r)`$. The shell focusing naked singularity is formed only at $`r=0`$. For simplicity, hereafter we will focus on the marginally bound case $`f(r)=0`$. Since our interest is on the behavior of the space-time near the central singularity, this restriction might not lose generality of the conclusion. The solution of Eq.(4) is given by $$R=\left(\frac{9F}{4}\right)^{\frac{1}{3}}[t_R(r)t]^{\frac{2}{3}},$$ (6) where $`t_R(r)`$ is an arbitrary function which corresponds to the moment of the singularity formation. We choose the time of singularity formation as $$t_R(r)=\frac{r^{3/2}}{3}\sqrt{\frac{4}{F}},$$ (7) so that $`R`$ agrees with $`r`$ at $`t=0`$. In the spherically symmetric space-time, we can naturally introduce a “gravitational potential” $`\mathrm{\Phi }_\mathrm{G}`$ defined by $$\mathrm{\Phi }_\mathrm{G}\frac{F}{R}.$$ (8) As Hayward discussed, the gravitational potential $`\mathrm{\Phi }_\mathrm{G}`$ is deeply related to the formation of trapped region and hence gives a measure of the strength of the gravitational field. To see the behavior of the gravitational potential $`\mathrm{\Phi }_\mathrm{G}`$ and the velocity $`(_tR)_r`$ of the dust fluid element, we adopt the following initial density configuration for $`\overline{\rho }`$ $$\overline{\rho }(0,r)=\frac{1}{8\pi r^2}\frac{dF}{dr}=\frac{1}{6\pi }\left\{1+\mathrm{exp}\left(\frac{r_1}{2r_2}\right)\right\}\left\{1+\mathrm{exp}\left(\frac{r^2r_1^2}{2r_1r_2}\right)\right\}^1,$$ (9) where $`r_1`$ and $`r_2`$ are positive constants. Since a sufficient condition for the nakedness of the central shell focusing singularity is $`_r^2\rho (0,r)<0`$, the above initial density distribution necessarily leads to the naked singularity at the symmetric center $`r=0`$. Here note that the moment of the central shell focusing singularity is $`t=1`$ by the above initial density profile. The core radius of the above configuration is given by $$r_{\mathrm{core}}=r_1+\frac{1}{2}r_2.$$ (10) If we set appropriate $`r_1`$ and $`r_2`$, the space-time is globally naked singular. In Fig.1, we depict the gravitational potential $`\mathrm{\Phi }_\mathrm{G}`$ with $`r_1=2\times 10^2`$ and $`r_2=10^2`$. We see that the gravitational potential $`\mathrm{\Phi }_\mathrm{G}`$ is much smaller than unity even at the moment of the central shell focusing naked singularity formation. Note that form Eq.(4), $`\|(_tR)_r\|`$ is also much smaller than unity. Hence in this example, the Newtonian approximation scheme seems to be available and in reality it is true as will be shown in the next section. ## III Newtonian Approximation In this section, we consider gravitational collapse of a spherically symmetric dust fluid in the framework of the Newtonian approximation and show that the Newtonian approximation is valid even at the moment of the central shell focusing naked singularity formation if the initial condition is appropriately set up as in the case of the example in the previous section. ### A Eulerian Coordinate In the Newtonian approximation, the maximal time slicing condition and Eulerian coordinate (for example, the minimal distortion gauge condition) are usually adopted. The line element is expressed in the following form $$ds_\mathrm{E}^2=\left(1+2\mathrm{\Phi }_\mathrm{N}\right)dT^2+dR^2+R^2d\mathrm{\Omega }^2,$$ (11) where $`\mathrm{\Phi }_\mathrm{N}`$ is Newtonian gravitational potential and we have adopted the spherical-polar coordinate system as a spatial coordinates. The equations for the spherically symmetric dust fluid and Newtonian gravitational potential $`\mathrm{\Phi }_\mathrm{N}`$ are given by $`_T\overline{\rho }+{\displaystyle \frac{1}{R^2}}_R(R^2\overline{\rho }V)`$ $`=`$ $`0,`$ (12) $`_TV+V_RV`$ $`=`$ $`_R\mathrm{\Phi }_\mathrm{N},`$ (13) $`{\displaystyle \frac{1}{R^2}}_R(R^2_R\mathrm{\Phi }_\mathrm{N})`$ $`=`$ $`4\pi \overline{\rho },`$ (14) where $`V`$ is the velocity of the dust fluid element. The assumptions in the Newtonian approximation are $$\|V\|1,\mathrm{and}\|\mathrm{\Phi }_\mathrm{N}\|1,$$ (15) and further $$\|_TV\|\|_RV\|,\|_T\mathrm{\Phi }_\mathrm{N}\|\|_R\mathrm{\Phi }_\mathrm{N}\|\mathrm{and}\|_T\overline{\rho }\|\|_R\overline{\rho }\|.$$ (16) ### B Lagrangian Coordinate For the purpose to follow the motion of a dust sphere, the Lagrangian coordinate is more suitable than the Eulerian one. The transformation matrix between the Eulerian and Lagrangian coordinate systems is given by $`dT`$ $`=`$ $`d\tau ,`$ (17) $`dR`$ $`=`$ $`\dot{R}d\tau +R^{}dx,`$ (18) where regarding $`\tau `$ and $`x`$ as the independent variables, a dot means a partial derivative with respect to $`\tau `$ while a prime denotes a partial derivative with respect to $`x`$. Then the line element in the Lagrangian coordinate system is obtained as $$ds_\mathrm{L}^2=\left(1+2\mathrm{\Phi }_\mathrm{N}\dot{R}^2\right)d\tau ^2+2\dot{R}R^{}d\tau dx+R_{}^{}{}_{}{}^{2}dx^2+R^2d\mathrm{\Omega }^2.$$ (19) Equations for the dust fluid and Newtonian gravitational potential are given by $`F(x)`$ $`=`$ $`8\pi {\displaystyle _0^x}\overline{\rho }R^{}R^2𝑑x,`$ (20) $`V^2`$ $`=`$ $`\dot{R}^2=f(x)+{\displaystyle \frac{F(x)}{R}},`$ (21) $`\mathrm{\Phi }_\mathrm{N}^{}`$ $`=`$ $`{\displaystyle \frac{R^{}}{2R^2}}F(x),`$ (22) where $`f(x)`$ and $`F(x)`$ are regarded as arbitrary functions. Since the equation for the areal radius $`R`$ is the same as that of the LTB space-time, its solution for the marginally bound collapse $`f(x)=0`$ is given by the same functional form as Eq.(6), $$R=\left(\frac{9F}{4}\right)^{\frac{1}{3}}[\tau _R(x)\tau ]^{\frac{2}{3}},$$ (23) where $`\tau _R(x)`$ is an arbitrary function which determines the moment of singularity formation. Here we consider the Newtonian approximation of the example given in the previous section. Hence we choose the moment of the singularity formation as $$\tau _R(x)=\frac{x^{3/2}}{3}\sqrt{\frac{4}{F}}$$ (24) so that $`R`$ agrees with $`x`$ at $`\tau =0`$. As for the initial density configuration, we adopt the same functional form as Eq.(9), $$\overline{\rho }(0,x)=\frac{F^{}}{8\pi x^2}=\frac{1}{6\pi }\left\{1+\mathrm{exp}\left(\frac{x_1}{2x_2}\right)\right\}\left\{1+\mathrm{exp}\left(\frac{x^2x_1^2}{2x_1x_2}\right)\right\}^1,$$ (25) where $`x_1`$ and $`x_2`$ are positive constants. The above choice guarantees the regularity of all the variables before the singularity formation and that the central shell focusing singularity is formed at $`\tau =1`$. Imposing a boundary condition $`\mathrm{\Phi }_\mathrm{N}0`$ for $`x\mathrm{}`$, the solution of Eq.(22) is formally expressed as $$\mathrm{\Phi }_\mathrm{N}=\mathrm{\Phi }_{\mathrm{N1}}(\tau ,x)+\mathrm{\Phi }_{\mathrm{N2}}(\tau ),$$ (26) where $`\mathrm{\Phi }_{\mathrm{N1}}(\tau ,x)`$ $``$ $`{\displaystyle _0^x}{\displaystyle \frac{R^{}}{2R^2}}F𝑑x,`$ (27) $`\mathrm{\Phi }_{\mathrm{N2}}(\tau )`$ $``$ $`{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{R^{}}{2R^2}}F𝑑x={\displaystyle \frac{1}{2}}{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{F^{}}{R}}𝑑x.`$ (28) The behavior of $`F/R`$ is the same as that of $`\mathrm{\Phi }_\mathrm{G}`$ as shown in Fig.1. On the other hand, the Newtonian gravitational potential $`\mathrm{\Phi }_\mathrm{N}`$ of $`x_1=2\times 10^2`$ and $`x_2=10^2`$ is depicted in Fig.2(a). Form these figures, we find that the condition (15) is satisfied even at the moment of the central shell focusing naked singularity formation. Here it is worthwhile to note that the right hand side of Eq.(22) at $`x=0`$ diverges at the moment of the central shell focusing naked singularity formation, $$\mathrm{\Phi }_\mathrm{N}^{}\frac{14}{27\tau _{R(1)}^{2/3}}x^{1/3}\mathrm{for}x0\mathrm{at}\tau =1,$$ (29) where $$\tau _{R(1)}\frac{1}{2}\frac{d^2\tau _R(x)}{dx^2}\|_{x=0}.$$ (30) However since the power index of $`x`$ is larger than $`1`$, $`\mathrm{\Phi }_\mathrm{N}`$ itself is finite at $`x=0`$ even at the moment of the central shell focusing singularity formation $`\tau =1`$. In order that the Newtonian approximation is successful, temporal derivatives of all the quantities should always smaller than the radial derivatives of those. Here we shall focus on the neighborhood of the central shell focusing naked singularity only. For this purpose, we introduce a new variable $`w`$ defined by $$w\delta \tau ^{1/2}x.$$ (31) where $`\delta \tau (1\tau )/\tau _{R(1)}`$. Then we consider a limit $`\tau 1`$ with fixed $`w`$. It should be noted that $`x`$ also goes to zero by this limiting procedure. The mass function $`F`$, rest-mass density $`\overline{\rho }`$ and areal radius $`R`$ behave as $`F`$ $``$ $`{\displaystyle \frac{4}{9}}w^3\delta \tau ^{3/2},`$ (32) $`\overline{\rho }`$ $``$ $`{\displaystyle \frac{1}{2\pi }}\tau _{R(1)}^2(3+7w^2)^1(1+w^2)^1\delta \tau ^2,`$ (33) $`R`$ $``$ $`\tau _{R(1)}^{2/3}w(1+w^2)^{2/3}\delta \tau ^{7/6}.`$ (34) All these variables are proportional to the power of $`\delta \tau `$ and the coefficients of those are functions of $`w`$. It is easy to see that their derivatives with respect to $`\tau `$ or $`x`$ also take the same functional structure with respect to $`\delta \tau `$ and $`w`$. Thus the $`x`$-dependent part $`\mathrm{\Phi }_{\mathrm{N1}}`$ of the Newtonian gravitational potential will also behave in the manner $$\mathrm{\Phi }_{\mathrm{N1}}\varphi _{\mathrm{N1}}(w)\delta \tau ^i,$$ (35) where $`i`$ is a constant and $`\varphi _\mathrm{N}`$ is a function of $`w`$. Substituting the above equation into Eq.(22) and using the asymptotic behavior (32) and (34), we obtain $$\frac{d\varphi _{\mathrm{N1}}(w)}{dw}\delta \tau ^{i1/2}=\frac{2w(3+7w^2)}{27\tau _{R(1)}^{2/3}(1+w^2)^{5/3}}\delta \tau ^{1/6}.$$ (36) In order that the dependence of both sides in the above equation on $`\delta \tau `$ agrees with each other, $`i`$ should be equal to $`1/3`$. Integration of Eq.(36) leads to $$\varphi _{\mathrm{N1}}(w)=\frac{1}{9\tau _{R(1)}^{2/3}(1+w^2)^{2/3}}\left\{7(1+w^2)9(1+w^2)^{2/3}+2\right\}.$$ (37) In order to see the asymptotic dependence of $`\mathrm{\Phi }_{\mathrm{N2}}(\tau )`$ on $`\tau `$, we differentiate Eq.(28) to obtain $$\dot{\mathrm{\Phi }}_{\mathrm{N2}}=\frac{1}{2}_0^{\mathrm{}}\frac{F^{}}{R^2}\sqrt{\frac{F}{R}}𝑑x.$$ (38) The integrand in the right hand side of the above equation behaves near the origin at the moment of the central shell focusing singularity formation as $$\frac{F^{}}{R^2}\sqrt{\frac{F}{R}}\frac{8}{9\tau _{R(1)}^{5/3}}x^{7/3}\mathrm{for}x0\mathrm{at}\tau =1.$$ (39) Therefore, the integral in Eq.(38) does not have finite value at $`\tau =1`$. Since as shown in the above, this divergence comes from the irregularity of the integrand at the origin $`x=0`$, we shall estimate the contribution near the origin to the integral in Eq.(38). We again consider the limit of $`\delta \tau 0`$ with fixed $`w`$ and obtain $$_0^{\mathrm{}}\frac{F^{}}{R^2}\sqrt{\frac{F}{R}}𝑑x\frac{8}{9\tau _{R(1)}^{5/3}}\delta \tau ^{2/3}_0^{\mathrm{}}\frac{wdw}{(1+w^2)^{5/3}}=\frac{2}{3\tau _{R(1)}^{5/3}}\delta \tau ^{2/3}.$$ (40) Substituting the above equation into Eq.(38) and integrating it with respect to $`\tau `$, we obtain $$\mathrm{\Phi }_{\mathrm{N2}}\frac{\delta \tau ^{1/3}}{\tau _{R(1)}^{2/3}}+\mathrm{\Phi }_{\mathrm{N2}}(1).$$ (41) As a result, in the limit of $`\delta \tau 0`$ with fixed $`w`$, $`\mathrm{\Phi }_\mathrm{N}`$ is expressed in the form $$\mathrm{\Phi }_\mathrm{N}\frac{9+7w^2}{9\tau _{R(1)}^{2/3}(1+w^2)^{2/3}}\delta \tau ^{1/3}+\mathrm{\Phi }_{\mathrm{N2}}(1).$$ (42) We depict numerically obtained $`\mathrm{\Phi }_\mathrm{N}`$ together with the above asymptotic form in Fig.2(b). The asymptotic estimate agrees with the numerical result quite well. Now we have known that in the limit of $`\delta \tau 0`$ with fixed $`w`$, all the variables behave as $$Z(\tau ,x)z(w)\delta \tau ^j+\mathrm{constant},$$ (43) where $`z(w)`$ is some function of $`w`$ and $`j`$ is a constant. The derivatives of $`Z`$ with respect to $`T`$ and $`R`$ are expressed by using its derivatives with respect to $`\tau `$ and $`x`$ as $`(_TZ)_R`$ $`=`$ $`(_T\tau )_R\dot{Z}+(_Tx)_RZ^{},`$ (44) $`(_RZ)_T`$ $`=`$ $`(_R\tau )_T\dot{Z}+(_Rx)_TZ^{}.`$ (45) From Eqs.(17) and (18), we find $$(_T\tau )_R=1,(_R\tau )_T=0,(_Tx)_R=\frac{\dot{R}}{R^{}}\mathrm{and}(_Rx)_T=\frac{1}{R^{}}.$$ (46) Then the following relation is derived, $$\frac{(_TZ)_R}{(_RZ)_T}=R^{}\frac{\dot{Z}}{Z^{}}\dot{R}.$$ (47) Inserting Eq.(43) into the above equation, we obtain $$\frac{(_TZ)_R}{(_RZ)_T}\frac{1}{3\tau _{R(1)}^{1/3}(1+w^2)^{1/3}}\left\{\frac{1}{2}w(1+7w^2)jz(3+7w^2)\left(\frac{dz}{dw}\right)^1\right\}\delta \tau ^{\frac{1}{6}}.$$ (48) The above equation means that in the limit of $`\delta \tau 0`$ with fixed $`w`$, the following inequality holds $$\|(_TZ)_R\|\|(_RZ)_T\|.$$ (49) Therefore, the order counting of the Newtonian approximation is guaranteed even in the neighborhood of the central naked singularity. Here it is worthy to notice that in the limit of $`\delta \tau 0`$ with fixed $`w`$, $`\|\dot{Z}\|`$ is much larger than $`\|Z^{}\|`$ because of $$\frac{\dot{Z}}{Z^{}}\frac{1}{\tau _{R(1)}}\left(\frac{1}{2}wjz\frac{dw}{dz}\right)\delta \tau ^{1/2}\mathrm{}.$$ (50) Hence the vicinity of the central shell focusing naked singularity is not Newtonian situation in ordinary sense. In reality, the present authors have shown that the violent quantum particle creation occurs in such a situation. This means that the formation of the central shell focusing singularity is a highly relativistic phenomenon even though it is well described by the Newtonian approximation in the Eulerian coordinate system. ### C Synchronous-Comoving Coordinate In the LTB solution, the SC coordinate system is adopted. We should note that the SC coordinate system is different from the Lagrangian one. We consider the following coordinate transformation $`dt`$ $`=`$ $`\left\{1+\mathrm{\Phi }_\mathrm{N}{\displaystyle \frac{1}{2}}(_\tau R)_x^2\right\}d\tau (_\tau R)_x(_xR)_\tau dx,`$ (51) $`dr`$ $`=`$ $`dx.`$ (52) Assuming Eq.(15), derivatives of the areal radius $`R`$ with respect to the Lagrangian time coordinate $`\tau `$ and the radial coordinate $`x`$ are written as $`\dot{R}`$ $`=`$ $`(_\tau t)_x(_tR)_r+(_\tau r)_x(_rR)_t=\left\{1+\mathrm{\Phi }_\mathrm{N}(_\tau R)_x^2\right\}(_tR)_x(_xR)_\tau ,`$ (53) $`R^{}`$ $`=`$ $`(_xt)_\tau (_tR)_r+(_xr)_\tau (_rR)_t=(_rR)_t(_\tau R)_x(_xR)_\tau (_tR)_r(_rR)_t.`$ (54) Hence the line element in the new coordinate system $`t,r`$ up to the lowest order in the sense of Eq.(15) is written as $$ds_{\mathrm{SC}}^2=dt^2+(_rR)_t^2dr^2+R^2d\mathrm{\Omega }^2.$$ (55) From the above equation, we find that the coordinate transformation (51) and (52) leads to the SC coordinate system. Especially, the above line element is completely the same as the relativistic one in the marginally bound case. Further we obtain the equations of the lowest order in the SC coordinate system are given in completely the same form as that in the relativistic one: $`(_tR)_r^2`$ $`=`$ $`f(r)+{\displaystyle \frac{F(r)}{R}},`$ (56) $`F(r)`$ $`=`$ $`8\pi {\displaystyle _0^r}\overline{\rho }(_rR)_tR^2𝑑r.`$ (57) It is worthwhile to note that in the SC coordinate system, the Newtonian gravitational potential $`\mathrm{\Phi }_\mathrm{N}`$ does not appear. ## IV Basic Equations of Even Mode Perturbations We consider non-spherical linear perturbations in the system of the spherically symmetric dust ball described in the previous section. First, we consider perturbations in the Eulerian coordinate system. The line element is written as $$ds_\mathrm{E}^2=\left(1+2\mathrm{\Phi }_\mathrm{N}+2\delta \mathrm{\Phi }_\mathrm{N}\right)dT^2+dR^2+R^2d\mathrm{\Omega }^2,$$ (58) where $`\delta \mathrm{\Phi }_\mathrm{N}`$ is a perturbation of the Newtonian gravitational potential. Using the transformation matrix (17) and (18), we obtain the perturbed line element in the background Lagrangian coordinate system as $$ds_\mathrm{L}^2=\left(1+2\mathrm{\Phi }_\mathrm{N}+2\delta \mathrm{\Phi }_\mathrm{N}\dot{R}^2\right)d\tau ^2+2\dot{R}R^{}d\tau dx+R_{}^{}{}_{}{}^{2}dx^2+R^2d\mathrm{\Omega }^2.$$ (59) Hereafter we discuss the behavior of perturbations in this coordinate system. The density $`\rho `$ and 4-velocity $`u^\mu `$ are written in the form $`\rho `$ $`=`$ $`\overline{\rho }(1+\delta _\rho ),`$ (60) $`u^\mu `$ $`=`$ $`\overline{u}^\mu +\delta u^\mu .`$ (61) By definition of the Lagrangian coordinate system, the components of the background 4-velocity is given by $$\left(\overline{u}^\mu \right)=(\overline{u}^0,0,0,0).$$ (62) From the normalization of the 4-velocity, we find $$\delta u^0=\delta \mathrm{\Phi }_\mathrm{N}+\dot{R}R^{}\delta u^1.$$ (63) The order-counting with respect to the expansion parameter $`\epsilon `$ of the Newtonian approximation is given by $$\delta u^0=O(\epsilon ^2),\delta u^{\mathrm{}}=O(\epsilon ),\delta _\rho =O(\epsilon ^0)\mathrm{and}\delta \mathrm{\Phi }_N=O(\epsilon ^2).$$ (64) Then the equations for the perturbations are given by $`_\tau \delta _\rho +{\displaystyle \frac{1}{\overline{\rho }\sqrt{\overline{\gamma }}}}_{\mathrm{}}\left(\overline{\rho }\sqrt{\overline{\gamma }}\delta u^{\mathrm{}}\right)`$ $`=`$ $`0,`$ (65) $`_\tau \delta u_{\mathrm{}}+_{\mathrm{}}\delta \mathrm{\Phi }_N`$ $`=`$ $`0,`$ (66) $`{\displaystyle \frac{1}{\sqrt{\overline{\gamma }}}}_{\mathrm{}}\left(\sqrt{\overline{\gamma }}\overline{\gamma }^\mathrm{}m_m\delta \mathrm{\Phi }_N\right)4\pi \overline{\rho }\delta _\rho `$ $`=`$ $`0,`$ (67) where $$\sqrt{\overline{\gamma }}R^{}R^2\mathrm{sin}\theta ,$$ (68) and $`\overline{\gamma }^\mathrm{}m`$ is a contravariant component of the background 3-metric. Here we focus on the axisymmetric even mode of perturbations. Hence the perturbations are expressed in the form $`\delta _\rho `$ $`=`$ $`{\displaystyle \underset{l}{}}\mathrm{\Delta }_{\rho (l)}(\tau ,x)P_l(\mathrm{cos}\theta ),`$ (69) $`\delta \mathrm{\Phi }_N`$ $`=`$ $`{\displaystyle \underset{l}{}}\mathrm{\Delta }_{\mathrm{\Phi }(l)}(\tau ,x)P_l(\mathrm{cos}\theta ),`$ (70) $`\delta u_1`$ $`=`$ $`{\displaystyle \underset{l}{}}U_{x(l)}(\tau ,x)P_l(\mathrm{cos}\theta ),`$ (71) $`\delta u_2`$ $`=`$ $`{\displaystyle \underset{l}{}}U_{\theta (l)}(\tau ,x){\displaystyle \frac{d}{d\theta }}P_l(\mathrm{cos}\theta ),`$ (72) $`\delta u_3`$ $`=`$ $`0.`$ (73) From Eqs.(65), (66) and (67), we obtain $`\dot{\mathrm{\Delta }}_{\rho (l)}+{\displaystyle \frac{1}{F^{}}}\left({\displaystyle \frac{F^{}}{R^2}}U_{x(l)}\right)^{}l(l+1){\displaystyle \frac{U_{\theta (l)}}{R^2}}`$ $`=`$ $`0,`$ (74) $`\dot{U}_{x(l)}+\mathrm{\Delta }_{\mathrm{\Phi }(l)}^{}`$ $`=`$ $`0,`$ (75) $`\dot{U}_{\theta (l)}+\mathrm{\Delta }_{\mathrm{\Phi }(l)}`$ $`=`$ $`0,`$ (76) $`{\displaystyle \frac{1}{R^{}R^2}}\left({\displaystyle \frac{R^2}{R^{}}}\mathrm{\Delta }_{\mathrm{\Phi }(l)}^{}\right)^{}l(l+1){\displaystyle \frac{\mathrm{\Delta }_{\mathrm{\Phi }(l)}}{R^2}}4\pi \overline{\rho }\mathrm{\Delta }_{\rho (l)}`$ $`=`$ $`0,`$ (77) Comparing the basic equations for the relativistic perturbations of $`l=2`$ in Ref. to the above equations, we find the correspondence between the Newtonian and relativistic variables; $`\mathrm{\Delta }_{\mathrm{\Phi }(2)}=2K`$, $`U_{x(2)}=V_1`$ and $`U_{\theta (2)}=V_2`$. ## V Mass-Quadrupole Formula Hereafter we focus on the quadrupole mode $`l=2`$ and therefore omit the subscript $`(l)`$ to specify the multi-pole component of the perturbation variable. The mass-quadrupole moment $`Q_\mathrm{}m`$ is given by $$Q_\mathrm{}m\rho \left(X_{\mathrm{}}X_m\frac{1}{3}R^2\delta _\mathrm{}m\right)d^3X=\frac{4\pi }{15}Q(T)\mathrm{diag}[1,1,2],$$ (78) where $$Q(T)_0^{\mathrm{}}\overline{\rho }\mathrm{\Delta }_\rho R^4𝑑R.$$ (79) For a function $`g(\tau ,x)`$ with sufficiently rapid fall off for $`x\mathrm{}`$, we find that $`{\displaystyle \frac{d}{dT}}{\displaystyle _0^{\mathrm{}}}g𝑑R`$ $`=`$ $`{\displaystyle _0^{\mathrm{}}}(_Tg)_R𝑑R={\displaystyle _0^{\mathrm{}}}\left(\dot{g}{\displaystyle \frac{\dot{R}}{R^{}}}g^{}\right)R^{}𝑑x`$ (80) $`=`$ $`{\displaystyle _0^{\mathrm{}}}\left(R^{}\dot{g}+\dot{R}^{}g\right)𝑑x\left[\dot{R}g\right]_0^{\mathrm{}}={\displaystyle _0^{\mathrm{}}}_\tau (R^{}g)dx.`$ (81) Using the above formula, we obtain $$\frac{d^mQ}{dT^m}=_0^{\mathrm{}}\frac{^m}{\tau ^m}\left(\overline{\rho }\mathrm{\Delta }_\rho R^{}R^4\right)𝑑x=\frac{1}{8\pi }_0^{\mathrm{}}F^{}\frac{^m}{\tau ^m}\left(\mathrm{\Delta }_\rho R^2\right)𝑑x.$$ (82) The power $`L_{\mathrm{GW}}`$ carried by the gravitational radiation at the future null infinity $`T+R\mathrm{}`$ is given by $$L_{\mathrm{GW}}=\frac{32\pi ^2}{375}\left(\frac{d^3Q(u)}{du^3}\right)^2,$$ (83) where $`uTR`$ is the retarded time. The Weyl scalar $`\mathrm{\Psi }_4`$ carried by outgoing gravitational waves at the future null infinity is estimated as $$\mathrm{\Psi }_4=C_{abcd}n^a\overline{m}^bn^c\overline{m}^d=\frac{3\pi }{5}\frac{d^4Q(u)}{du^4}\mathrm{sin}^2\theta ,$$ (84) where $`C_{abcd}`$ is the Weyl tensor, and $`n^a`$ and $`\overline{m}^a`$ are two of the null tetrad basis whose components in the spherical polar coordinate are given by $`(n_\mu )`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2}}}(1,1,0,0),`$ (85) $`(\overline{m}_\mu )`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2}}}(0,0,R,iR\mathrm{sin}\theta ).`$ (86) It should be noted that the power $`L_{\mathrm{GW}}`$ is proportional to the square of the 3rd-order derivative of $`Q(u)`$ while the Weyl scalar $`\mathrm{\Psi }_4`$ is proportional to the 4th-order derivatives of $`Q(u)`$. ## VI Numerical Simulation In this section, we explain the procedure to numerically integrate the system of partial differential equations for the quadrupole perturbation variables and show the time evolution of the mass-quadrupole moment. ### A Basic Equation We assume that all the perturbation variables are regular before the central shell focusing singularity formation and hence are written in the form of the Taylor series as $`\mathrm{\Delta }_\rho `$ $`=`$ $`x^2\mathrm{\Delta }_\rho ^{}=x^2{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}\mathrm{\Delta }_{\rho (n)}^{}x^{2n},`$ (87) $`U_x`$ $`=`$ $`xU_x^{}=x{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}U_{x(n)}^{}x^{2n},`$ (88) $`U_\theta `$ $`=`$ $`x^2U_\theta ^{}=x^2{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}U_{\theta (n)}^{}x^{2n},`$ (89) $`\mathrm{\Delta }_\mathrm{\Phi }`$ $`=`$ $`x^2\mathrm{\Delta }_\mathrm{\Phi }^{}=x^2{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}\mathrm{\Delta }_{\mathrm{\Phi }(n)}^{}x^{2n}.`$ (90) In the numerical calculation, we focus on the above asterisked variables rather than the original variables. To obtain the solution of Eq.(77), we introduce a variable $`𝒬`$ defined by $$\mathrm{\Delta }_\mathrm{\Phi }=\frac{𝒬(\tau ,x)}{R^3}.$$ (91) Substituting the above form of $`\mathrm{\Delta }_\mathrm{\Phi }`$ into Eq.(77), we obtain the equation for $`𝒬`$ as $$\left(\frac{1}{R^{}R^4}𝒬^{}\right)^{}=\frac{F^{}\mathrm{\Delta }_\rho }{2R^3}.$$ (92) Integrating the above equation, we obtain $$𝒬^{}=\frac{1}{2}R^{}R^4_x^{\mathrm{}}𝑑x_1\frac{F^{}(x_1)}{R^3(\tau ,x_1)}\mathrm{\Delta }_\rho (\tau ,x_1),$$ (93) where we have chosen the integration constant so that $`𝒬^{}`$ is finite for $`x\mathrm{}`$. Further integration leads to $`𝒬(\tau ,x)`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle _0^x}𝑑x_1R^{}(\tau ,x_1)R^4(\tau ,x_1){\displaystyle _{x_1}^{\mathrm{}}}𝑑x_2{\displaystyle \frac{F^{}(x_2)}{R^3(\tau ,x_2)}}\mathrm{\Delta }_\rho (\tau ,x_2)`$ (94) $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle _0^x}𝑑x_1R^{}(\tau ,x_1)R^4(\tau ,x_1){\displaystyle _x^{\mathrm{}}}𝑑x_2{\displaystyle \frac{F^{}(x_2)}{R^3(\tau ,x_2)}}\mathrm{\Delta }_\rho (\tau ,x_2)`$ (96) $`{\displaystyle \frac{1}{2}}{\displaystyle _0^x}𝑑x_2{\displaystyle \frac{F^{}(x_2)}{R^3(\tau ,x_2)}}\mathrm{\Delta }_\rho (\tau ,x_2){\displaystyle _0^{x_2}}𝑑x_1R^{}(\tau ,x_1)R^4(\tau ,x_1)`$ $`=`$ $`{\displaystyle \frac{1}{10}}\left\{R^5𝒜(\tau ,x)+x^7(\tau ,x)\right\}.`$ (97) where $`𝒜(\tau ,x)`$ $``$ $`{\displaystyle _x^{\mathrm{}}}𝑑x_1{\displaystyle \frac{F^{}(x_1)}{R^3(\tau ,x_1)}}\mathrm{\Delta }_\rho (\tau ,x_1),`$ (98) $`(\tau ,x)`$ $``$ $`{\displaystyle \frac{1}{x^7}}{\displaystyle _0^x}𝑑x_1F^{}(x_1)\mathrm{\Delta }_\rho (\tau ,x_1)R^2(\tau ,x_1),`$ (99) and we have chosen the integration constant so that $`𝒬`$ vanishes at the origin, $`x=0`$. Hence $`\mathrm{\Delta }_\mathrm{\Phi }^{}`$ is written as $$\mathrm{\Delta }_\mathrm{\Phi }^{}=\frac{1}{10}\left\{\left(\frac{R}{x}\right)^2𝒜+x^2\left(\frac{x}{R}\right)^3\right\}.$$ (100) For the numerical calculation, we rewrite the basic equations (74)$``$(76) for the perturbation variables. Differentiating the conservation law (74) with respect to time $`\tau `$ and then using Eqs.(74)$``$(76), we obtain a second order differential equation with respect to $`\tau `$ for $`\mathrm{\Delta }_\rho ^{}`$ as $`{\displaystyle \frac{V_\rho ^{}}{\tau }}`$ $`=`$ $`2{\displaystyle \frac{\dot{R}^{}}{R^{}}}V_\rho ^{}+{\displaystyle \frac{F^{}}{2R^{}R^2}}\mathrm{\Delta }_\rho ^{}+{\displaystyle \frac{2}{xR_{}^{}{}_{}{}^{2}}}\left({\displaystyle \frac{\dot{R}^{}}{R^{}}}\right)^{}U_x^{}{\displaystyle \frac{12}{R^2}}\left({\displaystyle \frac{\dot{R}}{R}}{\displaystyle \frac{\dot{R}^{}}{R^{}}}\right)U_\theta ^{}+{\displaystyle \frac{R^2}{xF^{}R^{}}}\left({\displaystyle \frac{F^{}}{R^{}R^2}}\right)^{}D_\mathrm{\Phi }^{},`$ (101) $`{\displaystyle \frac{\mathrm{\Delta }_\rho ^{}}{\tau }}`$ $`=`$ $`V_\rho ^{},`$ (102) where $$D_\mathrm{\Phi }^{}\frac{1}{x}(x^2\mathrm{\Delta }_\mathrm{\Phi }^{})^{}=\frac{R^{}}{10}\left\{2\left(\frac{R}{x}\right)𝒜3x^2\left(\frac{x}{R}\right)^4\right\}.$$ (104) The equations for $`U_x^{}`$ and $`U_\theta ^{}`$ are written as $`{\displaystyle \frac{U_x^{}}{\tau }}`$ $`=`$ $`D_\mathrm{\Phi }^{},`$ (105) $`{\displaystyle \frac{U_\theta ^{}}{\tau }}`$ $`=`$ $`\mathrm{\Delta }_\mathrm{\Phi }^{}.`$ (106) Eqs.(100)$``$(106) constitute a closed system of equations, which is solved numerically. ### B Background and Initial Condition The background solution is given by (23), (24) and (25). The parameters $`x_1`$ and $`x_2`$ in $`\overline{\rho }(0,x)`$ are chosen to be $`x_1=2\times 10^2`$ and $`x_2=10^2`$, respectively. Then the core radius $`x_{\mathrm{core}}`$ of the background rest-mass density distribution becomes $$x_{\mathrm{core}}=x_1+\frac{1}{2}x_2=1.25\times 10^2.$$ (107) We start the numerical integration at $`\tau =0`$. The initial data of the density perturbation $`\mathrm{\Delta }_\rho ^{}`$ is set up in the form $$\mathrm{\Delta }_\rho ^{}(0,x)=\mathrm{exp}\left\{\frac{1}{2}\left(\frac{x}{\sigma _\rho x_\mathrm{c}}\right)^2\right\}.$$ (108) where $`\sigma _\rho `$ is a positive constant smaller than unity. We set $`\sigma _\rho =0.5`$. From Eqs.(75) and (76), we find $$_\tau \left(U_xU_\theta ^{}\right)=0.$$ (109) Hence $`U_x`$ is written in the form $$U_x=U_\theta ^{}+C_x(x),$$ (110) where $`C_x`$ is an arbitrary function. As for the initial data, we set $`U_\theta =0`$ and $$C_x=c_xx^3\mathrm{exp}\left\{\frac{1}{2}\left(\frac{x}{\sigma _xx_\mathrm{c}}\right)^2\right\},$$ (111) where $`\sigma _x`$ is a positive constant smaller than unity and $`c_x`$ is also a constant. From Eq.(74), the initial data for $`V_\rho ^{}`$ should be $$V_\rho ^{}(0,x)=\frac{1}{x^2F^{}}(F^{}C_x)^{}.$$ (112) ### C Numerical Scheme The temporal integration of Eqs.(101)$``$(106) is performed by the second order Runge-Kutta method. In order to obtain $`\mathrm{\Delta }_\mathrm{\Phi }^{}`$ and $`D_\mathrm{\Phi }^{}`$, we numerically integrate Eqs.(98) and (99) also by the second order Runge-Kutta method and then substitute the results into Eqs.(100) and (104). The number of spatial grid points is $`5\times 10^4`$ and the outermost grid point corresponds to $`x=10x_\mathrm{c}`$. Since we numerically integrate the second order differential equation with respect to $`\tau `$ for the density perturbation $`\mathrm{\Delta }_\rho ^{}`$, the conservation law (74) is not trivially satisfied by the numerical error. Hence we use Eq.(74) as a check of accuracy of the numerical integration. We define the error function $``$ as $$4\|V_\rho ^{}+\frac{U_{x}^{}{}_{}{}^{}}{xR^2}+\frac{U_x^{}}{x^2F^{}}\left(\frac{xF^{}}{R^2}\right)^{}\frac{6}{R^2}U_\theta ^{}\|[\|V_\rho ^{}\|+\left\|\frac{U_{x}^{}{}_{}{}^{}}{xR^2}\right\|+\left\|\frac{U_x^{}}{x^2F^{}}\left(\frac{xF^{}}{R^2}\right)^{}\right\|+\left\|\frac{6}{R^2}U_\theta ^{}\right\|]^1.$$ (113) We perform the numerical integration until $`1\tau =2\times 10^4`$. The function $``$ in $`xx_\mathrm{c}`$ is less than $`10^3`$. Hence the numerical integration is almost consistently performed near the origin and hence we can observe the asymptotic behavior of the contribution near the central shell focusing singularity to the mass-quadrupole moment in the limit of $`\tau 1`$. ### D Behavior of the Mass-Quadrupole Moment In Fig3, we show $`d^2Q/dT^2`$, $`d^3Q/dT^3`$ and $`d^4Q/dT^4`$. The numerical integration was performed from $`1\tau =1`$ to $`1\tau =2\times 10^4`$. From this figure, we find that those variables do not show power-law behavior with respect to $`1\tau `$ but rather their behavior is oscillatory and growing. At this stage, the mass-quadrupole moment is determined mainly by the motion of dust fluid in the outside region and the contribution in the neighborhood of the central shell focusing singularity is still negligible. However, the contribution near the origin will be dominant in the limit $`\tau 1`$ as will be shown in the next section. ## VII Asymptotic Analysis of the Perturbations In order to get information of the asymptotic behavior of the mass-quadrupole moment, we should carefully examine the asymptotic behavior of the perturbation variables near the origin. For this purpose, we introduce $`w`$ defined in Eq.(31) and then consider the limit $`\tau 1`$ with fixed $`w`$. Since all the background variables appearing in the equations of the perturbations are proportional to the power of $`\delta \tau `$ and the coefficients of those are the functions of $`w`$ as Eqs.(32)$``$(34) and (42), we expect that the perturbation variables also behave in the same manner as the background variables and hence we assume $`\mathrm{\Delta }_\rho ^{}`$ $`=`$ $`\delta _\rho ^{}(w)\delta \tau ^p,`$ (114) $`U_x^{}`$ $`=`$ $`{\displaystyle \frac{1}{x}}_x(x^2U_\theta ^{})=\tau _{R(1)}^{1/3}\left(w{\displaystyle \frac{du_\theta ^{}}{dw}}+2u_\theta ^{}\right)\delta \tau ^q,`$ (115) $`U_\theta ^{}`$ $`=`$ $`\tau _{R(1)}^{1/3}u_\theta ^{}(w)\delta \tau ^q,`$ (116) $`\mathrm{\Delta }_\mathrm{\Phi }^{}`$ $`=`$ $`\tau _{R(1)}^{2/3}\delta _\mathrm{\Phi }^{}(w)\delta \tau ^r,`$ (117) where we have assumed that the contribution of $`C_x`$ to $`U_x^{}`$ is negligible in the limit of $`\tau 1`$. In Fig.4, we depict the numerical results for the asterisked variables at the origin as functions of $`1\tau `$ in the case of $`C_x=0`$. From this figure, we can easily find that the hatted variables show the power-low behavior and grow monotonically. The power indices are estimated as $$p=1.70,q=0.38\mathrm{and}r=1.37.$$ (118) Due to this growing behavior, in reality, the contribution of $`C_x`$ to $`U_x^{}`$ becomes negligible in the limit $`\tau 1`$. Although we do not show the case of $`C_x0`$, we have confirmed that the behavior of the asterisked variables in the case of $`C_x0`$ is almost identical to the case of $`C_x=0`$ in the limit $`\tau 1`$. Next we depict the following normalized perturbation variables with respect to $`w`$ for $`x<0.05x_{\mathrm{core}}`$ at various time steps for the time interval $`2.0\times 10^41\tau 6.6\times 10^3`$ in Figs.5, 6 and 7; $`\mathrm{\Delta }_\rho ^{}`$ $``$ $`\mathrm{\Delta }_\rho ^{}(\tau ,x)/\mathrm{\Delta }_\rho ^{}(\tau ,0),`$ (119) $`U_\theta ^{}`$ $``$ $`U_\theta ^{}(\tau ,x)/U_\theta ^{}(\tau ,0),`$ (120) $`\mathrm{\Delta }_\mathrm{\Phi }^{}`$ $``$ $`\mathrm{\Delta }_\mathrm{\Phi }^{}(\tau ,x)/\mathrm{\Delta }_\mathrm{\Phi }^{}(\tau ,0).`$ (121) Note that $`\mathrm{\Delta }_\rho ^{}(\tau ,0)`$ at $`1\tau =2\times 10^4`$ becomes 381 times larger than that at $`1\tau =6.6\times 10^3`$. As expected, the spatial configuration of these variables with respect to $`w`$ are almost time independent. Hence the assumptions (114)$``$(117) are justified by the numerical calculation. Now, by virtue of our knowledge about the asymptotic forms (114)$``$(117), more rigorous discussion about the evolution of the mass-quadrupole moment is possible. Substituting Eqs.(114)$``$(117) into Eqs.(74)$``$(77), and using the asymptotic behavior of the background variables (32)$``$(34), we obtain $$\left(w\frac{d\delta _\rho ^{}}{dw}+2p\delta _\rho ^{}\right)\delta \tau ^{p1}+\left[\frac{18}{w^4}\frac{d}{dw}\left\{\frac{w^2(1+w^2)^{2/3}}{(3+7w^2)^2}\frac{d}{dw}(w^2u_\theta ^{})\right\}\frac{12u_\theta ^{}}{w^2(1+w^2)^{4/3}}\right]\delta \tau ^{q7/3}=0,$$ (122) $$\left(w\frac{du_\theta ^{}}{dw}+2qu_\theta ^{}\right)\delta \tau ^{q1}+2\delta _\mathrm{\Phi }^{}\delta \tau ^r=0,$$ (123) and $$\left[\frac{d}{dw}\left\{\frac{w^2(1+w^2)^{5/3}}{3+7w^2}\frac{d}{dw}(w^2\delta _\mathrm{\Phi }^{})\right\}\frac{2w^2(3+7w^2)}{3(1+w^2)^{1/3}}\delta _\mathrm{\Phi }^{}\right]\delta \tau ^{r+5/3}\frac{2}{9}w^4\delta _\rho ^{}\delta \tau ^{p+2}=0.$$ (124) Since the power of $`\delta \tau `$ should be balanced in each equation, we obtain $$q=p\frac{4}{3}\mathrm{and}r=p\frac{1}{3}.$$ (125) Eqs.(122)$``$(124) constitute a closed system of ordinary differential equations. In order to obtain a solution of the above equations, we also need numerical integration. However, here we are going to search for regular and gentle solutions of the ordinary differential equations. This is much easier than the previous numerical integration of the partial differential equations of which solutions show singular behavior. Further high numerical accuracy is guaranteed and therefore the following analysis might be called “semi-analytic”. By an appropriate manipulation, we obtain a single decoupled equation for $`u_\theta ^{}`$ as $$\frac{d^4u_\theta ^{}}{dy^4}+c_3\frac{d^3u_\theta ^{}}{dy^3}+c_2\frac{d^2u_\theta ^{}}{dy^2}+c_1\frac{du_\theta ^{}}{dy}+c_0u_\theta ^{}=0,$$ (126) where $`yw^2`$ and $`c_0`$ $`=`$ $`2\{24(9+26y+21y^2)`$ (127) $`+`$ $`3q^2(63+414y+1016y^2+1106y^3+441y^4)`$ (128) $`+`$ $`q(252+1323y+3149y^2+3465y^3+1323y^4)\}`$ (129) $`\times `$ $`\left\{9y^3(1+y)^3(3+7y)^2\right\}^1,`$ (130) $`c_1`$ $`=`$ $`\{378+2196y+4758y^2+2006y^34424y^43234y^5`$ (132) $`+`$ $`3q^2(1+y)^2(189+1035y+1911y^2+1225y^3)`$ (133) $`+`$ $`q(1323+7893y+18966y^2+21202y^3+9247y^4+441y^5)\}`$ (134) $`\times `$ $`\{18y^3(1+y)^3(3+7y)^2\}^1,`$ (135) $`c_2`$ $`=`$ $`\{1269+7731y+18453y^2+19565y^3+7350y^4+9q^2(3+10y+7y^2)^2`$ (137) $`+`$ $`6q(153+993y+2387y^2+2527y^3+980y^4)\}`$ (138) $`\times `$ $`\{9y^2(1+y)^2(3+7y)^2\}^1,`$ (139) $`c_3`$ $`=`$ $`\{159+506y+427y^2+12q(3+10y+7y^2)\}`$ (141) $`\times `$ $`\{6y(1+y)(3+7y)\}^1.`$ (142) Giving an appropriate boundary condition, we can numerically solve Eqs.(122)$``$(124) as a kind of the eigen value problem to obtain $`q`$ and the solution for $`u_\theta ^{}`$. The boundary condition at $`y=0`$ is given by the following procedure. First, we assume that $`\delta _\rho ^{}`$, $`u_\theta ^{}`$ and $`\delta _\mathrm{\Phi }^{}`$ are $`C^{\mathrm{}}`$ functions. By this assumption, the perturbation variables are written in the form of the Taylor series as, $`\delta _\rho ^{}`$ $`=`$ $`{\displaystyle \underset{m=0}{\overset{\mathrm{}}{}}}\delta _{(m)}y^m,`$ (143) $`u_\theta ^{}`$ $`=`$ $`{\displaystyle \underset{m=0}{\overset{\mathrm{}}{}}}u_{(m)}y^m,`$ (144) $`\delta _\mathrm{\Phi }^{}`$ $`=`$ $`{\displaystyle \underset{m=0}{\overset{\mathrm{}}{}}}\mathrm{\Delta }_{(m)}y^m.`$ (145) Then substituting the above expressions into Eqs.(74)$``$(77), we obtain $`\delta _{(0)}\left({\displaystyle \frac{4}{3}}+q\right)32u_{(0)}+14u_{(1)}`$ $`=`$ $`0,`$ (146) $`\delta _{(1)}\left({\displaystyle \frac{7}{3}}+q\right)+{\displaystyle \frac{1568}{9}}u_{(0)}104u_{(1)}+36u_{(2)}`$ $`=`$ $`0,`$ (147) $`\delta _{(2)}\left({\displaystyle \frac{10}{3}}+q\right){\displaystyle \frac{18848}{7}}u_{(0)}+{\displaystyle \frac{1388}{3}}u_{(1)}208u_{(2)}+66u_{(3)}`$ $`=`$ $`0,`$ (148) $`(q+m)u_{(m)}+\mathrm{\Delta }_{(m)}`$ $`=`$ $`0,`$ (150) $`28\mathrm{\Delta }_{(0)}+21\mathrm{\Delta }_{(1)}\delta _{(0)}`$ $`=`$ $`0,`$ (152) $`148\mathrm{\Delta }_{(0)}3(46\mathrm{\Delta }_{(1)}54\mathrm{\Delta }_{(2)}+\delta _{(1)})`$ $`=`$ $`0,`$ (153) $`{\displaystyle \frac{620}{81}}\mathrm{\Delta }_{(0)}+{\displaystyle \frac{119}{18}}\mathrm{\Delta }_{(1)}4\mathrm{\Delta }_{(2)}+{\displaystyle \frac{11}{2}}\mathrm{\Delta }_{(3)}{\displaystyle \frac{1}{18}}\delta _{(2)}`$ $`=`$ $`0,`$ (154) where $`m`$ is non-negative integer. From the above equations, we obtain $`u_{(1)}`$ $`=`$ $`{\displaystyle \frac{4(24+28q+21q^2)}{21(2+7q+3q^2)}}u_{(0)},`$ (155) $`u_{(2)}`$ $`=`$ $`{\displaystyle \frac{2(5248+4822q+3765q^2+2646q^3+567q^4)}{567(2+7q+3q^2)(12+13q+3q^2)}}u_{(0)},`$ (156) $`u_{(3)}`$ $`=`$ $`{\displaystyle \frac{4(2174336+3606320q+2343504q^2+889242q^3+272511q^4+62370q^5+6237q^6)}{18711(2+7q+3q^2)(12+13q+3q^2)(28+19q+3q^2)}}u_{(0)}.`$ (157) Since Eq.(126) is linear, the value of $`u_{(0)}`$ has no special meaning and hence we set $`u_{(0)}=1`$, for simplicity. Then the boundary condition at $`y=0`$ for Eq.(126) is uniquely determined as $$u_\theta ^{}\|_{y=0}=u_{(0)}=1,\frac{du_\theta ^{}}{dy}\|_{y=0}=u_{(1)},\frac{d^2u_\theta ^{}}{dy^2}\|_{y=0}=2u_{(2)},\mathrm{and}\frac{d^3u_\theta ^{}}{dy^3}\|_{y=0}=6u_{(3)}.$$ (158) We numerically integrate Eq.(126) outward from $`y=0`$ by 4th-order Runge-Kutta method. The behavior of $`u_\theta ^{}`$ depends on the value of $`q`$. In order to set up the boundary condition at the outer numerical boundary, we consider the behavior of Eq.(126) in the limit of $`y\mathrm{}`$, $$\frac{d^4u_\theta ^{}}{dy^4}+\frac{1}{6y}(12q+61)\frac{d^3u_\theta ^{}}{dy^3}+\frac{1}{3y^2}(3q^2+40q+50)\frac{d^2u_\theta ^{}}{dy^2}+\frac{1}{6y^3}(25q^2+3q22)\frac{du_\theta ^{}}{dy}\frac{6}{y^4}q(q+1)u_\theta ^{}=0.$$ (159) Therefore, $`u_\theta ^{}`$ behaves as $$u_\theta ^{}\mathrm{Const}.\times y^k\mathrm{for}y\mathrm{}.$$ (160) Inserting the above equation into Eq.(159), we obtain a 4th-order algebraic equation for $`k`$. The solutions of this equation are given by $$k=q,(q+1),\frac{9}{2}\mathrm{and}\frac{4}{3}$$ (161) In order to pick up a solution from the above four independent asymptotic solutions, we consider $`U_\theta ^{}`$ in the limit of $`y\mathrm{}`$, $$U_\theta ^{}\mathrm{Const}.\times y^k\delta \tau ^q=\mathrm{Const}.\times x^{2k}\delta \tau ^{(k+q)}.$$ (162) Here we impose a condition that $`U_\theta ^{}`$ is non-zero and finite for $`0<x<ϵ`$ at $`\delta \tau =0`$, where $`ϵ`$ is a positive infinitesimal number. This condition leads to $$k=q.$$ (163) Hence by varying $`q`$, we search for the solution which behaves $$u_\theta ^{}\mathrm{Const}.\times y^q\mathrm{for}y\mathrm{}.$$ (164) The numerical calculation reveals that the above behavior is realized when $$q=0.3672.$$ (165) From Eq.(125), we obtain $$p=1.701\mathrm{and}r=1.367.$$ (166) The above values agree with the numerical results (118) quite well. We depict the data for $`\delta _\rho ^{}/\delta _{(0)}`$, $`u_\theta ^{}`$ and $`\delta _\mathrm{\Phi }^{}/\mathrm{\Delta }_{(0)}`$ in Figs.5, 6 and 7 together with the variables $`\mathrm{\Delta }_\rho ^{}`$, $`U_\theta ^{}`$ and $`\mathrm{\Delta }_\mathrm{\Phi }^{}`$ obtained by the numerical calculation of Eqs.(101)$``$(106), where $`\delta _{(0)}`$ and $`\mathrm{\Delta }_{(0)}`$ are defined by Eqs.(143) and (145), respectively. We see the quite excellent agreement. Now we examine the mass-quadrupole moment $`Q(T)`$ and its time-derivatives $`d^mQ/dT^m`$. In order to see the contribution of the central singularity to $`d^mQ/dT^m`$, we consider the integrand in the right hand side of Eq.(82). Using Eqs.(32), (34) and (114), we obtain $`F^{}\mathrm{\Delta }_\rho R^2`$ $``$ $`{\displaystyle \frac{4}{3}}\tau _{R(1)}^{4/3}w^6(1+w^2)^{4/3}\delta _\rho ^{}(w)\delta \tau ^{13/3p}`$ (167) $`=`$ $`{\displaystyle \frac{4}{3}}\tau _{R(1)}^{4/3}x^{2(13/3p)}w^{2(p4/3)}(1+w^2)^{4/3}\delta _\rho ^{}(w).`$ (168) From the above equation, we obtain $`I^{(m)}(\tau ,x)`$ $``$ $`{\displaystyle \frac{^m}{\tau ^m}}\left(F^{}\mathrm{\Delta }_\rho R^2\right){\displaystyle \frac{2^{2m}}{3}}\tau _{R(1)}^{4/3m}\delta \tau ^{13/3pm}w^{26/32p2m}`$ (169) $`\times `$ $`\left(w^3{\displaystyle \frac{d}{dw}}\right)^m\left\{w^{2(p4/3)}(1+w^2)^{4/3}\delta _\rho ^{}(w)\right\}.`$ (170) We consider the integral of $`I^{(m)}`$ from $`x=0`$ to $`x=x_\mathrm{o}`$ to see the contribution of the central shell focusing naked singularity to the time derivatives of the mass-quadrupole moment. Here we take a limit $`\delta \tau 0`$ with fixed $`w_ox_\mathrm{o}\delta \tau ^{1/2}`$ and then consider the limit $`w_o\mathrm{}`$. As a result, we obtain $`{\displaystyle _0^{x_\mathrm{o}}}I^{(m)}(\tau ,x)𝑑x`$ $`=`$ $`\delta \tau ^{1/2}{\displaystyle _0^{w_o}}I^{(m)}(\tau ,\delta \tau ^{1/2}w)𝑑w`$ (171) $``$ $`{\displaystyle \frac{2^{2m}}{3}}\tau _{R(1)}^{4/3m}\delta \tau ^{29/6pm}`$ (172) $`\times `$ $`{\displaystyle _0^{\mathrm{}}}w^{26/32p2m}\left(w^3{\displaystyle \frac{d}{dw}}\right)^m\left\{w^{2(p4/3)}(1+w^2)^{4/3}\delta _\rho ^{}(w)\right\}𝑑w.`$ (173) The above equation and Eq.(166) show that the contribution of the central singularity to $`d^mQ/dT^m`$ diverges for $`\tau 1`$ if and only if $`m`$ is larger than or equal to 4. This result and the quadrupole formula imply that the metric perturbation corresponding to the gravitational radiation and its first order temporal derivative is finite but the second order temporal derivative diverges. Hence the power $`L_{\mathrm{GW}}`$ of the gravitational radiation is finite but the curvature $`\mathrm{\Psi }_4`$ carried by the gravitational waves from the central naked singularity diverges; see Eqs.(83) and (84). This agrees with the relativistic perturbation analysis. Further, we find that in the limit of $`\tau 1`$, $$\mathrm{\Psi }_4=\frac{3\pi }{5}\frac{d^4Q}{dT^4}\delta \tau ^{5/6p}(1\tau )^{0.867}.$$ (174) This result is also consistent with the relativistic perturbation analysis. ## VIII Summary and Concluding Remarks We analyzed the even mode perturbations of $`l=2`$ in the spherically symmetric dust collapse in the framework of the Newtonian approximation and estimated the gravitational radiation generated by these perturbations by the quadrupole formula. Since we treat separately the dynamics of the matter perturbations and the gravitational waves in the wave zone, we can estimate the asymptotic behavior semi-analytically, where “semi-analytically” means that we know it by solving the gentle ordinary differential equations. This is the great advantage of the Newtonian approximation. As a result, we found that the power carried by the gravitational waves from the neighborhood of the naked singularity at the symmetric center is finite. However, the space-time curvature associated to the gravitational waves becomes infinite in accordance with the power law. This result is consistent with recently performed relativistic perturbation analysis by Iguchi et al.. Furthermore, the power index obtained by the Newtonian analysis also agrees with the relativistic perturbation analysis quite well. The agreement between the results of the Newtonian and relativistic analyses implies that the perturbations themselves are always confined within the range to which the Newtonian approximation is applicable. Here we will focus on the metric perturbation, $`\mathrm{\Delta }_\mathrm{\Phi }^{}`$. Since the asymptotic solution of $`\mathrm{\Delta }_\mathrm{\Phi }^{}`$ has the same form as Eq.(43), we immediately find that in the limit of $`\delta \tau 0`$ with fixed $`w`$, $$\frac{_T\mathrm{\Delta }_\mathrm{\Phi }^{}}{_R\mathrm{\Delta }_\mathrm{\Phi }^{}}\delta \tau ^{1/6},$$ (175) and hence the assumption $`\|_T\mathrm{\Delta }_\mathrm{\Phi }^{}\|\|_R\mathrm{\Delta }_\mathrm{\Phi }^{}\|`$ of the Newtonian approximation is valid in the Eulerian coordinate system. We can also see 2nd-order derivatives. In the same limit, we find $$\frac{_T_R\mathrm{\Delta }_\mathrm{\Phi }^{}}{_R^2\mathrm{\Delta }_\mathrm{\Phi }^{}}\delta \tau ^{1/6}\mathrm{and}\frac{_T^2\mathrm{\Delta }_\mathrm{\Phi }^{}}{_R_T\mathrm{\Delta }_\mathrm{\Phi }^{}}\delta \tau ^{1/6}.$$ (176) From the above equations, we obtain $$\frac{_T^2\mathrm{\Delta }_\mathrm{\Phi }^{}}{_R^2\mathrm{\Delta }_\mathrm{\Phi }^{}}\delta \tau ^{1/3}.$$ (177) The above equation means that in the limit of $`\delta \tau 0`$ with fixed $`w`$, the following inequality is also satisfied, $$\|_T^2\mathrm{\Delta }_\mathrm{\Phi }^{}\|\|_R^2\mathrm{\Delta }_\mathrm{\Phi }^{}\|.$$ (178) The above inequality implies that the wave equation for the metric perturbation $`\mathrm{\Delta }_\mathrm{\Phi }`$ is well approximated by the Poisson-type equation if we adopt the Eulerian coordinate system. However as mentioned in Sec.2, the gravitational collapse producing the shell focusing globally naked singularity is not Newtonian in ordinary sense. The same is true for the perturbation variables because $`\|\dot{\mathrm{\Delta }}_\mathrm{\Phi }/\mathrm{\Delta }_\mathrm{\Phi }^{}\|1`$ in the limit of $`\delta \tau 0`$ with fixed $`w`$. Even though the Newtonian approximation is valid for the Eulerian coordinate system, the Newtonian order counting breaks down if we adopt the Lagrangian coordinate system as the spatial coordinates. Acknowledgements We are grateful to H. Sato for his continuous encouragement. We are also grateful to T. Nakamura, H. Kodama, T.P. Singh, A. Ishibashi and S.S. Deshingkar for helpful discussions. This work was supported by the Grant-in-Aid for Scientific Research (No. 05540) and for Creative Basic Research (No. 09NP0801) from the Japanese Ministry of Education, Science, Sports and Culture.
warning/0006/math0006144.html	ar5iv	text	# Ricci-flat Kähler metrics on canonical bundles ## 1. Proof of Theorem 1 Let $`M`$ be an $`n+1`$ dimensional Kähler manifold with a free Hamiltonian circle action. Then the metric can be locally written in the form: (1.1) $$G=g_{ij}dz_id\overline{z}_j+wdt^2+w^1\varphi ^2,$$ where $`t`$ is the moment map on $`M`$, $`\varphi `$ is the circle-invariant 1-form and the $`z_i`$ are local coordinates on $`M/^{}`$. The complex structure $`I`$ maps $`dt`$ to $`w^1\varphi `$. Pedersen and Poon (and LeBrun for $`n=1`$) have worked out the conditions for the complex structure to be integrable and for the metric to be Einstein (in fact, Pedersen and Poon deal with the more general case of torus symmetry). We recall their theorem. ###### Theorem 1.1. \[Pedersen-Poon\] Let $`w`$ be a smooth positive funtion and $`[g_{ij}]`$ a positive definite hermitian matrix of smooth functions on an open set $`U`$ in $`^n\times `$. The metric (1.1) is Ricci-flat if and only if the following system of equations holds for some constant $`c`$: (1.2) $$4u_{z_i\overline{z}_j}+c(g_{ij})_t=0,$$ (1.3) $$u_t=cw.$$ (1.4) $$4w_{z_i\overline{z}_j}+(g_{ij})_{tt}=0$$ Here $`u`$ is defined by (1.5) $$detg=we^u.$$ Furthermore, the metric is defined on a circle bundle over $`U`$ if and only if the cohomology class $`[F]`$ of the curvature of $`\varphi `$ which is given by (1.6) $$F=\left(\frac{i}{2}(g_{ij})_tdz_id\overline{z}_j+iw_{z_i}dtdz_iiw_{\overline{z}_j}dtd\overline{z}_j\right)$$ belongs to $`2\pi `$. $`\mathrm{}`$ The constant $`c`$ has the following significance: ###### Proposition 1.2. $`\mathrm{\Delta }_Gt=c`$. ###### Proof. For any function $`f`$ we have (1.7) $$\mathrm{\Delta }_Gf=g^{ij}\left(4\frac{^2f}{z_i\overline{z}_j}+w^1\frac{f}{t}\frac{g_{ij}}{t}\right)+\frac{}{t}\left(\frac{f}{t}w^1\right).$$ Thus, for $`f=t`$, we obtain $$\mathrm{\Delta }_Gt=g^{ij}w^1\frac{g_{ij}}{t}+\frac{w^1}{t}=g^{ij}\frac{w^1g_{ij}}{t}=w^1\frac{\mathrm{ln}detg}{t}+\frac{w^1}{t}.$$ Now, using (1.5) and (1.3), we have $$\mathrm{\Delta }_Gt=w^1\frac{\mathrm{ln}detg}{t}+\frac{w^1}{t}=w^1\frac{\mathrm{ln}w}{t}+c+\frac{w^1}{t}=c.$$ For hyperkähler manifolds, the constant $`c`$ can take only two values: ###### Proposition 1.3. Let $`M^{4n}`$ be a hyperkähler manifold equipped with an isometric and Hamiltonian (for one symplectic structure) action of the circle. Then the moment map $`t`$ for this action is harmonic if the action is tri-holomorphic and satisfies $`\mathrm{\Delta }t=n`$ otherwise. ###### Proof. If the action is triholomorphic, then the moment map is the real part of a complex moment map. If the action is not triholomorphic, i.e. it rotates the complex structures orthogonal to $`I`$, then the moment map is a Kähler potential for another Kähler form (corresponding to the complex structure $`J`$) and the result follows. ∎ We shall seek metrics with $`c0`$. In this case the equation (1.4) is the consequence of the other two equations. Moreover we can eliminate the function $`w`$ from the equations and replace (1.3) and (1.5) with (1.8) $$\left(e^u\right)_t=cdetg.$$ Suppose now that we are given a Kähler metric $`h=h_{ij}dz_id\overline{z}_j`$ on a complex $`n`$-dimensional manifold $`X`$ and we wish to extend $`h`$ to a Ricci-flat Kähler metric $`g`$ in a neighbourhood of $`X`$ in a line bundle $`L`$. Furthermore we require that the canonical $`S^1`$-action on $`L`$ is Hamiltonian. Clearly, a necessary condition for this is that we can solve the following (singular) Cauchy problem: (1.9) $$\{\begin{array}{c}u_{x_ix_j}+u_{y_iy_j}+c(g_{ij})_t=0\\ (e^u)_t=cdetg\\ \left(g_{ij}\right)_{\|_{t=0}}=h_{ij}\\ \left(e^u\right)_{\|_{t=0}}=0.\end{array}$$ Here $`z_i=x_i+\sqrt{1}y_i`$ and the last condition is the consequence of the fact that $`w^10`$ at $`t=0`$ (since the circle acts trivially on $`X`$). Our first result, which is a singular Cauchy-Kovalevskaya theorem, says that we can indeed solve this system locally, if the initial data $`h_{ij}`$ is real-analytic. ###### Theorem 1.4. Let $`h_{ij}`$, $`i,j=1,\mathrm{},n`$, be real-analytic functions on an open subset $`U`$ of $`^n`$. Then there exits a unique solution of the system (1.9) on an open neighbourhood of $`U`$ in $`U\times [0,+\mathrm{})`$. ###### Remark 1.5. Observe that, if the solution does give the metric on a neighbourhood of $`X`$ in $`L`$, then the initial data $`h_{ij}`$ is real-analytic, since the metric $`g`$ is Ricci-flat. ###### Proof. We treat $`^n`$ as a real subspace $`V`$ of $`^{2n}`$. Since $`h_{ij}`$ are real analytic, they extend to holomorphic functions on a neighbourhood of $`V`$. Therefore we can treat problem (1.9) as purely holomorphic, i.e. $`x_i,y_j`$ are complex coordinates. First of all, it is easy to see that (1.9) has a unique formal solution, i.e. a power series in $`t`$. Thus we only have to show that this series is convergent. Let us write $`e^u=te^v`$. Then we can rewrite the problem (1.9) as (1.10) $$\{\begin{array}{cc}tv_t=1+ce^vdet[g_{ij}]\hfill & \\ v_{x_ix_j}+v_{y_iy_j}+c(g_{ij})_t=0\hfill & \end{array},$$ with the initial conditions $`(g_{ij})_{\|_{t=0}}=h_{ij}`$, $`\left(e^v\right)_{\|_{t=0}}=cdeth`$. A theorem showing convergence of a formal solution to this system is proved in the appendix. This theorem is a slight generalization of a theorem of Gérard and Tahara . It is applied to functions $`\stackrel{~}{g}_{ij}=g_{ij}h_{ij}`$ and $`\stackrel{~}{v}=vv_0`$, where $`v_0=v_{\|_{t=0}}`$.∎ Having solved the Cauchy problem (1.9) we ask whether the solution gives us a smooth metric (1.1) on a neighbourhood of $`X`$ in some line bundle $`L`$. First of all, we have ###### Lemma 1.6. Suppose that we have a local solution of the Cauchy problem (1.9) (with $`c0`$). Then the metric (1.1) extends smoothly to the hypersurface $`t=0`$ (which is the fixed-point set of the circle action) if and only if $`c=1`$. ###### Proof. Since $`detg`$ is finite and non-zero at $`t=0`$, equation (1.8) implies that $`e^u=t(a+bt+\mathrm{})`$ near $`t=0`$ with $`a0`$. Therefore $`u_t=\frac{1}{t}+O(1)`$ near $`t=0`$. Now $`w=c^1u_t`$. This implies immediately that $`c`$ must be positive. Furthermore, the fibrewise metric is $$wdt^2+w^1\varphi ^2=\left(\frac{1}{ct}+O(1)\right)dt^2+\left(\frac{1}{ct}+O(1)\right)^1\varphi ^2.$$ If we introduce a new coordinate $`r`$ so that $`t=r^2`$, we see that this metric extends smoothly to the origin if and only if $`c=1`$. Now, the formula (1.6) shows that the connection $`1`$-form $`\varphi `$ and hence the metric (1.1) extends to the hypersurface $`t=0`$. ∎ Thus it remains to show that the curvature form (1.6) belongs to $`2\pi `$. We observe that the first equation in (1.9) (with $`c=1`$) says that (1.11) $$\frac{d}{dt}\omega =i\overline{}u,$$ where $`\omega =\omega (t)`$ is the Kähler form of the metric $`g`$ at time $`t`$ on $`X`$. On the other hand $`u=\mathrm{ln}\left(w^1det[g_{ij}]\right)`$. Since $`g`$ is Kähler (1.11) can be written as (1.12) $$\frac{d}{dt}\omega =\rho \left(g\right)+i\overline{}\mathrm{ln}w$$ where $`\rho `$ denotes the Ricci form of a Kähler metric. Now (1.6) shows that the curvature form of $`\varphi `$ is indeed in $`2\pi `$, and in fact represents $`c_1(X)`$. Thus Theorem 1 is proved. ## 2. Examples We wish now to give explicit examples of Ricci-flat Kähler metrics on canonical bundles. Given a Kähler manifold $`(X,h,I)`$ we seek a time dependent metric $`g=g(t)`$ and a function $`w`$ on $`X\times I`$ which satisfy the equations (1.12), (1.3) and (1.5). The last two give us (2.1) $$w^1=\frac{_0^tdetg}{detg}.$$ Substituting into (1.12) we obtain (2.2) $$\frac{d}{dt}\omega =i\overline{}_0^tdetg$$ The first example deals with manifolds with constant principal Ricci curvatures, i.e. constant eigenvalues of the Ricci curvature. This class of manifolds includes both Kähler-Einstein manifolds and homogeneous manifolds. The following result is a particular case of a theorem of Hwang and Singer . ###### Theorem 2.1. Let $`X^{2n}`$ be a Kähler manifold with Kähler form $`\mathrm{\Phi }`$ such that the eigenvalues of the Ricci curvature are constant. Then the solution to (2.2) is given by (2.3) $$\omega =\mathrm{\Phi }+t\rho (\mathrm{\Phi }).$$ The function $`w^1`$ is given by (2.4) $$w^1(t)=\frac{_0^tP(t)𝑑t}{P(t)},$$ where $`P(t)`$ is defined as $`P(t)=\left(\mathrm{\Phi }+t\rho (\mathrm{\Phi })\right)^n/\mathrm{\Phi }^n`$ (and so it depends only on the eigenvalues of the Ricci curvature). In particular, if all the eigenvalues of the Ricci curvature are nonnegative, then the resulting Ricci-flat metric on $`K_X`$ is complete. ###### Proof. It is sufficient to observe that $`\omega ^n=P(t)\mathrm{\Phi }^n`$, so $`\rho (\omega )=\rho (\mathrm{\Phi })`$. Now it is clear that $`\omega `$ satisfies (2.2). ∎ We remark that Apostolov, Armstrong and Draghici recently found examples of irreducible non-homogeneous Kähler manifolds with constant principal Ricci curvatures. As an aside, let us give an application to the geometry of Kähler quotients. We recall that Futaki has shown that if $`M`$ is a compact Kähler-Einstein manifold with positive scalar curvature and a Hamiltonian Killing vector field whose length is constant on the level sets of the moment map, then the Kähler quotient by the resulting circle action is also Kähler-Einstein. A simple example of $`\times ^2`$ with the diagonal circle action on the second factor (and trivial on the first) shows that Futaki’s result does not hold for Ricci-flat manifolds. Nevertheless we have a weaker conclusion. ###### Proposition 2.2. Let $`M`$ be a complete Ricci-flat Kähler manifold with an isometric and Hamiltonian circle action such that the length of the Killing vector field is constant on the level sets of the moment map. Moreover, assume that the moment map is bounded from below. Then the Kähler quotient of $`M`$ by $`S^1`$ has constant principal Ricci curvatures. ###### Proof. Let $`t`$ be the moment map and $`X=t^1(a)/S^1`$ a particular Kähler quotient of $`M`$. Since $`a`$ is a regular value of $`t`$, the Kähler quotients for nearby level sets are isomorohic tp $`X`$ (as a complex manifold). Thus we have a family $`g(t)`$ of Kähler metrics on $`X`$. The assumption and the equation (1.4) show that $`g(t)`$ is linear in $`t`$. Since $`t`$ is bounded from below, Proposition 1.7 implies that the constant $`c`$ of Theorem 1.1 is non-zero. Now the equations (1.3) and (1.5) show that $`detg(t)=f(t)detg(a)`$ for $`t`$ near $`a`$. Therefore the Ricci form $`\rho (g)`$ is constant in $`t`$ and the equation (1.2) implies that $`\rho (g)`$ is equal to $`\omega _t`$, where $`\omega `$ is the Kähler form of $`g`$. The conclusion follows now, since we already know that $`\omega (t)^n=f(t)\omega (a)^n`$. ∎ The next examples involve surfaces of revolution. Let $`\mathrm{\Sigma }`$ denote either $``$ or $`P^1`$ with a metric of constant curvature. We define a surface $`\mathrm{\Sigma }_a`$ as the Kähler quotient of $`\mathrm{\Sigma }\times `$ by the action of $``$ defined as $$r\times (x,z)=(e^{2\pi iar}x,z+r).$$ This is a surface of revolution and the Ricci-flat Kähler metric on $`K_{\mathrm{\Sigma }_a}=T^{}\mathrm{\Sigma }_a`$ is complete, since it can be obtained as a hyperkähler quotient of $`T^{}\mathrm{\Sigma }\times `$ by $``$. Now, the main result of shows that these are all such surfaces of revolution: ###### Proposition 2.3. Let $`(X,h)`$ be a surface of revolution such that the Ricci-flat Kähler metric defined in Theorem 1 is complete. Then $`(X,h)`$ is isometric to one of the surfaces $`\mathrm{\Sigma }_a`$ defined above. ## Appendix A A Cauchy-Kovalevskaya theorem for a class of singular PDE’s In this section we shall prove a result about convergence of formal solutions to certain singular partial differential equations. This is a generalization of a theorem of Gérard and Tahara to a class of singular systems of PDE’s and it uses their method of proof. The result of Gérard and Tahara applies to first order nonlinear PDE’s of the form: $$g(t,x,v,t\frac{v}{t},\frac{v}{x_1},\mathrm{},\frac{v}{x_n})=0$$ where $`g`$ is a holomorphic function in some polydisc. As observed in , the convergence of formal solutions is no longer true if we allow $`g`$ to depend on second derivatives of $`v`$. We shall now show that the theorem remains valid for systems of PDE’s of the following form: (A.1) $$\{\begin{array}{cc}g(t,x,v,t\frac{v}{t},\frac{v}{x_1},\mathrm{},\frac{v}{x_n},w_1,\mathrm{},w_N)=0\hfill & \\ \frac{w_i}{t}=L_i(x)(v)+a_i(t,x),i=1,\mathrm{},N\hfill & \end{array}$$ where $`L_i(x)`$ are linear differential operators of order at most $`2`$. We remark that one can allow the dependence of $`L_i`$ on $`t`$, but this further complicates the already complicated notation. To guarantee the existence of formal solutions we shall assume that the first equation can be written as: $$\left(t\frac{}{t}\rho (x)\right)v=tb(x)+G(x)(t,v,t\frac{v}{t},\frac{v}{x_1},\mathrm{},\frac{v}{x_n},w_1,\mathrm{},w_N)$$ where $`\rho (x)`$ and $`b(x)`$ are holomorphic functions defined in a polydisc $`D`$ centered at the origin of $`^n`$, and $$G(x)(t,Z,V,X_i,Y_j)_{in,jN}=\underset{p+r+s+\|\alpha \|+2\|\beta \|2}{}a_{p,r,s,\alpha ,\beta }(x)t^pZ^qV^sX_1^{\alpha _1}\mathrm{}X_n^{\alpha _n}Y_1^{\beta _1}\mathrm{}Y_N^{\beta _N}.$$ The coefficients $`a_{p,q,s,\alpha ,\beta }(x)`$ are holomorphic in $`D`$ and $$\|a_{p,r,s,\alpha ,\beta }(x)\|A_{p,q,s,\alpha ,\beta }.$$ Moreover the power series $$A_{p,q,s,\alpha ,\beta }t^pZ^qU^sX^\alpha Y^\beta $$ is convergent near the origin. We seek a holomorphic solution $`(v,w_i)`$ to the above system satisfying $$v(0,x)=w_i(0,x)0,i=1,\mathrm{},N.$$ A formal solution is a power series solution of the form $$\underset{m1}{}v_m(x)t^m$$ whose coefficients are holomorphic in $`D`$. The particular form of the system (A.1) allows us to rewrite it as a single differential-integral equation: (A.2) $$\left(t\frac{}{t}\rho (x)\right)v=tb(x)+G(x)(t,v,t\frac{v}{t},\frac{v}{x_1},\mathrm{},\frac{v}{x_n},_0^tL_1(v),\mathrm{},_0^tL_N(v)).$$ Here we regrouped the terms in the power expansion of $`G`$, so that $`G`$ does not depend on $`_0^ta_i(,t,x)`$. ###### Theorem A.1. Each formal solution of (A.2) is convergent. If $`\rho (0)^{}`$, then there exists a unique formal solution satisfying $`v(0,x)0`$. ###### Proof. If $`\rho (0)^{}`$, then (A.2) has a unique formal solution of the form (A.3) $$\underset{m1}{}v_m(x)t^m.$$ Moreover, $`v_m(x)`$ is determined recursively by the following formula: $$v_1(x)=\frac{b(x)}{1\rho (x)},$$ and for $`m2`$ (A.4) $$\begin{array}{c}v_m(x)=\frac{1}{m\rho (x)}f_m(v_1,2v_2,\mathrm{},(m1)v_{m1},v_1,\mathrm{},v_{m1},_1v_1,\mathrm{},_nv_1,\mathrm{},\hfill \\ \hfill _1v_{m1},\mathrm{},_nv_{m1},\frac{1}{2}L_1(v_1),\mathrm{},\frac{1}{2}L_N(v_1),\frac{1}{m}L_1(v_{m1}),\mathrm{},\frac{1}{m}L_N(v_{m1});\\ \hfill \left\{a_{p,q,s,\alpha ,\beta }\right\}_{p+q+s+\|\alpha \|+\|\beta \|m}).\end{array}$$ We shall show that this solution is convergent. Let $`D_a`$ denote the polydisc of diameter $`2a`$. By taking $`R`$ sufficiently small (in particular, $`R<1`$), we can assume that all the $`v_m(x)`$ are holomorphic in $`D_R`$ and we have; $$\|v_1(x)\|A,\|_iv_1(x)\|A,i=1,\mathrm{},n\|L_j(v_1)(x)\|A,j=1,\mathrm{},N;$$ $$\|m\rho (x)\|\sigma m,m=1,2,3,\mathrm{}.$$ Moreover, let $`M`$ be a constant such that the coefficients of $$L_i=c_{kl}^i(x)\frac{^2}{x_kx_l}+d_k^i(x)\frac{}{x_k}+e(x)$$ satisfy $$\left\|c_{kl}^i(x)\right\|+\left\|d_k^i(x)\right\|+\|e(x)\|M.$$ Now we consider the analytic equation: $$\begin{array}{c}\sigma Y=\sigma At+\hfill \\ \hfill \frac{1}{(Rr)^2}\underset{p+q+s+\|\alpha \|+2\|\beta \|2}{}\frac{A_{p,q,s,\alpha ,\beta }}{(Rr)^{p+q+s+\|\alpha \|+2\|\beta \|2}}t^pY^{q+s}(2eY)^{\left({\scriptscriptstyle \alpha _i}\right)}(4e^2MYt)^{\left({\scriptscriptstyle \beta _i}\right)}.\end{array}$$ Here $`e`$ is the smallest real number such that $`e^{\pi \sqrt{1}}=1`$. By the implicit function theorem, this equation has a unique analytic solution of the form $$Y=\underset{m1}{}Y_m(r)t^m,$$ determined by the following recursive formula $$Y_1=A$$ and, for $`m2`$, (A.5) $$\begin{array}{c}\sigma Y_m=\frac{1}{(Rr)^2}F_m(Y_1,\mathrm{},Y_{m1},2eY_1,\mathrm{},2eY_{m1},4e^2MY_1,\mathrm{},4e^2MY_{m1};\hfill \\ \hfill \left\{\frac{A_{p,q,s,\alpha ,\beta }}{(Rr)^{p+q+s+\|\alpha \|+2\|\beta \|2}}\right\}_{p+q+s+\|\alpha \|+\|\beta \|m}).\end{array}$$ Moreover, by induction on $`m`$, we see that $`Y_m(r)`$ is expressed in the form (A.6) $$Y_m(r)=\frac{C_m}{(Rr)^{2m2}},m=1,2,\mathrm{},$$ with constants $`C_1=A`$ and $`C_m0`$ (for $`m2`$). We shall show that the power series for $`Y`$ is a majorant power series for the formal solution (A.3). To do so, it is sufficient to prove the following inequalities for all $`m`$: (A.7) $$\|v_m(x)\|m\|v_m(x)\|Y_m(r)\text{on }D_r\text{ for }0<r<R;$$ (A.8) $$\left\|_iv_m(x)\right\|2eY_m(r)\text{on }D_r\text{ for }0<r<R,i=1,\mathrm{},n;$$ (A.9) $$\left\|L_k\left(v_m\right)(x)\right\|4e^2(m+1)MY_m(r)\text{on }D_r\text{ for }0<r<R,k=1,\mathrm{},N.$$ The case $`m=1`$ is clear from the definition of $`A`$. We proceed by induction. We replace all the terms in (A.4) by their absolute values. Then we use the inductive assumption and also replace $`\|a_{p,q,s,\alpha ,\beta }\|`$ by $`\frac{A_{p,q,s,\alpha ,\beta }}{(Rr)^{p+q+s+\|\alpha \|+2\|\beta \|2}}`$ (this is a majorant, as $`R<1`$). This has also the effect of replacing $`f_m`$ by $`F_m`$, and, from (A.5), it gives: (A.10) $$\|v_m(x)\|\frac{1}{m}(Rr)^2Y_m(r)$$ which proves (A.7) (cf. , p. 985). Since $`Y_m(r)`$ has the form (A.6), the above inequality can be written as: $$\|v_m(r)\|\frac{1}{m}\frac{C_m}{(Rr)^{2m4}}.$$ Now the following lemma proves (A.8) and (A.9). ###### Lemma A.2. If a function $`v(x)`$ holomorphic in $`D_R`$ satisfies $$\|v(x)\|\frac{C}{(Rr)^p}\text{on }D_r\text{ for }0<r<R,$$ then $$\left\|_iv(x)\right\|\frac{Ce(p+1)}{(Rr)^{p+1}}\text{on }D_r\text{ for }0<r<R\text{}i=1,\mathrm{},n.$$ For the proof see , Lemma 5.1.3. We now assume that $`\rho (0)=k^{}`$. We can modify $`\left\{A_{p,q,s,\alpha ,\beta }\right\}_{p+q+s+\|\alpha \|+\|\beta \|k}`$ so that $`v_k(x)`$ satisfies (A.7)-(A.9) and then apply the previous proof. ###### Acknowledgment . The author thanks V. Apostolov, O. Biquard, D. Calderbank, M. Roček and M. Singer for useful discussions and comments.
warning/0006/gr-qc0006012.html	ar5iv	text	# Functional Approach to Quantum Decoherence and the Classical Final Limit: the Mott and Cosmological problems. ## I Introduction. One of the most important problems of theoretical physics in the last years was to answer the question: How and in what circumstances a quantum system becomes classical ? . In spite of the great effort made by the physicists to find the answer, the problem is still alive and we are far from a complete understanding of many of its most fundamental features. In fact the most developed and sophisticated theory on the subject, histories decoherence, is not free of strong criticisms . For conceptual reason we will decompose the limit quantum mechanics $``$ classical mechanics in two processes: quantum mechanics $``$ classical statistical mechanics and quantum statistical mechanics $``$ classical mechanics. There is an almost unanimous opinion that the first process is produced by two phenomena: i. Decoherence, that in quantum systems, restores the boolean statistic typical of quantum mechanics and ii.-The limit $`\mathrm{}0,`$ that circumvents the uncertainty relation at the macroscopic level and allows to find the classical behaved density functions via de Wigner integral. The second process is produced by these phenomena plus the localization (or production of correlation) phenomenon . We will discuss at large the first process and briefly deal with the second at the end of each section. The techniques to deal with the two phenomena related with the first process are not yet completely developed. One of the main problems is to find a proper and unambiguous definition of the, so called, pointer basis, where, decoherence takes place. Our contribution to solve this problem is based in old ideas of Segal (, ) and van Howe , reformulated by Antoniou et al. . We have developed these ideas in papers and where we have shown how the Riemann-Lebesgue theorem can be used to prove the destructive interference of the off-diagonal terms of the state density matrix yielding decoherence. Using this technique we have found decoherence and the classical statistical equilibrium limit in simple quantum systems where we have defined the final pointer basis in an unambiguous way. <sup></sup><sup></sup>The relation of our method with the histories decoherence is studied in paper . They turn out to be equivalent, but in our method the final pointer basis is more properly defined.. Also the localization phenomenon appears in some cases. This paper is devoted to give two examples of the method introduced in papers and , that we will briefly review in section II, and used it to find a general solution for the quantum-classical limit in paper . In section III, the method will be used to solve the problem known as ”the Mott problem” after the name of Sir Neville Mott, probably the first one who studied the subject . Let us consider a radioactive nucleus, placed at the origin of coordinates $`O`$, inside a bubble chamber. We will see that classical radial trajectories appear in the chamber due to the emitted out-going particles. We must explain this phenomenon. Theoretically we have a timeless structure, since the wave function, $`\psi (𝐱)`$ satisfies the eigenvalue equation: $$H\psi =\omega \psi $$ (1) where: $$H=\frac{1}{2M}\frac{1}{r^2}\frac{}{r}r^2\frac{}{r}+\frac{L^2}{2Mr^2}+W(r)$$ (2) being $`W(r)`$ the spherically symmetric potential barrier, which is the external wall of a potential well, and such that $`lim_r\mathrm{}W(r)=0.`$ This will be our model for the nuclear forces . Let us observe that there is no trace of the time in these equations. The main problem is that, even if the symmetry is a spherical one, there is no a priori reason to explain why the classical trajectories are radial. Really we have the following list of facts to explain: i.-Why the nucleus quantum regime becomes the classical regime for the classical trajectories ii.- Why these classical trajectories are radial. iii.- Why the notion of time, necessary to explain the motion of the classical radial particles, appears in a timeless formalism, i. e. in the one of eq. (1). iv.-Why there are only outgoing motions But let us complete the first example discussing the role of the global atmosphere of the bubble chamber in our problem. This role is non essential and really just incidental. In fact, if there were no bubble chamber, at least for $`r\mathrm{}`$ the classical trajectories would also be radial, since in this case, any small detector located far enough from the origin would find radial motions. Furthermore it would be very difficult to believe that these radial motions are produced only by the small detector. Then the radial motion exists even if there is no bubble chamber and it is a mistake to consider that it is the bubble chamber that, acting as an environment, produces the radial structure. But we must remark that there is a measurement in both cases and therefore the measurement processes is essential.. At this stage we must observe that this set of problems is very similar to the one of Quantum Cosmology, where, in fact, we must explain the outcome of the classical regime, the appearance of time, the nature of the classical trajectories in superspace, and the direction of the corresponding motion: i. e. the arrow of time. Then several of the most important quantum universe problems, that we will discuss in the second example, are already contained in our humble Mott model, So, in section IV, we will consider our second example: the quantum cosmology problem, since the appearance of a classical universe in quantum gravity models is the cosmological version of the first problem. Then, decoherence must also appear in the universe . In this paper, using our method, we will solve the two examples and we will find: i.-Decoherence in all the dynamical variables and in a well defined final pointer basis. ii.-A final classical equilibrium limit, when $`\mathrm{}0`$, in such a way that the Wigner function $`F_{}^W=\rho _{}^{(cl)}`$ of the asymptotic diagonal matrix $`\rho _{}`$ can be expanded as (e. g., in the cosmological problem): $$\rho _{}^{(cl)}([𝐱],[𝐤])=p_{\{l\}[𝐚]}\rho _{\{l\}[𝐚_0]}^{(cl)}([𝐱],[𝐤])d\{l\}d[𝐚]$$ (3) where $`\rho _{\{l\}[𝐚_0]}^{(cl)}([𝐱],[𝐤])`$ is a classical density strongly peaked Precisely: peaked as allowed by the uncertainty principle. in a trajectory defined by the initial coordinates $`𝐚`$ and the momenta $`l`$ and $`p_{\{l\}[𝐚]}`$ is the probability of each trajectory. As essentially the limit of quantum mechanics is not classical mechanics but classical statistical mechanics this is our final result: the density matrix is translated in a classical density, via a Wigner function, and it is decomposed as a sum of densities peaked around all possible classical trajectories, each one of these densities weighted by their own probability <sup>§</sup><sup>§</sup>§After classical statistical regime is reached correlations will eventually produce a pure classical regime.. Thus our quantum density matrix behaves in its classical limit as a statistical distribution among a set of classical trajectories. Similar results, for the cosmological case, are obtained in papers and . We will reelaborate these conclusions in section V. ## II Review of the method. In order to go from the quantum to the classical statistical regime two new properties must appear: i.-Decoherence: The density matrices, that contain quantum interference terms, must become diagonal, in such a way that these interferences would be suppressed. Then the quantum way to find probabilities of exhaustive events (i. e.: adding the corresponding amplitude and computing the norm) become the classical way: just adding the probabilities. ii.-The limit $`\mathrm{}0`$: The positions and the momenta (or more generally canonically conjugated dynamical variables) can be defined as allowed by the uncertainty principle, but big scales (i. e. when $`\mathrm{}0)`$ allow us to consider both the position and the momentum as independent dynamical variables, like in classical mechanics. Of course this independence is the essential property to find a classical behavior. These two closely related properties introduce the classical statistical behavior in the quantum formalism. Let us begin with decoherence. We are only interested in the scattering states with continuous spectrum, e. g., for the first example, the Mott problem, the radial outgoing particles are described by these states. To obtain the hamiltonian eigenbasis of the Hilbert space $``$ we can consider e. g. the hamiltonian (2) and construct Lippmann-Schwinger basis $`\{\|\omega +\}`$ , (really $`\|\omega ,l,n+)`$ where $`\omega `$ is partially discrete and partially continuous, e. g. it will have some $`\omega _0`$ for the ground state and a continuous $`\omega `$ for the scattering states, but for the moment we will consider only the continuous index $`\omega ,`$ (since we are only interested in these states Bound states are considered in papers and .$`)`$. Of course we can as well use $`\{\|\omega >\}.`$ Then the hamiltonian can be diagonalized as: $$H=_0^{\mathrm{}}\omega \|\omega +><\omega +\|𝑑\omega $$ (4) From this expression we can deduce that the most general observable that we can consider reads: $$O=_0^{\mathrm{}}O_\omega \|\omega +><\omega +\|d\omega +_0^{\mathrm{}}_0^{\mathrm{}}O_{\omega \omega ^{}}\|\omega +><\omega ^{}+\|𝑑\omega 𝑑\omega ^{}$$ (5) where the functions $`O_\omega ,O_{\omega \omega ^{}}`$ are regular, namely, the most general observable must have a singular component (the first term of the r.h.s. of the last equation) and a regular part (the second term). If the singular term would be missing the hamiltonian would not belong to the space of the chosen observables . Then $`O𝒪()`$ since some extra conditions must be added . This space has the basis $`\{\|\omega ),\|\omega ,\omega ^{})\}`$: $$\|\omega )=\|\omega +><\omega +\|,\text{ }\|\omega ,\omega ^{})=\|\omega +><\omega ^{}+\|$$ (6) The regular quantum state $`\rho `$ are measured by the observables just defined computing the mean values of these observable in the quantum states $`<O>_\rho =Tr(\rho O)`$ . These mean values can be considered as linear functionals $`\rho `$ on the vectors $`O.`$ Then the notion of state can be generalized to any linear functional over $`𝒪`$ that we can call $`(\rho \|O)`$ . In this way not only regular states but singular states can be defined. Moreover, as $`\rho `$ must be normalized, selfadjoint and positive definite, $`\rho 𝒮𝒪^{},`$ where $`𝒮`$ is a convex set contained in $`𝒪^{}`$ , . The basis of $`𝒪^{}`$ is $`\{(\omega \|,(\omega ,\omega ^{}\|\}`$. These states are defined as functionals by the equations: $$(\omega \|\omega ^{})=\delta (\omega \omega ^{}),(\omega ,\omega \mathrm{"}\|\omega ^{},\omega ^{\prime \prime \prime })=\delta (\omega \omega ^{})\delta (\omega \mathrm{"}\omega ^{\prime \prime \prime })$$ (7) Therefore a generic quantum state reads: $$\rho =_0^{\mathrm{}}\rho _\omega (\omega \|d\omega +_0^{\mathrm{}}_0^{\mathrm{}}\rho _{\omega \omega ^{}}(\omega ,\omega ^{}\|d\omega d\omega ^{}$$ (8) where $`\rho _\omega 0,\rho _{\omega \omega ^{}}=\rho _{\omega ^{}\omega }^{}.`$ The states such that $`\rho _\omega \rho _{\omega \omega }`$ will be called generalized states and those such that $`\rho _\omega =\rho _{\omega \omega }`$ are the usual regular mixed or eventually pure states. To continue, even if the time is not strictly defined (since we have only the eq. (1)) let us postulate that there is a symmetry in the system with a symmetry group $`e^{iHt}`$. At this level of our reasoning this is a global fact imposed by the structure of the universe where we suppose the model is immersed (we will come back to this problem in subsection IIIC1, of course this will also be the case in the cosmological example, because the problem of time definition is the same). Then the time evolution of the quantum state $`\rho `$ reads: $$\rho (t)=_0^{\mathrm{}}\rho _\omega (\omega \|d\omega +_0^{\mathrm{}}_0^{\mathrm{}}\rho _{\omega \omega ^{}}e^{i(\omega \omega ^{})t}(\omega ,\omega ^{}\|d\omega d\omega ^{}$$ (9) As in the statistical level we are considering we only measure mean values of observables in quantum states, i. e.: $`<O>_{\rho (t)}=(\rho (t)\|O)=`$ $$_0^{\mathrm{}}\rho _\omega O_\omega 𝑑\omega +_0^{\mathrm{}}_0^{\mathrm{}}\rho _{\omega \omega ^{}}O_{\omega \omega ^{}}e^{i(\omega \omega ^{})t}𝑑\omega 𝑑\omega ^{}$$ (10) using the Riemann-Lebesgue theorem we obtain the weak limit, for all $`O𝒪,`$ $`\rho 𝒮`$: $$\underset{t\mathrm{}}{lim}<O>_{\rho (t)}=<O>_\rho _{}$$ (11) where we have introduced the diagonal equilibrium state: $$\rho _{}=_0^{\mathrm{}}\rho _\omega (\omega \|d\omega $$ (12) Therefore, in a weak sense we have: $$W\underset{t\mathrm{}}{lim}\rho (t)=\rho _{}$$ (13) Thus, any quantum state goes to a equilibrium diagonal state weakly, and that will be the result, if we observe and measure the system evolution with any possible observable of space $`𝒪`$, e. g.: for the first example, with the global bubble chamber (or with any one of the local small detectors of the footnote of the introduction). Then, from the observational point of view we have decoherence of the energy levels, even if, from the strong limit point of view the off-diagonal terms never vanish, they just oscillate (eq. (9)). So, from now on, as we will consider the matrix $`\rho (t)`$ for big $`t`$, e.g.: for the first example, far away from the nucleus, the relevant state will be $`\rho _{}`$, a diagonal state in the energy. Some observations are in order: i.- The real existence of the two singular parts introduced above is assured by the nature of the problem. The singular part of the observables is just a necessary generalization of the singular part of the hamiltonian, which is completely singular (eq. (4)). The singular part of the states is the final state for decoherence (eq. (12)). $`(\rho \|O)`$ is just the natural generalization to the continuous of the trace of the product of two finite dimensional matrices (eq. (10)). ii.- To fully understand the phenomenon it is necessary to use generalized states. Therefore, any explanation only based on pure wave function states or mixed states is incomplete Now an incidental question for the first example would be: which energies? In the first example the potential well, surrounded by the barrier, $`W(r)`$ originates unstable levels with energy $`\omega _n`$ which decay with a decaying time $`\gamma _n^1.`$ Inside the well there are oscillating waves that can be used to fulfill the boundary conditions at $`r=0.`$ When these waves arrive to the barrier they are partially reflected and transmitted . The states that tunnel the barrier appear with an energy that peaks strongly at $`\omega _n`$ , . Therefore the energy of the outgoing particles are energy packets $`\delta (\omega \omega _n)`$, and therefore could be essentially labelled with $`n.`$ But taking into account that the energy spectrum is really a continuous one we will always refer to it as $`\omega .`$. Having established the decoherence in the energy we must consider the decoherence in the other dynamical variables. Before going to the model let us study the general case (we will repeat this reasoning in sections IIB and IVB, with the notation corresponding to each case). The diagonal singular component of the eq. (9) (which is equal to $`\rho _{})`$ is time independent, therefore it is impossible that a different decoherence process takes place in this component to eliminate the off-diagonal terms, in the other dynamical variables. Therefore, the only thing to do is to try to find if there is a basis where these diagonal terms vanish at any time and therefore there is a perfect and complete decoherence. For $`t\mathrm{}`$ this basis in fact exists and it is known as the final pointer basis. Let $`\{H,O_1,\mathrm{}O_N\}`$ be the usual complete set of commuting observables (CSCO) that we are using to make our calculations and $`\{\|\omega ,m_1,\mathrm{},m_N+>\}`$ (that we will simply call $`\{\|\omega ,m_1,\mathrm{},m_N>\}`$ from now on) the corresponding eigenbasis. Then introducing the new indices in eq. (12) the equilibrium diagonal state reads: $$\rho _{}=\underset{m_1,\mathrm{},m_N,m_1^{},\mathrm{},m_N^{}}{}\rho _{m_1,\mathrm{},m_N,m_1^{},\mathrm{},m_N^{}}^{(\omega )}(\omega ,m_1,\mathrm{},m_N,m_1^{},\mathrm{},m_N^{}\|d\omega $$ (14) From what we have said under eq. (8) it is: $$(\rho _{m_1,\mathrm{},m_N,m_1^{},\mathrm{},m_N^{}}^{(\omega )})^{}=\rho _{m_1^{},\mathrm{},m_N^{},m_1,\mathrm{},m_N}^{(\omega )}$$ (15) therefore this matrix can be diagonalized and there is a basis $`\{(\omega ,l_1,\mathrm{},l_N\|\}`$ where the matrix $`\rho _{}`$ reads: $$\rho _{}=\underset{l_1,\mathrm{},l_N}{}\rho _{l_1,\mathrm{},l_N}^{(\omega )}(\omega ,l_1,\mathrm{},l_N\|d\omega $$ (16) Now we can define the observables: $$P_i=\underset{l_1,\mathrm{},l_N}{}P_{l_1,\mathrm{},l_N}^{(i,\omega )}(\omega ,l_1,\mathrm{},l_N\|d\omega $$ (17) and the CSCO $`\{H,P_1,\mathrm{},P_N\},`$ where the singular component $`\rho _{}`$ is diagonal in the dynamical variables corresponding to the observables $`P_1,\mathrm{},P_N`$ from the very beginning. This is the final pointer basis where there is perfect decoherence. Final pointer basis is therefore defined by the dynamics of the model and by the quantum state considered, in complete agreement with the literature on the subject. The classical statistical limit will be complete if we transform all these equations via a Wigner integral as we will in each example using the corresponding notation. ## III The Mott problem. ### A Decoherence. After these general considerations let us now go to our first problem. The hamiltonian of eq. (2) can be decomposed as: $$H=H_0+V$$ (18) $$H_0=\frac{1}{2M}\frac{1}{r^2}\frac{}{r}r^2\frac{}{r}+\frac{L^2}{2Mr^2}$$ (19) $$V=W(r)$$ (20) allowing the definition of the Lippmann-Schwinger basis. Its essential property is its spherical symmetry. We will see how this symmetry leads directly to the result above, avoiding the diagonalization procedure used in section II. In order to conserve this symmetry it is necessary that the nucleus prepares only spherically symmetric states. Thus, we can foresee that the CSCO corresponding to the pointer basis must contain the generator of angular rotation so it must be $`\{H,L^2,L_z\}.`$ The pointer basis must then be the usual $`\{\|\omega ,l,m>\}`$ basis. In fact, let us consider an initial state functional $`\rho _0`$ with spherical symmetry. If $`\overline{𝕃}`$ is the generator the of densities rotations, a rotation of the state by an angle $`\overline{\phi }`$ gives $`\rho _0=\mathrm{exp}\{i\overline{𝕃}\overline{\phi }\}\rho _0`$, or equivalently $`(\mathrm{exp}\{i\overline{𝕃}\overline{\phi }\}\rho _0\|O)=(\rho _0\|\mathrm{exp}\{i\overline{L}\overline{\phi }\}O\mathrm{exp}\{i\overline{L}\overline{\phi }\}),`$ for any observables $`O𝒪`$. In the last expression, $`\overline{L}`$ is the angular momentum operator. From the last equation we obtain $$(\overline{𝕃}\rho _0\|O)=(\rho _0\|[\overline{L},O])=0.$$ (21) The observables $`O`$ have the form $`O`$ $`=`$ $`{\displaystyle \underset{lm}{}}{\displaystyle \underset{l^{}m^{}}{}}{\displaystyle 𝑑\omega O_{lm,l^{}m^{}}(\omega )\|\omega lm\omega l^{}m^{}\|}+`$ (23) $`+{\displaystyle \underset{lm}{}}{\displaystyle \underset{l^{}m^{}}{}}{\displaystyle 𝑑\omega 𝑑\omega ^{}O_{lm,l^{}m^{}}(\omega ,\omega ^{})\|\omega lm\omega ^{}l^{}m^{}\|},`$ and therefore equation (21) gives $$(\rho _0\|[\overline{L},\|\omega lm\omega ^{}l^{}m^{}\|])=0.$$ (24) These equations are equivalent to $$(\rho _0\|[L_z,\|\omega lm\omega ^{}l^{}m^{}\|])=0,(\rho _0\|[L_\pm ,\|\omega lm\omega ^{}l^{}m^{}\|])=0,L_\pm =L_x\pm L_y.$$ (25) Taking into account that $$L_z\|l,m=m\|l,mL_\pm \|l,m=\sqrt{l(l+1)m(m\pm 1)}\|l,m\pm 1,$$ (26) we obtain $`0=(mm^{})(\rho _0\|\|\omega ,l,m\omega ^{},l^{},m^{}\|)`$ $`0`$ $`=`$ $`\sqrt{l(l+1)m(m\pm 1)}(\rho _0\|\|\omega ,l,m\pm 1\omega ^{},l^{},m^{}\|)`$ (28) $`\sqrt{l^{}(l^{}+1)m^{}(m^{}1)}(\rho _0\|\|\omega ,l,m\omega ^{},l^{},m^{}1\|).`$ both for $`\omega =\omega ^{}`$ or $`\omega \omega ^{}.`$ These equations give $`(\rho _0\|\|\omega ,l,m\omega ^{},l^{},m^{}\|)`$ $`=`$ $`\rho _l^0(\omega ,\omega ^{})\delta _{ll^{}}\delta _{mm^{}}`$ (29) $`(\rho _0\|\|\omega ,l,m\omega ,l^{},m^{}\|)`$ $`=`$ $`\rho _l^0(\omega )\delta _{ll^{}}\delta _{mm^{}}.`$ (30) Thus any symmetric $`\rho _0`$ is diagonal, in $`l`$ and $`m.`$ We will repeat the conclusion of the previous section and see, in this particular case, how the time evolution produces the diagonalization: namely $`\rho _l^0(\omega ,\omega ^{})`$ will vanishes when $`t\mathrm{}.`$ As in eq. (10), the time evolution reads: $`O_{\rho _t}`$ $`=`$ $`(\rho _t\|O)=(\rho _0\|e^{iHt}Oe^{iHt})=`$ (31) $`=`$ $`{\displaystyle 𝑑\omega \underset{l=0}{\overset{\mathrm{}}{}}\rho _l^0(\omega )\underset{m=l}{\overset{+l}{}}O_{lm,lm}(\omega )}+`$ (33) $`+{\displaystyle 𝑑\omega 𝑑\omega ^{}\underset{l=0}{\overset{\mathrm{}}{}}\rho _l^0(\omega ,\omega ^{})\mathrm{exp}\{i(\omega \omega ^{})t\}\underset{m=l}{\overset{+l}{}}O_{lm,lm}(\omega ,\omega ^{})}.`$ Riemann-Lebesgue theorem can be used in this expression to obtain the ”final” state $$O_\rho _{}=(\rho _{}\|O)=\underset{t\mathrm{}}{lim}(\rho _t\|O)=𝑑\omega \underset{l=0}{\overset{\mathrm{}}{}}\rho _l^0(\omega )\underset{m=l}{\overset{+l}{}}O_{lm,lm}(\omega ).$$ (34) where $`\rho _l^0(\omega ,\omega ^{})`$ has disappeared. If we define, in analogy to eqs. (6) and (7) the functional $`(\omega ,l,m\|`$ acting on an observable $`O`$ of the form given in equation (23) by $`(\omega ,l,m\|O)=O_{lm,lm}(\omega )`$, we can give the following expression for the asymptotic form of the state $$(\rho _{}\|=W\underset{t\mathrm{}}{lim}(\rho _t\|O)=d\omega \underset{l=0}{\overset{\mathrm{}}{}}\rho _l^0(\omega )\underset{m=l}{\overset{+l}{}}(\omega ,l,m\|.$$ (35) Of course $`(\rho _{}\|`$ is also spherically symmetric since it is symmetric in $`l`$ and $`m`$. We do not address in this paper the mechanism used by the nucleus to prepare the states in such a spherically symmetric way. But we are just studying the case where all the elements of the nucleus are spherically symmetric, and also the quantum states involved, because we are precisely trying to explain the breaking of this symmetry and the appearance of the radial structure. Then, it is clear that the only possibility is to begin with a spherically symmetric structure and with states satisfy the equations above. Therefore: i.-The origin of the decoherence in the energy is the time evolution. ii.- The origin of the decoherence in the angular variables is the preparation of the quantum state, which is spherically symmetric in our model. This symmetry is preserved by the time evolution. Let us observe that, as our model is spherically symmetric, any CSCO $`\{H,𝐋^2,L_z\},`$ for any arbitrary $`z`$ axis, will correspond to the final pointer basis. But if the symmetry would be cylindrical along the axis $`z,`$ being the center of an angular coordinate $`\phi `$ with generator $`L_z`$, the only CSCO related with a final pointer basis, for the cylindrical quantum states, would be $`\{H,p_z,L_z\}.`$ So we see how the symmetry of the equation and the states defines the final pointer bases and their number. ### B The limit $`\mathrm{}0`$ and the classical $`\rho _{}^{(cl)}(q,p).`$ Let us now compute the classical analogue of $`\rho _{},`$ as promised at the end of section II. We will prove that the distribution function $`\rho _{}^{(W)}(q,p)`$, that corresponds to the density matrix $`\rho _{}`$ via the Wigner integral is simply a function of the classical constant of the motion, in our case $`H(q,p),`$ $`𝐋^2(q,p),`$ $`L_z(q,p),`$ precisely: $$\rho _{}^{(W)}(q,p)=\rho _{}(H(q,p),𝐋^2(q,p),L_z(q,p))$$ (36) To simplify the demonstration let us consider only the constant $`H(q,p).`$ From eq. (12) we have: $$\rho _{}=\rho _{}(\omega )(\omega \|d\omega $$ (37) So we must compute: $$\rho _\omega ^{(W)}(q,p)=\pi ^1(\omega \|\|q+\lambda q\lambda \|)e^{2ip\lambda }d\lambda $$ (38) We know, from , section II C, that the characteristic property of $`(\omega \|`$ is: $$(\omega \|H^n)=\omega ^n$$ (39) Using the relation between quantum and classical inner products of operators ( eq. (2.13)) we deduce that the characteristic property of $`\rho _\omega ^{(W)}(q,p)`$ is: $$\rho _\omega ^{(W)}(q,p)[H(q,p)]^n𝑑q𝑑p=\omega ^n+O(\mathrm{})$$ (40) for any natural number $`n.`$ From now on we will work in the limit $`\mathrm{}0`$ and therefore all the $`O(\mathrm{})`$ will disappear. Thus $`\rho _\omega ^{(cl)}(q,p)`$ must be: $$\rho _\omega ^{(W)}(q,p)=\delta (H(q,p)\omega )>0$$ (41) which turns out to be a distribution, namely a functional as $`\rho _{}`$. Therefore, going back to eq. (37) and since the Wigner relation is linear, we have: $$\rho _{}^{(W)}(q,p)=\rho _{}(\omega )\rho _\omega ^{(W)}(q,p)𝑑\omega =\rho _{}(\omega )\delta (H(q,p)\omega )𝑑\omega =\rho _{}(H(q,p))>0$$ (42) q.e.d. Generalizing this reasoning we can prove eq. (36). Moreover the generalized eq. (42) reads: $$\rho _{}^{(W)}(q,p)=\underset{l,m}{}\rho _{}(\omega ,l,m)\rho _{\omega ,l,m}^{(W)}(q,p)d\omega $$ (43) where $`\rho _{}(\omega ,l,m)=\rho _l^0(\omega )`$ of eq. (29) <sup>\</sup><sup>\</sup>\Even if, by symmetry reasons $`m`$ is absent as an index of $`\rho _l^0(\omega )`$ we have introduced this index in $`\rho _{}(\omega ,l,m)`$ for two reasons: i.-It may be present in a more general case (as the cosmological one). ii.- It is present in $`\rho _{\omega ,l,m}^{(cl)}.`$ and $`\rho _{\omega ,l,m}^{(W)}(q,p)`$ reads: $$\rho _{\omega ,l,m}^{(W)}(q,p)=\delta (H(q,p)\omega )\delta (𝐋^2(q,p)l(l+1))\delta (L_z(q,p)m)$$ (44) and can be interpreted as the state where $`\omega ,`$ $`l,`$ $`m`$ are well defined and the corresponding classical canonically conjugated variables completely undefined since $`\rho _{\omega ,l,m}^{(W)}`$ is not a function of these variables. Then there is a complete coincidence with the result of the previous section. From the last two equations we obtain (36) as we promised. Now all the classical canonically conjugated variables of the momenta $`H,`$ $`𝐋^2,`$ $`L_z`$ do exist since they can be found solving the corresponding Poisson brackets differential equations <sup>††</sup><sup>††</sup>††On the contrary, $`H`$ and $`L^2`$ have not quantum canonically conjugated dynamical variables since their spectra are bounded for below.. But as the momenta $`H,𝐋^2,L_z`$, that we will call generically $`l,`$ are also constants of the motion, we have $`l^{}=H/a=0`$, where $`a`$ is the coordinate canonically conjugated to $`l,`$ so $`H`$ is just a function of $`l`$ and: $$a^{}=\frac{H(l)}{l}=\varpi (l)=const.$$ (45) so: $$a=\varpi (l)t+a_0$$ (46) These are the classical motions corresponding to the motion of the wave packet of the previous subsection. As in this section $`l`$ is completely defined and $`a_0`$ completely undefined due to spherical symmetry, in such a way that the motions represented in the last equation homogeneously fill the surface $`l=const`$. (really $`H=const,`$ $`𝐋^2=const.,`$ $`L_z=const.`$ for our case), namely a usual classical torus of phase space. Then, eq. (43) can be considered as the expansion of $`\rho _{}^{(cl)}(q,p)`$ in the classical motion just described, contained in $`\rho _{n,l,m}^{(cl)}(q,p),`$ each one with a probability $`\rho _{}(n,l,m).`$ Summing up: i.- We have shown that the density matrix $`\rho (t)`$ evolves to a diagonal density matrix $`\rho _.`$ ii.- This density matrix has $`\rho _{}^{(cl)}(q,p)`$ as its corresponding classical density. iii.- This classical density can be decomposed in classical motions where $`H,`$ $`𝐋^2,`$ and $`L_z`$ remains constant, answering question i of the introduction. iv.- Finally, for $`r\mathrm{}`$ the classical analogue of eq. (18): $$H=\frac{1}{2M}p_r^2+\frac{𝐋^2}{2Mr^2}+W(r)$$ (47) show that in the classical motions we can consider $`𝐋^2=0`$ when $`r\mathrm{}`$ <sup>‡‡</sup><sup>‡‡</sup>‡‡A close study of the initial conditions, that necessarily are located near the center of the nucleus will improve the demonstration of this result. For the sake of conciseness we do not include these reasonings.. Thus the classical motions far from the nucleus can be considered as radial, answering question ii of the introduction. Finally as: $$\delta (\theta \theta ^{(0)})\delta (\phi \phi ^{(0)})𝑑\theta ^{(0)}𝑑\phi ^{(0)}=1$$ (48) where $`\theta `$ and $`\phi `$ are the usual polar coordinates. Since far from the nucleus $`l=m=0,`$ we can write eq. (43) as: $$\rho _{}^{(W)}(q,p)=\rho _{}(\omega ,0,0)\delta (H(q,p)\omega )\delta (\theta \theta ^{(0)})\delta (\phi \phi ^{(0)})𝑑\theta ^{(0)}𝑑\phi ^{(0)}𝑑\omega $$ (49) where $`\delta (H(q,p)\omega )\delta (\theta \theta ^{(0)})\delta (\phi \phi ^{(0)})`$ can be considered as the classical density of the classical particles with radial motions defined by the energy $`\omega `$ and the angles $`\theta ^{(0)}`$ and $`\phi ^{(0)}.`$ The final classical equilibrium density is thus decomposed in the densities of radial classical trajectories, as in eq. (3). So finally we have an isotropic ensemble of particles in radial motion. This is the classical statistical limit of our wave function. We have gone from quantum mechanics to classical statistical mechanics . To single out any one of the trajectories to obtain a single classical motion is clearly impossible, at the statistical mechanics level, since it would brake the spherical symmetry of the initial wave function. But the statistical state is composed of single radial motions, at the classical level, as any population is composed of individuals. ### C Localization and correlations. These phenomena will appears for adequate potential and initial conditions (see ). If $`W(r)=0`$ we know that the wave packet will spread, so the real $`W(r)`$ must be such that the eventual spreading be as slow as necessary in order to see the radial trajectories in the bubble chamber. ### D Discussions and comments. #### 1 The time. We have postulate the global existence of time in section IIA. This postulate was motivated in the fact that this is a global feature of the universe. But, in order to mimic the cosmological case of the second example, let us imagine for a moment that our model would be considered as a model of the whole universe <sup>\</sup><sup>\</sup>\This will be the case in the first problem. In the second one we will deal with the real universe and reproduce the same kind of arguments.. Then it would be impossible to postulate the existence of time based in an exterior global structure. A way to solve this problem would be to postulate decoherence through eq. (12), namely the existence of some kind of evolution with such a final diagonal state which corresponds to the fact that the universe really ends in a classical states. Then we can define the time over the classical trajectory labelled by $`\omega `$ and $`l`$ via eq. (47) as: $$M\frac{dr}{dt}=\sqrt{2M\left[\omega \frac{l(l+1)}{2Mr^2}W(r)\right]}$$ (50) i. e.: $$t=\frac{1}{\sqrt{2}}_0^r\frac{dr}{\sqrt{\omega \frac{l(l+1)}{2Mr^2}W(r)}}$$ (51) Thus we can see the interrelation of the time, the decoherence, and the elimination of the uncertainty relations. The usual procedure is to postulate the existence of time and follow the chain time$``$decoherence$``$elimination of the uncertainty relations. In this case we are using the traditional way of thinking of classical and non relativistic quantum mechanics: time is a primitive concept. But, as we have explained, another chain is feasible: decoherence$``$elimination of the uncertainty relations$``$time, and that would be the chain that we must use if we consider the whole universe. In this last case we could postulate (based on a obvious observational fact) that the quantum physics of the universe is such that it has a tendency towards a classical regime (decoherence + elimination of the uncertainty relations). This tendency would be the primitive concept in this case and time would be a derived concept in perfect accord with Mach philosophy (see also ). So question iii of the introduction is answered. We will come back to these arguments in the cosmological case in section IVD3 where we will go further on. We will postulate the existence of a parameter $`\eta ,`$ that at the quantum level will take the role of time, namely $`\|\eta =e^{iHt}\|0,`$ and show that there is decoherence in this parameter that, therefore, becomes a classical one. #### 2 Why the outgoing solutions? The answer to this question can be searched in one of the essential properties of the actual state of the real universe: it is time-asymmetric, in spite of the fact that its evolution laws are time-symmetric, e. g.: i.- Even if we have incoming and outgoing scattering states, only the second ones behave spontaneously, while the first ones must be produced by a source of energy <sup>\†</sup><sup>\†</sup>\†Incoming states will transform the stable nucleus in a unstable one. Outgoing states will radiate the energy produced when the unstable nucleus evolves to a equilibrium state in an spontaneous way.. ii.- Even if we have advanced and retarded solutions of the Maxwell equations the time asymmetry of the state of the universe force us to use the later ones and to neglect the former ones. iii.-At the quantum level, the space of admissible solutions is not the whole Hilbert Space but a subspace of this space, where causality can be introduced <sup>\‡</sup><sup>\‡</sup>\‡As causality is related with the analytic properties of wave functions , when we promote the energy $`\omega `$ to a complex variable $`z,`$ we can choose the admissible solutions as those wave functions that are analytic and bounded in the lower complex half-plane of variable $`z`$, even if we could choose those that have the same properties in the upper plane(or more precisely such that they belong to the Hardy class function space from below (or above) ). In this way causality is introduced and its physical consequences: dispersion relation, the fluctuation-dissipation theorem, the growing of entropy, etc. , .. Namely, as the laws of physics are time symmetric they always give us two t-symmetric possibilities. The universe is t-asymmetric and corresponds to one of this possibilities. From what we have said it must be clear that, in order to be completely satisfactory, the choice must be done in the whole universe, namely it must be global . Let us only consider the case ”i”, we must only choose outgoing states answering question iv. For our first problem we may use the WKB solution of the equation: $$\frac{d^2\psi (x)}{dx^2}+k^2(x)\psi (x)=0$$ (52) which is: $$\psi (x)=[k(x)]^{\frac{1}{2}}\mathrm{exp}[\pm ik(x)𝑑x]$$ (53) Then if we write the solutions of the eq. (2) as: $$\psi _{\omega lm}(𝐱)=\psi _{\omega lm}(r,\theta ,\phi )=Y_l^m(\theta ,\phi )\frac{u_{\omega l}(r)}{r}$$ (54) the function $`u_{\omega l}(r)`$ satisfies the equation: $$\frac{d^2u_{\omega l}(r)}{dr^2}+2M\left[\omega \frac{l(l+1)}{2Mr^2}W(r)\right]u_{\omega l}(r)=0$$ (55) If we can call: $$k_{\omega l}^2(r)=2M\left[\omega \frac{l(l+1)}{2Mr^2}W(r)\right]$$ (56) the WKB solution is : $$u_{\omega l}(r)=[k_{\omega l}(r)]^{\frac{1}{2}}\mathrm{exp}[\pm i_0^rk_{\omega l}(r)𝑑r]$$ (57) These are the two possibilities produced by our time symmetric theory. Then, in order that solution (57) would be out-going we must choose the sign +. In fact, far from the nucleus, when $`t\mathrm{},r\mathrm{}`$ we have $`k_{\omega l}(r)k_\omega =+\sqrt{2M\omega }`$ and considering the time evolution factor we have: $$e^{iHt}u_{\omega l}(r)=[k_\omega ]^{\frac{1}{2}}\mathrm{exp}[i(\omega tk_\omega r+const.)]$$ (58) and the wave evolution becomes the outgoing unilateral shift: $$r=\frac{\omega }{k_\omega }t+const.$$ (59) So the question iv of the introduction is also answered Perhaps it is interesting to observe that, following the ideas of paper , this typical outgoing nature of the shift (that is extremely important in the cosmological models ) it is only possible because, from the very beginning the configuration space has a characteristic structure: it is spherically symmetric and this fact defines the asymmetry $`r>0`$, namely the asymmetry that says that the origin $`O`$ is substantially different than the sphere at the infinity. Therefore: it is an asymmetry in configuration space that really introduces time-asymmetry . Without this asymmetry all the treatment would be impossible, since the ”outgoing” notion itself would be meaningless, and the choice of the lower half-plane unmotivated, (at least in the case where we consider our system as the whole universe and therefore we have no other physical phenomena to play with). Therefore the fact that an isolated nucleus radiates and never receives spontaneously radiation from the exterior, in a conspirative way, is a consequence of the fundamental time-asymmetry of the universe. But if, as a theoretical example, we consider this isolated system as the whole universe it is a consequence of the asymmetry of the configuration space of the model, in complete agreement with ref. . In the second example the time asymmetry has, more or less, the same origin: the global asymmetry of the universe as explained in reference .. ## IV The cosmological problem. ### A The model. Let us consider the flat Roberson-Walker universe (, ) with a metric: $$ds^2=a^2(\eta )(d\eta ^2dx^2dy^2dz^2)$$ (60) where $`\eta `$ is the conformal time and $`a`$ the scale of the universe. Let us consider a free neutral scalar field $`\mathrm{\Phi }`$ and let us couple this field with the metric, with a conformal coupling ($`\xi =\frac{1}{6})`$. The total action reads $`S=S_g+S_f`$ $`+S_i`$ and the gravitational action is: $$S_g=M^2𝑑\eta [\frac{1}{2}\stackrel{2}{\stackrel{}{a}}V(a)]$$ (61) where $`M`$ is the Planck mass, $`\stackrel{}{a}=da/d\eta ,`$ and the potential $`V`$ contains the cosmological constant term and eventually the contribution of some form of classical mater. We suppose that $`V`$ has a bounded support $`0aa_1.`$ We expand the field $`\mathrm{\Phi }`$ as: $$\mathrm{\Phi }(\eta ,𝐱)=f_𝐤e^{i𝐤𝐱}𝑑𝐤$$ (62) where the components of $`𝐤`$ are three continuous variables. The Wheeler De-Witt equation for this model reads (compare with eq. (1) for the first example)): $$H\mathrm{\Psi }(a,\mathrm{\Phi })=(h_g+h_f+h_i)\mathrm{\Psi }(a,\mathrm{\Phi })=0$$ (63) where: $`h_g={\displaystyle \frac{1}{2M^2}}_a^2+M^2V(a)`$ $`h_f={\displaystyle \frac{1}{2}}{\displaystyle (_𝐤^2k^2f_𝐤^2)𝑑𝐤}`$ $$h_i=\frac{1}{2}m^2a^2f_𝐤^2𝑑𝐤$$ (64) being $`m`$ the mass of the scalar field, $`𝐤/a`$ is the linear momentum of the field, and $`_𝐤`$ =$`/f_𝐤.`$ We can now go to the semiclassical regime using the WKB method (), writing $`\mathrm{\Psi }(a,\mathrm{\Phi })`$ as: $$\mathrm{\Psi }(a,\mathrm{\Phi })=\mathrm{exp}[iM^2S(a)]\chi (a,\mathrm{\Phi })$$ (65) and expanding $`S`$ and $`\chi `$ as: $$S=S_0+M^1S_1+\mathrm{},\chi =\chi _0+M^1\chi _1+\mathrm{}$$ (66) To satisfy eq. (63) at the order $`M^2,`$ $`S(a),`$ the principal Jacobi function, must satisfy the Hamilton-Jacobi equation: $$\left(\frac{dS}{da}\right)^2=2V(a)$$ (67) We can now define the (semi)classical time as in section III C (but now using an approximate solution only). It is a parameter $`\eta =\eta (a)`$ such that: $$\frac{d}{d\eta }=\frac{dS}{da}\frac{d}{da}=\pm \sqrt{2V(a)}\frac{d}{da}$$ (68) So: $$\eta =\frac{1}{\sqrt{2}}_{a_0}^a\frac{1}{\sqrt{V(a)}}𝑑a$$ (69) that must be compared with eq. (51), but in this equation the trajectories are completely classic, while in eq. (69) only $`a`$ is classic while $`\mathrm{\Phi }`$ remains as a quantum variable. The solution of eq. (69) is $`a=\pm F(\eta ,C),`$ where $`C`$ is an arbitrary integration constant. Different values of this constant and of the $`\pm `$ sign give different classical solutions for the geometry. Then, in the next order of the WKB expansion, the Schroedinger equation reads: $$i\frac{d\chi }{d\eta }=h(\eta )\chi $$ (70) where: $$h(\eta )=h_f+h_i(a)$$ (71) precisely: $$h(\eta )=\frac{1}{2}\left[\frac{^2}{f_𝐤^2}+\mathrm{\Omega }_𝐤^2(a)f_k^2\right]𝑑𝐤$$ (72) where: $$\mathrm{\Omega }_\varpi ^2=m^2a^2+k^2=m^2a^2+\varpi $$ (73) and $`\varpi =k^2`$ and $`k=\|𝐤\|.`$ So the time dependence of the hamiltonian comes from the function $`a=a(\eta ).`$ Let us now consider a scale of the universe such that $`a_{out}a_1`$. We will consider the evolution in this region where the geometry is almost constant. Therefore we have an adiabatic final vacuum $`\|0`$ and adiabatic creation and annihilation operators $`a_𝐤^{}`$ and $`a_𝐤.`$ Then $`h=h(a_{out})`$ reads: $$h=\mathrm{\Omega }_\varpi a_𝐤^{}a_𝐤𝑑𝐤$$ (74) We can now consider the Fock space and a basis of vectors: $$\|𝐤_1,𝐤_2,\mathrm{},𝐤_n,\mathrm{}\|\{k\}=a_{𝐤_1}^{}a_{𝐤_2}^{}\mathrm{}a_{𝐤_n}^{}\mathrm{}\|0$$ (75) where we have called $`\{k\}`$ to the set $`𝐤_1,𝐤_2,\mathrm{},𝐤_n,\mathrm{}`$ The vectors of this basis are eigenvectors of $`h:`$ $$h\|\{k\}=\omega \|\{k\}$$ (76) where: $$\omega =\underset{𝐤\{𝐤\}}{}\mathrm{\Omega }_\varpi =\underset{𝐤\{𝐤\}}{}(m^2a_{out}^2+\varpi )^{\frac{1}{2}}$$ (77) We can now use this energy to label the eigenvector as: $$\|\{k\}=\|\omega ,[𝐤]$$ (78) where $`[𝐤]`$ is the remaining set of labels necessary to define the vector unambiguously. $`\{\|\omega ,[𝐤]\}`$ is obviously an orthonormal basis so eq. (74) reads: $$h=\omega \|\omega ,[𝐤]\omega ,[𝐤]\|𝑑\omega d[𝐤]$$ (79) This is the hamiltonian that corresponds to (4) in the cosmological case. ### B Decoherence in the other dynamical variables. We can obtain the decoherence in the energy as in section II. Then, if we reintroduce the other dynamical variables in eq. (12) we obtain: $$(\rho _{}\|=\rho _{\omega [𝐤][𝐤^{}]}(\omega ,[𝐤],[𝐤^{}]\|d\omega d[𝐤]𝐝[𝐤^{}]$$ (80) where {$`(\omega ,[𝐤],[𝐤^{}]\|,(\omega ,\omega ^{},[𝐤],[𝐤^{}]\}`$ is the cobasis {$`(\omega \|,(\omega ,\omega ^{}\|\}`$ but now showing the hidden $`[𝐤].`$ This equation corresponds to (14) in the cosmological case. Let us observe that if we would use polar coordinates for $`𝐤`$ eq.(62) reads: $$\mathrm{\Phi }(x,n)=\underset{lm}{}\varphi _{klm}dk$$ (81) where: $$\varphi _{klm}=f_{k,l}(\eta ,r)Y_m^l(\theta ,\phi )$$ (82) where $`k`$ is a continuous variable, $`l=0,1,\mathrm{},;`$ $`m=l,\mathrm{},l;`$ and $`Y`$ are spherical harmonic functions. So the indices $`k,l,m`$ contained in the symbol $`𝐤`$ are partially discrete and partially continuous. As $`\rho _{}^{}=\rho _{}`$ then $`\rho _{\omega [𝐤^{}][𝐤]}^{}=`$ $`\rho _{\omega [𝐤][𝐤^{}]}`$ and therefore a set of vectors $`\{\|\omega ,[𝐥]\}`$ exists such that: $$\rho _{\omega [𝐤][𝐤^{}]}\|\omega ,[𝐥]_{[𝐤^{}]}d[𝐤^{}]=\rho _{\omega [𝐥]}\|\omega ,[𝐥]_{[𝐤]}$$ (83) namely {$`\|\omega ,[𝐥]\}`$ is the eigenbasis of the operator $`\rho _{\omega [𝐤][𝐤^{}]}.`$ Then $`\rho _{\omega [𝐥]}`$ can be considered as an ordinary diagonal matrix in the discrete indices like the $`l`$ and the $`m`$, and a generalized diagonal matrix in the continuous indices like $`k`$ E. g.: We can deal with this generalized matrix rigging the space $`𝒮`$ and using the Gel’fand-Maurin theorem , this procedure allows us to define a generalized state eigenbasis for system with continuous spectrum. It has been used to diagonalize hamiltonians with continuous spectra in , , , etc.. Under the diagonalization process eq. (80) is written as: $$(\rho _{}\|=U_{[𝐤]}^{[𝐥]}\rho _{\omega [𝐥][𝐥^{}]}U_{[𝐤^{}]}^{[𝐥^{}]}U_{[𝐤^{}]}^{[𝐥^{\prime \prime }]}(\omega ,[𝐥^{\prime \prime }],[𝐥^{\prime \prime \prime }]\|U_{[𝐤]}^{[𝐥^{\prime \prime \prime }]}d\omega d[𝐤]𝐝[𝐤^{}]d[𝐥]𝐝[𝐥^{}]d[𝐥^{\prime \prime }]𝐝[𝐥^{\prime \prime \prime }]$$ (84) where $`U_{[𝐤]}^{[𝐥]}`$ is the unitary matrix used to perform the diagonalization and: $$\rho _{\omega [𝐥][𝐥^{}]}=\rho _{\omega [𝐥]}\delta _{[𝐥][𝐥^{}]}$$ (85) where: $$\rho _{\omega [𝐥][𝐥]}=\rho _{\omega [𝐥]}=U_{[𝐥]}^{[𝐤]}\rho _{\omega [𝐤][𝐤^{}]}U_{[𝐥]}^{[𝐤^{}]}d[𝐤]d[𝐤^{}]$$ (86) so we can define: $$(\omega ,[𝐥]\|=(\omega ,[𝐥],[𝐥]\|=U_{[𝐥]}^{[𝐤]}(\omega ,[𝐤],[𝐤^{}]\|U_{[𝐥]}^{[𝐤^{}]}d[𝐤]d[𝐤^{}]$$ (87) We can repeat the procedure with vectors $`(\omega ,\omega ^{},[𝐤],[𝐤^{}]\|`$ and obtain vector $`(\omega ,\omega ^{},[𝐥]\|.`$ In this way we obtain a diagonalized cobasis {$`(\omega ,[𝐥]\|,(\omega ,\omega ^{},[𝐥]\}.`$ So we can now write the equilibrium state as: $$\rho _{}=\rho _{\omega [𝐥]}(\omega ,[𝐥]\|d\omega d[𝐥]$$ (88) which corresponds to (16) in the cosmological case. Since vectors $`(\omega ,[𝐥]\|`$ can be considered as diagonals in all the variables we have obtained decoherence in all the dynamical variables. This fact will become clearer once we study the observables related with this vector and introduce the notion of final pointer basis. So, let us now consider the observable basis {$`\|\omega ,[𝐥]),\|\omega ,\omega ^{},[𝐥])\}`$ dual to the state cobasis $`\{(\omega ,[𝐥]\|,(\omega ,\omega ^{},[𝐥]\|\}.`$ From eq. (6) and as the $`\omega `$ does not play any role in the diagonalization procedure we obtain: $$\|\omega ,[𝐥])=\|\omega ,[𝐥]\omega ,[𝐥]\|,\|\omega ,\omega ^{},[𝐥])=\|\omega ,[𝐥]\omega ^{},[𝐥]\|$$ (89) So in the basis {$`\|\omega ,[𝐥]),\|\omega ,\omega ^{},[𝐥])\}`$ the hamiltonian reads: $$h=\omega \|\omega ,[𝐥])d\omega d[𝐥]=\omega \|\omega ,[𝐥]\omega ,[𝐥]\|d\omega d[𝐥]$$ (90) Now, we can also define the operators: $$𝐋=𝐥\|\omega ,[𝐥])d\omega d[𝐥]=𝐥\|\omega ,[𝐥]\omega ,[𝐥]\|d\omega d[𝐥]$$ (91) that can also be written, as in eq. (17): $$L_i=l_i\|\omega ,[𝐥])d\omega d[𝐥]=l_i\|\omega ,[𝐥]\omega ,[𝐥]\|d\omega d[𝐥]$$ (92) where $`i`$ is an index such that it covers all the dimension of the $`𝐥`$ <sup>\∥</sup><sup>\∥</sup>\∥In principle the matter field $`\mathrm{\Phi }`$ may have any number of particles $`N`$. But since we are working in the final stage of the universe evolution with $`aa_{out}`$, this number is a constant. Then the number of observables in the CSCO is $`4N`$ and the ket in configuration variables read $`\|`$$`\eta ,[𝐱]=\|\{x\},`$ where $`[𝐱]`$ is the space position of the $`4N`$ particles.. Now we can consider the set $`(h,L_i),`$ which is a CSCO, since all the members of the set commute, because they share a common basis and find the corresponding eigenbasis of the set, precise $`\|\omega ,[𝐥]`$ since <sup>\*</sup><sup>\</sup>\*In some occasions we will call $`h=L_0`$ and $`\omega =l_0.`$: $$h\|\omega ,[𝐥]=\omega \|\omega ,[𝐥]$$ (93) $$L_i\|\omega ,[𝐥]=l_i\|\omega ,[𝐥]$$ (94) Of course the $`L_i`$ are constant of the motion because they commute with $`h.`$ From all these equations we can say that: i.- $`(h,L_i)`$ is the final pointer CSCO. ii.- {$`\|\omega ,[𝐥]),\|\omega ,\omega ^{},[𝐥])\}`$ is the final pointer observable basis. iii.-$`\{(\omega ,[𝐥]\|,(\omega ,\omega ^{},[𝐥]\|\}`$ is the final pointer states cobasis. In fact, from eq. (88) we see that the final equilibrium state has only diagonal terms in this state (those corresponding to vectors $`(\omega ,[𝐥]\|)`$ , it has not off-diagonal terms (those corresponding to vectors $`(\omega ,\omega ^{},[𝐥]\|,(\omega ,[𝐤],[𝐤^{}]\|,`$ or $`(\omega ,\omega ^{},[𝐤],[𝐤^{}]\|),`$ and therefore we have decoherence in all the dynamical variables. ### C The limit $`\mathrm{}0`$ and the classical $`\rho _{}^{(cl)}(x,k).`$ Let us restore the notation $`\{l\}=(\omega ,[𝐥]),`$ $`\{k\}=(\omega ,[𝐤]),`$ as in eq. (78) and let us consider the configuration kets $`\|\{x\}=\|\eta ,[𝐱].`$ Since we are considering the period when $`aa_{out}`$ the system with hamiltonian (72) is just a set of infinite oscillators with constants $`\mathrm{\Omega }_𝐤(a_{out})`$ that represent a scalar field with mass $`ma_{out}`$. Then we are just dealing with a classical set of $`N`$ particles, with coordinates $`[𝐱]`$ and momenta $`[𝐤].`$ Then, as in eq. (38) we can introduce the Wigner function corresponding to generalized state $`\|\{l\}).`$ $$\rho _{\{l\}}^{(W)}([𝐱],[𝐤])=\pi ^{4N}(\{l\}\|𝐱+\lambda 𝐱\lambda \|)e^{2i[\lambda ][𝐤]}d^{4n}\lambda $$ (95) Using the same reasoning that we have used to obtain eq. (41) it reads: $$\rho _{\{l\}}^{(W)}([𝐱],[𝐤])=\underset{i}{}\delta (L_i^W([𝐱],[𝐤])l_i)$$ (96) where $`L_i^W([𝐱],[𝐤])`$ is the classical observable obtained from $`L_i`$ via the Wigner integral (considering $`h=L_0`$ and including $`0`$ among the indices $`i).`$ Now, with the new notation (95), eq. (93) reads: $$\rho _{}=\rho _{}\{l\}(\{l\}\|d\{l\}$$ (97) the if we call: $$\rho _{}^{(W)}([𝐱],[𝐤])=\pi ^{4N}(\{\rho _{}\|𝐱+\lambda 𝐱\lambda \|)e^{2i[\lambda ][𝐤]}d^{4n}\lambda $$ (98) we obtain, as in eq. (36): $$\rho _{}^{(W)}([𝐱],[𝐤])=\rho _{}^{(W)}(L_0^W([𝐱],[𝐤]),L_1^W([𝐱],[𝐤]),\mathrm{})$$ (99) So finally: $$\rho _{}^{(W)}([𝐱],[𝐤])d\{l\}\rho _{\{l\}}\rho _{}^{(W)}([𝐱],[𝐤])\delta (\{L^W\}\{l\})=d\{l\}\rho _{\{l\}}\|\underset{i}{}\delta (L_i^Wl_i)$$ (100) The last equation can be interpreted as follows: i.- $`\delta (\{p\}\{l\})`$ is a classical density function, strongly peaked at certain values of the constants of motion $`\{l\},`$ corresponding to a set of trajectories, where the momenta are equal to the eigenvalues of eqs. (93) and (94), namely $`L_i^W=l_i`$ $`(i=0,1,2,\mathrm{})`$. ii.- $`\rho _{\{l\}}`$ is the probability to be in one of these sets of trajectories labelled by $`\{l\}`$. Precisely: if some initial density matrix is given, from eq. (88) it is evident that its diagonal terms $`\rho _{\{l\}}`$ are the probabilities to be in the states $`(\omega ,[𝐥]\|`$ and therefore the probability to find, in the corresponding classical equilibrium density function $`\rho _{}^{(W)}([𝐱],[𝐤])`$, the density function $`\delta (\{L^W\}\{l\}),`$ namely the probability of the set of trajectories labelled by $`\{l\}=(\omega ,[𝐥]).`$ iii.- As in eq. (45) let $`𝐚`$ be the coordinate classically conjugated to $`𝐥`$ and let be $`𝐚_0`$ the coordinate $`𝐚`$ at time $`\eta =0`$, then we obtain the classical trajectories: $$𝐚=𝐥\eta +𝐚_0$$ (101) iv.- Let us now call $`\rho _{}\{l\}=p_{\{l\}[𝐚_0]}.`$ Really $`p_{\{l\}[𝐚_0]}`$ is not a function of $`𝐚_0`$, it simply is a constant in $`𝐚_0`$, since $`𝐚_0`$ is only an arbitrary point and our model is spatially homogenous. Then we can write: $$p_{\{l\}[𝐚_0]}=p_{\{l\}[𝐚_0]}\underset{i=1}{}\delta (a_ia_{0i})d[𝐚_0]$$ (102) in this way we have changed the role of $`𝐚_0`$, it was a fixed (but arbitrary) point and it is now a variable that moves all over the space. Then eq. (100) reads: $$\rho _{}^{(cl)}([𝐱],[𝐤])p_{\{l\}[𝐚_0]}\underset{i}{}\delta (L_i^Wl_i)\underset{j=1}{}\delta (a_ja_{0j})d[𝐚_0]d\{l\}$$ (103) So if we call : $$\rho _{\{l\}[𝐚_0]}^{(cl)}([𝐱],[𝐤])=\underset{i=0}{}\delta (L_i^Wl_i)\underset{j=1}{}\delta (a_ja_{0j})$$ (104) we have: $$\rho _{}^{(cl)}([𝐱],[𝐤])p_{\{l\}[𝐚_0]}\rho _{\{l\}[𝐚_0]}^{(cl)}([𝐱],[𝐤])d[𝐚_0]d\{l\}$$ (105) From eq. (104) we see that $`\rho _{\{l\}[𝐚_0]}^{(cl)}([𝐱],[𝐤])0`$ only in a narrow strip around the classical trajectory (101) defined by the momenta $`\{l\}`$ and passing through the point \[$`𝐚_0]`$ (really the density function is as peaked as it is allowed by the uncertainty principle, so its width is essentially a $`O(\mathrm{}),`$ since the $`\delta `$functions of all the equation are really Dirac’s deltas only when $`\mathrm{}0)`$ . So we have proved eq. (105) which, in fact, it is eq. (3) as announced <sup>\††</sup><sup>\††</sup>\††In this section, as in sectionn IIB, we have faced the following problem: $`\rho _{}^{(cl)}([𝐱],[𝐤])`$ is a $`𝐚`$ constant that we want to decompose in functions $`\rho _{\{l\}[𝐚_0]}^{(cl)}([𝐱],[𝐤])`$ which are different from zero only around the trajectory (101) and therefore are variables in $`𝐚.`$Then,essentially we use the fact that if $`f(x,y)=g(y)`$ is a constant function in $`x`$ we can decompose it as: $`g(y)={\displaystyle g(y)\delta (xx_0)𝑑x_0}`$ namely the densities $`\delta (xx_0)`$ are peaked in the trajectories $`x=x_0=const.,y=var.`$ and, therefore, are functions of $`x.`$ This trajectories play the role of those of eq. (102). As all the physics, including the correlations, is already contained in eq. (100), the reader may just consider the final part of this section, from eq. (102) to eq. (105) a didactical trick.. Then we have obtained the classical limit. When $`\eta \mathrm{}`$ the quantum density $`\rho `$ becomes a diagonal density matrix $`\rho _{}.`$ The corresponding classical distribution $`\rho _{}^{(cl)}([𝐱],[𝐤])`$ can be expanded as a sum of classical trajectories density functions $`\rho _{\{l\}[𝐚_0]}^{(cl)}([𝐱],[𝐤]),`$ each one weighted by its corresponding probability $`p_{\{l\}[𝐚_0]}.`$ So, as the limit of our quantum model we have obtained a statistical classical mechanical model, and the classical realm appears. ### D Localization and correlations. Under adequate initial conditions the motion can be concentrated in just one trajectory showing, the presence of correlations in this trajectory . The evolution of the concentration depends on potential $`V(a).`$ Of course, our ”trajectories” are not only one trajectory for a one particle state, but they are $`N`$ trajectories (each one corresponding to a momenta $`(l_1,l_2,\mathrm{}l_n)=\{l\}`$ and passing by a point ($`𝐚_1,𝐚_2,\mathrm{},𝐚_n)=[𝐚])`$ for the n particle states. ### E Discussion and comments. #### 1 Characteristic times. The decaying term of eq. (10) (i. e. the second term of the r. h. s.) can be analytically continued using the techniques explained in papers , , and . In these papers it is shown that each pole $`z_i=\omega _ii\gamma _i,`$ of the S-matrix (corresponding to the evolution $`a_{in}a_{out}`$, see $`)`$ of the problem considered, originates a damping factor $`e^{\gamma _i\eta }.`$ Then if $`\gamma =\mathrm{min}(\gamma _i)`$ the characteristic decoherence time is $`\gamma ^1.`$ This computation is done in the specific models of papers . If $`\gamma 1,`$ even if the Riemann-Lebesgue theorem is always valid, there is no practical decoherence since $`\gamma ^11.`$ #### 2 Sets of trajectories decoherence. It is usual to say that in the classical regime there is decoherence of the set trajectories labelled by the constant of the motion $`\omega ,`$ $`[𝐥]`$. This result can easily be obtained with our method in the following way. i.- Let us consider two different states $`\|\omega [𝐥]`$ and $`\|\omega ^{}[𝐥^{}]`$ that will define classes of trajectories with different constants of the motion $`(\omega ,[𝐥])(\omega ^{},[𝐥^{}]).`$ We must compute: $$\omega [𝐥]\|\rho _{}\|\omega ^{}[𝐥^{}]=(\rho _{}\|\|\omega \omega ^{}[𝐥][𝐥^{}])=[\rho _{\omega ^{\prime \prime }[𝐥^{\prime \prime }]}(\omega ^{\prime \prime }[𝐥^{\prime \prime }]\|d\omega ^{\prime \prime }d[𝐥^{\prime \prime }]]\|\omega \omega ^{}[𝐥][𝐥^{}])=0$$ (106) due to the orthogonality of the basis $`\{(\omega ,[𝐥]\|,(\omega ,\omega ^{},[𝐥]\|\}`$ . ii.- But if we compute: $`\omega [𝐥]\|\rho _{}\|\omega [𝐥]=(\rho _{}\|\|\omega [𝐥])=[{\displaystyle }\rho _{\omega ^{\prime \prime }[𝐥^{\prime \prime }]}(\omega ^{\prime \prime }[𝐥^{\prime \prime }]\|d\omega ^{\prime \prime }d[𝐥^{\prime \prime }]]\|\omega [𝐥])=`$ $$\rho _{\omega ^{\prime \prime }[𝐥^{\prime \prime }]}\delta (\omega \omega ^{\prime \prime })\delta ([𝐥][𝐥^{\prime \prime }])𝑑\omega ^{\prime \prime }d[𝐥^{\prime \prime }]=\rho _{\omega [𝐥]}0$$ (107) The last two equations complete the demonstration. We will discuss the problem of the decoherence of two trajectories, with the same $`\{l\}`$ but different $`[𝐚_0]`$ in subsection IVD4. #### 3 A discussion on time decoherence. It is well known that one of the main problems of quantum gravity is the problem of the time definition (see ). A not well studied feature of this problem is that, there must be a decoherence process related with time, since time is as a classical variable. In this subsection, using the functional technique, we will give a model that shows that this is the case (but we must emphasize that this subject is not completely developed). Let us postulate that there is a parameter $`\eta `$ such that the quantum states evolve as <sup>\‡‡</sup><sup>\‡‡</sup>\‡‡Of course $`\eta `$ is the conformal time of eq. (70), since (108) is a consequence of (70). But now we have postulated this last equation and we are searching the quantum properties of $`\eta .`$: $$\|\eta =e^{ih\eta }\|0$$ (108) We must compute $`\eta \|\rho _{}\|\eta ^{}`$ where $`\|\eta `$ and $`\|\eta ^{}`$ are two states of the system for different times. We do not know if $`\eta \|\rho _{}\|\eta ^{}`$ will decohere or not. If it decohers we can say that parameter $`\eta `$ is a classical one. $`\|\eta \eta ^{}\|`$ can be considered as an observable, then: $$\eta ^{}\|\rho _{}\|\eta =(\rho _{}\|\|\eta \eta ^{}\|)$$ (109) But: $$(\omega \|\|\eta \eta ^{}\|)=(\omega \|e^{ih\eta }\|00\|e^{ih\eta ^{}})=[e^{ih\eta ^{}}(\omega \|e^{ih\eta }]\|\|00\|)$$ (110) Now, for any observable $`O`$ we have: $`[e^{ih\eta ^{}}(\omega \|e^{ih\eta }]\|\|O)=[e^{ih\eta ^{}}(\omega \|e^{ih\eta }]\|[{\displaystyle }O_\omega ^{}\|\omega ^{})d\omega ^{}+{\displaystyle }{\displaystyle }O_{\omega ^{}\omega ^{\prime \prime }}\|\omega ^{},\omega ^{\prime \prime })d\omega ^{}d\omega ^{\prime \prime })=`$ $`[e^{ih\eta ^{}}(\omega \|e^{ih\eta }]\|[{\displaystyle }O_\omega ^{}\|\omega ^{})d\omega ^{}+\mathrm{}=(\omega \|[{\displaystyle }O_\omega ^{}e^{i\omega ^{}\eta }\|\omega ^{})e^{i\omega ^{}\eta ^{}}d\omega ^{}])=`$ $$e^{i\omega (\eta ^{}\eta )}(\omega \|O)$$ (111) where the second term disappears since $`(\omega \|\omega ^{},\omega ^{\prime \prime })=0.`$ Thus: $$(\omega \|\|\eta \eta ^{}\|)=e^{i\omega (\eta ^{}\eta )}(\omega \|\|00\|)$$ (112) So now we can compute the following two cases: i.- $$\eta ^{}\|\rho _{}\|\eta =(\rho _{}\|\|\eta \eta ^{}\|)=[\rho _\omega (\omega \|d\omega ]\|\|\eta \eta ^{}\|)=\rho _\omega e^{i\omega (\eta ^{}\eta )}(\omega \|\|00\|)d\omega 0$$ (113) when$`\|`$$`\eta ^{}\eta \|\mathrm{}`$ , due to the Riemann-Lebesgue theorem. ii.- Analogously: $$\eta \|\rho _{}\|\eta =\rho _\omega (\omega \|\|00\|)d\omega 0$$ (114) So we have time decoherence for two times $`\eta `$ and $`\eta ^{}`$ if they are far enough. This result is important for the problem of time definition, since in order to have a reasonable classical time this variable must first decohere. The result above shows that this is the case for $`\eta `$ and $`\eta ^{}`$ far enough <sup>†\</sup><sup>†\</sup>†\Using the method of section IVC1 we can compute $`\gamma .`$ Decoherence will take place for $`\|\eta \eta ^{}\|>\gamma ^1.`$, but also that, for closer times (namely such that their difference is smaller than Planck’s time) there is no decoherence and time cannot be considered as a classical variable. Classical time is a familiar concept but the real nature of the non-decohered quantum time is opened to discussion. But we must remark that, some how, we have followed the second line of thought of section IIC1: we have suppose the existence of an evolution $`e^{ih\eta },`$ where $`\eta `$ is only a parameter. We have prove that decoherence appears and find that $`\eta `$ behaves like a classical variable. May be this is the better way to introduce the classical time to postulate a ”quantum” $`\eta `$ and to find its properties. Moreover we have proved that the second line of section IIC1 can as well be followed. #### 4 Decoherence in the space variables. Now that we know that there is time decoherence we can repeat the reasoning for the rest of the variables $`𝐚`$ at time $`\eta =0`$ and changing eq. (108) by: $$\|[𝐚]=e^{i[𝐚][𝐥]}\|\mathrm{𝟎}$$ (115) and we will reach to the conclusions: i.- $$[𝐚]\|\rho _{}\|[𝐚^{}]0$$ (116) when $`\|`$$`𝐚𝐚^{}\|\mathrm{}.`$ ii,- $$[𝐚]\|\rho _{}\|[𝐚]0$$ (117) therefore there is also decoherence between two trajectories with the same $`\{l\}`$ but different $`[𝐚_0]`$. These facts complete the scenario about decoherence and the final classical limit. An analogy of section IIIC2 in the cosmological case can be found in paper . ## V Conclusion. We are convinced that the method of papers and is the best way to study both the Mott and the cosmological problem and to find the analogies and differences between then. We hope that the reader will share our conviction. For the most important of both model, the cosmological one we have shown that after the WKB expansion and the decoherence and the final classical limit process our quantum model has: i.-A defined classical time $`\eta `$ and a defined classical geometry related by eq. (70). ii.- Decoherence has appeared in a well defined final pointer basis. iii.- The quantum field has originated a classical final distribution function (eq. (105)) that is a weighted average of some set densities, each one related to a classical trajectory. The weight coefficients are the probabilities of each trajectory. We can foresee that if instead of a spinless field we would coupled the geometry with a spin 2 metric fluctuation field the result would be more or less the same. Then the corresponding quantum fluctuations would become classical fluctuations that would correspond to matter inhomogeneities (galaxies, clusters of galaxies, etc.) that will move along the trajectories described above. But this subject will be treated elsewhere with greater detail. ## VI Acknowledgments. We are very grateful to Julien Barbour who points us the relation between the Mott and the cosmological problems. This work was partially supported by grants CI1-CT94-0004 and PSS$`{}_{}{}^{}0992`$ of the European Community, PID 3183/93 of CONICET, EX053 of the Buenos Aires University, and also grants from Fundación Antorchas and OLAM Foundation.
warning/0006/astro-ph0006094.html	ar5iv	text	# Three high-redshift millimeter sources and their radio and near-infrared identifications ## 1 Introduction Recent determinations of the sky surface density of faint sub-millimeter sources have revolutionized our understanding of the star formation history of the universe by detecting a significant population of dust-obscured, massive star forming galaxies at high redshift. Detections at 350 GHz of apparently high-redshift sub-millimeter (sub-mm) sources in the Hubble Deep Field (Hughes et al. hughes98 (1998)), in three fields observed as part of the Canada-UK Deep Submillimeter Survey (Lilly et al. lilly99 (1999); Eales et al. eales99 (1999)), and in a survey of galaxy clusters (Smail et al. smail97 (1998); Ivison et al. 1998a , 1998b ) imply that optical studies may have under-estimated the integrated cosmic star formation rate at $`z2`$ by at least a factor two, by missing dust-obscured massive star forming systems that can now be detected at sub-mm wavelengths. The preliminary redshifts assigned to the detected sub-mm sources would imply a rising co-moving star formation rate to redshifts of 3 at least (Blain et al. blain99 (1999); see Trentham et al. \[trentham99 (1999)\] for a deviating interpretation). This excess star formation seems to occur in galaxies with star formation rates between 10<sup>2</sup> M year<sup>-1</sup> and 10<sup>3</sup> M year<sup>-1</sup> (Lilly et al. lilly99 (1999)), i.e., up to ten times that observed for local ultraluminous IRAS galaxies, and over ten times higher than that inferred for typical high-$`z`$ galaxies seen in optical studies. Unfortunately, our understanding of the faint sub-mm source population remains poor, principally due to the limited number of reliable identifications of sources in the optical or near-infrared (near-IR). Moreover, for those sources thus far identified, many are associated with faint optical and near-IR counterparts, which have typical $`K`$ magnitudes $``$20 to 21, and are occasionally very red, $`IK>6`$ (Smail et al. smail99 (1999); Barger et al. 1999a ; Dey et al. dey99 (1999)). Hence, reliable optical and near-IR source identifications require accurate source positions. The sub-mm observations described above were made with the Submillimeter Common User Bolometer Array (SCUBA) at the James-Clerk-Maxwell Telescope (JCMT), whose $`14.^{\prime \prime }5`$ FWHM beam at 850 $`\mu `$m is too large to allow for proper source identification due to confusion in near-IR images (Downes et al. downes99 (1999); Barger et al. 1999b ; Smail et al. smail99 (1999)). In order to increase the number of sub-mm/mm background sources with accurate positions, we have begun an extensive program using the IRAM Plateau de Bure radio Interferometer (PdBI) at 1.25 mm and the Very Large Array (VLA) at 20 cm wavelength. The PdBI was used to obtain accurate positions for the strongest source each in the Hubble and Canada-UK deep SCUBA fields detected by Hughes et al. (hughes98 (1998)) and Eales et al. (eales99 (1999)), respectively. Both sources were detected, allowing the determination of their positions to a fraction of one arcsecond. The detection and possible identification of the HDF850.1 source was presented by Downes et al. (downes99 (1999)), who find that the source falls in between a faint arc-like structure at a redshift between 1.7 and 3, and an elliptical galaxy at redshift 1.1, thus not permitting an unambiguous identification. The case is further complicated by the possible gravitational lensing of the sub-mm source by the elliptical galaxy, and by the lack of a significant radio counterpart. Although interesting in its complexity, the lack of a clear identification of the HDF source in the optical and near-IR limits its contribution to clarify the general nature of faint sub-mm sources. In the following, we first present our PdBI observation of the brightest source detected in the Canada-UK Deep Submillimeter Survey carried out at 450 $`\mu `$m and 850 $`\mu `$m with SCUBA at the JCMT (Eales et al. eales99 (1999)) in fields used for the Canada-France Redshift Survey (Lilly et al. lilly95 (1995)). Furthermore, we describe our program at the IRAM 30 m telescope, which entails wide field surveys of regions that have been observed to very faint levels with the VLA. To date, all blank field searches for sub-mm sources were conducted with only one instrument, SCUBA at the JCMT. The Max-Planck Millimeter Bolometer array (“MAMBO”, Kreysa et al. kreysa99 (1999)) at the IRAM 30 m provides comparable sensitivity, even taking into consideration the sharply rising spectrum of the thermal sources. The high resolution, sensitive VLA images are fundamental to source identification, providing sub-arcsecond source positions and a rough indication of source redshift when compared to the mm flux density (Carilli & Yun CY99 (1999); Blain blain99 (1999); Dunne et al. dunne00 (2000)). In this paper we present the first two source identifications from this program, including deep near-IR and optical imaging. ## 2 Observations and Results ### 2.1 Previous observation of CFRS14A With an 850 $`\mu `$m flux density of $`8.8\pm 1.1`$ mJy, CFRS14A (Table 1) is the strongest sub-mm source detected by Eales et al. (eales99 (1999)) during the Canada-UK Deep Submillimeter Survey. A sensitive VLA 5 GHz survey of the field by Fomalont et al. (fomalont91 (1991)) reveals the weak radio source 15V18 nearly coincident with the SCUBA source. The radio source has a flux density of $`44.0\pm 4.1\mu `$Jy and may be extended by $`1.5`$ arcsec. Lilly et al. (lilly99 (1999)) obtained deep ground based and HST images at the VLA position and found an optical/near-IR counterpart with $`U_{\mathrm{AB}}=26.5`$, $`V_{\mathrm{AB}}=25.5`$, $`I_{\mathrm{AB}}=24.1`$, and $`K_{\mathrm{AB}}=20.8`$, the colors of which suggest the galaxy to be at a redshift $`z2`$. Hammer et al. (hammer95 (1995)) detected the source at the same $`K`$ magnitude, and while they suggested it might be elongated by $`2^{\prime \prime }`$, Lilly et al. find it more compact, $`<1^{\prime \prime }`$, but “not completely symmetrical.” ### 2.2 Interferometric observation of CFRS14A We observed CFRS14A with the IRAM Plateau de Bure interferometer (Guilloteau et al. guilloteau92 (1992)) on 1998 November 25, 26 and 28. The five antenna array was used only in its most compact configuration, providing baselines extending up to 80 meters. The total integration time was 16 hours. The dual-channel receivers were tuned to 105 GHz LSB and 240 GHz USB. At 1.25 mm, data were taken in upper and lower sidebands. The correlator covered $`320`$ MHz at 105 GHz and $`2\times 500`$ MHz at 240 GHz. Good weather conditions provided typical SSB system temperatures of 200 K at 105 GHz and 300 K at 240 GHz and rms phase noise $`35^{}`$ at both frequencies. Flux densities were derived from observations of MWC349 (adopted flux densities were 1.06 Jy at 105 GHz and 1.75 Jy at 240 GHz) and/or CRL618 (1.55 Jy at 105 GHz and 2.00 Jy at 240 GHz). Temporal fluctuations of the phase and amplitude were calibrated by frequent observations of the nearby quasars $`1637+574`$ and $`1418+546`$. The final flux density accuracy at 1.25 mm is estimated to be $`20\%`$. Images were produced applying natural weighting and deconvolved using CLEAN. No source was detected at 105 GHz, to a $`3\sigma `$ limit of 0.6 mJy. The 240 GHz data reveal a $`2.0\pm 0.4`$ mJy source (Fig. 1). The $`5\sigma `$ detection precludes a meaningful determination of an angular size (see Downes et al. \[downes99 (1999)\] for the discussion of the similar case of HDF850.1). The emission peaks $`1.^{\prime \prime }2`$ south of the 850$`\mu `$m SCUBA source, $`0.^{\prime \prime }7`$ north-west of the radio source, and $`0.^{\prime \prime }9`$ north of the near-IR source. The astrometric errors are $`0.^{\prime \prime }4`$ and $`0.^{\prime \prime }2`$ along the beam major and minor axis, respectively. With a signal-to-noise ratio of 5, the statistical error adds $`0.^{\prime \prime }25`$, so that the total positional uncertainty is approximately $`0.^{\prime \prime }35`$. Within their errors the sub-mm, mm, radio, and near-IR positions are consistent with one single source. Future high-resolution VLA observations might better establish any offset between the radio and near-IR source position. ### 2.3 Sources from the MAMBO millimeter survey The Max-Planck Millimeter Bolometer 37-element array “MAMBO” (effective frequency 250 GHz, bandwidth $`80`$ GHz) at the IRAM 30 m telescope was used from February to April 1999 and in December 1999 to March 2000 to map three fields with a total area of over 300 arcmin<sup>2</sup> to 1 $`\sigma `$ noise levels below 1 mJy (Bertoldi et al., in prep.). We here present two of the strongest mm sources found in our map toward the $`z=0.24`$ cluster Abell 2125, of which we had previously obtained a deep 1.4 GHz VLA image ($`\mathrm{rms}7.5\mu \mathrm{Jy}/\mathrm{beam}`$, Owen et al., in preparation). Both mm sources stood out in the MAMBO maps, and coincided with VLA radio sources. The VLA radio positions were then targeted with deeper on-off bolometer integrations, the results of which are displayed in Figs. 2 and 3. The on-off observations were conducted in standard chop-nod mode, with individual scans of 3 minutes, divided in 12 or 16 subscans of which each yields 10 seconds on$`+`$off source exposure. The secondary mirror was chopped by about 50<sup>′′</sup> in azimuth at 2 Hz, and the telescope was nodded by the same distance after each subscan. The pointing accuracy is typically better than 2 arcsec. The data were analyzed with the MOPSI package (Zylka zylka98 (1998)). “Skynoise”, i.e., the rapid variation of the sky signal, was subtracted from each channel by subtracting the correlated signal of the surrounding six channels. The flux was calibrated with observations of Mars, Uranus, and Ceres, yielding 4900 counts/Jansky for the early 1999 data, and 12,500 counts/Jansky in early 2000, which we estimate to be accurate within 10%. The observations of J154127+6616 were performed on five different days under good atmospheric conditions. The 52 scans add to 6795 seconds on$`+`$off source integration. The integrations of early 1999 yield almost identical results to those from early 2000: $`4.18\pm 0.44`$ mJy in 3805 sec for 1999, $`4.16\pm 0.42`$ mJy in 2858 sec for 2000. The merged data (Fig. 2) yield $`4.17\pm 0.31`$ mJy. The quoted error is the integrated noise level of the central on-target channel. The signals of the off-target channels have a similar dispersion. The observations of J154127+6615 were performed on three different days, 16 February 1999, 9 April 1999, and 24 March 2000, and add to 3446 seconds on$`+`$off target integration time. The individual observations yield less consistent results than for J154127+6616, possibly due to pointing problems or unstable atmospheric conditions. The individual observations yield source signals of $`4.4\pm 1.1`$ mJy in 1069 sec, $`3.0\pm 0.8`$ mJy in 1190 sec, and $`4.8\pm 0.6`$ mJy in 1188 sec, on the respective dates. The merged data (Fig. 3) yield $`4.0\pm 0.5`$ mJy. The final dispersion in the off target channels is 0.7 mJy. The actual source flux may be somewhat above 4 mJy, considering that the most recent detection gave a higher flux. The positions of the 1.4 GHz VLA radio sources identified with the mm sources are given in Table 1. The 1.4 GHz size of J154127+6616 is $`<0.^{\prime \prime }9`$, and its integrated flux is $`67\pm 13\mu `$Jy. The more southern source, J154127+6615, has a 1.4 GHz size $`<1.^{\prime \prime }3`$ and an integrated flux density of $`81\pm 13\mu `$Jy. #### 2.3.1 $`R`$-band An $`R`$-band image including both mm/radio sources was taken with the KPNO 0.9 m telescope. It does not show any counterpart to either source brigher than $`R=24.5`$ mag. #### 2.3.2 $`J`$-band A $`J`$-band image was obtained at the Apache Point Observatory (APO) with the ARC 3.5 m telescope on 1 July 1999. The detector was the GRIM II 256$`\times `$256 NICMOS array in F/5 mode with an image scale of 0.48 arcsec pixel<sup>-1</sup>. Sky conditions were photometric and the seeing at $`J`$ was $`0.^{\prime \prime }8`$. Zero point calibration was determined from observations of ARNICA IR Standard stars (Hunt et al. hunt98 (1998)). The two MAMBO 1.2 mm identifications have a separation of 100 arcsec on the sky. As the field-of-view of the array was 120 arcsec, we were constrained to dither the field in E–W, keeping both positions in the FOV at all times. We exposed for 60 sec at each of the 5 dithered positions separated by 10 arcsec, for a total exposure time of 91 minutes. The absolute positional errors of the images are $`0.^{\prime \prime }2`$ ($`1\sigma `$). The coordinate system was derived from the radio frame ($`0.^{\prime \prime }05`$ error), using the optical identifications to fix the solution on the $`R`$-band image. The $`J`$-band image was registered using objects from the $`R`$ image which also appear in the $`J`$ image. The same was done with the KPNO and Keck $`K`$-band images. The $`J`$-band image (Figs. 5 and 4) does not show any counterpart to both mm/radio sources brigher than $`J=`$ 23.5 mag. However, a $`J=22.5`$ mag object appears about 3 arcsec away from J154127+6615, which we believe to be unrelated to the radio source, although the possibility that it is the mm counterpart is not excluded; we did not target this source with on-off bolometer observations. #### 2.3.3 $`K`$-band A $`K`$-band image obtained with the Ohio-State NOAO Infrared Spectrometer on the 2.1 m telescope at the Kitt Peak National Observatory does not show any counterpart to either J154127+6615 or J154127+6616 brighter than $`K=20`$ mag ($`3\sigma `$ limit in a 2 arcsec aperture). A deep $`K`$-band image obtained using the Near Infrared Camera (NIRC; Matthews & Soifer matthews94 (1999)) on the Keck I 10 m telescope reveals a $`K=20.5`$ mag counterpart to J154127+6616, and two more, $`20.5`$ mag and 19.7 mag, sources $`4^{\prime \prime }`$ south of it (Fig. 6). The Vega-based magnitudes were measured in a 3<sup>′′</sup> aperture. The identification of the 1.2 mm source with the northern of the three $`K`$ sources is most likely, because we did obtain MAMBO on-off observations pointed about 4 arcsec south and south-east of the VLA source position, which did not produce a signal at a comparable level. The $`K`$-band image shows a faint arc connecting the mm/radio counterpart with the $`K`$ source 4<sup>′′</sup> south-west of it. This arc is also seen in the $`J`$-band image (Fig. 5), whereas no $`J`$-band counterpart appears at the position of the radio source. If this arc is real, it could suggest an association of the northern and southern sources in this system. Perhaps we observe an interacting group of galaxies, in which the northern source contains a dust-obscured starburst. However, all three sources have very different colors, with the southern source colors being more typical of low redshift sources. This may be a hint against their association with the very red $`K`$/mm/radio source. The possible arc is similar to structures seen toward several high-redshift sources, e.g., the $`z=4.7`$ dust emitting quasar BR 1202$``$0725 (Ohta et al. 2000). Arcs and multiple sources are indicative of lensing. However, the color differences between the three sources and the arc are significant, suggesting that they are not likely to be lensed images of one and the same source. The foreground cluster A2125 may magnify both mm source intensities by gravitational lensing, but since both sources are relatively far from the cluster center, the effect should be small. ## 3 Discussion The faint sub-mm source in the CFH field, and the two sources in the A2125 field, follow a pattern that seems typical for many of the detected sub-mm sources. They have 10 to 100 $`\mu `$Jy radio continuum counter-parts at 20 cm, they have very faint near-IR counter-parts, and they are mostly very red. ### 3.1 Redshift estimates CFRS14A has a 350 GHz flux density of 8.8 mJy and a 240 GHz flux density of 2.0 mJy. The 350 GHz to 240 GHz flux ratio of CFRS14A implies a steep sub-mm spectral index, $$\alpha _{\mathrm{submm}}=\frac{\mathrm{log}[(8.8\pm 1.1)/(2.0\pm 0.4)]}{\mathrm{log}(350/240)}=3.5\pm 0.5.$$ (1) Since such a value is typical for nearby starburst galaxies such as Arp 220 ($`\alpha _{\mathrm{submm}}3.0`$) or M82 ($`\alpha _{\mathrm{submm}}3.5`$), the spectral index of CFRS14A does not indicate a flattening of the spectrum which would be found when the dust emission peak is redshifted to near 850 $`\mu `$m. This indicates that the object may not be at very high redshift, i.e., at $`z<3`$, which is consistent with the photometric redshift of $`2`$ derived from the observed optical/near-IR colors. Carilli and Yun (CY99 (1999), CY00 (2000); CY) have shown that the radio–to–sub-mm spectral index provides a rough indication of redshift for star forming galaxies, based on the tight radio–to–far infrared correlation for star forming galaxies found by Condon (condon92 (1992); see also Dunne et al. dunne00 (2000); DCE). This correlation however assumes a narrow range of dust temperatures, because a high-$`z`$ object with warm dust would show the same spectral index as one with cool dust at low $`z`$ (Blain blain99 (1999)). Redshift estimates based on the radio–to–sub-mm spectral index are thus to be taken with caution. CFRS14A has a radio flux density at 5 GHz of 44 $`\mu `$Jy. Assuming a radio spectral index of $`0.8`$, typical for star forming galaxies (Condon condon92 (1992)), implies an expected 1.4 GHz flux density of 120 $`\mu `$Jy. The radio–to–sub-mm spectral index is then 0.78, which implies a most likely redshift of 1.9, with a reasonable lower limit of $`z>`$ 1.3 using the (revised) mean-galaxy CY model based on 17 low redshift star forming galaxies. The DCE model based on 104 low redshift galaxies yields a most likely redshift of 1.6. Both redshifts are, within the errors, consistent with the photometric redshift estimate. The two sources from the A2125 field have 250 GHz flux densities of about 4 mJy. The 1.4 GHz flux densities are around 75 $`\mu `$Jy, leading to a spectral index between 1.4 and 250 GHz of 0.77. Using the observed galaxy spectra from the revised CY model, a spectral index of 0.77 between 1.4 and 250 GHz implies a most likely redshift of 2.5, with a reasonable lower limit (84$`\%`$ confidence level) of $`z>2`$. Using the DCE models leads to a most likely redshift of 2.2 (see discussion below). ### 3.2 Redshift distribution We can use the observed or implied values of $`\alpha _{1.4}^{250}`$ for the 3 sources discussed here, plus the 14 field galaxies in the Smail et al. (2000) sample, plus HDF850.1 and the three other sub-mm selected sources in the HDF and the HDF-FF with sensitive radio limits (Downes et al. downes99 (1999); Barger et al. barger00 (2000)), plus a source found by Ivison et al. (ivison00 (2000)) toward Abell 1835, to derive the redshift distribution of the faint sub-mm sources. For sources observed at 350 GHz we use the revised CY and the DCE models for the $`\alpha _{1.4}^{350}`$$`z`$ relationship. The cumulative redshift distribution for these 22 sources is shown in Figure 7. The CY model leads to a median redshift of 2.8, while the DCE model leads to a median redshift of 2.2. For 7 of these galaxies only lower limits to $`\alpha _{1.4}^{350}`$ are available, which leads to lower limits to the possible redshifts. Most of these limits are in the range of $`z=2`$ to 3, leading to a steep rise in the redshift distribution in this range. It is likely that the distribution will become more gradual when more sensitive radio observations are made of these sources. It is also important to keep in mind that these models are relying on the idea that the radio–to–sub-mm correlation for star forming galaxies is independent of redshift. Part of the offset between the CY and DCE redshift estimates may be due to the fact that the majority of the sources used by CY are in the upper half of the luminosity distribution of galaxies in the DCE sample. CY and DCE find a systematic trend for decreasing $`\alpha _{1.4}^{350}`$ with increasing luminosity. In either case, these results strengthen the primary conclusions of Smail et al. (2000) that the majority of the faint sub-mm sources are likely to be at $`z2`$, and that there is no prominent low-$`z`$ tail in the distribution. The distribution of CY redshift estimates is very close to that predicted from the fraction of uncollapsed $`10^{12}\mathrm{M}_{}`$ structures in a standard cold dark matter Press-Schechter formalism with a bias factor of 2 (Peebles peebles93 (1993)). This agreement may be fortuitous, but it is remarkable. ###### Acknowledgements. We thank R. Lemke and B. Weferling for their support during the MAMBO observations, and the anonymous referee for thoughtful comments on the manuscript. This work is based on observations carried out with the VLA, the IRAM 30 m and Plateau de Bure, Keck, Apache Point, and KPNO telescopes. IRAM is supported by INSU/CNRS (France), MPG (Germany) and IGN (Spain). We are thankful to the IRAM staff, especially U. Lisenfeld, A. Sievers and R. Neri, for their support with the observations and data reduction. The VLA is a facility of the National Radio Astronomy Observatory (NRAO), which is operated by Associated Universities, Inc. under a cooperative agreement with the National Science Foundation. Kitt Peak National Observatory is part of the National Optical Astronomy Observatories, which is a facility of the National Science Foundation operated under cooperative agreement by Associated Universities Inc. The W.M. Keck Observatory is a scientific partnership among the University of California, the California Institute of Technology, and the National Aeronautic & Space Administration, and was made possible by the generous financial support of the W. M. Keck Foundation. The Apache Point Observatory is owned and operated by the Astrophysical Research Consortium. C.C. acknowledges support from the Alexander von Humboldt Society.
warning/0006/math0006199.html	ar5iv	text	# On spaces in countable web ## 1 Results and discussion In , Yoshikazu Yasui and Zhi-min Gao define a space $`X`$ to be in countable web provided for every open cover $`𝒰`$ of $`X`$ there is a countable subset $`AX`$ such that $`St(A,𝒰)=X`$. Actually, this property was known, under several different names, long before . Thus, it was called $`\omega `$-star in , star-Lindelöfness in , and other papers, strong star-Lindelöfness in and other papers, Lindelöfness in , and other papers, countabilty of weak extent in . A number of results, such as Theorem 3.1 are not new, too. Further, Yasui and Gao define a space $`X`$ to be in countable discrete web provided for every open cover $`𝒰`$ of $`X`$ there is a countable, closed and discrete subset $`AX`$ such that $`St(A,𝒰)=X`$. This property seems to be new and interesting. It is easily seen (and pointed out in ) that the property of being in countable discrete web is between being in countable web (i.e. star-Lindelöf) and having countable extent (i.e. all closed discrete subspaces are at most countable). Moreower, it is sriktly between and, so to say, more close to countable extent then to countable web. Indeed, the examples of Tychonoff spaces in countable web which are not in countable discrete web are easy to find: the square of the Sorgenfrey line is like this , every pseudocompact $`\mathrm{\Psi }`$-space is like this, etc. However, the examples of spaces in countable discrete web but with uncountable extent seem not so easy to be found. In , only a T<sub>1</sub> example (similar to example 2 in ) is presented. Here we present a ZFC Tychonoff example and a consistent normal example. Below, $`D=\{0,1\}`$ is the two-point discrete space, $`𝐜`$ stands for the cardinality of continuum; the definition of the cardinal $`𝐩`$ can be found in . ###### Example 1 For every cardinal $`\tau `$ there is a Tychonoff space $`X`$ in countable discrete web with $`e(X)=\tau `$. For every $`\alpha <\tau `$ denote by $`z_\alpha `$ the point in $`D^\tau `$ with the $`\alpha `$-th coordinate equal to $`1`$ and the rest of the coordinates equal to $`0`$. Put $`Z=\{z_\alpha :\alpha <\tau \}`$ and $$X=(D^\tau \times (\omega +1))((D^\tau Z)\times \{\omega \}).$$ Then $`\stackrel{~}{Z}=Z\times \{\omega \}`$ is a closed discrete subspace of $`X`$ of cardinality $`\tau `$; the proof that $`X`$ is in countable discrete web is not so straightforward; it is presented in section 2. Remarks. 1. A Tychonoff space in countable discrete web with $`e(X)=𝐜`$ was constructed, also by Yan-Kui Song (, Example 3.1). However, Song’s construction can not be extended to $`\tau >𝐜`$. Another improvement, as compared with the Song’s construction, is that our space is separable if $`\tau =𝐜`$. 2. The proof of $`X`$ in our Example 1 being in countable discrete web, presented in section 2, is similar to the proof of Theorem 1 in where, for every cardinal $`\tau `$, a pseudocompact Tychonoff space $`X`$ countable web and with $`e(X)\tau `$ is constructed. However, the space $`X`$ in Example 1 is not pseudocompact. So the following question remains open. ###### Question 1 How big can be the extent of a pseudocompact Tychonoff space in countable discrete web? ###### Example 2 ($`\omega _1<𝐩`$) A normal space $`S`$ in countable discrete web with $`e(S)=𝐜`$. A space $`X`$ is called an (a)-space provided for every open cover $`𝒰`$ of $`X`$ and every dense subspace $`YX`$ there is a closed in $`X`$ and discrete $`AY`$ such that $`St(A,𝒰)=X`$. It is clear that a separable (a) space is in countable discrete web. Now let $`X`$ and let $`Y_X`$ denote the space $`(X\times \{0\})(\times (0,1))`$ endowed with the subspace topology inherited from the Moore-Niemytzki plane. By Theorem 5 from , proved by Paul Szeptycki, $`Y_X`$ has property (a) as soon as $`\|X\|<𝐩`$. So take $`X`$ of cardinality $`\omega _1`$ and put $`S=Y_X`$. Or, alternatively, take as $`S`$ a $`\mathrm{\Psi }`$-space of cardinality $`\omega _1`$. Since $`\|S\|<𝐩`$, by , $`S`$ is an (a)-space and thus it is in countable discrete web. ###### Question 2 Is there a ZFC example of a normal space in countable discrete web with uncountable extent? ###### Question 3 Is there a normal space in countable web which is not in countable discrete web? A space $`X`$ is called $`\delta \theta `$-refinable (see e.g. ) if every open cover of $`X`$ has an open refinement of the form $`\{𝒱_n:n\omega \}`$ where each $`𝒱_n`$ covers $`X`$ and for every $`xX`$ there is $`n\omega `$ such that $`\|U𝒱_n:xU\}\|<\omega `$. Aull has proved in that every $`\delta \theta `$-refinable space of countable extent is Lindelöf. So it is worth to note here that the spaces from Examples 1 and 2 above are in countable discrete web, $`\delta \theta `$-refinable and non-Lindelöf. We conclude this section with one correction to . In the cited theorem from (the first lines in the section “Preliminaries” in ) starcompactness is equivalent to countable compactness not only in regular T<sub>1</sub> spaces but in all Hausdorff spaces as well (in this fact was stated without proof; a proof can be found in ); here, a space $`X`$ is called starcompact provided for every open cover $`𝒰`$ of $`X`$ there is a finite subset $`AX`$ such that $`St(A,𝒰)=X`$. ## 2 The proof Here we prove that the space $`X`$ form example 1 is in countable discrete web. All notation ($`X`$, $`Z`$, $`\stackrel{~}{Z}`$, $`z_\alpha `$, etc.) is like above. We need several lemmas. The first lemma is a weaker form of a Theorem of Fodor (, see also , Theorem 3.1.5). Let $`A`$ be a set and $`\lambda `$ a cardinal. A set mapping of order $`\lambda `$ is a mapping that assigns to each $`sA`$ a subset $`f(s)A`$ such that $`\|f(s)\|<\lambda `$ and $`sf(s)`$. A subset $`TA`$ is called $`f`$-free if $`f(t)T=\mathrm{}`$ for every $`tT`$. ###### Lemma 1 Let $`A`$ be a set and $`f`$ a set mapping on $`A`$ of order $`\omega `$. Then there is a countable family $``$ of $`f`$-free subsets of $`A`$ such that $`=A`$. ###### Lemma 2 For every assignment to the points $`z_\alpha `$ their neighbourhoods $`U_\alpha `$ in $`D^\tau `$ ($`0\alpha <\tau `$) there is an at most countable $`SD^\tau `$ such that $`SU_\alpha \mathrm{}`$ for all $`\alpha <\tau `$ and $`\overline{S}Z=\mathrm{}`$. Proof: Without loss of generality we assume that the sets $`U_\alpha `$ take the form $`U_\alpha =\{fD^\tau :f(\alpha )=1`$ and $`f(\beta )=0\beta f(\alpha )\}`$ where $`f(\alpha )`$ is some finite subset of $`𝐜\{\alpha \}`$. So $`f`$ is a set mapping on $`\tau `$ of order $`\omega `$. By Lemma 1 there is a countable family $``$ of $`f`$-free subsets of $`\tau `$ such that $`=\tau `$. Let $`=\{_𝓃:𝓃\omega \}`$. Without loss of generality we assume that $`H_nH_m=\mathrm{}`$ whenever $`nm`$ and that $`\|H_n\|>1`$ for every $`n`$. Denote by $`p_n`$ the point in $`D^\tau `$ such that $$p_n(\alpha )=\{\begin{array}{c}1\text{ if }\alpha H_n,\hfill \\ 0\text{ otherwise.}\hfill \end{array}$$ It is clear that $`p_nU_\alpha `$ for every $`\alpha H_n`$. If, for some $`n`$ and $`\alpha `$, $`\|H_n\|=\{\alpha \}`$ then exactly one, namely the $`\alpha `$s, coordinate of $`p_n`$ equals one. In that case, redefine $`p_n`$ so that one more coordinate of $`p_n`$ equals one and still $`p_nU_\alpha `$. After having done this we have $`p_nZ`$ for all $`n`$. Further, put $`S=\{p_n:n\omega \}`$. Then $`SU_\alpha \mathrm{}`$ for all $`\alpha <\tau `$. Further, $`SZ=\mathrm{}`$ and $`S`$ is in fact a sequence converging to the point with all coordinates equal to zero. Therefore $`\overline{S}Z=\mathrm{}`$. $`\mathrm{}`$ ###### Lemma 3 For every countable family $`𝒰`$ of nonempty open sets in $`D^\tau `$ there is a way to choose points $`p_UU`$ for all $`U𝒰`$ so that $`\overline{P}Z=\mathrm{}`$ where $`P=\{p_U:U𝒰\}`$. Proof: It is easy to see that in every nonempty open set $`UD^\tau `$ one can pick a point, $`p`$, such that all but finitely many coordinates of $`p`$ are equal to $`1`$. Pick such a point $`p_U`$ in every $`U𝒰`$. Put $`A_U=\{\gamma <𝐜:p_U(\gamma )=0\}`$ and $`A=\{A_U:U𝒰\}`$. Let $`\alpha <\tau `$. Pick $`\beta \tau (A\{\alpha \})`$. Put $`O_\alpha =\{fD^𝐜:f(\beta )=0`$ and $`f(\alpha )=1\}`$. Then $`O_\alpha `$ is a neighbourhood of $`z_\alpha `$ in $`D^\tau `$ and $`O_\alpha \overline{P}=\mathrm{}`$. So $`\overline{P}Z=\mathrm{}`$. $`\mathrm{}`$ Now let $`𝒱`$ be an open cover of the space $`X`$ from example 1. For every $`n\omega `$ put $`𝒱_n=\{V(D^\tau \times \{n\}):V𝒱\}`$. Then $`𝒱_n`$ is an open cover of $`D^\tau \times \{n\}`$ and thus it has a finite subcover consisting of nonempty sets, say $`\stackrel{~}{𝒱_n}`$. Put $`\stackrel{~}{\stackrel{~}{𝒱_n}}=\{U:U\times \{n\}\stackrel{~}{𝒱_n}\}`$ and $`𝒰=\{\stackrel{~}{\stackrel{~}{𝒱_n}}:n\omega \}`$. Then $`𝒰`$ is a countable family of nonempty open sets in $`D^\tau `$. So let $`\{p_U:U𝒰\}`$ be like in Lemma 3. For each $`n\omega `$ put $`Q_n=\{(p_U,n):U\times \{n\}\stackrel{~}{𝒱_n}\}`$ and put $`Q=\{Q_n:n\omega \}`$. It is clear that $`\pi _1(Q)=P`$ where $`\pi _1:D^\tau \times (\omega +1)D^\tau `$ is the projection of the product onto the first factor. Now, since $`\overline{P}Z=\mathrm{}`$ we have $`\overline{Q}\stackrel{~}{Z}=\mathrm{}`$. Since $`\|Q(D^\tau \times \{n\})\|<\omega `$ for every $`n\omega `$ it follows that $`Q`$ is discrete and closed in $`X`$. On the other hand, $`Q`$ is countable and $`St(Q,𝒱)D^\tau \times \omega `$. It remains to find another countable closed and discrete set $`RX`$ such that $`\overline{R}\stackrel{~}{Z}=\mathrm{}`$ and $`St(R,𝒱)\stackrel{~}{Z}`$. For every $`\alpha \tau `$ choose $`O_\alpha 𝒱`$ such that $`(z_\alpha ,\omega )O_\alpha `$. Also choose $`U_\alpha `$ open in $`D^\tau `$ and $`n_\alpha \omega `$ so that $`U_\alpha \times [n_\alpha ,\omega ]O_\alpha `$. Then the sets $`U_\alpha `$ are like in Lemma 2, so let $`SD^\tau `$ also be like in Lemma 2. Enumerate $`S`$ as $`S=\{s_k:k\omega \}`$. For every $`n\omega `$ put $`R_n=\{(s_k,n):kn\}`$. Last, put $`R=\{R_n:n\omega \}`$. It is clear that $`\pi _1(R)=S`$, so $`\overline{R}\stackrel{~}{Z}=\mathrm{}`$. Again, since $`\|R(D^\tau \times \{n\})\|<\omega `$ for every $`n\omega `$ it follows that $`R`$ is discrete and closed in $`X`$. Let $`\alpha \tau `$. Then $`s_kU_\alpha `$ for some $`k\omega `$. Put $`n=\mathrm{max}\{k,n_\alpha \}`$. Then $`(s_k,n)O_\alpha `$. On the other hand, $`(s_k,n)R`$, so $`(z_\alpha ,\omega )St(R,𝒱)`$. $`\mathrm{}`$. Asknowlegement. The paper was written while the author was visiting the University of California, Davis. The author expresses his gratitude to colleagues from UC Davis for their kind hospitality.
warning/0006/astro-ph0006138.html	ar5iv	text	# ISO observations of the Wolf-Rayet galaxy NGC 7714 and its companion NGC 7715 ## 1 Introduction Wolf-Rayet galaxies are a subset of emission line and H II galaxies whose integrated spectra have a broad emission feature around 4650Å which has been attributed to Wolf-Rayet stars. The emission feature usually consists of a blend of lines namely, HeI $`\lambda `$4686, CIII/CIV $`\lambda `$4650 and NIII $`\lambda `$4640. The CIV $`\lambda `$5808 line can also be an important signature of Wolf-Rayet activity. Wolf-Rayet galaxies are important in understanding massive star formation and starburst evolution Schaerer & Vacca (1998); Mas-Hesse & Kunth (1999). The Wolf-Rayet phase in massive stars is short lived and hence gives the possibility of studying an approximately coeval sample of starburst galaxies Metcalfe et al. (1996); Rigopoulou et al. (1999). The first catalog of Wolf-Rayet galaxies was compiled by Conti (1991) and contains 37 galaxies. A large number of additional Wolf-Rayet galaxies have been identified and a new catalog containing 139 galaxies has been compiled by Schaerer et al. (1999). The interacting system Arp 284 consists of an active starburst galaxy NGC 7714 and its post starburst companion NGC 7715. This system has been the subject of several investigations Demoulin et al. (1968); Weedman et al. (1981) because of its unusual morphology. Van Breugel et al. (1985) first reported weak Wolf-Rayet features near 4846 Å, and possible HeII emission from the nucleus of NGC 7714. NGC 7714 is an SBb peculiar galaxy and classified by Weedman et al. (1981) as a proto-typical starburst. The heliocentric radial velocity is 2798 km s<sup>-1</sup> which places it at a distance of 37.3 Mpc assuming H<sub>o</sub> = 75 km s<sup>-1</sup> Mpc<sup>-1</sup> Gonzalez-Delgado et al. (1994). The spectrum from X-rays Stevens & Strickland (1998) to VLA radio Smith & Wallin (1992) at 6 and 20 cm, was explained as a result of intense star formation in the nucleus Weedman et al. (1981). Very detailed studies have been carried out in the ultraviolet, optical and near infrared to quantify the gas properties in the nuclear and circumnuclear regions Weedman et al. (1981); Gonzalez-Delgado et al. (1994); Garcia-Vargas et al. (1997). Hubble Space Telescope (HST) spectroscopy of the nuclear starburst revealed Wolf-Rayet features in the ultraviolet and indicate a population of about 2000 Wolf-Rayet stars Garcia-Vargas et al. (1997). The B-magnitude of the galaxy is -20.04 and far-infrared luminosity of 2.8 $`\times `$ 10<sup>10</sup> L with IRAS far-infrared flux ratios f<sub>60</sub>/f<sub>100</sub> and f<sub>25</sub>/f<sub>60</sub> of 0.9 and 0.25 respectively. These ratios indicate that NGC 7714/7715 almost qualifies as a 60 $`\mu `$m peaker source Heisler et al. (1996); Laureijs et al. (2000). We present Infrared Space Observatory (ISO) observations of the Arp 284 system containing the interacting galaxies NGC 7714/7715 as part of a program investigating several galaxies exhibiting Wolf-Rayet signatures. The observations and data reduction are presented in Sect. 2. The results are contained in Sect. 3 and discussed in Sect. 4. The conclusions are summarised in Sect. 5. ## 2 Observations and Data Reduction The ISO observations were obtained using the mid-infrared camera ISOCAM Cesarsky et al. (1996) and the spectrometric mode of the ISO photopolarimeter ISOPHOT Lemke et al. (1996). The astronomical observing template (AOT) used was CAM 01, for the raster observations and PHOT40, for spectrometry. The log of the CAM01 observations using the LW3, LW6 and LW9 filters and the PHOT40 observations are presented in Table 1. ### 2.1 ISOCAM Each observation had the following configuration: 3<sup>′′</sup> pixel field of view (PFOV), integration time of 5.04 s with a $`5^{\prime \prime }\times 2^{\prime \prime }`$ raster, 48<sup>′′</sup> stepsize, excluding discarded stabilization readouts Siebenmorgen et al. (1999). All data processing was performed with the CAM Interactive Analysis (CIA) system Ott et al. (1997); Delaney (1998), and the following method was applied during data processing. (i) Dark subtraction was performed using a dark model with correction for slow drift of the dark current throughout the mission. (ii) Glitch effects due to cosmic rays were removed following the method of Aussel et al. (1999). (iii) Transient correction for flux attenuation due to the lag in the detector response was performed by the method described by Abergel et al. (1996). (iv) The raster map was flat-fielded using a library flat-field. (v) Pixels affected by glitch residuals and other persistent effects were manually suppressed. (vi) The raster mosaic images were deconvolved with a multi-resolution transform method described by Starck et al. (1998). The duration of the observations in Table 1 give the length of the actual observation including instrumental, but not spacecraft, overheads. Photometry was performed by integrating the pixels containing source flux exceeding the background by 3$`\sigma `$. Contour levels are based on a power scale, where the lowest level is approximately 2 times the standard deviation, or $`\sigma `$, of the background noise, using pixels from around the border of the image. ### 2.2 PHOT-S PHOT-S consists of a dual grating spectrometer with a resolving power of 90. Band SS covers the range 2.5 - 4.8 $`\mu `$m, while band SL covers the range 5.8 - 11.6 $`\mu `$m. Laureijs et al. (1998). The PHT-S spectra of NGC 7714 was obtained by pointing the $`24^{\prime \prime }\times 24^{\prime \prime }`$ aperture of PHT-S alternatively towards the peak of the LW6 emission (for 512 seconds) and then towards two background positions off the galaxy (256 seconds each), using the ISOPHOT focal plane chopper. The calibration of the spectrum was performed by using a spectral response function derived from several calibration stars of different brightness observed in chopper mode Acosta-Pulido et al. (1999). The relative spectrometric uncertainty of the PHOT-S spectrum is about 20% when comparing different parts of the spectrum that are more than a few microns apart. The absolute photometric uncertainty is about 30% for bright calibration sources. All data processing was performed using the ISOPHOT Interactive Analysis system, version 8.1 Gabriel (1998). Data reduction consisted primarily of the removal of instrumental effects. Once the instrumental effects have been removed, background subtraction was performed and flux densities were obtained. These fluxes were plotted to obtain the spectrum for NGC 7714. ## 3 Results A deconvolved LW3 map overlaid on a R band CCD image Papaderos & Fricke (1998) of Arp 284 is presented in Fig.1. Deconvolved maps obtained using the LW3, LW6 and LW9 filters, overlaid on a R band CCD image Papaderos & Fricke (1998), are presented in Figs. 2, 3 and 4. It is evident that the strong compact source on each map coincides with the nuclear region of NGC 7714. Three giant H II regions, labelled A, B and C were detected in all three maps, with A lying close to the nucleus, and B and C to the northwest and southwest of the nuclear region Garcia-Vargas et al. (1997). It is interesting to note that apart from a slight spur of LW6 emission, the bright optical ring to the east of the nucleus was not detected, with infrared emisson ceasing abruptly at the interface between the disk and the ring. The spiral arms of NGC 7714 and the bridge linking the two galaxies were not detected. On the LW3 map, the source IR1 does not coincide with any known optical counterpart, while the source IR2 on the LW6 map coincides with the radio source RGB J2336+021 Laurent-Muehleisen et al. (1997). The companion galaxy NGC 7715 was not detected in any of the three filter bands. Two weak sources were detected at the position of NGC 7715 in the LW3 filter in Fig. 1, but were determined to be glitches using robust deglitching techniques. The lack of emission from NGC 7715, along with the ring and spiral arms of NGC 7714 suggests that strong star formation is not present in these regions. The PHOT-SL spectrum of NGC 7714 is presented in Fig. 5. Strong detections were made of unidentified infrared bands (UIBs) at 6.2, 7.7, 8.6 and 11.3 $`\mu `$m that are usually attributed to polycyclic aromatic hydrocarbons (PAHs) Allamandola et al. (1989). A weak additional feature at 11.0 $`\mu `$m may also be PAH Moutou et al. (1999). The 11.3 $`\mu `$m feature is quite strong relative to the 7.7 $`\mu `$m, with a flux ratio of 2:1. \[Ar II\] was detected at 6.99 $`\mu `$m in the unsmoothed spectrum at the 3 $`\sigma `$ level. Two weak features were also detected at about 9.66 and 10.6 $`\mu `$m. The 9.66 $`\mu `$m feature may be due to the S(3) pure rotational line, $`\upsilon `$ = 0-0, of molecular hydrogen, while the 10.6 $`\mu `$m feature may be a blend of \[S IV\] at 10.51 $`\mu `$m and an additional unidentified component at 10.6 $`\mu `$m to account for the width of the feature. The interpolated continuum between the ends of the wavelength range was subtracted to obtain the line fluxes. The identified line features and line fluxes are given in Table 3. The spectral energy distribution of NGC 7714 using ISOCAM, PHT-SL and IRAS fluxes is presented in Fig. 6. The dust model, denoted by the solid curve Krugel & Siebenmorgen (1994); Siebenmorgen et al. (1998), contains three separate dust populations: the PAH bands Boulanger et al. (1998), a warm dust component at 110 K and a cooler dust component at 40 K and each component is indicated in the figure. ## 4 Discussion In order to explain the observed morphology and kinematics, Smith & Wallin (1992) modelled the Arp 284 system using an off-centre parabolic collision between two disk galaxies with a mass ratio $`M_2/M_1`$ $``$ 0.3. The interaction occured $``$ 1.1 x $`10^8`$ years ago, with the intruder galaxy impacting at a distance of 0.85 times the radius of the target disk. This model successfully reproduced the observed morphology, including the partial ring and the bridge linking the two galaxies. Further modelling Smith et al. (1997) showed the bridge to be a hybrid between the tidal bridges observed in systems such as M 51 and gaseous ’splash’ bridges such as that in the ’Taffy’ interacting system VV 254 Jarrett et al. (1999). The ’Taffy’ system, which is at a comparable distance of 58.4 Mpc, is intrinsically bright in the mid-infrared and consists of three principal morphological infrared components: two multipeaked nuclear regions, a large scale ring or wrapped spiral arm and a bridge linking the two galaxies which contains one quarter of the total H I in the system and has a significant dust content Jarrett et al. (1999). Unlike the ’Taffy’ system however, the bridge linking NGC 7714 and NGC 7715 was not detected in any of our three ISOCAM bands. Both Arp 284 and the ’Taffy’ system have comparable HI column densities Smith et al. (1997), but the lack of detectable emission from the bridge of Arp 284 indicates a low warm dust content. Further observations at longer wavelengths are required to determine the extent of the cold dust component. The partial ring within NGC 7714, populated by red giant stars like those found in the companion galaxy, seems to be deficient in warm dust and is not detectable in the CAM maps. The model of Smith & Wallin (1992) may explain the lack of ongoing star formation within the partial ring of NGC 7714. In more central impacts, occuring at less than 0.2 times the radius of the target disk, the resulting strong radial oscillations lead to the formation of rings similar to those observed in the Cartwheel and Arp 10 Charmandaris et al. (1999). Smith et al. (1997) noted that the optical ring in NGC 7714 does not have a prominent H I counterpart, similar to that found in the non star-forming inner ring of the Cartwheel but not in the outer ring Higdon (1996). Such differentiation of gas and stars is expected in partial rings formed during very off-center collisions. Thus, the lack of an H I counterpart does not rule out a collisional origin for the NGC 7714 ring. Another possibility is that the stellar ring may be a wrapped-around spiral arm caused by a noncollisional prograde planar encounter, rather than a collisional ring. The high column density of gas in the bridge, however, and its offset from the stars Smith et al. (1997), supports the concept that gas was forced out of the main galaxy by a collision between two gas disks rather than merely perturbed in a grazing or long-range encounter. The age of Wolf-Rayet stars in the central burst of NGC 7714 has been dated at between 4 and 5 Myr Garcia-Vargas et al. (1997), yet this age is far short of the $``$ 10<sup>8</sup> years since the interaction. Given the amount of time since the onset of the interaction, any burst of star formation initiated by the interaction should have long since ceased, for example the companion galaxy NGC 7715, which has been in a post starburst phase for the last 50 - 70 Myr Bernlohr (1993). For such a young burst, gas infall to the nucleus must be ongoing to power the burst, and indeed HI gas may be falling from the bridge to the nuclear region Papaderos & Fricke (1998); Smith & Wallin (1992). In a survey of 10 interacting galaxies, Bushouse et al. (1998) noted that galaxies similar in morphological type to NGC 7714 possessed nuclear infrared sources that are 10-100 times brighter than normal galaxies in the mid-infrared and have high levels of star formation. The companion galaxies, such as NGC 7715, have passed through their own star formation epoch and now lack the gas and dust to suport large-scale star formation. It is interesting to note that the ratio of LW3/LW2, where LW3 emission is dominated by dust and LW2 by PAHs, varies depending on the separation between the interacting galaxies Hwang et al. (1999). The LW3/LW2 ratio generally decreases as interactions develop, starbursts age and separations increase Vigroux et al. (1999); Cesarsky & Sauvage (1999); Charmandaris et al. (1999). To determine the LW3/LW2 ratio for NGC 7714, the LW2 flux was synthesized from the PHOT-SL spectrum in the equivalent range of wavelengths to the ISOCAM LW2 filter, 5 to 8.5 $`\mu `$m. In order to check the accuracy of the LW2 flux, LW2 and LW6 fluxes were obtained for several sources, including Mkn 297 and NGC 1741, from their PHOT-S spectra and the derived values agree with the respective ISOCAM fluxes within the photometric uncertainties. For NGC 7714, the LW3/LW2 ratio was 1.5$`\pm `$0.2. This is quite low, since a ratio above 3 is indicative of high star formation due to the heating of dust in the nuclear region by hot, young ionising stars Vigroux et al. (1999). Since the LW3 and LW9 fluxes are dominated by dust emission, and the LW2 and LW6 by PAHs, the LW3/LW6 and LW9/LW6 ratios provide diagnostics similar to the LW3/LW2 ratio, allowing a determination of the current state of the starburst. To determine the LW9/LW6 and LW3/LW6 ratios, pixel fluxes were obtained in strips on each of the three raster maps, each strip bisecting NGC 7714 through the nuclear region. Each strip was equally separated by a position angle (PA) of 45, measured from north, where PA = 0. The strips were then divided to obtain LW9/LW6 and LW3/LW6 ratios. One such strip is presented in Fig. 7, taken from northwest to southeast through the galaxy. The LW9/LW6 and LW3/LW6 ratios were quite low, with values falling between 1 and 1.7. Combining these findings with the low value of 1.5$`\pm `$0.2 for the LW3/LW2 ratio, it may be that while the nuclear region of NGC 7714 is still in the throes of a young starburst indicated by the Wolf-Rayet features, the low ratio values along with the age of the burst suggest that NGC 7714 is moving into a post-starburst stage Charmandaris et al. (1999). The aging of the burst may be due to supernovae and stellar winds Taniguichi & Kawara (1988) disrupting the interstellar medium, preventing further star formation as soon as the first generation of O stars have formed and evolved Cesarsky & Genzel (2000). The 11.3 $`\mu `$m PAH feature is quite strong relative to the 7.7 $`\mu `$m PAH feature. This ratio is particularly sensitive to the degree of ionization, implying that the detected PAHs may not have been ionized. A strong 11.3 $`\mu `$m feature is common in colder galaxies like NGC 7714, since it is linked to neutral PAHs and is indicative of a high degree of hydrogenation in the PAHs Peeters et al. (1999); Lu et al. (1999). PAHs exposed to a harder radiation field, for example within the H II regions and on the interface between the H II and the molecular cloud, can be ionized, loose hydrogen atoms and/or disappear by photodissociation. Proximity to highly ionizing sources, such as young O stars within a burst may thus lead to dehydrogenation of the PAHs. Moving out past the H II/molecular cloud interface, the degree of hydrogenation increases Verstraete et al. (1996); Roelfesma et al. (1996). The compact nature of the nucleus of NGC 7714 and its extremely high surface brightness Weedman et al. (1998) have led to suspicions that NGC 7714 harbours an active nucleus. While the galaxy has far-infrared IRAS colours more in line with Seyfert 2 galaxies than starbursts Gonzalez-Delgado et al. (1994), the emission lines of H$`\alpha `$, \[NII\] $`\lambda `$$`\lambda `$6548, 6583, \[SII\] $`\lambda `$$`\lambda `$6716, 6731, He I $`\lambda `$5876 and \[OI\] $`\lambda `$ 6300 are not broad enough to suggest the presence of a Seyfert nucleus Demoulin et al. (1968). UV observations by the HST Gonzalez-Delgado et al. (1999) have shown that the nuclear region contains $``$ 2000 Wolf-Rayet and 20000 O type stars, with an age for the burst of 4 to 5 Myr, while ROSAT Papaderos & Fricke (1998); Stevens & Strickland (1998) has shown it to be a strong X-ray source. The high excitation of material within the nuclear region can account for the 6.99 $`\mu `$m \[Ar II\] line. The 9.6 $`\mu `$m feature may be due to the S(3) ground vibrational molecular hydrogen ground state of molecular hydrogen. Ultraviolet fluorescence, excitation by low-velocity shocks and heating caused by X-rays are considered to be the primary emission mechanisms for the excitation of molecular hydrogen Black & van Dishoeck (1987); Draine & Robergse (1982); Mouri (1994). These mechanisms require a source of dense gas to be located near the source of illumination such as a starburst. Excitation may also occur due to slow shocks induced by jets or by kinetic processes such as winds, superwinds and supernovae. Spectroscopic studies of Seyfert galaxies indicate that no single process in responsible for the H<sub>2</sub> emission Quillen et al. (1999). Several diagnostic tools are available to probe the nature of the activity within the nuclear region. The ratio of the integrated PAH luminosity and the 40 to 120 $`\mu `$m IR luminosity Lu et al. (1999) provides a tool to discriminate between starbursts, AGN and normal galaxies because the lower the ratio, the more active the galaxy. For NGC 7714, the ratio is 0.09 and is consistent with the values found for other starbursts Vigroux et al. (1999). Similarly, the ratio of the 7.7 $`\mu `$m PAH flux to the continuum level at this wavelength can provide a measure of the level of activity within the nucleus Genzel et al. (1998); Laureijs et al. (2000). The ratio for NGC 7714 is 3.3 and is indicative of an active starburst. The results from these diagnostic tools indicate that NGC 7714 is home to a compact burst of star formation, and suggests that an AGN is not present within the nuclear region. ## 5 Conclusions Deconvolved ISOCAM maps of the Arp 284 system were obtained with the LW3, LW6 and LW9 filters, with strong emission detected from the central source in NGC 7714. IR emission was not detected from the companion galaxy NGC 7715, the bridge linking the two galaxies or from the partial stellar ring, where emission ceases abruptly at the interface between the disk and the ring. ISOPHOT spectrometry of the nuclear region of NGC 7714 was also obtained, with strong PAH features, the emission line \[Ar II\], molecular hydrogen at 9.66 $`\mu `$m and a blend of lines including \[S IV\] about 10.6 $`\mu `$m all present within the spectrum. The morphology of the system is well described by an off-centre collision between the two galaxies. A series of diagnostic tools allowed an investigation to be performed regarding the activity within the central region of NGC 7714. The LW3/LW2, where the LW2 flux was synthesized from PHOT-S measurements, LW9/LW6 and LW3/LW6 ratios suggest that the central burst within NGC 7714 is moving towards the post-starburst phase. The ratio of the integrated PAH luminosity to the 40 to 120 $`\mu `$m infrared liminosity and the far-infrared colours reveal that despite the high surface brightness of the nucleus, the properties of NGC 7714 can be explained in terms of a starburst and do not require the prescence an AGN. ###### Acknowledgements. We thank P. Papaderos and K. Fricke for kindly allowing the use of their CCD image of the Arp 284 system. The ISOCAM data presented in this paper was analysed using ‘CIA’, a joint development by the ESA Astrophysics Division and the ISOCAM Consortium. The ISOCAM Consortium is led by the ISOCAM PI, C. Cesarsky, Direction des Sciences de la Matiere, C.E.A., France. The ISOPHOT data was reduced using PIA, which is a joint development by the ESA Astrophysics Division and the ISOPHOT consortium.
warning/0006/quant-ph0006075.html	ar5iv	text	# Optimal strategies for sending information through a quantum channel ## Abstract Quantum states can be used to encode the information contained in a direction, i.e., in a unit vector. We present the best encoding procedure when the quantum state is made up of $`N`$ spins (qubits). We find that the quality of this optimal procedure, which we quantify in terms of the fidelity, depends solely on the dimension of the encoding space. We also investigate the use of spatial rotations on a quantum state, which provide a natural and less demanding encoding. In this case we prove that the fidelity is directly related to the largest zeros of the Legendre and Jacobi polynomials. We also discuss our results in terms of the information gain. One of the problems which is helping us to deepen our understanding of quantum information theory is that of sending information through a quantum channel. Suppose Alice wants to send to Bob the information contained in an arbitrary direction, i.e., in a unit vector $`\stackrel{}{n}`$, which she encodes in a quantum state. This state is sent to Bob, who performs a quantum measurement to retrieve the information stored in the state. Given the characteristics of the information source, and of the quantum channel, there must exist an optimal encoding-decoding procedure which maximizes the knowledge Bob can acquire about $`\stackrel{}{n}`$. The aim of this letter is to present such optimal codifications for an isotropic distribution. After considering in detail the lowest dimensions $`d=2`$, $`3`$ and $`4`$, we will find the corresponding best procedure for the general case. Such codification, although mathematically very simple, is rather difficult to implement physically. Therefore, we also consider a more natural strategy: that in which Alice only performs physical rotations to her code state MP ; DBE ; GP ; Ma . In this case we obtain the optimal strategy for any number of spins. Consider the simplest possible quantum channel, of dimension $`d=2`$, which can be interpreted as a spin-$`1/2`$ particle. The optimal encoding-decoding procedure is the obvious one MP : $`\stackrel{}{n}`$ is encoded in the state of spin pointing into $`\stackrel{}{n},`$ $`\stackrel{}{\sigma }\stackrel{}{n}\|\stackrel{}{n}=\|\stackrel{}{n}`$, and the decoding is performed by a standard von Neumann spin measurement in an arbitrary direction, $`\stackrel{}{\sigma }\stackrel{}{m}`$. From this measurement, Bob obtains two possible outcomes, $`\pm 1`$, to which he associates the guesses $`\|\pm \stackrel{}{m}`$. We use the fidelity, $`(1\pm \stackrel{}{n}\stackrel{}{m})/2`$, as a figure of merit for Bob’s guesses. One could have taken another measure for quantifying the merit of the guess, such as the gain of information (or mutual information), but it complicates substantially the mathematics. Furthermore, previous work TV seems to indicate that the optimal strategy is insensitive to the use of any of the two figures of merit. Nevertheless, we present also some comments and results concerning the information gain at the end of this letter. Now, let us write the average fidelity (for simplicity, we will loosely refer to it simply as fidelity) for $`d=2`$ as MP $`F^{(2)}`$ $`={\displaystyle }\mathrm{d}\stackrel{}{n}\left[{\displaystyle \frac{1+\stackrel{}{n}\stackrel{}{m}}{2}}\right\|\stackrel{}{n}\|\stackrel{}{m}\|^2`$ (1) $`+{\displaystyle \frac{1\stackrel{}{n}\stackrel{}{m}}{2}}\left\|\stackrel{}{n}\|\stackrel{}{m}\|^2\right]={\displaystyle \frac{2}{3}},`$ where we have used $`\left\|\stackrel{}{n}\|\stackrel{}{m}\right\|^2=(1+\stackrel{}{n}\stackrel{}{m})/2`$. Notice also that the source, being isotropic, is characterized by the density matrix, $`\rho ^{(2)}=d\stackrel{}{n}\|\stackrel{}{n}\stackrel{}{n}\|=I^{(2)}/2`$, where $`I^{(d)}`$ is the identity in $`d`$ dimensions, and, hence, has maximal von Neumann entropy, $`S(\rho ^{(2)})=\mathrm{tr}\rho ^{(2)}\mathrm{log}_2\rho ^{(2)}=1.`$ This is likely to be a feature of optimal encoding, since the Holevo bound H1 , which sets an upper limit on the amount of information accessible to Bob, is precisely, $`S(\rho ^{(2)})`$ for pure state encoding (recently, it has also been proven that the bound is asymptotically achievable H2 ). It is convenient, for what follows, to trade the von Neumann measurement for a continuous (i.e. with infinitely many outcomes) positive operator valued measurement (POVM), $$\|\stackrel{}{m}\stackrel{}{m}\|+\|\stackrel{}{m}\stackrel{}{m}\|=2d\stackrel{}{m}\|\stackrel{}{m}\stackrel{}{m}\|=I^{(2)},$$ (2) which also leads to a maximal fidelity. Notice that this decoding measurement projects on precisely the same states, and with the same relative weights, as those used for encoding the direction. We also recall that for any optimal measurement it is always possible to design a continuous POVM that is also optimal H3 . Therefore, only these need to be considered to find maximal fidelities, although finite measurements leading to the same fidelity can be found DBE . Consider now $`d=3`$, or a spin-1 particle. It is no longer obvious how to encode $`\stackrel{}{n}`$ in an optimal way, since pure states are now characterized by four parameters, while $`\stackrel{}{n}`$ depends only on two. (Recall that the code state, $`\|A(\stackrel{}{n})`$, can be taken to be pure, as if it were a mixed state, one could always replace it with the pure state component which is optimal with respect to the POVM.) In order to determine $`\|A(\stackrel{}{n})`$ we will make the following natural assumptions: (a) the optimal code state $`\|A(\stackrel{}{n})`$ is an eigenstate of an operator which can be interpreted as a spin pointing into the direction $`\stackrel{}{n}`$, $$\stackrel{}{S}\stackrel{}{n}\|A(\stackrel{}{n})=S_n\|A(\stackrel{}{n}),S_n0,$$ (3) where (b) states corresponding to different directions are related by the “generalized rotations” generated by $`\stackrel{}{S}`$ (these are genuine spatial rotations only if $`\stackrel{}{S}`$ is the total spin of the system). Using this, one can easily solve $`d=3`$, as there is only one choice for $`\stackrel{}{S}`$: the spin-1 operators; and only one for $`S_n`$: $`S_n=1`$ (since $`S_n=0`$ is not one-to-one). As in the case $`d=2`$, the source is described by a maximal von Neumann entropy density matrix, $`\rho ^{(3)}=I^{(3)}/3`$ , $`S(\rho ^{(3)})=\mathrm{log}_23`$. Recall, however, that von Neumann spin measurements are no longer optimal, for it is known that in this case optimal measurements must contain at least four projectors LPT . In fact, no optimal measurement, except for $`d=2`$, can be of von Neumann type LPT . It is easy to verify that a continuous POVM, projecting on precisely the code states, $`3d\stackrel{}{m}\|1,1\stackrel{}{m}1,1\stackrel{}{m}\|=I^{(3)}`$, is optimal, where (and hereafter) we use the notation $`\stackrel{}{S}{}_{}{}^{2}\|S,S_n\stackrel{}{n}=S(S+1)\|S,S_n\stackrel{}{n}`$, $`\stackrel{}{S}\stackrel{}{n}\|S,S_n\stackrel{}{n}=S_n\|S,S_n\stackrel{}{n}`$. One finds that the maximal fidelity is $$F^{(3)}=3d\stackrel{}{n}d\stackrel{}{m}\frac{1+\stackrel{}{n}\stackrel{}{m}}{2}\left\|1,1\stackrel{}{n}\|1,1\stackrel{}{m}\right\|^2=\frac{3}{4}.$$ (4) The problem becomes more complex for $`d=4`$. There are now two different interpretations of such a Hilbert space: that of a single spin-$`3/2`$ particle or that of two spin-$`1/2`$ particles. Consider first the spin-$`3/2`$ particle interpretation. From (3), we see that either $`S_n=3/2`$ or $`S_n=1/2`$. The case $`S_n=3/2`$ parallels qualitatively that just outlined for $`d=3`$, and gives for the corresponding optimal measurements, $`F^{(4)}(S=S_n=3/2)=4/5`$. The choice $`S_n=1/2`$ leads to a lower fidelity, in spite of the fact that the two encodings have maximal entropy sources, as for both $`\rho ^{(4)}=I^{(4)}/4`$, $`S(\rho ^{(4)})=2`$. This can be understood by noticing the following results, $`\left\|{\scriptscriptstyle \frac{3}{2}},{\scriptscriptstyle \frac{3}{2}}\stackrel{}{n}{\scriptscriptstyle \frac{3}{2}},{\scriptscriptstyle \frac{3}{2}}\stackrel{}{m}\right\|^2`$ $`=`$ $`\left({\displaystyle \frac{1+\stackrel{}{n}\stackrel{}{m}}{2}}\right)^3,`$ (5) $`\text{ }\left\|{\scriptscriptstyle \frac{3}{2}},{\scriptscriptstyle \frac{1}{2}}\stackrel{}{n}{\scriptscriptstyle \frac{3}{2}},{\scriptscriptstyle \frac{1}{2}}\stackrel{}{m}\right\|^2`$ $`=`$ $`{\displaystyle \frac{\left(1+\stackrel{}{n}\stackrel{}{m}\right)\left(13\stackrel{}{n}\stackrel{}{m}\right)^2}{8}}\text{ .}`$ (6) Thus, for $`S_n=3/2`$, the more differs $`\stackrel{}{n}`$ from $`\stackrel{}{m}`$, the less $`\|{\scriptscriptstyle \frac{3}{2}},{\scriptscriptstyle \frac{3}{2}}\stackrel{}{n}`$ and $`\|{\scriptscriptstyle \frac{3}{2}},{\scriptscriptstyle \frac{3}{2}}\stackrel{}{m}`$ overlap, i.e., $`\left\|{\scriptscriptstyle \frac{3}{2}},{\scriptscriptstyle \frac{3}{2}}\stackrel{}{n}{\scriptscriptstyle \frac{3}{2}},{\scriptscriptstyle \frac{3}{2}}\stackrel{}{m}\right\|^2`$ is a monotonous function of $`(1+\stackrel{}{n}\stackrel{}{m})/2`$, while this is not the case for $`S_n=1/2`$. This is a particular instance of a general feature that emerges from our analysis: (c) the overlap of the optimal code states corresponding to different directions, $`\left\|A(\stackrel{}{n})\|A(\stackrel{}{m})\right\|^2`$, should be a monotonous function of $`(1+\stackrel{}{n}\stackrel{}{m})/2`$, ranging from 0 to 1. The lack of this feature enables us to discard the choice $`S_n=1/2`$ without further ado, as we have also verified by explicit computation. Let us now go to the two spin-$`1/2`$ particle interpretation of $`d=4`$. Somewhat surprisingly, there are now two possible spin operators. The first is the obvious total spin operator, $`\stackrel{}{S}=\left(\stackrel{}{\sigma }I+I\stackrel{}{\sigma }\right)/2`$, which leads to the Clebsch-Gordan decomposition $`\mathrm{𝟏}\mathbf{}\mathrm{𝟎}`$. In this case, there are two choices consistent with (3): $`\|A(\stackrel{}{n})_1`$ $`=`$ $`\|\stackrel{}{n}\|\stackrel{}{n}=\|1,1\stackrel{}{n},`$ (7) $`\|A(\stackrel{}{n})_0`$ $`=`$ $`\mathrm{cos}\alpha \|1,0\stackrel{}{n}+\mathrm{sin}\alpha e^{i\beta }\|0,0,`$ (8) where $`\alpha `$ and $`\beta `$ are $`\stackrel{}{n}`$-independent, as follows from our assumption (b). The $`S_n=1`$ case reduces to the $`d=3`$ one, and gives, of course, the same maximal fidelity (4). For $`S_n=0`$, the overlapping condition (c) implies $`\mathrm{cos}\alpha =\mathrm{sin}\alpha =1/\sqrt{2}`$, which we have explicitly checked to be indeed the optimal code for the two spin-$`1/2`$ particle interpretation. Notice, however, that the density matrix describing the source no longer has maximal entropy, since now $`S(\rho ^{(3+1)})=1+(1/2)\mathrm{log}_23<2`$. This implies that the optimal decoding POVM cannot project on the very same code states, since the corresponding set of projectors has to be a resolution of the identity. Indeed the optimal decoding measurement is given by $`4d\stackrel{}{m}\|B(\stackrel{}{m})B(\stackrel{}{m})\|=I^{(4)}`$, where $$\|B(\stackrel{}{m})=\frac{\sqrt{3}}{2}\|1,0\stackrel{}{m}+\frac{\mathrm{e}^{i\beta }}{2}\|0,0,$$ (9) and gives a fidelity $`F^{(3+1)}`$ $`=4{\displaystyle d\stackrel{}{n}\frac{1+\stackrel{}{n}\stackrel{}{z}}{2}\left\|A(\stackrel{}{n})\|B(\stackrel{}{z})\right\|^2}`$ (10) $`={\displaystyle \frac{3+\sqrt{3}}{6}},`$ where $`\stackrel{}{z}`$ is the unit vector pointing in the $`z`$ direction and rotational invariance enabled us to integrate $`\stackrel{}{m}`$ trivially. Notice that $`\mathrm{e}^{i\beta }=\pm 1`$ corresponds to the code states chosen by Gisin and Popescu GP that led them to the conclusion that antiparallel spins encode information about $`\stackrel{}{n}`$ more efficiently than parallel spins. Our result reproduces theirs, which was later proven to be optimal Ma . Note, however, that the fidelity (10) is lower than $`4/5`$, the spin-$`3/2`$ particle interpretation result. Before discussing our results, let us dispose of the other spin operators, which are in fact a one-parameter family, $`S_i=(\mathrm{cos}^2\eta \sigma _iI+\mathrm{sin}^2\eta I\sigma _i+\mathrm{sin}\eta \mathrm{cos}\eta _{j,k}ϵ_{ijk}\sigma _j\sigma _k)/2`$. They generate the $`\mathrm{𝟏}\mathbf{/}\mathrm{𝟐}\mathbf{}\mathrm{𝟏}\mathbf{/}\mathrm{𝟐}`$ representation, and one can easily check that $`F^{(2+2)}=F^{(2)}`$. It is thus of no interest. We can draw the following conclusion from our analysis of $`d=4`$: the optimal encoding is given by the spin-$`3/2`$ interpretation, i.e., by the only encoding which satisfies Eq. (3), the overlapping condition (c), and corresponds to a maximal entropy source. This is, after all, what one would have expected. This result can be generalized to an arbitrary dimension: the single spin-$`(d1)/2`$ interpretation of a $`d`$-dimensional Hilbert space gives the optimal encoding with maximal fidelity $$F^{(d)}=\frac{d}{d+1}.$$ (11) If $`d=2^N`$, one can, of course, perform this optimal encoding with $`N`$ spin-$`1/2`$ particles (qubits). Let us now illustrate this for the simple case of two qubits: the operators $`S_i`$ corresponding to the spin-$`3/2`$ interpretation, can be written as Pe $`S_x=(\sqrt{3}/2)I\sigma _x+(\sigma _x\sigma _x+\sigma _y\sigma _y)/2`$, $`S_y=(\sqrt{3}/2)I\sigma _y+(\sigma _y\sigma _x\sigma _x\sigma _y)/2`$, and $`S_z=(1/2)I\sigma _z+\sigma _zI`$. These operators fulfill the $`SU(2)`$ algebra, $`[S_i,S_j]=iϵ_{ijk}S_k`$, but they are not the components of a vector under spatial rotations, generated by the total spin of the two particles (we have already found that the only vector representations are $`\mathrm{𝟏}\mathbf{}\mathrm{𝟎}`$ and $`\mathrm{𝟏}\mathbf{/}\mathrm{𝟐}\mathbf{}\mathrm{𝟏}\mathbf{/}\mathrm{𝟐}`$). The unitary transformations generated by these operators are non-local and difficult to implement physically. Furthermore, they can change the entanglement of the states. For instance, the product state $`{\scriptscriptstyle \frac{1}{2}},{\scriptscriptstyle \frac{1}{2}}\stackrel{}{z}{\scriptscriptstyle \frac{1}{2}},{\scriptscriptstyle \frac{1}{2}}\stackrel{}{z}`$, which is an eigenvector of $`S_z`$, becomes entangled under the transformation $`\mathrm{e}^{i\theta S_y}`$ for $`\theta =\pi /2`$, but remains a product state for $`\theta =\pi `$. The optimal decoding can be achieved by a continuous POVM, but there are finite POVM’s that are optimal too DBE ; LPT . For example, from Ref. LPT one can read off that the minimal optimal POVM corresponds to six equally weighted projectors associated to the six unit vectors pointing at the vertices of a regular octahedron. The merit of the procedure just outlined is, obviously, that the maximum possible value of the fidelity is attained. However, the encoding process, involving complicated unitary operations, looks exceedingly demanding. It is therefore important to examine a less contrived method in which Alice can only perform spatial rotations on an initial code state: she may, e.g., rotate the device that produces her initial states. This is, actually, the approach followed in MP ; DBE for parallel spin code states, where the maximum fidelity in terms of the number of spins was found to be $`F=(N+1)/(N+2)`$, and in GP ; Ma for two antiparallel spins. In fact, for two spins we have already found that the family of states (8) with $`\alpha =\pi /4`$ (to which the two antiparallel spin state of GP ; Ma belongs), is indeed the best Alice can use if she is only allowed to perform space rotations. We will now generalize this physically more feasible strategy to any number of spins and calculate its maximal fidelity. Let us sketch the main steps of the calculation (a more detailed discussion will be presented elsewhere BBBMT ). First, one considers, as usual, continuous POVMs for decoding. Second, note that according to the Clebsch-Gordan decomposition, any state of $`N`$ spin-$`1/2`$ particles can be written as a combination of states $`\|S,S_n\stackrel{}{n}`$, $`0SN/2`$, belonging to the irreducible representation $`𝐒`$ (here $`S`$, $`S_n`$ obviously refer to the total spin operator), where $`𝐒`$ usually appears more than once for $`S<N/2`$. Third, one notices that these repeated representations do not add any further knowledge about $`\stackrel{}{n}`$, hence, the Hilbert space, $``$, of the code states can be chosen to be $$=\frac{𝐍}{\mathrm{𝟐}}\mathbf{}\mathbf{\left(}\frac{𝐍}{\mathrm{𝟐}}\mathbf{}\mathrm{𝟏}\mathbf{\right)}\mathbf{}\mathbf{\left(}\frac{𝐍}{\mathrm{𝟐}}\mathbf{}\mathrm{𝟐}\mathbf{\right)}+\mathrm{}.$$ (12) States living in more than one equivalent representation can also be used, but this just complicates the computation and leads to the same maximal fidelity. According to Eqs. (3) and (12), the optimal code state can be written as $`\|A(\stackrel{}{n})=_{S=S_n}^{N/2}A_S\|S,S_n\stackrel{}{n}`$, where $`_{S=S_n}^{N/2}\|A_S\|^2=1`$. One must choose the minimal possible value of $`S_n`$, that is, $`S_n=0`$ if $`N`$ is even, and $`S_n=1/2`$ if $`N`$ is odd, since these choices use the largest available dimension of the code state space (12BBBMT . The explicit calculation of the fidelity function corresponding to the optimal POVM, for which $`\|B(\stackrel{}{m})`$ is a straightforward generalization of (9), leads to $$F=\frac{1}{2}+\frac{1}{2}𝖠^t\mathrm{𝖬𝖠},$$ (13) where $`𝖬`$ is a matrix of tridiagonal form $$𝖬=\left(\begin{array}{ccccc}d_l& c_{l1}& & & \\ c_{l1}& \mathrm{}& \mathrm{}& \text{0}& \\ & \mathrm{}& d_3& c_2& \\ & & c_2& d_2& c_1\\ \text{0}& & & c_1& d_1\end{array}\right)$$ (14) that can be chosen to be real. Here $$l=N/2+1S_n,$$ (15) and $`𝖠^t=(\|A_{N/2}\|,\|A_{N/21}\|,\|A_{N/22}\|,\mathrm{})`$, where $`𝖠^t`$ is the transpose of $`𝖠`$. If $`N`$ is even, the coefficients of $`𝖬`$ are $`d_k=0`$, $`c_k=k/\sqrt{4k^21}`$, otherwise, if $`N`$ is odd, $`d_k=1/(4k^21)`$, $`c_k=\sqrt{k(k+1)}/(2k+1)`$. The largest eigenvalue, $`x_l`$, of $`𝖬`$ determines the maximal fidelity through the relation $`F=(1+x_l)/2`$. To find $`x_l`$, we set up a recursion relation for the characteristic polynomial of $`𝖬`$: $$Q_l(x)=(d_lx)Q_{l1}(x)c_{l1}^2Q_{l2}(x).$$ (16) We are now at the end of the calculation, as the solutions of (16) are just proportional to the Legendre polynomials, $`P_l(x)`$, if $`N`$ is even, and to the Jacobi polynomials AS , $`P_l^{0,1}(x)`$, if $`N`$ is odd. The eigenvalue $`x_l`$ is precisely the largest zero of the corresponding polynomial. The values of the maximal fidelity for $`N`$ up to seven are collected in Table I. Notice that the optimal encoding for three spins gives $`F=(6+\sqrt{6})/100.845`$, which is a better result than the optimal value for 4 parallel spins ($`F=5/6.833`$ MP ). In fact, it can be shown that our maximal fidelity approaches unity quadratically in the number of spins: $$F1\frac{\xi ^2}{N^2},$$ (17) where $`\xi 2.4`$ is the first zero of the Bessel function $`J_0(x)`$, while for $`N`$ parallel spins the fidelity approaches unity only linearly: $`F11/N`$. At this point, we feel compelled to go back to (11) and point out that for the optimal encoding, based on generalized rotations, the fidelity tends exponentially to unity: $`F12^N`$. Up to now we have restricted ourselves to finding optimal strategies using the fidelity to quantify the quality of the encodings. We would like to conclude by making a few comments on their quantum information gain. We, therefore, work out this quantity for the optimal strategies that led to (11). For a continuous POVM the symmetry of the problem enables us to simplify the computation, as only the contribution of a single projector is needed (say the one in the $`\stackrel{}{z}`$ direction). After canceling the divergent terms associated to the continuous distribution of the code states $`\|A(\stackrel{}{n})`$, the average information gain is just BBBMT $`I_{\mathrm{av}}={\displaystyle \mathrm{d}}`$ $`\stackrel{}{n}\left(d\|A(\stackrel{}{n})\|B(\stackrel{}{z})\|^2\right)`$ (18) $`\times \mathrm{log}_2\left(d\|A(\stackrel{}{n})\|B(\stackrel{}{z})\|^2\right),`$ where $`\|B(\stackrel{}{z})=\|S,S\stackrel{}{z}`$, and $`d`$, the dimension of the code state space, is related to $`S`$ by $`d=2S+1`$. In terms of $`d`$ one obtains $`I_{\mathrm{av}}=\mathrm{log}_2d(11/d)\mathrm{log}_2\mathrm{e}`$, a result also found in TV . In terms of $`N`$, it reads $$I_{\mathrm{av}}=N(12^N)\mathrm{log}_2\mathrm{e}.$$ (19) This is just the number of qubits transmitted in the process, minus a term that asymptotically goes to a constant. Finally, it is interesting to study the information gain using the simpler, but not truly optimal, encoding. For $`N=2`$, the best code state according to the fidelity is given by (8) with $`\alpha /\pi =1/4`$ (maximal fidelity and information gain are both independent of $`\beta `$). The information gain is $`I_{\mathrm{av}}=0.8664`$, less than that obtained applying the optimal encoding for which (19) gives $`I_{\mathrm{av}}=`$ $`0.9180`$. Nevertheless, we could ask ourselves if this gain is maximal for code states of the form (8). An explicit computation shows that this is not so, as the maximal gain is $`I_{\mathrm{av}}=0.8729`$ for $`\alpha /\pi =0.23171/4`$. Hence, at least in this case, states with maximal fidelity and maximal information gain do not coincide, they seem to do so only when the truly optimal strategy is considered. To summarize, we have presented optimal encoding-decoding procedures for sending the information contained in an arbitrary direction faithfully codified in a quantum state. For restricted encodings, based on space rotations, the maximal fidelity is related to the largest zeros of the Legendre or Jacobi polynomials. Although this encoding does not make full use of the quantum channel capacity, our results show a significant improvement over previous strategies based on parallel spin encoding. We thank S. Popescu, A. Bramon, G. Vidal and W. Dür for stimulating discussions, and M. Lavelle for reading the manuscript. Financial support from CICYT contracts AEN98-0431, AEN99-0766, CIRIT contracts 1998SGR-00026, 1998SGR-00051, 1999SGR-00097 and EC contract IST-1999-11053 is acknowledged.
warning/0006/astro-ph0006220.html	ar5iv	text	# A PLASMA PRISM MODEL FOR AN ANOMALOUS DISPERSION EVENT IN THE CRAB PULSAR ## 1 INTRODUCTION Observations of pulsar signals at multiple frequencies allow measurements of a number of properties of the intervening plasma. The quadratic dependence of arrival times on radio frequency yields the column density of electrons, or dispersion measure, along the path. At low frequencies pulses are broadened by multipath propagation (diffraction) effects owing to the presence of phase perturbations on transverse scales smaller than the Fresnel radius. These perturbations are the result of microscale electron density fluctuations. When the perturbations are confined to a small region along the sight line and have a wide extent transverse to the path, the broadening function is exponential. Phase pertubations that are large with respect to the Fresnel radius lead to refractive changes both in the path direction and in the signal amplitude. Most intervening media are birefringent, and as a result the reference angle of linear polarization undergoes Faraday rotation as a function of radio frequency. Temporal changes in all of these quantities result from the net motion of the sight line relative to the perturbing plasma. Amplitude changes in time or in frequency are called scintillation, while all diffractive and refractive phenomena are the result of scattering of electromagnetic waves by electron density structures; scintillation and scattering are not synonyms. The temporal changes provide a sensitive probe of the smallest known structures in the intervening medium which have eluded physical description (e.g., recent studies by Sridhar & Goldreich 1994, Goldreich & Sridhar 1995, 1997) since the beginning of pulsar research in 1968. The turbulent energy in these small scale structures in the interstellar medium may be a significant source of heat (e.g., Minter & Balser 1997a; 1997b) as well as source of scattering of cosmic rays (e.g., Jokipii 1988). One difficulty in the understanding of the small scale strutures in the interstellar medium is the uncertainty about the location of the structures along the line of sight and therefore an uncertainty in the mean properties of the perturbed plasma. In this paper we describe the recent variable propagation effects in the Crab pulsar and argue, as others have previously, that they result from plasma associated with nebula. In this case we have significant other information about the state of the material from optical observations which can aide theoretical analysis. The propagation variations we will be discusssing have a historical precedence. In 1974-75 the dispersion measure, rotation measure and scattering of the Crab pulsar displayed extreme activity Lyne & Thorne (1975); Isaacman & Rankin (1977); Rankin et al. (1988). The dispersion measure rose by 0.07 cm<sup>-3</sup>pc and the Faraday rotation rose by 2 radians m<sup>-2</sup> over several months. The scattering increased by an order of magnitude, and there was a deep, presumably refractive, amplitude null. These disturbances in the observed emission from the pulsar were ascribed to propagation through perturbed thermal plasma associated with the Crab nebula. Rankin & Counselman (1973) had already argued on the basis of a two scattering screen model that the smaller variations of dispersion and Faraday rotation which they had observed were the result of nebular material. The variable screen was associated with the nebula, while the constant screen was associated with the general interstellar medium. Vandenberg (1976) compared VLBI observations of the apparent size to the scattering time scale and also showed the need for a scattering screen near the nebula. These authors suggested that the observed effects were the result of propagation through fine structure in the well-known filamentary material which was known to have structure on many length scales. More recently, precision observations of other pulsars have determined the level of dispersion measure variations in the general interstellar medium and found them to be significantly below that seen in the Crab Phillips & Wolszczan (1991, 1992); Backer et al. (1993). In recent years there has been a second episode of large variations in the dispersion measure and scattering time scale Backer & Wong (1996). Column density variations of 0.1 cm<sup>-3</sup> pc over time scales of months are seen. Starting farthest from the pulsar, potential sites for the perturbing plasma (and their radii from the pulsar) are: (a) the supernova blast wave forward and reverse shocks ($``$10 pc); (b) the shock and Rayleigh-Taylor unstable shell and shell fragments formed by the expanding synchrotron nebula (1-1.5 pc); (c) the synchrotron emitting particles (0-1 pc); and (d) the immediate environs of pulsar and relativistic pulsar wind shock (0.2 pc). Our estimate of the density of the synchrotron emitting electrons is $`10^5`$ cm<sup>-3</sup>, and so even the electrons in the weakly relativistic end of their energy distribution produce negligible dispersion in the hot interior of the nebula. We will interpret our observations as the result of propagation through category (b) material, the unstable shell which forms filamentary structure, although admittedly this is in part because it is the structure about which we know the most from optical spectroscopy. Here we will distinguish between the diffuse high ionization material characterized by ‘billowing’ structures within a thick envelope region around the synchrotron nebula Lawrence et al. (1995); Sankrit et al. (1998), and the low ionization, denser material which has a much smaller filling factor and is found over a range of radii. Both are loosely referred to as ‘filaments’ in the literature. Sankrit et al. (1998) argue that the high ionization material is the result of a shock between the synchrotron emitting internal gas and the external supernova ejecta and conclude that its radial cross section is $`2\times 10^{15}`$ cm. Rayleigh-Taylor instabilities in the shock interface are the likely source of the cooler filaments Chevalier & Gull (1975); Hester et al. (1996). The typical density of this material is 1000 cm<sup>-3</sup> and the typical scale is $`10^{16}10^{17}`$ cm Fesen et al. (1992); Lawrence et al. (1995); Hester et al. (1996). Small structures or small variations within larger structures found in these optical studies could easily produce the changes in the 1974 and current episodes of large variability in propagation parameters. If the variations that we will discuss are the result of changes in the sight line column density through this filamentary material, then the transverse velocity of the pulsar-Earth sight line relative to the plasma is at least that of the pulsar, $``$135 km s<sup>-1</sup> Wycoff & Murray (1977); Caraveo & Mignani (1999). The filament motions are radial Trimble (1968) to within 100 km s<sup>-1</sup>, and the shock velocity in the high ionization material is estimated to be $`150`$ km s<sup>-1</sup> Sankrit et al. (1998). We will assume a value of 200 km s<sup>-1</sup> for the characteristic transverse velocity of the sight line relative to the filaments for conversion from the time domain to the spatial domain. In this case, the estimated electron density of the observed perturbations is $`1500`$ cm<sup>-3</sup>, and their transverse length is $`2\times 10^{14}`$ cm for single symmetric structures. This density is larger than, but comparable to, the estimates from optical line measurements. Smaller density variations on smaller length scales would be expected. In 1997 October amidst the recent episode of large variations in dispersion measure and other plasma propagation parameters, a dispersion measure “jump” (a sudden change in less than one week) of 0.12 cm<sup>-3</sup>pc was noticed in measurements with monitoring telescopes at both the NRAO<sup>1</sup><sup>1</sup>1The National Radio Astronomy Observatory is a facility of the National Science Foundation operated under cooperative agreement by Associated Universities, Inc. Green Bank and the University of Manchester Jodrell Bank sites Backer (2000); Smith & Lyne (2000). In fact, at the time of the jump pulses were simultaneously detected at both old and new DMs. Subsequently Smith & Lyne noticed that prior to the dispersion event a faint “ghost” replica of the pulsed emission following the main pulse and interpulse components was seen for an interval of about two months. The phase of the ghost emission slowly converged toward that of the regular emission a few weeks before the dispersion jump. Smith & Lyne discuss a geomtrical optics model for variable reflection of the signal from a plasma wall in the nebula, and infer a location of 2 pc from the pulsar. In this paper we interpret the observations with a full physical optics model of a plasma structure which has the rough form of an overdensity triangular prism. While many of the observed phenomena can be explained by a plasma prism passing through the line of sight at the distance of the Crab nebula filaments, the occurrence of an unusual slowing down of the neutron star as well as the small but more conventional spinup glitch of the star two months later could provide an argument for consideration of plasma propagation in the vicinity of the star to allow for a causal connection. The fact that the ghost components of the main pulse and the interpulse are not always similar adds further confusion to the filament propagation interpretation. However, we argue in this paper that the propagation and spin disturbances are not causally connected. In §2 we describe the Pulsar Monitoring Telescope facility at NRAO Green Bank along with our data collection and analysis procedures. In §3 we present a general description of the late 1997 events in the Crab data based on our observations at 327 MHz and 610 MHz. In a future work we will present a longer history of propagation parameters and their relation to the filamentary nebular material. This is followed in §4 by a discussion of the rotation history of the pulsar and in §5 by a presentation of our plasma prism model that explains most of the features of the event. In §6 we discuss the properties of the ghost emission along with our interpretation. In the concluding section we summarize our arguments for associating the observed phenomena with propagation effects in the Crab nebula’s filamentary zone, and pose several questions that would motivate observations at the time of a future event. ## 2 OBSERVATIONS WITH AN 85ft PULSAR MONITORING TELESCOPE The observations described below were obtained with an 85ft (26m) diamter Pulsar Monitoring Telescope in Green Bank, WV. Pulsar observations were initiated on this telescope by Stinebring, Kaspi and their colleagues (e.g., Kaspi & Stinebring 1992) in collaboration with the US Naval Observatory which supported the telescope operations at that time for geodetic work. Since then the Naval Research Laboratory contributed to operations, and currently a mixture of resources are applied to keep the system running. Room temperature receivers with linearly polarized feeds at 327 MHz and 610 MHz are mounted off axis and are then continuously available for use by offset pointing. The available bandwidths of the receivers are 10 MHz and 40 MHz, respectively, while our Crab observations used 8 MHz and 16 MHz, respectively. The Crab pulsar is observed twice per day at 610 MHz with 10-minute integrations (LST 06:05-06:50 & 10:35-11:20) and once per day at 327 MHz with 8.5-minute integrations (LST 06:55-07:35). Average pulse profiles are obtained from each integration with the Green Bank-Berkeley Pulsar Processor (GBPP; e.g., Backer et al. 1997). The GBPP coherently removes dispersion from pulsar radiation in real time by convolution in the time domain. Two othogonally polarized signals are each separated into 32 frequency channels which span the bandwidths defined above using analog and digital filter techniques. The dispersion removal restoring function for each channel has a maximum length of 1024 samples and the convolution processor, which employs a full-custom VLSI chip Kapadia et al. (1993), uses low bit quantization. The multichannel data from this processor are dedispersed for the time delays between channels, linearized to remove the effects of quantization, normalized by the system temperature and summed over the two polarizations. Further reduction includes estimation of flux, pulse broadening, arrival times and other properties. Archival data from this monitoring program for the Crab and other pulsars are available upon request,<sup>2</sup><sup>2</sup>2See also http://astro.berkeley.edu/~mpulsar and please contact D. Backer if you are interested in use of the 85ft Pulsar Monitoring Telescope for new projects. ## 3 ANATOMY OF 327-MHz AND 610-MHz DATA In Figure 1 we present a record of the pulse shape at 327 MHz during the interval of 1997 day 225 to day 365 (1997 Aug 12-Dec 31; MJD 50661-50813). The timing model that was used to align the daily average pulse profiles is given in Table 1. The morphology of the Crab’s pulsed emission consists of three components: the precursor (P), main pulse (MP) and interpulse (IP) Rankin et al. (1970). The properties of these components – widths, relative amplitudes and relative locations – are typically obscured by the combined effects of interstellar scattering and instrumental impulse response. Our signal processor minimizes instrumental effects, and we have developed software to deconvolve the effects of interstellar scattering. Table 2 lists the intrinsic properties of the pulse components at our two observing frequencies. In Figure 1 the precursor, main pulse and interpulse components are overexposed to show a faint, “ghost”, of the MP component that appears near phase 0.35 at 1997 day 240 and drifts toward phase 0.25 at day 275. A similar ghost of the IP component is evident with similar delays. We don’t detect a ghost version of the precursor component, but it has a lower peak flux and where the MP is strongest, the location of the expected precursor ghost merges with the regular non-ghost emission. The dominant feature of Figure 1 is a jump in phase and change in signal character around day 300. Figure 2 summarizes parameters of the 327-MHz profiles during the interval shown in Figure 1. We will refer to the signals before and after the jump as “old” (solid line) and “new” (dotted line), respectively. The old pulse peak amplitude begins steady, has a broad maximum around day 270 with two local maxima centered on day 265 and day 275, and then fades away by day 300 (Fig. 2a). The new pulse amplitude rises steadily from day 290 to day 365. Estimates of the ghost component amplitude are difficult owing to its weakness and variable structure. The ratio of integrated flux, or pulse energy, of the ghost emission to the regular emission for the IP ranges from 2-6%. The relative arrival times of the old and new pulses are shown in Figure 2b. This indicates relative stability apart from the offset between old and new which is the result of the DM jump. Note the overlap of the old and the new pulse emission in Figure 2a,b. This will be interpreted in terms of two simultaneous propagation paths during the dispersion jump in §5. As the old pulse amplitude decreases during days 275-300 its position appears at later and later phases with a total shift between days 295 and 300 of 0.3 ms (Fig. 2b; also Fig. 5 which will be presented later). We discuss this shift in terms of an unusually large and rapid excursion of the intrinsic timing noise in the star in the following section after presentation of the 610-MHz data. The ghost component positions are shown in the second panel (open squares). These were estimated from the intensity peaks in Figure 1. Both old and new pulses show evidence of scattering with broadening by an exponential function whose time constant is given in Figure 2c. The new pulse is severely scattered in comparison with that of the old. Scattering by 0.3 ms is typical for this pulsar. There is little evidence for exponential broadening in the MP and IP ghost components. In Figure 3 we present the corresponding record of the pulse shape at 610 MHz during the interval of 1997 day 225 to 1997 day 365. The timing model is the same as that used for Figure 1. The MP and IP are overexposed to show the faint precursor near phase 0.22 at 1997 day 225 and 0.3 at day 365. Intrinsic pulse morphology at 610 MHz is summarized in Table 2. Figure 4a shows that the amplitudes of the old pulse components rose sharply starting on day 270. This rise was followed by local maxima on days 280 and 285 similar to what was reported above in the 327-MHz data, but shifted later in time. After day 290 the old amplitude subsides rapidly out to day 300 where detection is no longer possible. There is no evidence of any increase in the pulse broadening of this old emission as its amplitude subsides. The new emission appears diffusely around day 275, and we are able to fit for amplitudes and scattering times starting on day 315. The new emission amplitude rises steadily until day 355. The old emission shows no evidence of scattering, and none would be expected if we scale the scattering detected at 327 MHz, typically 225 $`\mu `$s, to 610 MHz using a $`\nu ^4`$ law. The new emission is definitely scattered. From pulse deconvolutions we find exponential time constants ranging from 325 to 450 $`\mu `$s; Figure 4c plots a constant value of 340 $`\mu `$s. This scattering is much larger than that based on the 327-MHz results discussed above and using a $`\nu ^4`$ law. We return to this discrepancy in §5.3. Starting on day 240 the “ghost” emission components at 610 MHz follow the MP and IP components and have a typical spread in rotational phase of 0.05. The leading edges of these components, which are their most clearly delineated feature, move steadily toward the main pulse and interpulse components (squares in Fig. 4b). Starting on day 260 the ghost emission components typically have the shape of an exponentially scattered pulse with time scale of approximately 1.2 ms. Figure 4 provides estimates of these exponential times along with the position and amplitude of the unscattered ghost emission. These parameters were obtained by first removing the strong, weakly scattered old emission in the MP and IP components, and then fitting for scattered MP and IP ghost components. Note that the total pulse energy in the ghost components is typically half of that in the regular components. This ratio is an order of magnitude larger than the ratio reported above for 327 MHz. They appear faint owing to the spreading of the signal. On day 280 the ghost components bifurcate with a sharp subcomponent residing on the trailing edge of the regular MP and IP emission (e.g., Fig. 10c which will be presented later) followed by a diffuse region of width 1 ms. We discuss the evolving location, relative amplitude and shape of ghost components in §6. ## 4 NEUTRON STAR ROTATION MODEL Table 1 presents the rotation, astrometric and dispersion model parameters used to align signals for the images presented in Figures 1 and 3. These parameters lead to reasonably steady phases for the three months prior to the dispersion event in late 1997 October. We used template matching software for arrival time measurements that simultaneously fits for the decay time of an exponential broadening function which is the result of multipath propagation. Simultaneous solution for variable broadening is particularly important for the 327-MHz data. While this procedure is adequate for 327-MHz, Rankin & Counselman (1973) show how at lower frequencies one must consider the effects of two scattering screens. The intrinsic profile that was used as our basic template was obtained during an epoch of low scattering. Our template matching software provided the amplitudes, positions and scattering times which are plotted in Figures 2 & 4. The arrival time parameters extracted from the data (Fig. 2b & 4b) were used to explore residual timing activity along with dispersion measure variations. A simple extrapolation of the old pulse phases from days 215 to 290 to days 310 to 360 at the two frequencies (Fig. 2, 4) yields phase jumps in late 1997 October of 5.1 ms and 2.3 ms at 327 MHz and 610 MHz, respectively. If these jumps were solely the result of dispersion changes, then one could estimate the change from each frequency record independently. These estimates are 0.13 cm<sup>-3</sup>pc and 0.21 cm<sup>-3</sup>pc, respectively. We conclude that the changes in phase are not simply dispersive. Note that the effects of scattering have been removed in Figures 2b and 4b, and therefore we can’t appeal to scattering as the source of the discrepancy. In fact, scattering would produce the opposite sense of discrepancy in the inferred dispersion measure jumps; i.e., we would infer a larger DM jump for 327 MHz relative to 610 MHz. We conclude that there was an intrinsic slowing down<sup>3</sup><sup>3</sup>3pulsar arrival times and model residuals are defined such that an increase in timing residual, or phase, relative to the model corresponds to a slowing down of the parent star. of the rotational phase of the pulsar around the time of the dispersion jump. This conclusion is in fact supported by independent measurements of the Crab pulsar at 1.4 GHz Smith & Lyne (2000). The phase jumps given above yield a slow down of 1.2 ms along with a dispersion increase of 0.10 cm<sup>-3</sup>pc. This leaves us with the unsatisfying coincidence of an unusual intrinsic timing event which is necessarily internal to the neutron star with a bizarre propagation event which is most naturally ascribed to plasma structures 1-2 pc distant from the pulsar. The deceleration of the pulsar seems to have started around day 290 as we can just follow the old and lightly scattered pulse emission while the amplitude is extinguished during the onset of the dispersion event (Fig. 1,3). Fits to the interpulse position at both frequencies during this critical period are shown in Figure 5a. By focusing on just the data near the old interpulse position we were able to follow its location better than our general purpose template matching software. The 610-MHz arrival times have been adjusted by a constant 45 bins, or 1.2 ms, in this display. This shift is nominally the consequence of a dispersion measure difference from the assumed model (Table 1) of 0.14 cm<sup>-3</sup>pc. Evident in Figure 5 is a frequency independent slow down of 0.22 ms during days 290-300 that we conclude is what begins to establish the new phase of the pulsar as the new emission appears at the new dispersion measure. Timing noise of the Crab pulsar is characterized by a random walk in frequency with an amplitude that leads to 0.3 ms changes on time scales of a month; e.g., see days 220-280 in Figure 5. The occurrence of an unusual spindown event – large amplitude in short time – at the very moment of the dispersion jump and amplitude null requires serious consideration about the possible coupling of these phenomena. On MJD 50812 (1997 December 30) a “conventional” timing glitch occurred with $`\delta \nu /\nu =9\times 10^9`$ Wong et al. (2000). The decay timescale of the transient part of the glitch, 2.8 d, is also typical of past glitches. The beginning of this glitch is just detectable in the MP/IP on the last day of data presented in Figure 3. In conclusion there are two timing events attributable to internal activity in the neutron star during this otherwise plasma propagation event. The probability of this “coincidence” is difficult to assess. Wong et al. report that the Crab has been involved in a cluster of rotation events during 1995-1999. This heightened “internal” activity coincides with the extended episode of large dispersion and scattering activity during which the particular events discussed in this paper have occurred. We proceed in this paper with the assumption that the coincidence of the two timing events with the dispersion/scattering events is the result of chance. While this assumption is plausible given the excess recent activities in both properties of the Crab emission, in a future analysis one might choose to explore a causal link between these seemingly disparate phenomena. ## 5 PLASMA PRISM MODEL ### 5.1 Basic model for DM changes After removal of the neutron star rotation model which was presented in the previous section from the timing data, we fit the residuals for time variation of the dispersion measure (DM). The results are shown in Figure 6. The DM variations are characterized by a jump of $`\delta `$DM$`{}_{}{}^{}`$0.12 cm<sup>-3</sup>pc that coincides with the interval around MJD 50700 when pulses are present at both dispersions as discussed in §3. Around the time of the jump the results presented in Figure 5 provide more accuracy owing to the careful fitting of individual pulse components. After the jump the DM steadily declines with most of the jump amplitude lost over $`T250`$ days. There are small increases centered on MJDs 50825 and 50890 (Fig. 6). A slower decline has continued to MJD 51300. We interpret the sudden rise and steady decline as evidence for the passage of a uniform density triangular prism of plasma through our sight line to the pulsar. One lateral face of the prism must be parallel to the line of sight to provide the observed jump when the geometric sight line enters the prism owing to relative motions of pulsar, prism and observer (see inset in Fig. 7). The physical nature of the prism will be addressed briefly in our conclusion. Here we are concerned with the radio wave propagation through the prism as it crosses our sight line to the pulsar. The steady DM gradient during the 250-day interval after the DM jump can be converted into a frequency dependent refraction angle $`\theta _r(\nu )`$ in the prism. The triangular plasma prism model has three important parameters: the extent transverse to the sight line $`L`$ which we equate to the product of the motion of the sight line transverse to the pulsar direction $`V_{}`$ and $`T`$; the extent along the sight line at the “thick” end of the prism $`fL`$, and an excess electron density $`\delta n_e\delta `$DM$`{}_{}{}^{}/fL`$. The two length measurements are the height and the base of the assumed isosceles triangular cross section of the prism. The effect of this prism on propagation can be accurately calculated based on the equivalent phase screen $`\mathrm{\Phi }(x,y)`$ that is derived by line of sight integration of the electrical phase through the dispersive prism: $$\mathrm{\Phi }(t)\lambda r_e\delta \mathrm{DM}(\mathrm{t}),$$ $`(1)`$ which leads to the refraction angle $$\theta _r=k^1\mathrm{\Phi }$$ $`(2a)`$ $$\theta _r=\frac{\lambda ^2r_e\delta \mathrm{DM}_{}}{2\pi V_{}T}.$$ $`(2b)`$ Quantitatively the refraction angle through the prism at 327 MHz is $$\theta _r(327\mathrm{MHz})=0.35\mu \mathrm{rad}V_{,100}^1,$$ $`(3)`$ where the perpendicular velocity is expressed in units of 100 km s<sup>-1</sup>. The phase velocity in cold plasma exceeds c and therefore the sign of the refraction is such that an overlap in time is expected for the direct and refracted signals, which is what we reported in the previous section. We return to this point in the following section that presents a simulation of the optics. The geometric time delay, $`\delta t_r`$, resulting from this refraction is very likely small in comparison with the several-ms dispersion delay (Fig. 5): $$\delta t_r^{327}=z(1z)D\theta _r^2/c=20\mu \mathrm{s}z_{0.001}V_{,100}^2,$$ $`(4)`$ where the location of the prism as a fraction of the distance between the pulsar and the Earth $`z`$ is expressed in units of 0.001 (2 pc), appropriate for the filamentary interface around the Crab synchrotron nebula. The frequency dependence of this refractive delay is nominally $`\nu ^4`$, and therefore in future events it could be separated from a dispersion delay with sufficient frequency sampling. Refraction in the prism will lead to a signal path that depends on radio frequency. The transverse displacement of the image path at the location of the perturbing plasma is $`zD\theta _r2\times 10^{12}\mathrm{cm}z_{0.001}V_{,100}^1`$ at 327 MHz. This displacement toward the thin end of the prism results in a smaller dispersion measure for 327 MHz relative to that for 610 MHz at any instant. An estimate of the size of this effect using this displacement and the observed gradient is 0.0011 cm<sup>-3</sup>pc $`z_{0.001}V_{,100}^2`$ which also contributes a small time delay of 40 $`\mu `$s $`V_{,100}^2z_{0.001}`$. This effect will not contribute significantly to the non-dispersive time delays estimated from the extrapolated rotation model of the neutron star presented in the previous section if the site of the dispersion changes is in the filament zone of the nebula. For an aspect ratio $`f=1`$ and $`V_{}=100`$ km s<sup>-1</sup> the excess electron density in the prism is 1700 cm<sup>-3</sup>, and the emission measure for this choice of parameters is small, $``$2 cm<sup>-6</sup> pc, relative to that of the filaments. If the prism extent along the sight line is several times that in the transverse direction ($`f3`$) and if the transverse velocity is as large as 300 km s<sup>-1</sup>, then the prism density can be as low as 170 cm<sup>-3</sup>. As the densities of the ionized filaments which have scale size of $`10^{1617}`$ cm are estimated to be around 1000 cm<sup>-3</sup>, a much smaller density perturbation on the much smaller scale of the prism is likely, and possible, given this discussion of geometry and motion. Thus a factor of $`3`$ is favored. ### 5.2 Transverse velocity from refractive amplitude variations The variable amplitude of the pulsed emission can be used to constrain the transverse motion of the plasma prism if we attribute these changes to refractive focusing and defocusing. Clegg et al. (1998) provide a useful description of the refractive optics of a Gaussian plasma lens. The refractive gain is assumed to be single valued (near field) and is a function of the second derivative of the phase accumulated after propagation through the lens. The amplitude drops into a deep null over about 10 days (290 to 300) at 327 MHz and over a shorter interval at 610 MHz (Fig. 2c,4c). We attribute this to the spreading of rays by the defocusing power of the phase screen just ahead of the plasma prism. Following Clegg et al. (1998) the gain which results from a refractive 1D parabolic phase variation located at $`zD`$ along the sight line from the pulsar is $$G_x=[1z(1z)Dk^1^2\mathrm{\Phi }]^1.$$ $`(5)`$ With $`^2\mathrm{\Phi }`$ estimated from $`\delta \mathrm{DM}_{}/(V_{}\delta T)^2`$ and a gain of 0.1-0.2 and $`\delta T=10`$ d, we estimate that the transverse velocity is $$\widehat{V}_{}=150\mathrm{km}\mathrm{s}^1\sqrt{z_{0.001}}.$$ $`(6)`$ The shorter time scale for the decrease at 610 MHz is consistent with expectations of this simple model. Furthermore, there is evidence for a parabolic term in the phase owing to the observed variations of dispersion measure in Figures 5 & 6 along with its conversion to phase (eq. 1). For our model prism the dominant parabolic phase variation is most likely directed normal to the projected edge of the prism and not along the direction of the motion of the sight line; see Figure 7. The velocity estimated from this calculation is then a lower limit to the true transverse motion of the prism. What is the transverse motion of the sight line to the pulsar relative to the possible filamentary material in front of it? If the material is just radially expanding, then there would be one contribution to the transverse motion from the pulsar motion, 135 km s<sup>-1</sup> Wycoff & Murray (1977); Caraveo & Mignani (1999). This will be reduced by a component of the radial motion of the filaments which results from the misalignment of the current pulsar location from the expansion center. For the estimated 10<sup>′′</sup> misalignment Trimble (1968) this amounts to 100 km s<sup>-1</sup> for material at 1.5 pc moving at 1500 km s<sup>-1</sup>. The net motion is then only 35 km s<sup>-1</sup>. There will be an additional contribution from the random velocity of the filaments causing the propagation effects discussed in this paper, assuming that they are indeed the site of the perturbations. Trimble (1968) makes a strong case that the non-radial motions of the isolated filaments which she studied are less than 300 km s<sup>-1</sup> and are typically 70 km s<sup>-1</sup>. Her reasoning is that a well defined convergent point of expansion would not be found if non-radial motions were larger. The further conclusion from her study is that the expansion velocities range from about 500 km s<sup>-1</sup> up to 1500 km s<sup>-1</sup> which corresponds to radii from 0.5 pc to 1.5 pc, respectively. The filaments nearest the pulsar in Trimble’s study – numbered 158, 160, 208 and 209 – have observed transverse motions of 47 to 267 km s<sup>-1</sup>. More recent studies of the Crab nebula filamentary material have come to the conclusion that many features can be attributed to Rayleigh-Taylor MHD instabilities Chevalier & Gull (1975); Hester et al. (1996); Sankrit et al. (1998). The low-density, synchrotron emitting matter driven by the pulsar is pressing on the denser supernova ejecta. Fingers or sheets of ejecta matter drip into the interior along quasi-radial paths. These authors estimate velocites of the shock interface of 150 km s<sup>-1</sup>. The Alfvèn velocity is significantly smaller, $`v_\mathrm{A}=`$20 km s$`{}_{}{}^{1}B_{3.5}^{}\sqrt{Zn_3}`$, where the magnetic field $`B_{4.5}`$ is in units of $`3\times 10^4`$ G, the density $`n_3`$ is in units of $`10^3`$ cm<sup>-3</sup> and the atomic number $`Z`$ may be as large as 4 if the relevant filament is dominated by Helium Uomoto & MacAlpine (1987). Both the shock velocity and a component of the velocity from any non-radial motion of the unstable interface could contribute to the transverse velocity that we need to convert our temporal record to a spatial record. A second epoch of HST imaging is planned that will allow much higher resolution study of motions of the small scale filamentary features (Hester, 1999 personal communication). On a larger scale most of the filamentary material which would be along our sight line to the pulsar has been associated with a constricted toroidal region around the synchrotron nebula that is associated with the ‘dark bays’ in the synchrotron emission Fesen et al. (1992); Lawrence et al. (1995). These authors suggest the possibility that this is the result of a circumstellar disk that predated the Crab SN. While larger transverse velocities might be associated with this morphology, Trimble’s observational limits on motions of specific filamentary features remains. In summary, we choose to use 200 km s<sup>-1</sup> for our length to time conversions. The amplitude of the ‘old’ signal has a broad maximum that extends over 40 (20) days centered on day 270 (285) at 327 (610) MHz, respectively (see Fig. 2c,4c). There is some evidence for two local maxima with dips at day 270 (281) and preceding and following higher values. This peaking, and possibly double peaking, of the amplitude has the appearance of a caustic crossing event that can be associated with the subsequent sharp loss of amplitude around the time of the dispersion jump which was discussed earlier in our estimate of the transverse velocity. Clegg et al. (1998) analyze the optics of a Gaussian plasma lens and show how it can reproduce the amplitude signature of extreme scattering events. The equivalent lens at the time of the jump which strongly defocuses the radiation will lead to a pileup of amplitude prior to the jump. The absence of a similar caustic crossing event on the egress can be attributed to asymmetries of the equivalent phase screen in the two transverse dimensions. ### 5.3 Broadening from multipath propagation The new pulse viewed through the prism is broadened at 327 MHz by an exponential function with a typical time constant of $`\tau _s=2.1`$ ms (§3; Fig. 2c). If we equate this broadening to the simple thin screen result $$\tau _s=z(1z)D\theta _s^2/c$$ $`(7)`$ with $`\theta _s=\lambda /l_{}`$ as the scattering angle of the screen, then the coherence length scale of the screen is $`l_{}=3\times 10^3`$ cm for 327 MHz and $`z=0.001`$. At $`z=0.001`$ the scale of the first Fresnel zone is $`a_\mathrm{F}=2\times 10^{10}`$ cm, and, owing to the inequality $`l_{}<<a_\mathrm{F}`$, we expect strong diffraction effects. The same condition holds at 610 MHz. Phase fluctuations on this small scale can result from either a turbulence spectrum extending down to this scale or from gradients of structures on larger scales. The scaling of the new pulse broadening can indicate the slope of the ‘turbulence’ (average density fluctuation) spectrum Rickett (1988). Using the results from Figures 2c & 4c we find an electron density power law slope of -6, much steeper than the Kolmogorov slope of 11/3 and steeper than the slope expected if we are sampling beyond the wavenumber cutoff or inner scale which is -4. An alternative interpretation is that the sight lines are sampling different material (Fig. 7). However the ratio of pulse broadening at the two frequencies does not change significantly during 1997 November and December. If there were significant variations transverse to the path of line of sight through the prism, one would expect comparable variations along the line of sight. A further alternative is the idea raised by Cordes (1998, personal communication) that the fluctuations are intermittent, and therefore the full extent of broadening is not equally attained at the two frequencies. The signature of this effect would be a shallower dependence of pulse broadening on frequency than $`4`$. But this model would also predict truncated exponential pulse broadening functions and large variability which are not observed. In future observations during a similar episode of enhanced scattering multi-wavelength studies are essential to establish the frequency dependence of pulse broadening. Hester et al. (1996) show that at high angular resolution many filaments appear to be smooth Rayleigh-Taylor fingers which are falling into the synchrotron nebula. In their model these fingers are stabilized by a transverse magnetic field in the interface against breakup into smaller scales by Kelvin-Helmholtz instability. On the other hand, they also show some filaments with fine structure indicative of Kelvin-Helmholtz instabilities. The steep fluctuation spectrum in the prism inferred above from pulse broadening would favor the presence of Kelvin-Helmholtz instabilities continuing to small scales. Jun et al. (1995) provide an important high spatial resolution simulation of the growth of these MHD instabilities for various geometries and magnetic field strengths. In the future we plan to compare the small scale column density, scattering and Faraday rotation changes of the Crab pulsar with results obtained from these computer simulations. ## 6 MODEL FOR THE GHOST EMISSION COMPONENTS The ghost emission components described in §3 have arrival times that are mainly achromatic. This property of the ghost emission can be explained if the arrival time is dominated by geometric path delay. The plasma prism model described in §5 will lead to multiple imaging, and therefore to multiple pulses if the resultant geometric relative delays are large with respect to the pulse component width. As an aside, if the relative delays were less than the width, interference would be observed similar to that reported by Cordes & Wolszczan (1986) and Wolszczan & Cordes (1987), and multiple structure might be detected in the narrow giant pulses Sallmen et al. (1999). We have already described how refraction in a simple plasma prism can explain the presence of simultaneous emission at new and old dispersion measures simultaneously. Here we describe how the ghost emission is consistent with it being the result of a third image which should be present following the ‘odd number of images’ optics rule that has been frequently applied to gravitational lensing. The ghost emission components also show evidence for multipath broadening at 610 MHz, and yet are not strongly scattered at 327 MHz. The model discussed below proposes a possible solution to this discrepancy. Our explanation for the ghost emission requires further analysis of the phase screen that results from the plasma prism model introduced in §5. The dispersion record and the amplitude modulation indicated the presence of linear and quadratic properties of the screen both ahead of and in the prism. The full phase screen required for analysis of wave propagation includes effects of both propagation through the plasma and the geometric path length. The geometric path length contributes a parabolic “Fresnel bowl” of phase centered on the sight line: $$\mathrm{\Phi }_\mathrm{F}(x,y)=A[(xV_{}t)^2+y^2],$$ $`(8)`$ where $`A\pi /z(1z)\lambda D`$ establishes the scale of the quadratic Fresnel phase bowl in radians by dividing by the square of the radius of the first Fresnel zone. We place the leading (thick) edge of plasma prism at $`(x=b,y=0)`$ with an orientation angle in the $`xy`$-plane of $`\zeta `$ with respect to the $`x`$-axis. The equation for the prism leading edge is then $`y_p=\mathrm{tan}\zeta (xb)`$. We give the prism leading edge a sinusoidal density profile which leads to sinusoidal phase profile: $$\mathrm{\Phi }_\mathrm{P}=\frac{B}{2}\left(1\mathrm{sin}[\pi \frac{(xb)}{w}\mathrm{cos}\zeta +\pi (\frac{y}{w})\mathrm{sin}\zeta ]\right),$$ $`(9)`$ where the half width of the prism’s leading edge $`w`$ is $`V_{}\delta T`$ which defines the edge width $`\delta T`$, and $`B\lambda r_e\delta \mathrm{DM}_{}`$ sets the phase scale of the prism (see eq. 1). A cross cut of the total phase relative to the geometric line of sight at $`xV_{}t`$ is shown in Figure 8. If we set $`y=\zeta =0`$, then $$\mathrm{\Phi }=2a(xV_{}t)\frac{\pi b}{2w}\mathrm{cos}\left[\pi (\frac{xb}{w})\right]=0$$ $`(10)`$ establishes points of stationary phase as a function of frequency. These stationary phase points can then be used to calculate the corresponding geometric delays as a function of frequency and time. The roots of $`xV_{}t`$ on either side of $`b`$ which give the locations of stationary phases $`(xV_{}t)_s`$ are labeled with II,III in Figure 8. Signals from point II pass through the leading edge of the prism, and therefore have a dispersive delay similar to that of the old emission; point III signals pass through the prism and have the extra dispersion of the prism. Nominally these points are close to $`xV_{}t=b`$ where the geometric delay is $$t_{\mathrm{ghost},\mathrm{geo}}=z(1z)(xV_{}t)_s^2/cD.$$ $`(11)`$ Association of image II with the ghost emission explains the quadratic and nearly achromatic properties of what has been observed. This model of the optics was used to simulate a sequence of pulse arrival times. The dispersion record was used to estimate $`\mathrm{\Phi }_\mathrm{P}`$ with the following elements: a constant; followed by a cosinusoidal decrease over 60 days preceding the jump with an amplitude of 0.01 cm<sup>-3</sup>pc; followed by a cosinusoidal increase over 15 days with an amplitude of 0.1 cm<sup>-3</sup>pc; and a final linear decay over 250 days. This phase screen was added to the quadratic Fresnel term with the screen placed at $`z=0.001`$. The stationary phase points were then located for each day using a transverse velocity of 200 km s<sup>-1</sup>. At each stationary phase point dispersive delays at the two frequencies and the geometric delay were tabulated. Figure 9 displays the relative arrival times of the observed pulses at the two frequencies as a function of time using the enumeration of stationary phase points in Figure 8. The simulation, which was obtained with very little iteration of the model parameters, is reasonably consistent with the observations in Figures 1-4. Note that the 327-MHz ghost emission arrives slightly earlier than that at 610 MHz owing in part to the decrease in dispersion measure prior to the moment when the geometric sight line enters the prism. The absence of the pulse broadening effects of scattering (diffraction) in the 327-MHz ghost emission is curious given the scattering which is evident in the 610-MHz ghost emission (Fig. 4c). The plasma prism model analyzed here only includes linear and quadratic phase terms. The prism itself is very turbulent as shown by the pulse broadening of the new signal (Fig. 2c,4c). The stationary phase points for the ghost at 327 MHz (II) will pass through less of the prism than at 610 MHz which can contribute to the absence. Furthermore it may be difficult to detect parts of the signal that are very heavily scattered at 327 MHz. The very weak amplitude of the 327-MHz ghost emission relative to 610 MHz (§3) suggests that we are observing along a low gain path which has the correct refraction angle for us to observe and has negligible diffractive scattering. Figure 10 provides three examples of 610-MHz ghost components. The regular MP and IP emission has been subtracted using a template of the pulse derived from earlier observations (Table 2) along with the exponential broadening from scattering as determined at 327 MHz (Fig. 2c). The scales are set such that the “old” MP component peak amplitude is 1.0. Subtraction of the old emission is not always perfect at the level of 5%. Owing to the narrow width of the MP and IP, we are confident that the imperfect subtraction has no effect on the ghost emission profile in these data. The result for day 270 demonstrates a typical result: the ghost of the MP is identical in shape, relative position and relative amplitude to that of the IP. This provides strong support for the conclusion that the ghost emission is a replica of the entire pulse delayed by extra path length along which the scattering properties are significantly different to that of the direct path. However there are days when the MP and IP ghost emissions are dissimilar. On day 262, the ratio of the IP ghost emission to that of the main pulse is much less than expected from the delayed and scattered replica hypothesis. On day 293 the shapes of the MP and IP ghost emission are dissimilar – the IP extends longer than the MP. The shape of either of the ghost components is not simply an exponentially broadened version of the undelayed counterpart. Within the context of our plasma prism model non-exponential scattering profiles are simple to explain. For example, Cordes (1998, personal communication) has explored the effects of small-scale intermittency on scattered pulses. By small scale he means that the turbulent plasma does not fill the diffractive scale, $`l_d=z\theta _s`$. If so, one or more highly truncated exponential pulses would be observed from individual “screenlets” with their associated geometric delays and scattering time constants. This incomplete scattering situation was also discussed by Lyne & Thorne (1975) to explain the odd pulse shapes observed during the earlier episode of extreme scattering. The occasionally dissimilar shape of the MP and IP ghost components may indicate that the phase screen is effectively resolving their angular separation. MP and IP emission is most likely from the outer magnetosphere. Romani & Yadigaroglu (1995) and Harding & Daugherty (1998) provide recent models of the high frequency emission, and one generally assumes that the sites of the MP and IP radio emission are coincident with the sites of the corresponding high frequency components. In the Romani & Yadigaroglu model the MP and IP will have a projected separation at the plane of the neutron star center which is comparable to that of the light cylinder radius, 1500 km. At the distance of our hypothesized phase screen, 1-1.5 pc, this corresponds to 7 $`\mu `$as. In the Harding & Daugherty polar cap model no such offset is expected. In §5 we estimated that the average refraction angle in the plasma prism is of order 0.35 $`\mu `$as at 327 MHz (eq. 3) which is then $`0.1\mu `$as at 610 MHz. The presence of significantly larger gradients in smaller regions might be possible. If so, these could lead to significantly different refractive gains for the ghost MP and IP emission. Note that while the separation between paths from the MP and IP may be much larger than $`l_{}10^{34}`$ cm, the size of the diffractive disk $`z\theta _s(1z)D10^{1112}`$ cm is much larger than the likely path separation. Therefore there is little change expected in the diffraction of the two pulse components. The perturbed optics of the filamentary zone of the nebula during this epoch may thus be resolving the magnetospheric emission sites and therefore supporting high altitude emission models. ## 7 CONCLUSIONS In this paper we have: (1) reported on an anomalous events in the record of the Crab pulsar during the second half of 1997 which involve rapid changes in the pulsar’s flux, dispersion measure and pulse broadening time as well as the appearance of ghost emission; (2) found what appears to be a slowing down of the rotational phase of the parent neutron star at the time of the propagation event which we tentatively conclude is coincidental owing to the current clustering of rotation events; (3) modeled the flux, dispersion measure and pulse broadening time changes and the ghost emission as the refractive and diffractive effects of a plasma prism which crossed the sight line and is located in the filamentary zone of the Crab nebula; and (4) concluded that the corrupted optics of the plasma prism has provided sufficient resolution to distinguish the apparent locations of the main pulse and interpulse which lends support to outer magnetosphere models. These results provide important constraints on the small scale density structures for detailed simulations of the three dimensional plasma dynamics in the filamentary zone of the Crab nebula. The results complement high resolution studies of line emission which can provide three dimensional motions and physical conditions of the same material at reduced spatial resolution. During the next episode of strongly perturbed propagation a number of supporting observations are needed. High angular resolution measurements with VLBI at wavelengths down to 1m and longer will provide limits on, or measurements of, both the separation of the direct and ghost emission and the apparent angular diameter which will improve the inferences about the screen’s location and its transverse motion. Accurately calibrated polarimetry will provide measures of Faraday rotation which samples the radial component of the magnetic field. The nominal overpressure in the plasma prism could be balanced by magnetic pressure surrounding it which could lead in turn to a distinct Faraday rotation signature. Alternatively the prism may be part of a evolving shock structure. Our current polarimetry data will be studied for evidence of variable Faraday rotation, but the offset feed configuration is known to have poor polarization properties. Sampling pulse shape and arrival time over more radio frequencies will allow better assessment of dispersive, refractive and diffractive effects. We are grateful to the NRAO staff for maintenance of the 85ft Pulsar Monitoring Telescope and for assistance with our observational program. This monitoring effort has also been supported through the Naval Research Laboratory and US Naval Observatory activities with the Green Bank 85ft telescopes. We thank Graham Smith and Andrew Lyne for sharing the results of their preliminary investigations of the Crab events using their and our data, and look forward to further synthesis of all measurements. Our effort has been supported from NSF grants AST-9307913 in the past and currently AST-9820662.
warning/0006/quant-ph0006011.html	ar5iv	text	# Rigged Hilbert spaces and time-asymmetry: the case of the upside-down simple harmonic oscillator ## 1 Introduction In this work we will study the motion of a particle subject to an upside-down simple harmonic oscillator potential $$V(q)=\frac{1}{2}m\omega ^2q^2$$ (1.1) in the contexts of quantum mechanics and classical statistical mechanics. The aim of the paper is threefold: 1.-We solve the problem using a nonconventional technique. In fact, we find that the evolution of the system can be entirely expressed in terms of idealized states that decay or grow exponentially (usually called Gamow vectors). In order to give mathematical meaning to these states we are forced to work in the framework of a rigged Hilbert space (RHS). In quantum mechanics the Gamow vectors are then defined as generalized eigenvectors of the Hamiltonian operator with complex eigenvalues, being these the poles of the scattering matrix when it is extended to the complex plane. The Gamow vectors can be used in ‘generalized spectral expansions’ similar to those found by the Gel’fand-Maurin theorem, but in order to use them we have to define two different test function spaces, that we shall call $`\mathrm{\Phi }_+`$ and $`\mathrm{\Phi }_{}`$. A similar result is found in classical statistical mechanics. 2.- We will prove that with this mathematical structure we have set the basis to introduce a time asymmetry in the theory. Let us explain this further. The vectors in $`\mathrm{\Phi }_+`$ can be expanded as linear combinations of the decaying Gamow vectors while the vectors in $`\mathrm{\Phi }_{}`$ can be expanded as linear combinations of the growing Gamow vectors. Since every physical state (either quantum or statistical mechanical) must decay both towards the future and the past, it is mathematically sound to represent the state of a physical system when it evolves towards the future (i.e. from an initial condition) by a vector $`\varphi _+\mathrm{\Phi }_+`$ and the state a system when evolving towards the past (i.e. going to a final condition) by a vector $`\psi _{}\mathrm{\Phi }_{}`$. When considering the scattering of particles by the potential barrier, this division between initial states and final states is easily explained, but we think that it is useful for studying other phenomena, like the decay towards the equilibrium position. Since both spaces $`\mathrm{\Phi }_+`$ and $`\mathrm{\Phi }_{}`$ are dense in the corresponding Hilbert space $``$, at this stage there are no empirical results that could help us decide if the conventional representation of the state of a physical system by a vector in $``$ is better than the representation of the same system by a vector in $`\mathrm{\Phi }_+`$ or $`\mathrm{\Phi }_{}`$. Both representations give the same empirical results, so both are, in a sense, correct. The difference is at a mathematical level (in the topologies used, etc.) and so we can use the representation we find more suitable to the description of the physical facts. Now, by selecting two different mathematical structures to represent a physical system when evolving towards the future and towards the past we have introduced the basis for a time asymmetry in the mathematical description of time evolution. In fact, there are only two causes for asymmetry in nature: either the laws of nature are asymmetric or the solutions of the equations of the theory are asymmetric. E. g.: the laws governing the weak interaction are asymmetric while the solutions of the theory are asymmetric in the case of spontaneous symmetry breaking. Time-asymmetry is not an exception. Thus, if we want to retain the time-symmetric laws of nature the only reason to explain the time-asymmetry of the Universe and its subsystems is to postulate that the space of solutions is not time-symmetric, namely to use the second cause for asymmetry. So the proper way to solve the problem is simply to define a realistic time-asymmetric space of admissible physical solutions $`\mathrm{\Phi }_+`$; namely to restrict the space of initial conditions. If $`\widehat{K}`$ is the time inversion operator, this space will be time-asymmetric whenever $`\widehat{K}:\mathrm{\Phi }_+\mathrm{\Phi }_{}`$, namely time inversion changes the physically admissible solutions in $`\mathrm{\Phi }_+`$ into a space of inadmissible solutions $`\mathrm{\Phi }_{}`$ different to the previous one. If $``$ is the usual space of solutions of the theory (Hilbert space in quantum mechanics or Liouville space in classical statistical mechanics) and we select $`\mathrm{\Phi }_+`$ properly, then mathematically speaking we have introduced a Gel’fand triplet $`\mathrm{\Phi }_+\mathrm{\Phi }_+^\times `$. A Reichenbach branched system is perhaps the most realistic model for an irreversible Universe, i. e. a set of irreversible processes such that each one begins in an unstable state produced by another member of the system and it eventually ends in an equilibrium state . This set of processes, all of them beginning in a non-equilibrium state, defines a global arrow of time in the Universe. The problem is that the whole branch system must begin in a global unstable initial state which has no explanation. This unstable initial state would be the initial cosmological state of the Universe. It is qualitatively shown in ref. that the expansion of the Universe can be the agency that produces this initial unstable state. Using the method of this paper, we have found the same explanation but in a quantitative way , endowing the Universe with a (global) space of admissible solutions $`\mathrm{\Phi }_+`$. Therefore, we think that the time-asymmetry is not given by the system itself, namely our upside-down oscillator; instead it must be connected with the global arrow of time of the Universe. In fact, our system is really a member of the Reichenbach branch system in such a way that the unstable initial condition of our oscillator is necessarily produced by another member of the branch system. Thus, as an initial condition is given, it is admissible only if it belongs to a (particular) space $`\mathrm{\Phi }_+`$. Since the Rigged Hilbert space and the conventional Hilbert Space formulations are both equally correct, we can select the space better qualified to define time-asymmetry. 3.- As this procedure has been applied in the past to some unstable quantum mechanical systems (simple potential scattering problems and Friedrichs’ model ) and chaotic classical statistical systems (Renyi maps and Baker’s transformation ), in this paper we extend this technique to the simplest unstable system: the upside-down harmonic oscillator. Furthermore, we show that the two sets of spaces defined in quantum mechanics and classical statistical mechanics are connected in a simple manner. This is the first result of this kind that we know of. The organization of the paper is as follows. In sec. 2 we give the principal properties of the rigged Hilbert space formulation of quantum mechanics. We define the regular state space and the generalized state space and we define generalized eigenfunctions. In sec. 3 we work out the motion of a particle subject to the potential (1.1) in classical mechanics, introducing the canonical variables we shall use throughout the paper. In sec. 4 we study the same problem in the context of quantum mechanics. We define the growing and decaying Gamow vectors and using these objects, we also define the two RHSs that represent states evolving to the future and states evolving to the past. In sec. 5 we undertake the same task in the context of classical statistical mechanics. We find the “statistical Gamow vectors”, namely generalized density functions in state space that represent idealized growing and decaying states. Once again, using these objects we define the two RHSs that represent states evolving towards the past and towards the future. In sec. 6 we show that the structures defined in sections 4 and 5 are connected by the Wigner function. Finally, in sec. 7 we draw our conclusions. ## 2 The rigged Hilbert space formulation of quantum mechanics In the traditional (von Neumann’s) formulation of quantum mechanics, a physical state is represented by a vector in a Hilbert space $``$ and physical magnitudes (observables) by linear selfadjoint operators acting in it. We will deal in this paper with the unidimensional motion of a particle in a potential field, so the Hilbert space we should work in is isomorphic to $`L^2(\mathrm{}\mathrm{}`$. More precisely, in the position ($`\|q`$) representation the particle’s state is represented by a normalized wavefunction $`\psi (q)L^2(\mathrm{}\mathrm{}`$ whose modulus squared gives the probability density of finding the particle in the position $`q`$. Observables are then represented (in this representation) by selfadjoint operators in $`L^2(\mathrm{}\mathrm{}`$. This formulation contains certain idealizations, since once we interpret the wavefunction as a probability amplitude, the only physical requirement is that it must be square integrable. But a Hilbert space is a complete topological space, with respect to a particular topology, namely the one obtained from its scalar product. The assumption that every vector in this Hilbert space represents a physically realizable state cannot, by no means, be justified by empirical facts, since a topology (infinite limits, continuity) has no physical meaning. It is just a mathematical idealization with which a theoretical physicist works in order to formulate a theory. So we can take another mathematical idealization and formulate a theory in a different mathematical environment. For instance, we can take another topological space, which is itself a subspace of the Hilbert space, and associate with the vectors in such a space the states of the physical system. This is what the rigged Hilbert space (RHS) formulation of quantum mechanics does . To define a RHS we take a topological vector space (endowed with a nuclear topology) $`\mathrm{\Phi }`$ with a continuous scalar product defined in it. As we shall see, when the Hilbert space is the space of square integrable functions, the test function space $`\mathrm{\Phi }`$ is chosen as the set of functions of fast decrease or Schwarz functions $`𝒮𝒮(\mathrm{}\mathrm{}`$ or some subspace of it. By completing the vector space with the topology given by the scalar product we get a Hilbert space $``$ such that $`\mathrm{\Phi }`$. If we consider the set of all antilinear functionals, continuous with respect to the nuclear topology, we get another vector space called the dual space of $`\mathrm{\Phi }`$ and denoted $`\mathrm{\Phi }^\times `$. We will denote the value of the functional $`F\mathrm{\Phi }^\times `$ on the vector $`\varphi \mathrm{\Phi }`$ by $`\varphi \|F`$ and its complex conjugate by $`F\|\varphi `$. Due to Riesz’s lemma, the dual space of $``$ is $``$ itself, so we get (using the fact that the nuclear topology is stronger than the Hilbert space topology) the Gel’fand triplet $$\mathrm{\Phi }\mathrm{\Phi }^\times .$$ (2.1) We associate the vectors in the space $`\mathrm{\Phi }`$ with the physical states of the system in consideration, thus it is usually called the regular state space. The observables are associated with continuous (essentially) selfadjoint linear operators in $`\mathrm{\Phi }`$. This formulation has some advantages over the conventional one. The first advantge is that in the traditional formulation of quantum mechanics a vector is a class of Lebesgue square integrable functions differing in a set of measure zero while in the RHS formulation a vector is, usually, just one continuous and infinitely differentiable function. The second advantage is that every observable is well defined, since they are continuous in $`\mathrm{\Phi }`$. This means in particular, that even when the operator is unbounded in $``$ it is well behaved in $`\mathrm{\Phi }`$, which is contained in the domains of all operators of interest. In the case we will be studying, these include the position, momentum hamiltonian operators. The third advantage is that every essentially selfadjoint continuous linear operator in a RHS has a complete set of generalized eigenvectors in $`\mathrm{\Phi }^\times `$ (the generalized state space) with their eigenvalues in the spectrum of the operator, a result proved by Gel’fand and Maurin . By a generalized eigenvector of an operator $`\widehat{A}`$ in a RHS we mean a functional $`\|F_\lambda \mathrm{\Phi }^\times `$ such that $$A^{}\varphi \|F_\lambda =\lambda \varphi \|F_\lambda \varphi \mathrm{\Phi }.$$ (2.2) Since this is a generalization of the definition of an eigenvector in finite dimensional vector spaces, the number $`\lambda `$ is called a generalized eigenvalue corresponding to the eigenvector $`\|F_\lambda `$. What the Gel’fand-Maurin theorem states is that given an operator, the set of generalized eigenvectors spans the regular vector space $`\mathrm{\Phi }`$. More precisely, if $`\mathrm{\Lambda }`$ is the spectrum of the aforementioned operator $`\widehat{A}`$, then the scalar product between two vectors $`\varphi ,\psi \mathrm{\Phi }`$ can be expressed as $$(\varphi ,\psi )=_\mathrm{\Lambda }𝑑\mu (\lambda )\varphi \|F_\lambda F_\lambda \|\psi $$ (2.3) where $`\mu `$ is a certain integration measure. We see then that in the RHS formulation of quantum mechanics, Dirac’s notation is fully justified. Even though the generalized eigenvectors do not belong to the Hilbert space, they are defined as antilinear functionals in $`\mathrm{\Phi }^\times `$. In the same way, the operator itself can be expressed as a linear combination of the same generalized eigenvectors, namely $$\widehat{A}=_\mathrm{\Lambda }𝑑\mu (\lambda )\lambda \|\lambda \lambda \|.$$ (2.4) There is one more advantage that this formulation has over the traditional one: we can define generalized eigenvectors of an essentially selfadjoint operator with eigenvalues that do not belong to the (Hilbert space) spectrum of the operator. In the general case, such a spectrum is a closed subset of the real line but, as we shall show below, we can find in some cases eigenvectors with complex eigenvalues. This will allow us to define Gamow vectors, namely generalized eigenvectors of the hamiltonian operator with non zero imaginary eigenvalues. As we shall see, this fact implies that the evolution of these vectors is exponential, either growing or decaying, depending on the sign of the imaginary part of the eigenvalue. These new generalized eigenvectors are useful to study the temporal evolution of the regular vectors representing physical states, if we define the RHS so that we can find new expansions like (2.3) containing them. We will find that in order to do so, we must define two different RHSs, that we shall call $`\mathrm{\Phi }_+`$ and $`\mathrm{\Phi }_{}`$. The first one will correspond to the representation of physical systems when they evolve towards the future, since its vectors will be expressed in terms of the decaying Gamow vectors, and the second one will correspond to the representation of physical systems when they evolve towards the past, since they wil be expressed in terms of the growing (or decaying towards the past) Gamow vectors. To finish this section we will mention the different rigged Hilbert spaces with which we will work in this paper . The first one is the one constructed from the space of Schwarz class functions $`𝒮`$, composed of all infinitely differentiable functions of a real variable such that together with all their derivatives vanish at infinity faster than the inverse of any polynomial. The RHS obtained is $`𝒮L^2(\mathrm{}\mathrm{}\mathrm{𝕊}^\times `$. In this case, the functionals in $`𝒮^\times `$ are called tempered distributions. This is the RHS most theoretical physicists work in, since in it the position and momentum operators are continuous . The other two RHSs we shall use are constructed from subspaces of $`𝒮`$, so that this last property is maintained. These subspaces are the space $`𝒦`$ of infinitely differentiable functions of a real variable with compact support and the space $`𝒵`$ of Fourier transforms of functions in $`𝒦`$, that is isomorphic to the space of entire functions of fast decrease. The RHSs we obtain are then $`𝒦L^2(\mathrm{}\mathrm{}\mathrm{𝕂}^\times `$ and $`𝒵L^2(\mathrm{}\mathrm{}\mathrm{}^\times `$. ## 3 The classical upside-down oscillator The system we are going to study is one of the simplest unstable ones, namely the motion of a particle in the presence of a potential of the form (1.1). The hamiltonian function of the system is $`H=\frac{p^2}{2m}\frac{1}{2}m\omega ^2q^2`$. As in the study of the harmonic oscillator, it is convenient, at this point, to adimensionalise the dynamical variables. In order to do that, we must take the natural scales of length, momentum and time defined through the physical parameters available: $`m`$, $`\mathrm{}`$ and $`\omega `$ (we include $`\mathrm{}`$ since we will deal in the next section with the quantum case). These scales are, respectively $`\sqrt{\mathrm{}/m\omega }`$ , $`\sqrt{m\omega \mathrm{}}`$ and $`1/\omega `$, so we are making the transformations $$q\sqrt{\frac{m\omega }{\mathrm{}}}q,p\frac{1}{\sqrt{m\omega \mathrm{}}}p$$ (3.1) and $$H\frac{1}{\mathrm{}\omega }H,t\omega t.$$ (3.2) The relation between the Hamiltonian and the adimensional $`q`$ and $`p`$ variables is $$H=\frac{1}{2}(p^2q^2).$$ (3.3) To solve the equations of motion, it will be helpful throughout the paper to work in another couple of canonical variables $$v=\frac{1}{\sqrt{2}}(p+q),u=\frac{1}{\sqrt{2}}(pq)$$ (3.4) obtained through the generating function $`F(q,v)=\frac{1}{2}v^2+\sqrt{2}qv\frac{1}{2}q^2.`$ Expressed in these new variables, the hamiltonian reads $$H=vu$$ (3.5) and thus, the equations of motion are $$\dot{v}=\frac{dv}{dt}=\frac{H}{u}=v,\dot{u}=\frac{du}{dt}=\frac{h}{v}=u.$$ (3.6) These equations are uncoupled and they have as solutions for any initial condition $`v_0,u_0`$ $$v=v_0e^t,u=u_0e^t.$$ (3.7) In phase space, the trajectories of the particles are hyperbolic and the $`v`$ and $`u`$ axes are the corresponding asymptotes. The point $`v=0,u=0`$ (or $`q=0,p=0`$) is a point of unstable equilibrium. If $`H_0=v_0u_00`$ then the particle decays (gets away from the barrier region) both towards the past and the future. The directions parallel to the $`v`$ axis will be called “dilating fibers” while those parallel to the $`u`$ axis will be called “contracting fibers”. ## 4 The quantum upside-down oscillator ### 4.1 The $`\|v`$ and $`\|u`$ representations As we have seen in the previous section, the evolution of the system is expressed in a simple way when we use the variables $`v`$ and $`u`$. In quantum mechanics, a canonical transformation is associated with a change in representation. Instead of using the representations $`\|q`$ and $`\|p`$ of generalized eigenfunctions of $`\widehat{Q}`$ and $`\widehat{P}`$, we will use the representations $`\|v`$ and $`\|u`$ of generalized eigenfunctions of the operators $`\widehat{V}`$ and $`\widehat{U}`$, defined through $$\widehat{V}=\frac{1}{\sqrt{2}}(\widehat{P}+\widehat{Q})\widehat{U}=\frac{1}{\sqrt{2}}(\widehat{P}\widehat{Q}).$$ (4.1) Since these operators are the quantum representations of canonically conjugate variables, they satisfy the commutation relation $$[\widehat{V},\widehat{U}]=i\mathrm{𝕀}\mathrm{}$$ (4.2) The spectrum of these operators is the whole real line , and the transformations from the $`\|q`$ representation to the $`\|v`$ and $`\|u`$ representations are given by $$q\|v=(2\pi ^2)^{1/4}e^{i(\sqrt{2}vqq^2/2v^2/2)}$$ (4.3) $$q\|u=(2\pi ^2)^{1/4}e^{i(\sqrt{2}uq+q^2/2+u^2/2)}.$$ (4.4) Due to (4.2), we get the relation $$v\|u=\frac{1}{\sqrt{2\pi }}e^{iuv}.$$ (4.5) ### 4.2 Eigenfunctions of the Hamiltonian #### 4.2.1 Real eigenvalues The Hamiltonian of the system is $$\widehat{H}=\frac{1}{2}\widehat{P}^2\frac{1}{2}\widehat{Q}^2=\frac{1}{2}(\widehat{V}\widehat{U}+\widehat{U}\widehat{V})$$ (4.6) namely, the symmetric version of (3.5). The eigenvalue equation for the eigenfunctions of this Hamiltonian with eigenvalue $`ϵ`$ in the $`\|v`$ and $`\|v`$ representations reads $$v\frac{d}{dv}\varphi _ϵ(v)=(iϵ\frac{1}{2})\varphi _ϵ(v),u\frac{d}{du}\psi _ϵ(u)=(iϵ\frac{1}{2})\psi _ϵ(u).$$ (4.7) Formally, the solutions of these equations are $$\varphi _ϵ(v)=\alpha v^{iϵ1/2},\psi _ϵ(u)=\beta u^{iϵ1/2}$$ (4.8) but care must be taken, since these expressions are only defined for positive values of $`v`$ and $`u`$ respectively (in fact, as we have seen in sec. 2, they are not functions but distributions). Actually, there are two linearly independent solutions of the equations (4.7) for each value of $`ϵ`$, due to the degeneracy of the Hamiltonian. These independent solutions can be chosen as $$v\|ϵ+(v)=\frac{1}{\sqrt{2\pi }}\theta (v)v^{iϵ1/2},v\|ϵ(v)=\frac{1}{\sqrt{2\pi }}\theta (v)\|v\|^{iϵ1/2}$$ (4.9) or $$u\|ϵ+(u)=\frac{1}{\sqrt{2\pi }}\theta (u)u^{iϵ1/2},u\|ϵ(u)=\frac{1}{\sqrt{2\pi }}\theta (u)\|u\|^{iϵ1/2}.$$ (4.10) The generalized functionals (4.9) represent the idealized scattering out-states, representing particles leaving to the left and the right respectively, while the generalized eigenfunctions (4.10) represent the scattering in-states representing particles entering the scattering region from the left and the right respectively . Both of these sets of solutions form complete and orthonormal sets in $`𝒮`$, in the sense discussed in sec. 2. By calculating the scalar product between the in-states and the out-states, we obtain the scattering matrix, whose coefficients are in this case of the form $$S_{\mu \nu }(ϵ)=f_{\mu \nu }(ϵ)\mathrm{\Gamma }(\frac{1}{2}iϵ)\mu ,\nu =+,$$ (4.11) where the $`f_{\mu \nu }(ϵ)`$ are entire functions of $`ϵ`$. #### 4.2.2 Eigenfunctions with complex eigenvalues As can be seen from the above formula, the scattering matrix when extended to the complex plane has an infinite number of imaginary poles located at $`z_n=i(n+1/2)`$ where $`n`$ is a nonnegative integer. The Gamow vectors will have as generalized eigenvalues these numbers or their complex conjugates. Instead of taking the conventional way to obtain the expressions for these Gamow vectors (namely by analytical extension of the scalar product to the complex plane ), we will take a shortcut and find them in an heuristic way. We will consider the solutions of the eigenvalue equations (4.8) when taking $`ϵ=z_n`$ in the first one and $`ϵ=\overline{z_n}`$ in the second one. Then we get the functionals $$v\|n=v^n,u\|\stackrel{~}{n}=\frac{(i)^n}{\sqrt{2\pi }n!}u^n$$ (4.12) where the multiplicative factors have been selected so that (4.14) below applies. Transforming with (4.5) we get $$u\|n=\sqrt{2\pi }i^n\delta ^{(n)}(u),v\|\stackrel{~}{n}=\frac{(1)^n}{n!}\delta ^{(n)}(v).$$ (4.13) It is clear that these functionals are tempered distributions. By direct calculation, we can demonstrate the biorthonormality of the sets $`\{\|n\}`$ and $`\{\|\stackrel{~}{n}\}`$, namely that $$n^{}\|\stackrel{~}{n}=\stackrel{~}{n}\|n^{}=\delta _{n,n^{}}.$$ (4.14) We will show now that $`\|n`$ is indeed a generalized eigenfunction of $`\widehat{H}`$ with complex eigenvalue $`z_n`$, namely that $`\widehat{H}\varphi \|n=z_n\varphi \|n\pi 𝒮`$. We have $$\widehat{H}\varphi \|n=_{\mathrm{}}^+\mathrm{}𝑑v[i(v\frac{d\overline{\varphi (v)}}{dv}+\frac{1}{2}\overline{\varphi (v)})]v^n$$ and integrating by parts in the right hand side, we get $$\widehat{H}\varphi \|n=i_{\mathrm{}}^+\mathrm{}𝑑v\{\overline{\varphi (v)}(n+1)v^n\frac{1}{2}\overline{\varphi (v)}\}=i(n+\frac{1}{2})\varphi \|n.$$ In a similar fashion, we can demonstrate that $`\|\stackrel{~}{n}`$ is a generalized eigenfunction of $`\widehat{H}`$ with eigenvalue $`\overline{z_n}=i(n+1/2)`$. It is $$\widehat{H}\varphi \|\stackrel{~}{n}=_{\mathrm{}}^+\mathrm{}𝑑v[i(v\frac{d\overline{\varphi (v)}}{dv}+\frac{1}{2}\overline{\varphi (v)})]\frac{(1)^n}{n!}\delta ^{(n)}(v)$$ and using $`\frac{d^n}{dv^n}(v\frac{d}{dv})=v\frac{d^{(n+1)}}{dv^{(n+1)}}+n\frac{d^n}{dv^n}`$ we get $`\widehat{H}\varphi \|\stackrel{~}{n}=\overline{z}_n\varphi \|\stackrel{~}{n}`$. Since $`\|n`$ and $`\|\stackrel{~}{n}`$ are generalized eigenvectors of $`\widehat{H}`$, their temporal evolution is easily calculated. In fact, we get $$e^{i\widehat{H}t}\|n=e^{(n+1/2)t}\|n,e^{i\widehat{H}t}\|\stackrel{~}{n}=e^{(n+1/2)t}\|\stackrel{~}{n}$$ (4.15) showing that the Gamow vectors are, indeed, vectors that would represent idealized states that decay or grow in a perfectly exponential way. These functionals are more pathological (are “less physical”) than the eigenfunctions of the Hamiltonian with real eigenvalues (4.9) or (4.10); they are clearly distributions and not regular functions and thus, cannot represent, by themselves, physical states. It will be shown, though, that they are useful in studying the temporal evolution of the regular states. To complete the presentation of these functionals, let us study their expression in the $`\|q`$ representation. In order to do that, we use (4.4) and get $$q\|n=\alpha _n^{}e^{iq^2/2}\frac{^n}{u^n}(e^{i(\sqrt{2}uq+u^2/2)})\|_{u=0}$$ where $`\alpha _n^{}`$ is just a numerical factor. Now, using the formula $`H_n(z)=\frac{^n}{\lambda ^n}(e^{\lambda ^2+2\lambda z})\|_{\lambda =0}`$ where $`H_n(z)`$ is the n-th Hermite polynomial, we find that $$q\|n=\alpha _ne^{iq^2/2}H_n(e^{i\pi /4}q).$$ (4.16) In an analogous way, using (4.3) we get $$q\|\stackrel{~}{n}=\stackrel{~}{\alpha _n}e^{iq^2/2}H_n(e^{i\pi /4}q).$$ (4.17) Restoring the variables’ dimensions, we get $$q\|n=C_ne^{im\omega q^2/2\mathrm{}}H_n(\sqrt{\frac{im\omega }{\mathrm{}}}q),q\|\stackrel{~}{n}=\stackrel{~}{C_n}e^{im\omega q^2/2\mathrm{}}H_n(\sqrt{\frac{im\omega }{\mathrm{}}}q).$$ If we compare these generalized states with the eigenstates of the harmonic oscillator with equal frequency and mass , we can see that the former can be obtained from the latter by means of the transformation $`\omega i\omega `$ in the case of $`\|n`$ and the transformation $`\omega i\omega `$ in the case of $`\|\stackrel{~}{n}`$. But these transformations applied to the potential of the harmonic oscillator turn it into the potential (1.1) and the same happens with the eigenvalues: they are transformed from discrete real eigenvalues to discrete imaginary ones. Once again we see (now in the $`\|q`$ representation) that these generalized eigenfunctions cannot represent physical states; when calculating the norm squared of these functions we obtain that they diverge in the limit $`\|q\|\mathrm{}`$ as $`q^{2n}`$. ### 4.3 Generalized expansions and the regular function spaces $`\mathrm{\Phi }_+`$ and $`\mathrm{\Phi }_{}`$ We study now the use of the generalized functions (4.12) in generalized expansions. Our first step towards this end is taking $`\varphi `$ such that $`v\|\varphi =\varphi (v)𝒮`$. Since this wavefunction is infinitely differentiable, we can define its Taylor expansion around $`v=0`$ $$\varphi (v)=\underset{n=0}{\overset{\mathrm{}}{}}\frac{\varphi ^{(n)}(0)}{n!}v^n=\underset{n=0}{\overset{\mathrm{}}{}}v\|n\stackrel{~}{n}\|\varphi .$$ (4.18) The equality in this formula is restricted to the values of $`v`$ in a interval on the real line, namely inside the radius of convergence of the series, so the utility of this expansion is rather limited. Only when considered in a scalar product will it proof really useful. Our second step is to define the test function spaces $$\mathrm{\Phi }_+=\{\psi /v\|\psi 𝒵\}=\{\psi /u\|\psi 𝒦\}$$ (4.19) $$\mathrm{\Phi }_{}=\{\psi /v\|\psi 𝒦\}=\{\psi /u\|\psi 𝒵\}$$ (4.20) where $`𝒦`$ and $`𝒵`$ are the spaces introduced in sec. 2. We can then construct two different RHSs with these spaces, namely $$\mathrm{\Phi }_\pm \mathrm{\Phi }_\pm ^\times .$$ (4.21) Let us take $`\varphi \mathrm{\Phi }_+`$; in this case the expansion (4.18) is valid for all values of $`v`$. Considering that $`\|n`$ is a generalized eigenfunction of $`\widehat{H}`$ with eigenvalue $`z_n`$ and the definition $`(\text{4.12}_1)`$, the time evolution of this vector is given by $$\varphi (v,t)=v\|e^{i\widehat{H}t}\varphi =\underset{n=0}{\overset{\mathrm{}}{}}e^{(n+1/2)t}v\|n\stackrel{~}{n}\|\varphi =e^{t/2}\varphi (ve^t,0).$$ (4.22) Since $`\mathrm{\Phi }_+`$ is a dense subspace in $``$, we get that (4.22) must be valid for any vector in $``$; this can be verified by direct substitution in Schroedinger’s equation. If we consider the Taylor expansion of a vector $`\psi `$ in $`\mathrm{\Phi }_{}`$ in the $`\|u`$ representation, we get that in that representation the temporal evolution is given by $`\psi (u,t)=e^{t/2}\psi (ue^t,0)`$. These two results can be seen as the fact that the wavefunction does not change its form with time; it just suffers a change in scale. If the wavepacket is initially concentrated in some value $`v_0`$ (resp. $`u_0`$) then it will be concentrated at time $`t`$ in $`v_0e^t`$ (resp. $`u_0e^t`$). Namely, the center of the wavepacket follows the classical trajectory found in sec. 3. This is a consequence of Ehrenfest’s theorem, since the potential is quadratic in position. Quantum effects come from the broadening of the wavefunction in the $`\|v`$ representation and the narrowing of it in the $`\|u`$ representation. Now, let us consider the scalar product between a vector $`\varphi _{}\mathrm{\Phi }_{}`$ and a vector $`\psi _+\mathrm{\Phi }_+`$, $`(\varphi _{},\psi _+)=_{\mathrm{}}^+\mathrm{}𝑑v\overline{\varphi _{}(v)}\psi _+(v)`$. Since $`\varphi _{}(v)𝒦`$, it is an infinitely differentiable function of compact support; the integration limits can then be replaced by $`a,a`$ for some $`a`$. On the other hand, since $`\psi _+(v)`$ is an entire function, the radius of convergence of its Taylor expansion around $`v=0`$ is infinite, and so we have $$(\varphi _{},\psi _+)=_a^a𝑑v\overline{\varphi _{}(v)}\underset{n=0}{\overset{\mathrm{}}{}}\stackrel{~}{n}\|\psi _+v^n.$$ (4.23) The convergence of the series in the interval $`[a,a]`$ is uniform and, since the function $`\varphi _{}(v)`$ is bounded in that interval, we can interchange the order of the summation and integration. Then we get $$(\varphi _{},\psi _+)=\underset{n=0}{\overset{\mathrm{}}{}}\varphi _{}\|n\stackrel{~}{n}\|\psi _+.$$ (4.24) We get a second expansion of this kind by taking the complex conjugate of this expression: $$(\psi _+,\varphi _{})=\underset{n=0}{\overset{\mathrm{}}{}}\psi _+\|\stackrel{~}{n}n\|\varphi _{}.$$ (4.25) This shows that a vector $`\varphi _+\mathrm{\Phi }_+`$ can be expanded (when acting as a functional in $`\mathrm{\Phi }_{}^\times `$) as $`\|\varphi _+=\|n\stackrel{~}{n}\|\varphi _+`$ and a vector $`\varphi _{}\mathrm{\Phi }_{}`$ can be expanded as $`\|\varphi _{}=\|\stackrel{~}{n}n\|\varphi _{}`$. Let us now turn to the physical meaning of these RHSs. As we have seen, if $`\varphi _+\mathrm{\Phi }_+`$ the expansion (4.18) is valid for all values of $`v`$. This means that we can represent a state as an infinite sum of decaying states. Then, if we want to study the decay of a physical system we can represent its initial condition by a vector $`\varphi _+\mathrm{\Phi }_+`$. If on the other hand, we want to study the creation of a physical system then by representing the final condition with a vector $`\psi _{}\mathrm{\Phi }_{}`$ we can think of this process as the growth of a linear combination of the exponentially growing states $`\|\stackrel{~}{n}`$. In an experiment, we control the initial condition, wich evolves towards the future, and then compare it with a final condition by means of a measurement; thus, the quantities of interest are of the form $`(\psi _{},\varphi _+(t))=\psi _{}\|e^{i\widehat{H}t}\|\varphi _+`$, wich can be expanded as in (4.24) $$\psi _{}\|e^{i\widehat{H}t}\|\varphi _+=\underset{n=0}{\overset{\mathrm{}}{}}e^{(n+1/2)t}\varphi _{}\|n\stackrel{~}{n}\|\psi _+.$$ (4.26) It is evident from this formula that we can think that the initial condition is fixed and the final condition evolves to the past. The series in the formula converges always (for all values of $`t`$) as we have seen, but it only has physical meaning for positive values of $`t`$. For long times, only the first term of the series makes a contribution and then we can take $`(\psi _{},\varphi _+(t))=e^{t/2}\varphi _{}\|0\stackrel{~}{0}\|\psi _+`$ showing that in this regime the decay is effectively exponential, unless one of the coefficients $`\varphi _{}\|0`$ or $`\stackrel{~}{0}\|\psi _+`$ vanishes. We recover thus the lifetime already known from reference . We remind the reader that equations (4.24) and (4.26) are exact, there are no approximations in the series. In our system, unlike the one considered in there is no background term; all the details of the evolution are found in the series expansions. Finally, let us consider time reversal in our formulation. From the interpretation we have given to the spaces $`\mathrm{\Phi }_+`$ and $`\mathrm{\Phi }_{}`$, it seems that the time reversal operator should transform one of the spaces into the other, since it changes initial conditions into final conditions. This we shall show now. Wigner’s time reversal operator is defined in the $`\|q`$ representation as the conjugation operator, namely $$\widehat{K}:\|\varphi \|\varphi ^{}\mathrm{where}\varphi ^{}(q)=\overline{\varphi (q)}.$$ (4.27) Let us take $`\varphi \mathrm{\Phi }_+`$. Then we have $$v\|\varphi =\varphi (v)=\frac{2^{1/4}}{\sqrt{2\pi }}_{\mathrm{}}^+\mathrm{}𝑑qe^{i(\sqrt{2}vq+q^2/2+v^2/2)}\varphi (q)$$ (4.28) $$\phi ^{}(u)=u\|\varphi ^{}=\frac{2^{1/4}}{\sqrt{2\pi i}}_{\mathrm{}}^+\mathrm{}𝑑qe^{i(\sqrt{2}vqq^2/2v^2/2)}\overline{\varphi (q)}.$$ (4.29) By comparing (4.28) and (4.29), we get $$\phi ^{}(u)=e^{i\pi /4}[\overline{\varphi (v)}]\|_{v=u}$$ (4.30) and considering (4.19) and (4.20), $`\varphi ^{}\mathrm{\Phi }_{}`$ , or $$\widehat{K}:\mathrm{\Phi }_+\mathrm{\Phi }_{}.$$ (4.31) The inverse relation can be proved in a similar way. ## 5 The upside-down oscillator in classical statistical mechanics ### 5.1 Generalized eigenfunctions in classical statistical mechanics In classical statistical mechanics, a state of a physical system is represented by a density function $`\rho (v,u)`$ that gives the probability density to find it in a given region in phase space. This density function must satisfy certain requirements to have a physical meaning. First of all, it must be a positive function, since probabilities must be positive. Secondly, it must be integrable over the entire phase space. Finally, we ask the further condition that it be square integrable, since we want to calculate mean values of functions that will be themselves square integrable functions. In this case, we work in a Hilbert space. Just like we did in quantum mechanics, we will formulate the classical statistical theory in a rigged Hilbert space rather than in a Hilbert space, thereby introducing a time asymmetry in the representation of physical states. This method has been applied before to simple chaotic problems . Let us consider the equation that gives the temporal evolution of the density functions, namely the Liouville equation $$i\frac{\rho }{t}=\widehat{L}\rho $$ (5.1) where the Liouvillian operator is defined by $$\widehat{L}\rho =i\{H,\rho \}_{P.B.}=i(\frac{H}{v}\frac{\rho }{u}\frac{H}{u}\frac{\rho }{v}).$$ (5.2) (5.1) is formally equivalent to the Schroedinger equation, so the solutions to this equation can be found in a similar way. The Liouvillian is an (essentially) selfadjoint operator in the Hilbert space of square integrable functions of two real variables $`L^2(\mathrm{}^2)`$. We will find the generalized eigenfunctions of this operator that play a similar role as (4.13) did in sec. 4. The Liouvillian operator is, in our case, $`\widehat{L}\rho =i(u\frac{\rho }{u}v\frac{\rho }{v})`$ Taking $`\nu `$ as the eigenvalue of $`\widehat{L}`$ and proposing as a solution the product of a function of $`v`$ by a function of $`u`$ ($`\rho =V(v)U(u)`$), we get $$uU^1U^{}vV^1V^{}=i\nu .$$ (5.3) It can be seen then, that both terms on the left hand side of this equation must be constants, that we shall call $`m`$ and $`n`$, respectively: $$uU^1U^{}=m,vV^1V^{}=n.$$ (5.4) We see that the equations for $`U`$ and $`V`$ are the same, so they will have similar solutions. A solution obtained by direct integration is $`V=Av^n,U=Bu^m`$ where $`A`$ and $`B`$ are arbitrary constants. We get then that $`\rho =Cv^nu^m`$ is a generalized eigenfunction of the Liouvillian operator with eigenvalue $`\nu =i(mn)`$. As we did in sec. 4, let see what happens when we take $`m`$ and $`n`$ to be nonnegative integers; in this case the eigenvalue is imaginary. We will denote these eigenfunctions as $$\|m,n=\frac{1}{n!m!}v^nu^m,\nu =i(mn).$$ (5.5) They are merely polynomials in $`v`$ and $`u`$. Once again, we find that this functions have no direct physical meaning; in fact, they do not satisfy any of the properties we asked for the physical density functions. Using the relation $$v\delta ^{(n+1)}(v)=(n+1)\delta ^{(n)}(v)$$ we can see that $`V=\delta ^{(n^{})}(v)`$ is another solution to $`(\text{5.4}_2)`$ if we take $`n=(n^{}+1)`$. We find then the following generalized eigenfunctions of the Liouvillian operator with their corresponding eigenvalues $$\|\stackrel{~}{m},\stackrel{~}{n}=(1)^{m+n}\delta ^{(m)}(u)\delta ^{(n)}(v),\nu =i(mn)$$ (5.6) $$\|m,\stackrel{~}{n}=\frac{(1)^n}{m!}\delta ^{(n)}(v)u^n,\nu =i(m+n+1)$$ (5.7) $$\|\stackrel{~}{m},n=\frac{(1)^m}{n!}\delta ^{(m)}(u)v^n,\nu =i(m+n+1).$$ (5.8) These generalized eigenfunctions are biorthonormal by pairs, namely $$m,n\|\stackrel{~}{m}^{}\stackrel{~}{n}^{}=m,\stackrel{~}{n}\|\stackrel{~}{m}^{},n^{}=\delta _{m,m^{}}\delta _{n,n^{}}.$$ (5.9) All this functionals are tempered distributions, acting on the space $`𝒮^2𝒮(\mathrm{}^2)`$. ### 5.2 Rigged Hilbert Spaces and time asymmetry in Classical Statistical Mechanics With the generalized eigenfunctions just found we can construct four different function spaces. Nevertheless, to find time asymmetry we must work with (5.7) and (5.8). It has to be that way, since we must treat in a different way the contracting and dilating fibers, which in this case are the $`u`$ and $`v`$ variables. On the other hand, let us consider the temporal evolution of these generalized eigenfunctions of the Liouvillian. We get $$\|m,\stackrel{~}{n}(t)=e^{(m+n+1)t}\|m,\stackrel{~}{n},\|\stackrel{~}{m},n(t)=e^{(m+n+1)t}\|\stackrel{~}{m},n$$ (5.10) namely, the first ones correspond to idealized states that grow exponentially towards the future while the second ones represent idealized states that decay exponentially towards the future. These are the “statistical Gamow vectors” that we wanted to find. In a completely analogous way to what we did in sec. 4, using (5.10) we find that the solution to the Liouville equation is $`\rho (v,u,t)=\rho (ve^t,ue^t,0)`$. We define, as in sec. 4, the space of vectors that represent physical states when studying their evolution to the past and to the future, by $$\mathrm{\Psi }_+=\{\rho (v,u)L^2/\rho 𝒵(v)𝒦(u)\}$$ (5.11) $$\mathrm{\Psi }_{}=\{\rho (v,u)L^2/\rho 𝒦(v)𝒵(u)\}.$$ (5.12) Let us now consider the scalar product in $`L^2(\mathrm{}^2)`$ $$(\rho ,\rho ^{})=_{\mathrm{}}^+\mathrm{}𝑑v_{\mathrm{}}^+\mathrm{}𝑑u\overline{\rho (v,u)}\rho ^{}(v,u)$$ where the conjugation has no effect since the functions are real. Given $`\rho _+\mathrm{\Psi }_+`$, we get $$\rho _+(v,u)=\underset{n=0}{\overset{\mathrm{}}{}}\frac{v^n}{n!}\frac{^n\rho _+}{v^n}(0,u)$$ where the coefficients of the series are infinitely differentiable functions of $`u`$, that vanish outside a given interval $`[a,a]`$ of the real line. Similarly, if $`\rho _{}\mathrm{\Psi }_{}`$ then $$\rho _{}(v,u)=\underset{m=0}{\overset{\mathrm{}}{}}\frac{u^m}{m!}\frac{^m\rho _{}}{u^m}(v,0)$$ where now the coefficients of the series are infinitely differentiable functions of $`v`$ that vanish outside a different interval $`[b,b]`$ of the real line. Working as we did in sec. 4, we find $$(\rho _{},\rho _+)=\underset{m,n=0}{\overset{\mathrm{}}{}}\frac{1}{n!m!}\left(_{\mathrm{}}^+\mathrm{}𝑑u\frac{^n\rho _+}{v^n}(0,u)u^m\right)\left(_{\mathrm{}}^+\mathrm{}𝑑v\frac{^m\rho _{}}{u^m}(v,0)v^n\right)$$ $$(\rho _{},\rho _+)=\underset{m,n=0}{\overset{\mathrm{}}{}}\rho _{}\|\stackrel{~}{m},nm,\stackrel{~}{n}\|\rho _+.$$ (5.13) In a restricted sense (when used in an expression between a function $`\rho _+\mathrm{\Psi }_+`$ and a function $`\rho _{}\mathrm{\Psi }_{}`$) we get $$\mathrm{𝕀}=\underset{m,n=0}{\overset{\mathrm{}}{}}\|\stackrel{~}{m},nm,\stackrel{~}{n}\|.$$ (5.14) Considering the complex conjugate of (5.13) we get $$\mathrm{𝕀}=\underset{m,n=0}{\overset{\mathrm{}}{}}\|m,\stackrel{~}{n}\stackrel{~}{m},n\|.$$ (5.15) Just as in the quantum mechanical case, the justification for the distinction between the mathematical representations of a physical state of the particle, when studying its future evolution and its past evolution, comes from the fact that in the former case we want the expansion in terms of decaying states $`(\text{5.10}_2)`$ to be valid and in the latter case we want the expansion in terms of the growing states $`(\text{5.10}_1)`$ to be valid. Let us now face the problem of time reversal in classical statistical mechanics. Once again we shall find that the time reversed version of a function in $`\mathrm{\Psi }_{}`$ belongs in $`\mathrm{\Psi }_+`$ and vice versa. In this case it is easier to see, since time reversal in classical mechanics is just the transformation $$qq,pp,tt$$ and then the transformation for the variables $`v`$ ad $`u`$ are $$vu,uv$$ (5.16) and so, aside for sign change, one of the variables is transformed into the other. Looking at the definitions of the spaces $`\mathrm{\Psi }_\pm `$ we get that $`\mathrm{\Psi }_\pm \mathrm{\Psi }_{}`$. ## 6 Connection between the classical and quantum cases To complete our study on the introduction of a time asymmetry in an upside-down simple harmonic oscillator system, we will show how the structures defined in quantum mechanics (sec. 4) and in classical statistical mechanics (sec. 5) are connected. This connection is given by the Wigner function. This function is defined from the density matrix $`\widehat{\rho }`$ representing a quantum system by the formula $$F_\rho (q,p)=(2\pi )^1_{\mathrm{}}^+\mathrm{}𝑑yqy/2\|\widehat{\rho }\|q+y/2e^{ipy}.$$ (6.1) It gives an idea of the probability density in classical phase space if the system is represented by $`\widehat{\rho }`$ . In our case, we are considering pure states, so the density matrixes are $`\widehat{\rho }=\|\psi \psi \|`$ and then (6.1) reads $$F_\psi (q,p)=(2\pi )^1_{\mathrm{}}^+\mathrm{}𝑑y\psi (qy/2)\overline{\psi (q+y/2)}e^{ipy}.$$ (6.2) Since we have been working mostly in the $`\|v`$ and $`\|u`$ representation, it will be useful to express the Wigner function in this variables. It can be shown that the Wigner function is invariant under linear canonical transformations, then we can take $$F_\psi (v,u)=\pi ^1_{\mathrm{}}^+\mathrm{}𝑑y\psi (2vy)\overline{\psi (y)}e^{iu(2y2v)}.$$ (6.3) Let us consider that $`\|\psi \mathrm{\Phi }_+`$ and then $`\psi (v)𝒦`$. If the support of $`\psi (v)`$ is $`[a,a]`$, then the integration will be performed in this interval. We can see that Wigner function is infinitely derivable in its two variables, since we can make the derivation inside the integration sign. Now, if we fix the $`u`$ variable and look at the dependence on the $`v`$ variable, then we can see that it vanishes if $`\|v\|>a`$. In fact, given that $`\|2vy\|\|2v\|\|y\|>ay[a,a]`$, there is no interval in the real line that contributes with a non vanishing term to the integral. On the other hand, let us fix the $`v`$ variable. We see then that the Wigner function as a function of $`u`$ is the Fourier transform of an infinitely differentiable function of bounded support, and thus, is a function in $`𝒵`$. We found then the relation $$\|\psi \mathrm{\Phi }_+F_\psi (v,u)𝒦(v)𝒵(u)=\mathrm{\Psi }_+.$$ (6.4) In a similar way, we can get the relation connecting the two spaces that describe the physical systems when they evolve to the past $$\|\psi \mathrm{\Phi }_{}F_\psi (v,u)𝒵(v)𝒦(u)=\mathrm{\Psi }_{}.$$ (6.5) This result is not unexpected, since in our case the potential is quadratic in the position. Under this circumstances, the equation that rules the temporal evolution of the Wigner function coincides with the Liouville equation , so there must be a close relationship between the structures found in the classical statistical case and the density function we get from the quantum case. ## 7 Conclusions We found that in order to give meaning to Gamow vectors, two different rigged Hilbert spaces must be defined: one to represent states evolving towards the future from initial conditions and one to represent states evolving towards the past from final conditions. This distinction between initial conditions and final conditions must be thought of as an implementation of the global arrow of time of the Universe and not as a manifestation of an intrinsic irreversibility pertaining to the system. Nevertheless, the instability is the key to the implementation of the time asymmetry by causing the existence of Gamow vectors. By using this time-asymmetric formulation of the problem, we found that new “generalized expansions” can be used to make calculations in an easy way. For example, we found the solution of the Schroedinger and Liouville equations by means of the Gamow vectors. The fact that we restrict the space of vectors representing physical states has no empirical consequences since the test function spaces we work in are dense in the corresponding Hilbert space the conventional theory is formulated in. Even though our model has some characteristics that make it unpleasant, like a potential not bounded from below, we think that these characteristics are not so hard to be avoided. For instance, if we study the motion in the region around a maximum of a twice differentiable potential function then the approximation by a quadratic potential is valid. Particularly, this happens when the decay from the unstable equlibrium position is studied. As we have stated in the introduction, this same method has been applied in the past to some models in quantum mechanics and classical statistical mechanics. In the future we will try to generalize our results to more general models in both contexts and study the conceptual implications of the time-asymmetric formulation of the theory.
warning/0006/quant-ph0006086.html	ar5iv	text	# Secure Key Distribution via Pre- and Post-Selected Quantum States ## 1 Introduction A wide variety of quantum key distribution schemes have been proposed, following the original Bennett and Brassard protocol . Ekert has described a scheme in which two parties, Alice and Bob, create a shared random key by performing spin measurements on pairs of spin-$`\frac{1}{2}`$ particles in the singlet state. The particle pairs are emitted by a source towards Alice and Bob, who each measure spin along three different directions, chosen randomly and independently for each pair. After a sequence of measurements on an appropriate number of pairs, Alice and Bob announce the directions of their measurements publicly and divide the measurements into two groups: those in which they measured the spin in different directions, and those in which they measured the spin in the same direction. They publicly reveal the outcomes of the first group of measurements and use these to check that the singlet states have not been disturbed by an eavesdropper, Eve. Essentially, they calculate a correlation coefficient: any attempt by Eve to monitor the particles will disturb the singlet state and result in a correlation coefficient that is bounded by Bell’s inequality and is hence distinguishable from the correlation coefficient for the singlet state. If Alice and Bob are satisfied that no eavesdropping has occurred, they use the second group of (oppositely correlated) measurement outcomes as the raw key. The Ekert scheme solves the key distribution problem as well as the key storage problem, because there is no information in the singlets before Alice and Bob perform their measurements and communicate classically to establish the key. The scheme proposed here also involves entangled states, but the test for eavesdropping is different. Instead of a statistical test based on Bell’s theorem, the test exploits conditional statements about measurement outcomes generated by pre- and post-selected quantum states. ## 2 Pre- and post-selected quantum states The peculiar features of pre- and post-selected quantum states were first pointed out by Aharonov, Bergmann, and Lebowitz . If (1) Alice prepares a system in a certain state $`\|\text{pre}`$ at time $`t_1`$, (2) Bob measures some observable $`Q`$ on the system at time $`t_2`$, and (3) Alice measures an observable of which $`\|\text{post}`$ is an eigenstate at time $`t_3`$, and post-selects for $`\|\text{post}`$, then Alice can assign probabilities to the outcomes of Bob’s $`Q`$-measurement at $`t_2`$, conditional on the states $`\|\text{pre}`$ and $`\|\text{post}`$ at times $`t_1`$ and $`t_3`$, respectively, as follows : $$\text{prob}(q_k)=\frac{\|\text{pre}\|P_k\|\text{post}\|^2}{_i\|\text{pre}\|P_i\|\text{post}\|^2}$$ (1) where $`P_i`$ is the projection operator onto the $`i`$’th eigenspace of $`Q`$. Notice that (1)—referred to as the ‘ABL-rule’ (Aharonov-Bergmann-Lebowitz rule) in the following—is time-symmetric, in the sense that the states $`\|\text{pre}`$ and $`\|\text{post}`$ can be interchanged. If $`Q`$ is unknown to Alice, she can use the ABL-rule to assign probabilities to the outcomes of various hypothetical $`Q`$-measurements. The interesting peculiarity of the ABL-rule, by contrast with the usual Born rule for pre-selected states, is that it is possible—for an appropriate choice of observables $`Q`$, $`Q^{}`$, …, and states $`\|\text{pre}`$ and $`\|\text{post}`$—to assign unit probability to the outcomes of a set of mutually noncommuting observables. That is, Alice can be in a position to assert a conjunction of conditional statements of the form: ‘If Bob measured $`Q`$, then the outcome must have been $`q_i`$, with certainty, and if Bob measured $`Q^{}`$, then the outcome must have been $`q_j^{}`$, with certainty, …,’ where $`Q,Q^{},\mathrm{}`$ are mutually noncommuting observables. Since Bob could only have measured at most one of these noncommuting observables, Alice’s conditional information does not, of course, contradict quantum mechanics: she only knows the eigenvalue $`q_i`$ of an observable $`Q`$ if she knows that Bob in fact measured $`Q`$. Vaidman, Aharonov, and Albert discuss a case of this sort, where the outcome of a measurement of any of the three spin components $`\sigma _x`$, $`\sigma _y`$, $`\sigma _z`$ of a spin-$`\frac{1}{2}`$ particle can be inferred from an appropriate pre- and post-selection. Alice prepares the Bell state: $$\|\text{pre}=\frac{1}{\sqrt{2}}(\|_z_A\|_z_C+\|_z_A\|_z_C$$ (2) where $`\|_z`$ and $`\|_z`$ denote the $`\sigma _z`$-eigenstates. Alice sends one of the particles—the channel particle, denoted by the subscript $`C`$—to Bob and keeps the ancilla, denoted by $`A`$. Bob measures either $`\sigma _x`$, or $`\sigma _y`$, or $`\sigma _z`$ on the channel particle and returns the channel particle to Alice. Alice then measures an observable $`R`$ on the pair of particles, where $`R`$ has the eigenstates: $`\|r_1`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2}}}\|_z\|_z+{\displaystyle \frac{1}{2}}(\|_z\|_ze^{i\pi /4}+\|_z\|_ze^{i\pi /4})`$ (3) $`\|r_2`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2}}}\|_z\|_z{\displaystyle \frac{1}{2}}(\|_z\|_ze^{i\pi /4}+\|_z\|_ze^{i\pi /4})`$ (4) $`\|r_3`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2}}}\|_z\|_z+{\displaystyle \frac{1}{2}}(\|_z\|_ze^{i\pi /4}+\|_z\|_ze^{i\pi /4})`$ (5) $`\|r_4`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2}}}\|_z\|_z{\displaystyle \frac{1}{2}}(\|_z\|_ze^{i\pi /4}+\|_z\|_ze^{i\pi /4})`$ (6) Note that: $`\|\text{pre}`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2}}}(\|_z\|_z+\|_z\|_z`$ (7) $`=`$ $`{\displaystyle \frac{1}{\sqrt{2}}}(\|_x\|_x+\|_x\|_x`$ (8) $`=`$ $`{\displaystyle \frac{1}{\sqrt{2}}}(\|_y\|_y+\|_y\|_y`$ (9) $`=`$ $`{\displaystyle \frac{1}{2}}(\|r_1+\|r_2+\|r_3+\|r_4)^{}`$ (10) In Eqs. (8)–(10) and in the following, the subscripts $`A`$ and $`C`$ appearing in Eq. (2) are implicit in the tensor product notation. Eqs. (8)–(10) correspond to Eq. (2) of or Eq. (54) of . Alice can now assign values to the outcomes of Bob’s spin measurements via the ABL-rule, whether Bob measured $`\sigma _x`$, $`\sigma _y`$, or $`\sigma _z`$, based on the post-selections $`\|r_1`$, $`\|r_2`$, $`\|r_3`$, or $`\|r_4`$, according to Table 1 (where 0 represents the outcome $``$ and 1 represents the outcome $``$) : ## 3 The key distribution protocol This case can be exploited to enable Alice and Bob to share a private random key in the following way: Alice prepares a certain number of copies (depending on the length of the key and the level of privacy desired) of the Bell state, Eq. (2). She sends the channel particles to Bob in sequence and keeps the ancillas. Bob measures $`\sigma _x`$ or $`\sigma _z`$ randomly on the channel particles and returns the particles, in sequence, to Alice. Alice then measures the observable $`R`$ on the ancilla and channel pairs and divides the sequence into two subsequences: the subsequence $`S_{14}`$ for which she obtained the outcomes $`r_1`$ or $`r_4`$, and the subsequence $`S_{23}`$ for which she obtained the outcomes $`r_2`$ or $`r_3`$. The sequence of quantum operations can be implemented on a quantum circuit as in Fig. 1 (see Eq. (46) of Metzger ). In the present work, an ideal system without noise is assumed. To check that the channel particles have not been monitored by Eve, Alice now publicly announces the indices of the subsequence $`S_{23}`$. As is evident from Table 1, for this subsequence she can make conditional statements of the form: ‘For channel particle $`i`$, if $`\sigma _x`$ was measured, the outcome was 1 (0), and if $`\sigma _z`$ was measured, the outcome was 0 (1),’ depending on whether the outcome of her $`R`$-measurement was $`r_2`$ or $`r_3`$. She announces these statements publicly. If one of these statements, for some index $`i`$, does not agree with Bob’s records, Eve must have monitored the $`i`$’th channel particle. (Of course, agreement does not entail that the particle was not monitored.) For suppose Eve measures a different spin component observable than Bob on a channel particle and Alice subsequently obtains one of the eigenvalues $`r_2`$ or $`r_3`$ when she measures $`R`$. Bob’s measurement outcome, either 0 or 1, will be compatible with just one of these eigenvalues, assuming no intervention by Eve. But after Eve’s measurement, both of these eigenvalues will be possible outcomes of Alice’s measurement. So Alice’s retrodictions of Bob’s measurement outcomes for the subsequence $`S_{23}`$ will not necessarily correspond to Bob’s records. In fact, it is easy to see that if Eve measures $`\sigma _x`$ or $`\sigma _z`$ randomly on the channel particles, or if she measures a particular one of the observables $`\sigma _x`$, $`\sigma _y`$, or $`\sigma _z`$ on the channel particles (the same observable on each particle), the probability of detection in the subsequence $`S_{23}`$ is 3/8. In the subsequence $`S_{14}`$, the 0 and 1 outcomes of Bob’s measurements correspond to the outcomes $`r_1`$ and $`r_4`$ of Alice’s $`R`$-measurements. If, following their public communication about the subsequence $`S_{23}`$, Alice and Bob agree that there has been no monitoring of the channel particles by Eve, they use the subsequence $`S_{14}`$ to define a shared raw key. Note that even a single disagreement between Alice’s retrodictions and Bob’s records is sufficient to reveal that the channel particles have been monitored by Eve. This differs from the eavesdropping test in the Ekert protocol. Note also that Eve only has access to the channel particles, not the particle pairs. So no strategy is possible in which Eve replaces all the channel particles with her own particles and entangles the original channel particles, treated as a single system, with an ancilla by some unitary transformation, and then delays any measurements until after Alice and Bob have communicated publicly. There is no way that Eve can ensure agreement between Alice and Bob without having access to the particle pairs, or without information about Bob’s measurements. The key distribution protocol as outlined above solves the key distribution problem but not the key storage problem. If Bob actually makes the random choices, measures $`\sigma _x`$ or $`\sigma _z`$, and records definite outcomes for the spin measurements before Alice measures $`R`$, as required by the protocol, Bob’s measurement records—stored as classical information—could in principle be copied by Eve without detection. In that case, Eve would know the raw key (which is contained in this information), following the public communication between Alice and Bob to verify the integrity of the quantum communication channel. To solve the key storage problem, the protocol is modified in the following way: Instead of actually making the random choice for each channel particle, measuring one of the spin observables, and recording the outcome of the measurement, Bob keeps the random choices and the spin measurements ‘at the quantum level’ until after Alice announces the indices of the subsequence $`S_{23}`$ of her $`R`$ measurements. To do this, Bob enlarges the Hilbert space by entangling the quantum state of the channel particle via a unitary transformation with the states of two ancilla particles that he introduces. One particle is associated with a Hilbert space spanned by two eigenstates, $`\|c_{\sigma (x)}`$ and $`\|c_{\sigma (z)}`$, of a choice observable $`C`$. The other particle is associated with a Hilbert space spanned by two eigenstates, $`\|p_{}`$ and $`\|p_{}`$, of a pointer observable $`P`$. (See , footnote t, or for details of how to implement the unitary transformation on the enlarged Hilbert space.) On the modified protocol (assuming the ability to store entangled states indefinitely), Alice and Bob share a large number of copies of an entangled 4-particle state. When they wish to establish a random key of a certain length, Alice measures $`R`$ on an appropriate number of particle pairs in her possession and announces the indices of the subsequence $`S_{23}`$. Before Alice announces the indices of the subsequence $`S_{23}`$, neither Alice nor Bob have stored any classical information. So there is nothing for Eve to copy. After Alice announces the indices of the subsequence $`S_{23}`$, Bob measures the observables $`D`$ and $`P`$ on his ancillas with these indices and announces the eigenvalue $`\|p_{}`$ or $`\|p_{}`$ as the outcome of his $`\sigma (x)`$ or $`\sigma (z)`$ measurement, depending on the eigenvalue of $`D`$. If Alice and Bob decide that there has been no eavesdropping by Eve, Bob measures $`D`$ and $`P`$ on his ancillas in the subsequence $`S_{14}`$. It is easy to see that the ABL-rule applies in this case, just as it applies in the case where Bob actually makes the random choice and actually records definite outcomes of his $`\sigma (x)`$ or $`\sigma (z)`$ measurements before Alice measures $`R`$. (In fact, if the two cases were not equivalent for Alice—if Alice could tell from her $`R`$-measurements whether Bob had actually made the random choice and actually performed the spin measurements, or had merely implemented these actions ‘at the quantum level’—the difference could be exploited to signal superluminally.) There are clearly other possible ways of exploiting this case to implement a secure key distribution protocol (involving all three spin component observables, for example), but the principle is similar. It would seem worthwhile to consider whether other applications of pre- and post-selection might be applied as a tool in quantum cryptology. ## Acknowledgements This work was partially supported by a University of Maryland General Research Board leave fellowship. Illuminating discussions with Gilles Brassard, Lev Vaidman, and especially Adrian Kent are acknowledged with thanks.
warning/0006/gr-qc0006037.html	ar5iv	text	# Untitled Document Published in: Found. Phys. Lett. (1999) vol. 12, no. 5, p.p. 427–439. EQUIVALENCE PRINCIPLE AND RADIATION BY A UNIFORMLY ACCELERATED CHARGE A. Shariati, M. Khorrami Institute for Advanced Studies in Basic Sciences, P.O. Box 159, Zanjan 45195, Iran. Institute for Studies in Theoretical Physics and Mathematics P.O. Box 5531, Tehran 19395, Iran. Received 5 January 1999 We address the old question of whether or not a uniformly accelerated charged particle radiates, and consequently, if weak equivalence principle is violated by electrodynamics. We show that radiation has different meanings; some absolute, some relative. Detecting photons or electromagnetic waves is not absolute, it depends both on the electromagnetic field and on the state of motion of the antenna. An antenna used by a Rindler observer does not detect any radiation from a uniformly accelerated co-moving charged particle. Therefore, a Rindler observer cannot decide whether or not he is in an accelerated lab or in a gravitational field. We also discuss the general case. Key words: equivalence principle, uniformly accelerated charge, relativity of radiation 1. INTRODUCTION An accelerated charged particle radiates. Einstein’s equivalence principle, on the other hand, tells us that the laws of physics in a constant gravitational field are the same as the laws of physics in an accelerated rocket. It is tempting therefore to conclude that a charged particle located on the table of our lab radiates. (Since according to the inertial freely falling observer, this charged particle is accelerating.) However, using the Maxwell’s equations coupled to a static gravitational field, one can show that it does not radiate. It seems that either Einstein’s equivalence principle is violated by electrodynamics, or a uniformly accelerated charged particle does not radiate. The problem of radiation of a uniformly accelerated charged particle has an interesting and controversial history. In brief, based on a work by M. Born in 1909 , first W. Pauli and then M. von Laue gave arguments saying that such a charge does not radiate. Independently, G. A. Schott derived the fields and concluded that such a charge radiates . (His work was discussed in more detail by S. M. Milner .) Then in 1949, D. L. Drukey published a short note in favour of radiation. In 1955, M. Bondi and T. Gold have asserted that the Born solution did not treat the singularity of the potentials on the light cone correctly. In 1960, T. Fulton and F. Röhrlich published a paper discussing the problem in detail and concluding that: 1) “If the Maxwell-Lorentz equations are taken to be valid, and we consider retarded potentials only, and if radiation is defined in the usual Lorentz invariant manner, a uniformly accelerated charge radiates at a constant non vanishing rate.” 2) “If one accepts the equations of motion based on the Abraham four-vector or on Dirac’s classical electrodynamics, the radiation reaction vanishes, but energy is still conserved.” 3) “a charged and a neutral particle in a homogeneous gravitational field behave exactly alike, except for the emission of radiation from the charged particle.” However, they argued, 4) “Radiation is defined by the behaviour of the fields in the limit of large distance from the source. Correspondingly, an observer who wants to detect radiation cannot do so in the neighbourhood of the particle’s geodesic.” In 1963 F. Röhrlich concluded that a freely falling observer in a static gravitational field with vanishing Riemann tensor, would see a supported charge radiating, and vice versa, i.e. a supported observer would see a freely falling charge also radiating. Röhrlich’s conclusions, which is in agreement with Einstein’s principle of equivalence, was re-derived by a different and more transparent method by A. Kovetz and G. E. Tauber in 1969 , and entered into the Problems of a text book by W. Rindler (problem 1.10 of ). In 1979, D. G. Boulware wrote an article to show that “the equivalence principle paradox that the co-accelerating observer measures no radiation while a freely falling observer measures the standard radiation of an accelerated charge is resolved by noting that all the radiation goes into a region of space time inaccessible to the co-accelerating observer”. In 1995, A. Singal published a paper claiming again, and by a different method, that a uniformly accelerated charged particle does not radiate. This method and its conclusion is recently challenged by S. Parrott . Parrott somewhere else argued that “purely local experiments can distinguish a stationary charged particle is a static gravitational field from an accelerated particle in (gravity-free) Minkowski space”, in contradiction with Einstein’s principle of equivalence. We see that, in addressing this problem some physicists argue that a uniformly accelerated charged particle does not radiate at all, while some other say that electrodynamics violates Einstein’s equivalence principle; and it seems that the problem is still not resolved. In this article, we show that this paradox is due to a misuse of the word radiation. The scheme of the paper is as follows. In section II, we review the meaning of radiation. In section III, we address the problem of detecting radiation of a uniformly accelerated charge by a Rindler observer, and show that no radiation is detected, simply because no magnetic field is measured. In section IV, we show that this is due to a symmetry of the Minkowski spacetime: the symmetry with respect to Lorentz boosts, and we show that the same thing happens whenever the spacetime is static. We also show that in a stationary spacetime, there is an electromagnetic energy-like quantity, which is conserved for stationary charge distributions. In sections V and VI, we address the question of radiation in terms of the world line of the particle. There, we conclude that a freely falling charge, or a charge whose four-velocity is proportional to a static time-like vector in a static spacetime, does not radiate. Finally, section VII contains the concluding remarks. 2. RADIATION The word radiation reminds us three concepts: 1. Flowing to infinity of energy in the form of electromagnetic waves. 2. Detection of photons by a suitable device such as a photographic plate or an antenna. 3. Deviation of the world-line of a charged particle from that of a neutral one of the same mass experiencing the same force. The first notion is the one which is always used to define radiation in standard text books. The second notion seems to lead to the following argument: If a system radiates, one can detect it by counting photons. The energy or momentum of these photons may differ for different observers but, since the number of them must be the same, we conclude that radiation is in some sense absolute, i.e., whether or not a system radiates does not depend on the observer. (See for example p. 506 of .) This argument, which is the basis for the paradox mentioned, is false. The important point is that radiation has different notions, some are absolute some are relative. (The absolute notion is, in fact, the third one.) Consider a system of charged particles and the electromagnetic field produced by them. The divergence of the total energy-momentum tensor $`T^{\mu \nu }=T_\mathrm{e}^{\mu \nu }+T_\mathrm{m}^{\mu \nu }`$ vanishes. If $`\xi ^\mu `$ is a Killing vector field, $`T^{\mu \nu }\xi _\mu `$ is a conserved current. (Note that this is a local conservation law.) Conservation of the corresponding quantity depends only on the system (through $`T^{\mu \nu }`$) and the symmetry of the spacetime (through $`\xi ^\mu `$) and is not related to the observer or coordinate patch. In Minkowski spacetime the vector field $`_t`$ is a Killing vector field which is everywhere time-like. Gauss’ theorem then, leads to the standard definition of radiation as flowing energy to infinity by electromagnetic waves. This is an absolute notion of radiation, which is closely related to the third concept of radiation as well. But we must note that for a curved spacetime this argument may fail. For example, there may be no time-like Killing vector field; or there may be an event horizon which prevents us to enclose the charges with an sphere at infinity; etc. These difficulties make it sometimes impossible to define radiation as flowing energy to infinity. The second notion of radiation, viz. the detection of photons, is related to both the system and to the observer. Let $`u^\mu `$ be the four-velocity of a local observer (not the source). This observer uses an apparatus to detect the electromagnetic flux of energy (or photons). Let $`\sigma ^\nu `$ be the space-like vector describing the direction of the apparatus used by him, and $`T_\mathrm{e}^{\mu \nu }`$ the energy-momentum tensor of the electromagnetic field. The amount of electromagnetic energy detected by the observer in proper time $`d\tau `$ is proportional to the area $`d\mathrm{\Sigma }`$ of the apparatus used, and is equal to $$dE=T_\mathrm{e}^{\mu \nu }u_\mu \sigma _\nu d\mathrm{\Sigma }d\tau .$$ (1) The quantity $`\epsilon :=T_\mathrm{e}^{\mu \nu }u_\mu \sigma _\nu `$ is the flux of the electromagnetic energy through the surface $`d\mathrm{\Sigma }`$ of the apparatus, and depends both on the system and on the world-line of the observer. Here it must be stressed that Fulton and Röhrlich’s definition of radiation (referring to Synge ) is different \[9, p. 506\]. To define radiation they use the quantity $$I=T^{\mu \nu }v_\mu ^Qn_\nu $$ (2) where $`v_\mu ^Q`$ is the velocity four-vector of the source of radiation. (A minus sign is not here because they use different conventions.) Then, they look at this quantity at the null infinity. In doing this, one must transport $`v_\mu ^Q`$ away from the source location. This can be done only in Minkowski (flat) spacetime. In curved spacetimes, this is not a well defined quantity. 3. DISCUSSION OF THE PARADOX Consider a charged particle $`S`$ located inside a rocket, which is uniformly accelerated with respect to an inertial frame I. (Specifically, we mean a Rindler rocket; see pp. 49–51 and 156-157 of .) The question is whether or not the Rindler observer sees this charged particle radiating, i.e., whether or not he can detect photons. If he can, then he can deduce that he is inside an accelerating lab and not in a constant gravitational field. But we show that he cannot, and therefore, Einstein’s principle of equivalence is not violated. Concretely speaking, we show: 1. If the Rindler observer uses a local static antenna, he will not detect photons. 2. There is a conserved current of the form $`T_\mathrm{e}^{\mu \nu }\mathrm{\Xi }_\mu `$, where $`\mathrm{\Xi }`$ is the generator of translation in Rindler time. It is quite natural to call the corresponding conserved quantity the energy. The proof of these two statements is based on a symmetry of the Rindler spacetime. Rindler frame is given by the following 3 parameter family of time-like world-lines: $$x^2t^2=X^2,y=Y,z=Z.$$ (3) For the spatial coordinate, the Rindler observer uses $`(X,Y,Z)`$, while for the time he uses the Lorentz boost parameter (or rapidity) $`\omega :=\mathrm{tanh}^1t/x`$. The proper time measured by a clock at $`(X,Y,Z)`$ is $`\tau =\omega /X`$. The world-line of an observer located at $`(X,Y,Z)`$ can be obtained by hyperbolic rotations in the $`(t,x)`$ plane. Rindler time $`\omega `$ is simply the hyperbolic angle of this rotation. Now suppose there is a charged particle located at $`(X_s,Y_s,Z_s)`$ and an antenna at $`(X_o,Y_o,Z_o)`$. These objects are moving in the Minkowski spacetime. Since the Green’s function for the 3+1 dimensional wave equation in Minkowski spacetime is non-zero only on the light-cone, we know that what $`O`$ measures at a Rindler time $`\omega _o`$ is due to the state of motion of $`S`$ at the retarded time, i.e., at the intersection of the past light-cone of the event $`(\omega _o,X_o,Y_o,Z_o)`$ with the world-line of $`S`$. To write the Poynting vector at Rindler instant $`\omega _o`$ for the local observer who is seated at $`(X_o,Y_o,Z_o)`$, we can write everything in the instantaneous rest frame of the source $`S`$ at the retarded time and then use the Lorentz boost that transforms this frame to the instantaneous rest frame of $`O`$ (at the moment of observation). Since $`S`$ is uniformly accelerated, its acceleration at its instantaneous rest frame is $`\alpha _s=1/X_s`$. From electrodynamics we know that at the event $`(t_o,x_o,y_o,z_o)`$, the electromagnetic fields are given by $$𝐄=q\left[\frac{\widehat{𝐫}𝐯}{\gamma ^2\left(1𝐯\widehat{𝐫}\right)r^2}\right]_{\mathrm{ret}}+q\left[\frac{\widehat{𝐫}\times \left\{\left(\widehat{𝐫}𝐯\right)\times \dot{𝐯}\right\}}{\left(1𝐯\widehat{𝐫}\right)^3r}\right]_{\mathrm{ret}},$$ (4) $$𝐁=\left[\widehat{𝐫}\times 𝐄\right]_{\mathrm{ret}}.$$ (5) Here a hat means unit vector and the subscript ret means that everything must be computed at the retarded event $`(t_s,x_s,y_s,z_s)`$. Therefore, the electromagnetic field at the observation event is $$𝐄=\frac{q}{r^2}+\frac{q\alpha }{r}\widehat{𝐫}\times \left(\widehat{𝐫}\times \widehat{𝐱}\right),$$ (6) $$𝐁=\frac{q\alpha }{r}\widehat{𝐱}\times \widehat{𝐫}.$$ (7) It is important, however, to notice that these expressions are in the instantaneous rest frame of $`S`$. To obtain electromagnetic fields as measured by the observer $`O`$, we must use the Lorentz transformations $$𝐄^{}=\gamma \left(𝐄+𝐯\times 𝐁\right)\frac{\gamma ^2}{\gamma +1}\mathrm{𝐯𝐯}𝐄,$$ (8) $$𝐁^{}=\gamma \left(𝐁𝐯\times 𝐄\right)\frac{\gamma ^2}{\gamma +1}\mathrm{𝐯𝐯}𝐁.$$ (9) We have chosen the inertial coordinate system such that at the retarded event the source’s velocity $`v_s=t_s/x_s`$ vanishes; therefore, at the retarded event $`t_s=0`$. The world-line of the source is $`x_s^2t_s^2=X_s^2=\alpha _s^2=\mathrm{constant}`$. From this it follows that the acceleration of the source at the retarded time is $`\alpha =1/x_s`$. From $`x_o^2t_o^2=X_o^2=\alpha _o^2=\mathrm{constant}`$, which describes the world-line of the antenna (i.e. local observer), it follows that $`v=t_o/x_o`$. We also note that $`r=(t_ot_s)=t_o`$ and $`\widehat{𝐱}𝐫=x_ox_s`$. From these ingredients, it is easy to see that $$𝐁^{}=0.$$ (10) This shows that a local Rindler observer $`O`$, whose world-line is given by $$x_o^2t_o^2=X_o^2,y_o=Y_o,z_o=Z_o,$$ (11) sees a pure electric field and, therefore, no radiation. It is worthy of mention that Pauli’s argument, based on the fields derived by Born, is also the vanishing of the magnetic field. However, as mentioned by Bondi and Gold , and Fulton and Röhrlich , the basis of his derivation is not true. Here again we see that the magnetic field vanishes for the (Rindler) co-moving observer, and we see this by exactly computing the fields as measured by this observer. The argument given above depends deeply on a symmetry of the Minkowski spacetime, viz. the existence of the time-like Killing vector field $`t_x+x_t`$, which for the Rindler observer is just $`_\omega `$. In the next section we discuss the general case. 4. RADIATION IN TERMS OF THE ELECTROMAGNETIC ENERGY-MOMENTUM TENSOR A stationary spacetime is a spacetime with a time-like Killing vector $`\xi :=/t`$. In such a spacetime, one can chose a coordinate system in which, the metric components are $`t`$stationary charge distribution $`J^\mu `$ in a stationary spacetime: $`_0J^\mu =0`$, and $`_\mu \left(\sqrt{\|g\|}J^\mu \right)=_i\left(\sqrt{\|g\|}J^i\right)=0`$. Using a $`t`$-independent ansatz for the four-potential $`A_\mu `$, it is easily seen that the field-strength tensor $`F_{\mu \nu }`$ is $`t`$-independent. Moreover, the source-full Maxwell equation $$\frac{1}{\sqrt{\|g\|}}\left(g^{\mu \alpha }g^{\nu \beta }F_{\alpha \beta }\sqrt{\|g\|}\right)_{,\nu }=J^\mu ,$$ (12) shows that there is no inconsistency in taking $`F_{\mu \nu }`$ independent of $`t`$, because both $`j^\mu `$ and $`g_{\mu \nu }`$ are $`t`$-independent. In fact, if $`F_{\mu \nu }(t,𝐫)`$ is a solution to (12), $`F_{\mu \nu }(t+\mathrm{\Delta },𝐫)`$ is also a solution. So, if the Maxwell equations have a unique solution in this spacetime, the field-strength tensor should be $`t`$-independent. Since $`\xi `$ is a Killing vector, we have $$(T^{\mu \nu }\xi _\nu )_{;\mu }=\frac{1}{\sqrt{\|g\|}}(\sqrt{\|g\|}T^\mu {}_{0}{}^{})_{,\mu }=0.$$ (13) So, a conserved current $`𝒥^\mu :=T^\mu _0`$ exists. One can define a corresponding current for the electromagneti c part of the energy-momentum tensor. However, as $`T_\mathrm{e}^{\mu \nu }`$ is $`t`$-independent, it is seen that $$_\mathrm{\Sigma }(T^\mu {}_{0}{}^{})_{\mathrm{em}}\sqrt{\|g\|}\mathrm{d}S_\mu =_\mathrm{\Sigma }^{}(T^\mu {}_{0}{}^{})_{\mathrm{em}}\sqrt{\|g\|}\mathrm{d}S_\mu ,$$ (14) where $`\mathrm{\Sigma }`$ is any hyper-surface, and $`\mathrm{\Sigma }^{}`$ is the hypersurface formed by translating $`\mathrm{\Sigma }`$ along the Killing vector field $`\xi `$ by some value $`\mathrm{\Delta }`$. This means that the energy-like quantity of the electromagnetic field in any hypersurface (any portion of space), including or excluding the charge(s), does not change. In this sense, one can say that a stationary charge distribution in a stationary spacetime does not radiate. A static spacetime is a stationary spacetime, for which there exists a family of space-like hyper-surfaces normal to the time-like Killing vector field $`\xi `$. This means that there exists a suitable choice of coordinates, for which $`g_{0i}=g^{0i}=0`$, and $`g_{\mu \nu }`$’s are all $`t`$-independent. In such a spacetime, consider a static charge distribution. A static charge distribution is a stationary one with the additional condition $`J^i=0`$. For the field produced by a static distribution one can take the ansatz: $`A_i=0`$ and $`_0A_0=0`$. From this, and the fact that the metric is $`t`$-independent and block-diagonal, it is easy to see that $$F_{ij}=F_i{}_{}{}^{j}=F^{ij}=0.$$ (15) This shows that the source-full Maxwell equation is identically satisfied for $`\mu 0`$. For $`\mu =0`$, $$\frac{1}{\sqrt{\|g\|}}\left(g^{00}g^{ij}\sqrt{\|g\|}_jA_0\right)_{,i}=J^0.$$ (16) This equation is consistent, since the left-hand side is $`t`$-independent, as well as the right-hand side. This solution to the static charge distribution has no magnetic field, and has a $`t`$-independent electric field. By magnetic field (in a covariant form) we mean the tensor $`B_{\mu \nu }:=F_{\alpha \beta }h^\alpha {}_{\mu }{}^{}h_{}^{\beta }_\nu `$. Here $`h_{\mu \nu }`$ is the projector normal to $`\xi `$, that is $`h_{\mu \nu }:=g_{\mu \nu }\left(\xi _\mu \xi _\nu \right)/\left(\xi \xi \right)`$. Note that for the choice of coordinates introduced above, $`h_{ij}=g_{ij}`$, $`h_{00}=h_{i0}=0`$, $`B_{ij}=F_{ij}`$, and $`B_{0i}=0`$. The electric field is similarly defined through $`E_\mu :=F_{\mu \nu }\xi ^\nu /\sqrt{\xi \xi }`$. From (15), we have $`T_\mathrm{e}^i{}_{0}{}^{}=h^\mu {}_{\nu }{}^{}T_{\mathrm{e}}^{\nu }{}_{\alpha }{}^{}\xi _{}^{\alpha }=0`$. Consider an observer with the four-velocity $`u^\mu =\xi ^\mu /\sqrt{\xi \xi }`$. For this observer the magnetic field is just $`B_{\mu \nu }`$, and the electric field is $`E_\mu `$. So, this observer measures a $`t`$-independent electric field and no magnetic field. Moreover, what this observer measures as the Poynting vector is $`S^\mu `$ $`:=`$ $`u_\nu T^{\alpha \nu }h^\mu _\alpha `$ (17) $`=`$ $`u_\nu F^{\beta \nu }F_\beta {}_{}{}^{\alpha }h_{}^{\mu }_\alpha `$ $`=`$ $`E^\beta B^\mu {}_{\beta }{}^{},`$ which is identically zero. This means that, in terms of the Poynting vector, this observer measures no radiation, simply because the magnetic field is zero for this observer. This conclusion is stronger than that of the last subsection. That meant no net flux of the electromagnetic energy is observed by the stationary observers. This means that, besides, no electromagnetic energy current is observed by such an observer. 5. RADIATION AND THE WORLD-LINE OF CHARGED PARTICLES Is it true that, in a gravitational filed, charged particles fall the same as uncharged particles? This problem is also related to the paradox mentioned at the beginning of this paper. Of course, this question must be answered experimentally (and the experiment is more difficult than it seems, cf. .) But let us study the answer given by the known theory of electrodynamics. The question is not trivial, for acceleration causes radiation and this may causes a damping. It seems therefore that a charged particle does not fall the same as an uncharged particle. To answer this question we have to know the form of the radiation reaction force. The best candidate for this, is the Lorentz-Abraham-Dirac force from which it follows that charged particles fall the same as neutral particles, i.e. the weak equivalence principle is fulfilled. To our knowledge, this was first noticed by Röhrlich . Here, we present a heuristic argument in favour of the conclusion that equivalence principle is not violated by charged particles. To begin with, let us consider a stationary charged particle in the Minkowski spacetime. The world-line of such a particle is $$\mathrm{}<t_s<\mathrm{},x_s=\mathrm{const}.>0,y_s=z_s=0.$$ (18) A Rindler observer sees only the segment $`x_s<t<x_s`$; by the following world-line: $$\mathrm{}<\omega _s<\mathrm{},X_s=x_s/\mathrm{cosh}\omega _s,Y_s=Z_s=0.$$ (19) Trivially, this world-line is a geodesic describing the motion of the particle approaching the horizon as $`\omega \pm \mathrm{}`$. Now let’s interpret the Rindler spacetime as a gravitational field. Since we know that in the Minkowski spacetime the charged particle follows a geodesic, a little reflection shows that in the Rindler gravitational field a free charged particle falls the same as a free uncharged particle. To this problem, let’s apply Einstein’s equivalence principle. In the comoving freely falling lab, which is a local inertial frame, the charged particle is at rest and therefore it does not radiate. The comoving observer sees no reason for the charged particle to move in the lab, simply because it is completely free. Therefore, with respect to the freely falling lab, the charged particle is always at the same position. Transforming this result to the Rindler frame, we conclude that in the gravitational field of the Rindler spacetime, charged particles fall the same as the uncharged particles. The electromagnetic field produced by this charged particle as seen by the inertial comoving observer is purely electric, a Rindler observer, however, sees also a magnetic field and a non-vanishing Poynting vector; and sees that the charged particle goes to the horizon $`X=0`$ as $`\omega \mathrm{}`$. If the Rindler observer uses a local device, such as a camera, he will observe some photons, i.e. he will receive some energy which causes an effect on his photographic plate. This effect, however, is not radiation. To convince, suppose a charged particle is in uniform rectilinear motion relative to an inertial observer. If this observer uses an antenna, his antenna does receive some energy, simply because the Poynting vector at the position of antenna is non-zero (and it is even time varying). However, this is simply the result of an interaction of antenna with the moving charge, (and of course, as a result of this interaction the charged particle’s trajectory is affected). In the previous sections, it was shown that a uniformly accelerated charge in a Minkowski spacetime does not radiate, in the sense that for the Rindler observer the Poynting vector vanishes, and an energy-like quantity for the electromagnetic field is constant. This means that, according to Rindler observers, no extra force is needed to maintain the uniform acceleration of such a charged particle (of course no extra force beside the force needed for a neutral particle of the same mass to have that acceleration). In other words, the world-line of the charged particle will be the same as that of a neutral particle. Now consider a Rindler gravitational field, in which a charged particle is stationary. One can obtain the electromagnetic field of this particle in a manner exactly the same as that of section III, which shows that there is no radiation. Do, in some sense, these two problems differ? Some authors argue that to support a charged particle in a gravitational field a rocket is needed, and this rocket spends more fuel than a rocket needed to do the same thing for a neutral particle. However, the results of previous sections, in terms of the electromagnetic energy, make no difference between charged and neutral particles in any of the two cases. According to Rindler observers, no extra force is needed for the charge, and as the four-vector of force is zero according to one observer, it should be zero according to other observers as well. So the result of the above gedanken experiment should be null. Another problem is that of a freely falling charge in a Rindler gravitational field. Such a charge moves uniformly according to Minkowski observers, so that it does not radiate according to them, and its world-line should be the same as that of a neutral particle. In fact, this problem, in terms of energy considerations, is the same as the problem of a stationary (or uniformly moving) charge in Minkowski spacetime. These results are also in agreement with Einstein’s equivalence principle. 6. RADIATION REACTION FORCE We show that these results are also true in terms of the damping force, so that there is no rocket paradox. We show that this force is zero in certain cases, which are the generalisations of the above cases. When a particle radiates, it experiences a force due to its radiation. (The original derivation of the reaction force is due to Dirac . A recent derivation is given by A. Gupta and T. Padmanabhan .) The relativistic form of the Abraham-Lorentz-Dirac force, experienced by an accelerated charge is $$f_{\mathrm{ALD}}^\mu =\frac{e^2}{6\pi }\left(\frac{\mathrm{D}^2u^\mu }{\mathrm{D}\tau ^2}+u^\mu u_\alpha \frac{\mathrm{D}^2u^\alpha }{\mathrm{D}\tau ^2}\right),$$ (20) where $`e`$ is the charge of the particle, $`u`$ is its four-velocity, and $`\mathrm{D}/\mathrm{D}\tau `$ is covariant differentiation with respect to the proper time $`\tau `$. To obtain this self-force, it is assumed that the power radiated by an accelerated charge, in its instantaneous rest frame, is $$P=\frac{e^2}{6\pi }\frac{\mathrm{d}𝐯}{\mathrm{d}t}\frac{\mathrm{d}𝐯}{\mathrm{d}t},$$ (21) which is proved by calculating the amount of the electromagnetic energy escaping to the infinity, for a localised accelerated charge in the Minkowski spacetime. Moreover, to obtain (20) from (21), an integration by part is needed, which is also valid (the boundary terms vanish) provided the charge is localised. Neither (21), nor (20) can be proved for non-localised accelerated charges. However, if one assumes that the self-force experienced by a particle is local, that is, it depends only on the status of the charge in an infinitesimal neighbourhood of an instant, one can generalise (20) for the case where the charge is not localised, or the spacetime is not Minkowskian. This does not necessarily mean that (21), or its relativistic generalisation $$P=\frac{e^2}{6\pi }\frac{\mathrm{D}u}{\mathrm{D}\tau }\frac{\mathrm{D}u}{\mathrm{D}\tau },$$ (22) are also valid in these more general cases. Now consider the Abraham-Lorentz-Dirac force in two special cases: A- A charge, the four-velocity of which is proportional to a static time-like Killing vector field, i.e., a Killing vector field for which there exists a family of hyper-surfaces normal to it. It is obvious that this situation may only happen in a static spacetime. In this case, $`u^0=1/\sqrt{\xi \xi }`$, and $`u^i=0`$. Also note that $`\mathrm{d}\left(\xi \xi \right)/\mathrm{d}\tau =0`$, and that in a static spacetime $`\mathrm{\Gamma }^0{}_{00}{}^{}=\mathrm{\Gamma }^i{}_{0j}{}^{}=0`$, which shows that $`{\displaystyle \frac{\mathrm{D}u^0}{\mathrm{D}\tau }}`$ $`=`$ $`0,`$ (23) $`{\displaystyle \frac{\mathrm{D}u^i}{\mathrm{D}\tau }}`$ $`=`$ $`\mathrm{\Gamma }_{00}^i\left(u^0\right)^2,`$ (24) and $$\frac{\mathrm{D}^2u^i}{\mathrm{D}\tau ^2}=\left(u^0\right)^2\mathrm{\Gamma }^i{}_{0j}{}^{}\frac{\mathrm{D}u^j}{\mathrm{D}\tau }=0.$$ (25) Therefore $$f_{\mathrm{ALD}}^\mu =0.$$ (26) So this charge experiences no self-force, even though its four-acceleration may be nonzero (if $`\xi \xi `$ is space-dependent). In other words, the force needed to accelerate a charge to this specific four-velocity ($`u^0=1/\sqrt{\xi \xi }`$, and $`u^i=0`$) is the same as the force needed to accelerate an uncharged particle of the same mass. This is in agreement with the conclusion of section IV: “An accelerated charge distribution does not radiate according to certain observers, whenever the charged particles and the observers move along the same static Killing vector field.” The case of a uniformly accelerated charge in the Rindler rocket, discussed in section III is a special case. B- A freely falling charge, in an arbitrary spacetime. In this case, the four-acceleration is zero ($`\mathrm{D}u^\mu /\mathrm{D}\tau =0`$) which shows that the self-force is zero. Note that in a general spacetime, it may be impossible to define an energy-like quantity, since there may be no time-like Killing vector field. The above conclusion in a sense shows that a freely falling charge does not radiate; in the sense that the world-line of a freely falling charged particle is the same as that of an uncharged particle. 7. CONCLUSIONS The notion of radiation in terms of receiving electromagnetic energy by an observer is not absolute, but this relative notion is consistent with the principle of equivalence. That is, in a static spacetime, a supported charge does not radiate according to another supported observer; neither does a freely falling charge according to a freely falling observer. Also, a freely falling charge does radiate according to a supported observer, and a supported charge does radiate according to a freely falling observer. The absolute meaning of radiation, i.e. radiation according to world line of the charge, was also discussed. We saw that a supported charge in a static spacetime, or a freely falling charge, do not radiate, in the sense that no extra force is needed to maintain their world-line the same as that of a neutral particle. REFERENCES 1. M. Born, Ann. Physik 30, 1 (1909). 2. W. Pauli, in “Enzyklopädie der Mathematischen Wissenschaften”, Vol. 5, p. 539, esp. p. 647 f. (Teubner, Lipzig, 1918). Translated as W. Pauli, “Theory of Relativity”, p. 93. (Pergamon, New York, 1958). 3. M. v. Laue, “Relativitätstheorie”, 3ed ed, Vol. 1. (Vieweg, Braunschweig, 1919). 4. G. A. Schott, “Electromagnetic Radiation”, p. 63 ff. (Cambridge Univ. Press, London, 1912). 5. G. A Schott, Phil. Mag. 29, 49 (1915). 6. S. M. Milner, Phil. Mag. 41, 405 (1921). 7. D. L. Drukey, Phys. Rev. 76, 543 (1949). 8. M. Bondi and T. Gold, Proc. Roy. Soc. A229, 416 (1955). 9. T. Fulton and F. Röhrlich, Ann. Phys. (NY) 9, 499 (1960). 10. F. Röhrlich, Ann. Phys. (NY) 22, 169 (1963). 11. A. Kovetz and G. E. Tauber Am. J. Phys. 37, 382 (1969). 12. W. Rindler, “Essential Relativity”, 2ed edition (Springer-Verlag, New York, 1977). 13. D. Boulware, Ann. Phys. (NY) 124, 169 (1980). 14. A. Singal, Gen. Rel. Grav. 27, 953 (1995). 15. S. Parrott, Gen. Rel. Grav. 29, 1463 (1997). 16. S. Parrott, “Radiation from a uniformly accelerated charge and the equivalence principle”, gr-qc/9303025. 17. P. A. M. Dirac, Proc. Roy. Soc. (London) A 165, 199 (1938). 18. T. W. Darling, F Rossi, G. I. Opat, and G. F. Moorhead, Rev. Mod. Phys. 64, 237 (1992). 19. J. L. Synge, “Relativity” (North-Holland, Amesterdam, 1956). 20. A. Gupta and T. Padmanabhan, Phys. Rev. D 57 , 7241–7250 (1998).
warning/0006/hep-th0006234.html	ar5iv	text	# AEI-2000-037hep-th/0006234 Bulk Witten Indices and the Number of Normalizable Ground States in Supersymmetric Quantum Mechanics of Orthogonal, Symplectic and Exceptional Groups ## Abstract This note addresses the question of the number of normalizable vacuum states in supersymmetric quantum mechanics with sixteen supercharges and arbitrary semi-simple compact gauge group, up to rank three. After evaluating certain contour integrals obtained by appropriately adapting BRST deformation techniques we propose novel rational values for the bulk indices. Our results demonstrate that an asymptotic method for obtaining the boundary contribution to the index, originally due to Green and Gutperle, fails for groups other than SU$`(N)`$. We then obtain likely values for the number of ground states of these systems. In the case of orthogonal and symplectic groups our finding is consistent with recent conjectures of Kac and Smilga, but appears to contradict their result in the case of the exceptional group $`G_2`$. Supersymmetric Yang-Mills theories dimensionally reduced to zero spacial dimensions were initially considered as interesting examples for susy quantum mechanics ,. The Hamiltonian of these systems reads $$H=\frac{1}{2g^2}\mathrm{Tr}\left(P_iP_i\frac{1}{2}[X_i,X_j][X_i,X_j]\mathrm{\Psi }_\alpha [\mathrm{\Gamma }_{\alpha \beta }^iX_i,\mathrm{\Psi }_\beta ]\right).$$ (1) where the bosonic ($`X_i`$) and fermionic ($`\mathrm{\Psi }_i`$) degrees of freedom take values in the Lie algebra of the compact gauge group. Due to the representation theory of the gamma matrices $`\mathrm{\Gamma }_{\alpha \beta }^i`$ this quantum mechanics only exists if the number of supercharges is $`𝒩=`$2,4,8 or 16, corresponding to the dimensional reduction of $`𝒩=1`$ supersymmetric gauge field theory in $`D=d+1`$ dimensions, where $`d=2,3,5,9`$, respectively (i.e. $`i=1,\mathrm{},d`$). The $`d=9`$ system gained relevance following work of de Wit, Hoppe and Nicolai , who argued that the light cone quantization of 11-dimensional supermembranes could be described by the model in eq.(1) with gauge group SU$`(N)`$ in the limit $`N\mathrm{}`$. This interpretation rendered more urgent the question about the Hamiltonian’s spectrum. It was quickly understood that the latter is continuous and, in fact, that there are non-localized states for any positive energy eigenvalue ,. As far as the supermembrane is concerned, this was initially considered to be an unphysical feature. More recently, the model was “resuscitated” as a proposed formulation of M-theory , albeit for a special background, and, interestingly, the continuous spectrum was turned into a virtue. A crucial issue, required in all known applications of the $`d=9`$ system eq.(1), is whether there also exists a normalizable zero energy vacuum state (which may loosely be called the “graviton multiplet”). On the other hand, from various points of view, one does not expect such a state in the cases $`d=2,3,5`$. A rigorous proof for $`d=3,5,9`$ of this has so far only been proposed for SU$`(2)`$ (see also ). For alternative insights into this question see ,,. For the group $`G=`$SU$`(N)`$, the proof has not yet been fully completed, but a strategy generalizing the method of ,, as well as some important partial results, exists. In fact, the procedure immediately applies to more general compact gauge groups $`G`$. We will exclude from now on discussion of the case $`d=2`$, where the methods below appear to fail. The idea is to compute the Witten index ind$`{}_{}{}^{D=d+1}(G)`$ of the quantum mechanics eq.(1): $$\mathrm{ind}^D(G)=\mathrm{lim}_\beta \mathrm{}\mathrm{Tr}(1)^Fe^{\beta H}=n_B^0n_F^0$$ (2) giving the number of $`n_B^0`$ bosonic minus $`n_F^0`$ fermionic zero energy states. Clearly ind$`{}_{}{}^{D}(G)`$ gives a lower bound on the number of vacuum states. This lower bound has recently been argued to be saturated for the systems we are studying . In light of the above we would expect $`\mathrm{ind}^{D=10}(`$SU$`(N))=1`$ and $`\mathrm{ind}^{D=4,6}(`$SU$`(N))=0`$. Using heat kernel methods, it is technically much easier to calculate the so-called bulk index $$\mathrm{ind}_0^D(G)=\mathrm{lim}_{\beta 0}\mathrm{Tr}(1)^Fe^{\beta H}$$ (3) which may be related to a finite susy Yang-Mills integral $`𝒵_{D,G}^𝒩`$: $$\mathrm{ind}_0^D(G)=\frac{1}{_G}𝒵_{D,G}^𝒩.$$ (4) This is an ordinary (as opposed to functional) multiple integral given by $$𝒵_{D,G}^𝒩:=\underset{A=1}{\overset{\mathrm{dim}(G)}{}}\left(\underset{\mu =1}{\overset{D}{}}\frac{dX_\mu ^A}{\sqrt{2\pi }}\right)\left(\underset{\alpha =1}{\overset{𝒩}{}}d\mathrm{\Psi }_\alpha ^A\right)\mathrm{exp}\left[\frac{1}{4g^2}\mathrm{Tr}[X_\mu ,X_\nu ][X_\mu ,X_\nu ]+\frac{1}{2g^2}\mathrm{Tr}\mathrm{\Psi }_\alpha [\mathrm{\Gamma }_{\alpha \beta }^\mu X_\mu ,\mathrm{\Psi }_\beta ]\right],$$ (5) where dim$`(G)`$ is the dimension of the Lie group and the $`D=d+1`$ bosonic matrices $`X_\mu =X_\mu ^AT^A`$ and the $`𝒩`$ fermionic matrices $`\mathrm{\Psi }_\alpha =\mathrm{\Psi }_\alpha ^AT_A`$ are anti-hermitean and take values in the fundamental representation of the Lie algebra Lie$`(G)`$, whose generators we denote by $`T^A`$. $`g^2`$ is fixed according to the normalization $`\mathrm{Tr}T^AT^B=g^2\delta ^{AB}`$. The constant $`_G`$ in eq.(4) is essentially the volume of the true gauge group, which turns out to be the quotient group $`G/Z_G`$, with $`Z_G`$ the center group of $`G`$. For more details see . The integral eq.(5) is still very complicated and has so far only been directly analytically calculated for $`G=`$SU(2) ,,. It has however been indirectly calculated for SU$`(N)`$ by supersymmetric BRST deformation techniques in . The derivation involved some assumptions and unproven steps, but the result has been confirmed for various values of $`N`$ and $`D`$ in numerical (Monte Carlo) studies . The result may be summarized in the following table. Table 1: $`D=4`$, $`D=6`$ and $`D=10`$ bulk index ind$`{}_{}{}^{D}{}_{0}{}^{}`$ and (for $`N>2`$, conjectured) total Witten index ind<sup>D</sup> for the special unitary groups of arbitrary rank. \| Group \| rank \| ind$`{}_{}{}^{D=4,6}{}_{0}{}^{}`$ \| ind<sup>D=4,6</sup> \| ind$`{}_{}{}^{D=10}{}_{0}{}^{}`$ \| ind<sup>D=10</sup> \| \| --- \| --- \| --- \| --- \| --- \| --- \| \| SU(N) \| $`N1`$ \| $`1/N^2`$ \| 0 \| $`_{m\|N}1/m^2`$ \| 1 \| We see that ind$`{}_{}{}^{D}`$ ind$`{}_{}{}^{D}{}_{0}{}^{}`$ contrary to what one might have suspected: The continous spectrum renders $`\mathrm{Tr}(1)^Fe^{\beta H}`$ $`\beta `$-dependent, and the full Witten index ind<sup>D</sup> is given by $$\mathrm{ind}^D(G)=\mathrm{ind}_0^D(G)+\mathrm{ind}_1^D(G).$$ (6) where ind$`{}_{}{}^{D}{}_{1}{}^{}`$ is a “boundary term” that is picked up when going from eq.(2) to eq.(3). Its value has been rigorously evaluated for SU(2) in . For general special unitary groups, it has been argued by Green and Gutperle that the boundary term may be deduced by considering a free effective Hamiltonian for the diagonal (Cartan) degrees of freedom of the $`d`$ Lie-algebra valued fields $`X_i`$, with the discrete Weyl symmetry of $`G`$ imposed as a constraint on the wave functions. This led to the evaluation of a simple Gaussian integral and in consequence to $$\mathrm{ind}_1^{D=4,6}(\mathrm{SU}(N))=\frac{1}{N^2}\mathrm{and}\mathrm{ind}_1^{D=10}(\mathrm{SU}(N))=\underset{\genfrac{}{}{0pt}{}{m\|N}{m>1}}{}\frac{1}{m^2}.$$ (7) Incidentally, the $`D=10`$ expression was proposed before the evaluation of the bulk indices . It seems therefore very likely that the numbers of table 1 are indeed correct for all $`N`$. In order to further test these ideas, it is clearly of interest to apply them to various other gauge groups. As we shall see, most of the features just discussed become more intricate. The zero-energy bound state problem for the Hamiltonian eq.(1) for general semi-simple gauge groups was recently considered in detail by Kac and Smilga . Generalizing the mass deformation method of , these authors made the very interesting claim that the Yang-Mills quantum mechanics can lead for $`D=10`$ to more than one vacuum state. Assuming that all large mass bound states remain normalizable as the mass is tuned to zero – this is the potential weak point of the method – they found $`\mathrm{ind}^{D=10}(\mathrm{SO}(N))=\mathrm{number}\mathrm{of}\mathrm{partitions}\mathrm{of}N\mathrm{into}\mathrm{distinct}\mathrm{odd}\mathrm{parts}`$ $`\mathrm{ind}^{D=10}(\mathrm{Sp}(2N))=\mathrm{number}\mathrm{of}\mathrm{partitions}\mathrm{of}2N\mathrm{into}\mathrm{distinct}\mathrm{even}\mathrm{parts}`$ $`\mathrm{ind}^{D=10}(\mathrm{G}_2)=2\mathrm{ind}^{D=10}(\mathrm{F}_4)=4`$ $$\mathrm{ind}^{D=10}(\mathrm{E}_6)=3\mathrm{ind}^{D=10}(\mathrm{E}_7)=6\mathrm{ind}^{D=10}(\mathrm{E}_8)=11$$ (8) In the case of the SO$`(N)`$ and Sp$`(2N)`$, Hanany et.al. presented independent arguments in favor of these multiplicities by considering a “physical” application of the $`d=9`$ Yang-Mills quantum mechanics to orientifold points in M theory . Clearly it is worthwhile to apply the index computations of the last section to the new classes of groups. In fact, Kac and Smilga generalized the Green-Gutperle method based on a free effective Hamiltonian, and, after imposing the discrete Weyl symmetry and performing the appropriate Gaussain integration, proposed for $`D=4,6`$ the explicit formula $$\mathrm{ind}_1^{D=4,6}(G)=^\mathrm{?}\frac{1}{\|W_G\|}\underset{wW_G}{}^{}\frac{1}{det(1w)}$$ (9) where the sum $`^{^{}}`$ extends over all elements $`w`$ of the Weyl group $`W_G`$ of $`G`$ such that det$`(1w)0`$. They also derived a slightly more involved $`D=10`$ expression. For $`G=`$SU$`(N)`$ one quickly rederives eq.(7) from these expressions. One should next compute the bulk indices ind$`{}_{0}{}^{D}(G)`$. It is straightforward, in principle, to extend the deformation method of Moore et.al. to the new groups. This was done in for $`D=4`$ and rank up to three. We carefully evaluated the corresponding (see eq.(4)) Yang-Mills integrals eq.(5) by Monte Carlo and verified that the BRST deformation method indeed applies to the new groups as well. Surprisingly, the result did not match the expression eq.(9) (remember that we expect ind$`{}_{0}{}^{D=4}+`$ind$`{}_{1}{}^{D=4}=0`$). This indicates failure of the description based on an effective free Hamiltonian. In the present note we will apply the BRST deformation method to also work out the bulk indices of the $`D=10`$ model. This method consists in adding cubic and quadratic terms to the action which break all but one of the supersymmetries. The remaining symmetry still assures that the partition function remains unchanged. By taking limits the non-linearities of the original action are simply dropped, and all integrations can be performed. For $`D=10`$ one finds the $`r`$-fold integral $`\mathrm{ind}_0^{D=10}(G)={\displaystyle \frac{\|Z_G\|}{\|W_G\|}}C^r{\displaystyle \underset{k=1}{\overset{r}{}}\frac{dx_k}{2\pi i}\mathrm{\Delta }_G(0,x)\frac{\mathrm{\Delta }_G(E_1+E_2,x)\mathrm{\Delta }_G(E_1+E_3,x)\mathrm{\Delta }_G(E_2+E_3,x)}{\mathrm{\Delta }_G(E_1,x)\mathrm{\Delta }_G(E_2,x)\mathrm{\Delta }_G(E_3,x)\mathrm{\Delta }_G(E_4,x)}}`$ $$C=\frac{(E_1+E_2)(E_1+E_3)(E_2+E_3)}{E_1+E_2+E_3+E_4}$$ (10) where $`\|Z_G\|`$ and $`\|W_G\|`$ are the orders of, respectively, the center group $`Z_G`$ and Weyl group $`W_G`$ of $`G`$, and $`r`$ is the rank of $`G`$. For the various groups one has (see for details): $`\mathrm{\Delta }_{\mathrm{SO}(2N+1)}(E,x)={\displaystyle \underset{i<j}{\overset{N}{}}}\left[(x_ix_j)^2E^2\right]\left[(x_i+x_j)^2E^2\right]{\displaystyle \underset{i=1}{\overset{N}{}}}\left[x_i^2E^2\right]`$ $`\mathrm{\Delta }_{\mathrm{Sp}(2N)}(E,x)={\displaystyle \underset{i<j}{\overset{N}{}}}\left[(x_ix_j)^2E^2\right]\left[(x_i+x_j)^2E^2\right]{\displaystyle \underset{i=1}{\overset{N}{}}}\left[x_i^2({\displaystyle \frac{E}{2}})^2\right]`$ $`\mathrm{\Delta }_{\mathrm{SO}(2N)}(E,x)={\displaystyle \underset{i<j}{\overset{N}{}}}\left[(x_ix_j)^2E^2\right]\left[(x_i+x_j)^2E^2\right]`$ $`\mathrm{\Delta }_{\mathrm{G}_2}(E,x)=\left[(x_1x_2)^2E^2\right]\left[(x_1+x_2)^2E^2\right]\left[x_1^2E^2\right]\left[x_2^2E^2\right]\left[(2x_1+x_2)^2E^2\right]\left[(x_1+2x_2)^2E^2\right]`$ The integrals eq.(10 are divergent as ordinary integrals over $`\text{R}^r`$; if however one (a) interprets them as contour integrals, and (b) gives a small imaginary part to the real parameters $`E_jE_j+iϵ`$ they converge. The resulting number is, after imposing $`\mathrm{Re}(E_4)=\mathrm{Re}(E_1)\mathrm{Re}(E_2)\mathrm{Re}(E_3)`$, independentThis is actually not entirely true. If the $`E_j`$ are rational numbers there are numerous “special” configurations where simple poles merge to higher order poles in the denominator of the integrand and the integral gives a wrong value. The correct bulk index is only obtained for a “generic” pole configuration. of the parameters $`E_j`$. As we already remarked, the above presciptions would have to be derived from first principles if one wants to render the BRST deformation method entirely rigorous, but we have good evidence , that it really works for $`D=4,6,10`$. It would be interesting to evaluate the $`D=4,6,10`$ contour integrals for general SO$`(2N+1)`$, Sp$`(2N)`$ and SO$`(2N)`$, as has been done (at least for $`D=4,6`$) for SU$`(N)`$ in . In particular, it would be exciting to find the correct replacement for eq.(9). This has to date proved too difficult; what can be done is an evaluation for small rank. For $`D=10`$ even this is rather involved, and we needed to apply symbolic manipulation programs to locate and evaluate the huge number of residues for the contour integrals eq.(10). The results, for rank up to three, are shown in the table 2 below. We would next like to be able to find the total index ind$`{}_{}{}^{D=10}(G)`$ in order to verify the conjectures eq.(8). As we have demonstrated already for $`D=4,6`$, and may be verified for $`D=10`$ as well by comparing the numbers in table 2 with those of , we are currently lacking a reliable method for determining the boundary index ind$`{}_{1}{}^{D=10}(G)`$. Given only the bulk index ind$`{}_{0}{}^{D=10}(G)`$, can we still make a statement about the number of vacuum states? In all known cases the boundary index is a negative rational number between zero and one. Assuming this to be true in general, we are able to predict the Witten index, which has to be an integer. This prediction is shown in the rightmost column of table 2. Comparing to eq.(8), we find agreement for the orthogonal and symplectic groups of rank $`3`$ (in particular: ind$`{}_{}{}^{D=10}(`$Sp$`(6)=2`$), but disagreement for the exceptional group G<sub>2</sub>. This means that either the mass deformation method , fails in this case, or that the boundary term is a positive number. It is clearly and exciting problem to resolve this puzzle. Table 2: $`D=4`$, $`D=6`$ and $`D=10`$ bulk index ind$`{}_{}{}^{D}{}_{0}{}^{}`$ and (conjectured) total Witten index ind<sup>D</sup> for the orthogonal, symplectic and exceptional groups of rank $`3`$. Previously unknown values are printed in bold-face. \| Group \| rank \| ind$`{}_{}{}^{D=4,6}{}_{0}{}^{}`$ \| ind<sup>D=4,6</sup> \| ind$`{}_{}{}^{D=10}{}_{0}{}^{}`$ \| ind<sup>D=10</sup> \| \| --- \| --- \| --- \| --- \| --- \| --- \| \| SO(3) \| 1 \| $`1/4`$ \| 0 \| 5/4 \| 1 \| \| SO(4) \| 2 \| $`1/16`$ \| 0 \| 25/16 \| 1 \| \| SO(5) \| 2 \| $`9/64`$ \| 0 \| 81/64 \| 1 \| \| SO(6) \| 3 \| $`1/16`$ \| 0 \| 21/16 \| 1 \| \| SO(7) \| 3 \| $`25/256`$ \| 0 \| 325/256 \| 1 \| \| Sp(2) \| 1 \| $`1/4`$ \| 0 \| 5/4 \| 1 \| \| Sp(4) \| 2 \| $`9/64`$ \| 0 \| 81/64 \| 1 \| \| Sp(6) \| 3 \| $`51/512`$ \| 0 \| 1175/512 \| 2 \| \| G<sub>2</sub> \| 2 \| $`151/864`$ \| 0 \| 1375/864 \| 1 ? \| In summary, we have demonstrated that Witten index calculations for supersymmetric gauge quantum mechanics remain very subtle and are fraught with pitfalls. In particular the available methods for computing the boundary contribution to the index appear to be unreliable. We furthermore found some evidence that mass deformation methods might fail for some gauge groups as well. On the other hand, the BRST deformation method for the bulk index appears to be fully valid in $`D=4,6,10`$. It would be exciting to compute the resulting contour integrals for a general gauge group. For $`D=10`$ it should be interesting to further check the method by numerical techniques. Finally, it will be important to rigorously derive the proposed number of $`D=10`$ vacuum states, in particular in the controversial case of the exceptional groups. ###### Acknowledgements. We thank W. Krauth and A. Smilga for useful discussions.
warning/0006/hep-th0006042.html	ar5iv	text	# 1 Introduction ## 1 Introduction Let $`𝐑^n=_{\alpha =1}^{2^n}\mathrm{\Gamma }_\alpha `$ be the octant decomposition of $`𝐑^n`$ by octants $`\mathrm{\Gamma }_\alpha `$ considered with their parity. Each $`L^2`$–function $`\psi (x)`$, $`x𝐑^n`$ has a decomposition $$\psi (x)=\underset{\alpha =1}{\overset{2^n}{}}\psi _\alpha (x+i\mathrm{\Gamma }_\alpha 0),i=\sqrt{1}$$ (1) where $`\psi _\alpha `$ are $`L^2`$–boundary values in tubes $`𝐑^n+i\mathrm{\Gamma }_\alpha `$ induced by the octant decomposition in the conjugate Fourier variable. Remark that two different boundary values $`\psi _\alpha ,\phi _\beta `$, $`\alpha \beta `$ of $`\psi ,\phi L^2(𝐑^n)`$ are orthogonal, i.e. $`\psi _\alpha (x)\phi _\beta (x)\text{d}x=0`$. We call (1) Hardy–Lebesgue octant decomposition. Certainly, a compact version in which $`𝐑`$ is replaced by the unit circle $`S^1`$ is also possible by using the Cauchy indicatrix. In this case we have the classical Hardy decomposition. By means of this decomposition we introduce in section 2 chiral charged fermions by an explicit representation in the antisymmetric Fock space $`(L^2(𝐑))`$. This representation parallels usual canonical anticommutation relations. Charged Fermions polarize the antisymmetric Fock space. Accordingly a graduation of the form $$(L^2(𝐑))=\underset{n=0}{\overset{\mathrm{}}{}}_n(L^2(𝐑)=\underset{n=0}{\overset{\mathrm{}}{}}\underset{n_1+n_2=n}{}_{n_1,n_2}(L^2(𝐑)=\underset{n_1,n_20}{}_{n_1,n_2}(L^2(𝐑))$$ (2) appears where $`n_1,n_20`$ refer to the octant decomposition and collect all $`\mathrm{\Gamma }_\alpha `$ with $`n_1`$ positive and $`n_2`$ negative components. The case $`n_1=n_2=0`$ corresponds to the vacuum. We call spaces $`_{n_1,0}`$, $`_{0,n_2}`$ ” pure” and others ” mixed. The ” pure” fermionic sectors were already used by M. Sato and coworkers in holonomic field theory. We insist here on the ”mixed” sectors. In the compact case we rigorously define analytically continued chiral, charged fermionic operators inside the unit circle. Our findings are analyzed from the point of view of vertex operator algebras realized as one–dimensional quantum field theory. There is no spectral condition in momentum space. Translation invariance and especially locality play the central role. An interesting point is that our quantum fields appear as boundary values of analytic (operator- valued) functions, a property which in the standard Wightman quantum field theory is reserved to vacuum expectation values being a consequence of the spectral condition (and Poincaré invariance). In section 3 in order to establish full contact to vertex algebras we have to pay a price by giving up complex conjugation. This loss is fully compensated by rigorous operator product expansion. Formal algebraic machinery of vertex algebras is enriched by functional analytic framework. The example of chiral charged fermions and other examples worked out in this paper can be extended to more general vertex algebras. ## 2 Fock space representations of charged fermions In order to explain what we are going to do let us consider the well–known representation of canonical anticommutation relations in the antisymmetric Fock space $`(L^2(𝐑))`$: $$\left(A(f)\psi \right)^n(x_1,\mathrm{},x_n)=(n+1)^{1/2}𝑑x\overline{f(x)}\psi ^{n+1}(x,x_1,\mathrm{},x_n)$$ (3) $$\left(A^{}(f)\psi \right)^n(x_1,\mathrm{},x_n)=n^{1/2}\underset{i=1}{\overset{n}{}}(1)^{i1}f(x_i)$$ $$\times \psi ^{n1}(x_1,\mathrm{},\widehat{x}_i,\mathrm{},x_n)$$ (4) and in the unsmeared form: $$\left(A(x)\psi \right)^n(x_1,\mathrm{},x_n)=(n+1)^{1/2}\psi ^{n+1}(x,x_1,\mathrm{},x_n)$$ (5) $$\left(A^{}(x)\psi \right)^n(x_1,\mathrm{},x_n)=n^{1/2}\underset{i=1}{\overset{n}{}}(1)^{i1}\delta (xx_i)$$ $$\times \psi ^{n1}(x_1,\mathrm{},\widehat{x}_i,\mathrm{}x_n)$$ (6) Here $`\psi =(\psi ^0,\psi ^1,\mathrm{},\psi ^n,\mathrm{})`$ where $`\psi ^n=\psi ^n(x_1,x_2,\mathrm{},x_n)L^2(𝐑^n)`$ is an element of the antisymmetric Fock space, $`\psi ^0`$ is the vacuum and the hat denotes the missing variable. On the vacuum we have $$A(f)\psi ^0=0,fL^2(𝐑).$$ The smeared $`A(f)`$ and $`A^{}(f)`$ are densely defined, closed operators with $`A^{}(f)=A(f)^{}`$ being the adjoint of $`A(f)`$. The unsmeared $`A(x)`$ is an operator whereas $`A^{}(x)`$ is only a bilinear form. The maps $$fA(f),fA^{}(f)$$ are antilinear and linear, respectively, and $$A(f)=𝑑x\overline{f(x)}A(x),A^{}(f)=𝑑xf(x)A^{}(x).$$ (7) The operators $`A(f)`$ and $`A^{}(f)`$ satisfy the canonical anticommutation relations $`\{A(f),A(g)\}=\{A^{}(f),A^{}(g)\}=0`$ (9) $`\{A(f),A^{}(g)\}=(f,g)`$ where $`(f,g)`$ is the scalar product in $`L^2(𝐑)`$. The operators $`A(f)`$, $`A^{}(f)`$ are bounded with norm $$A(f)=A^{}(f)=f_2$$ (10) Now we introduce charged fermions $`a(f),a^{}(f),fL^2(𝐑)`$ by the following defining relations in antisymmetric Fock space: $$\left(a(f)\psi \right)^n(x_1,\mathrm{},x_n)=(n+1)^{1/2}\overline{f_+(x)}\psi ^{n+1}(x,x_1,\mathrm{},x_n)\text{d}x$$ $$+n^{1/2}\underset{j=1}{\overset{n}{}}(1)^{j1}f_{}(x_j)\psi ^{n1}(x_1,\mathrm{},\widehat{x}_j,\mathrm{},x_n)$$ (11) $$(a^{}(f)\psi )^n(x_1,\mathrm{},x_n)=(n+1)^{1/2}\overline{f_{}(x)}\psi ^{n+1}(x,x_1,\mathrm{},x_n)\text{d}x$$ $$+n^{1/2}\underset{j=1}{\overset{n}{}}(1)^{j1}f_+(x_j)\psi ^{n1}(x_1,\mathrm{},\widehat{x}_j,\mathrm{},x_n)$$ (12) where $`f=f_++f_{}`$ is the Hardy–Lebesgue decomposition of $`f`$. In compact form the relations (11) and (12) can be given with the help of $`A^\mathrm{\#}`$, ($`A^\mathrm{\#}`$ stays for $`A`$ or $`A^{}`$) as $`a(f)=A(f_+)+A^{}(f_{})`$ (13) $`a^{}(f)=A(f_{})+A^{}(f_+)`$ (14) where $`A^{}(f_\pm )=A(f_\pm )^{}`$. Remark the similarity of (13) and (14) to two dimensional (time–independent) Dirac fermions which are also defined in the (antisymmetric) Fock space over the direct sum $`H_+H_{}`$. The difference is that for Dirac fermions we start in momentum space and both $`H_+`$ and $`H_{}`$ are copies of the same $`L^2`$ Hilbert–space. In addition the natural conjugation in $`H_+`$ and $`H_{}`$ accounts for the charge conjugation, see for instance . Writing in this case $`f=(f_+,f_{})`$, $`f_\pm H_\pm L^2(𝐑)`$ the formal difference is that for Dirac fermions the second term in $`a(f)`$ has $`\overline{f_{}}`$ instead of $`f_{}`$, $`a^{}(f)`$ being the adjoint of $`a(f)`$. In this way no mixed linear/antilinear dependence on $`f`$ appear, which is typical for (13) and (14), see later. On the other hand it is well known that putting together chiral fermions of opposite chirality one obtains the massless Dirac fermion. Time–zero Dirac fermion operators satisfy CAR relations whereas chiral charged fermions $`a(f),a^{}(f)`$ defined above satisfy anticommunitation relations of the form $`\{a(f),a(g)\}`$ $`=`$ $`\{a^{}(f),a^{}(g)\}=0`$ (15) $`\{a(f),a^{}(g)\}`$ $`=`$ $`f,g`$ (16) where in contradistinction to (9) $`f,g`$ is no longer the scalar product in $`L^2(𝐑)`$ but it is $$f,g=\overline{f_+(x)}g_+(x)\text{d}x+\overline{g_{}(x)}f_{}(x)\text{d}x.$$ (17) We call the attention of the reader to the fact that in our case it is not possible to take $`\overline{f_{}}`$ instead of $`f_{}`$ in (13) as in the case of Dirac fermions, which would turn the inner product $`,`$ into the usual scalar product $$(f,g)=\overline{f_+(x)}g_+(x)𝑑x+\overline{f_{}(x)}g_{}(x)𝑑x=\overline{f(x)}g(x)𝑑x,$$ because the relations (15) are no longer true ((16) remains valid). In spite of not being a scalar product, $`,`$ is positive definite. Indeed $$f,f=\overline{f_+(x)}f_+(x)+\overline{f_{}(x)}f_{}(x)\text{d}x$$ $$=(f,f)=f_2^2$$ (18) because $`\overline{f_+(x)}g_{}(x)\text{d}x=\overline{f_{}(x)}g_+(x)\text{d}x=0`$ for arbitrary $`f,gL^2(𝐑)`$. As remarked in the introduction the antisymmetric Fock space decomposes according to $$(L^2(𝐑))=\underset{n_1,n_20}{}_{n_1,n_2}=\underset{n=0}{\overset{\mathrm{}}{}}\underset{n_1+n_2=n}{}_{n_1,n_2}=\underset{n=\mathrm{}}{\overset{\mathrm{}}{}}\underset{n_1n_2=n}{}_{n_1,n_2}$$ (19) giving rise to ” pure” and ” mixed” states already mentioned. Here $`n_1,n_2`$ are the numbers of the $`a^{}`$ and $`a`$ operators, respectively, applied to the vacuum. Neither $`a(f)`$ nor $`a^{}(f)`$ annihilates the vacuum as in the neutral case. Vacuum expectation values of $`a^\mathrm{\#}(f)`$ satisfy neutrality condition (i.e. they do vanish if the number of $`a`$–operators is not equal to the number of $`a^{}`$–operators) and can be given in closed form. They are Gram determinants in the pure cases and a kind of generalized Gram ” determinants” in the mixed case. Moreover they are bounded operators: $$a^{}(f)=f_2.$$ (20) It is interesting to remark that the proof of (20) doesn’t follow directly from CAR because $`,`$ in (16) is not a scalar product. Nevertheless the reader can check without difficulty that the usual boundedness proof for fermions can be easily adapted because it only uses positivity of $`,`$. The explicit Fock space realization of chiral charged fermions (11) and (12) can be taken over to the compact case $`S^1`$. It is somewhat unpleasant that in the non–compact as well as in the compact case $`a(f)`$ and $`a^{}(f)`$ do not show sharp linear or anti–linear dependence on $`f`$ such that the unsmeared $`a(z)`$, $`a^{}(z)`$, $`z𝐑`$ or $`S^1`$ cannot be looked at as operator-valued ”kernels” for $`a(f)`$, $`a^{}(f)`$. In the compact case this point will be discussed (and improved) in the next section. This is the main point of this paper. Coming to the end of this section let us remark that the notation $`a(f)`$ for the chiral fermion is not fortunate. Indeed we want to look at $`a(f)`$ as a one dimensional field operator and as such a better notation would be $`\mathrm{\Phi }(f)`$. The reason we choose $`a`$ instead of $`\mathrm{\Phi }`$ is explained in the next section where the unsmeared $`a(z)`$ will be interpreted as a member of a vertex algebra. ## 3 Towards vertex algebras as one–dimensional quantum field theories Vertex algebras have been related to the two–dimensional Wightman theory . The results of the preceeding section together with results obtained in show that a natural variant is to start with a one–dimensional quantum field theory. Certainly we cannot expect bona fide Wightman fields but the fields we are suggesting have better behaviours. Indeed, in Wightman theory, as a consequence of spectral condition together with Poincaré invariance, vacuum expectation values show up as certain boundary values of analytic functions. The fields by themselves do not appear as boundary values. In contradistinction to that, our one–dimensional fields are boundary values of operator-valued analytic functions. But in order to achieve full contact to vertex algebras we still have to do some work which we accomplish in the frame of our example of chiral fermions. Some other examples follow later. In order to start let us remark that strong tools in quantum field theory and string theory like operator product expansion (OPE) have to be formulated in the unsmeared form, which is from a functional analytic point of view not well defined. In conformal quantum field theory a rigorous way out are vertex algebras in which OPE is formulated in the frame of formal power series, formal Laurent expansions and formal distribution theory. What we claim in this paper is that the algebraic framework of vertex algebras can be realized in functional analysis and this implies the search for a kernel calculus. We decide to give up complex conjugation and to define all our fields as operators in a given complex domain which will be the unit disc $`\|z\|<1`$. Even in the case of chiral fermions it is not at all clear that this is possible. The following explicit representation of $`a(z)`$ and $`b(z)`$ (instead of $`a^{}(z)`$) as operators inspired from the formal unsmeared version of (11) and (12) solves the problem: $$\left(a(z)\psi \right)^n(z_1,\mathrm{},z_n)=(n+1)^{1/2}\psi _+^{n+1}(z^1,z_1,\mathrm{},z_n)$$ $$+n^{1/2}\underset{j=1}{\overset{n}{}}(1)^j\frac{1}{zz_j}\psi ^{n1}(z_1,\mathrm{},\widehat{z}_j,\mathrm{},z_n)$$ (21) $$\left(b(z)\psi \right)^n(z_1,\mathrm{},z_n)=(n+1)^{1/2}\psi _{}^{n+1}(z,z_1,\mathrm{},z_n)$$ $$+n^{1/2}\underset{j=1}{\overset{n}{}}(1)^j\frac{1}{zz_j^1}\psi ^{n1}(z_1,\mathrm{},\widehat{z}_j,\mathrm{},z_n),$$ (22) where $`z_jS^1`$, $`\|z\|<1`$. We are now going to show that $`a(z),b(z)`$ are densely defined operators in fermionic Fock space with a domain of definition presented below. In some sense complex conjugation $`z\overline{z}`$ is simulated in (21) and (22) by the inversion $`zz^1`$. Although these relations are similar to the unsmeared version of (11) and (12), they show particularities not present in (11), (12) which will be made clear by progressing in this section. We use the notations $`\psi _\pm ^{n+1}(z,z_1,\mathrm{},z_n)`$ in order to denote Hardy components of $`\psi ^{n+1}`$ in the first variable. For instance for the pure case $$\psi (z_1,\mathrm{},z_n)=det(\phi ^i(z_j))_{i,j=1,\mathrm{},n},\phi ^i(z)L^2(S^1)$$ we have $$\psi _\pm (z_1,\mathrm{},z_n)=\left\|\begin{array}{c}\phi _\pm ^1(z_1)\mathrm{}\phi _\pm ^n(z_1)\hfill \\ \phi ^1(z_2)\mathrm{}\phi ^n(z_2)\hfill \\ \phi ^1(z_n)\mathrm{}\phi ^n(z_n)\hfill \end{array}\right\|.$$ Further $`\psi _+^n(z^1,\mathrm{})`$ means ” wrong boundary value” i.e. we first take $`\psi _+^n(z\mathrm{})`$ and then replace $`z`$ by $`z^1`$. In order to make sense of this type of boundary value we will restrict $`\psi ^n`$ to Laurent polynomials instead of Laurent series. This restriction enables us to rigorously define $`a(z)`$ and $`b(z)`$ as Fock space operators. Indeed, we identify $`(L^2(S^1))`$ with the corresponding space of analytic functions inside and outside the unit circle obtained by the Hardy decomposition (which are Laurent series) and define $`a(z),b(z)`$ through (21), (22) on the dense domain in $`(L^2(S^1))`$ obtained by cutting the Laurent series to Laurent polynomials. In order to define products of such operators (beside introducing the normal ordering) we have to extend the definition to some semi–infinite Laurent series. This will be discussed later on in this section. The reader can check anticommutation relations of $`a`$ and $`b`$, in particular $$\{a(z),b(w)\}=\delta (zw)$$ (23) where now $$\{a(z),b(w)\}=a(z)b(w)\|_{\|z\|>\|w\|}+b(w)a(z)\|_{\|w\|>\|z\|}=$$ $$=\frac{1}{zw}\|_{\|z\|>\|w\|}+\frac{1}{wz}\|_{\|w\|>\|z\|}$$ $`(24)`$ and $`\delta (zw)`$ replaces the formal $`\delta `$–function : $$\delta (zw)=z^1\underset{n𝐙}{}\left(\frac{w}{z}\right)^n=w^1\underset{n𝐙}{}\left(\frac{z}{w}\right)^n=\delta (wz).$$ $`(25)`$ Some hints are given below. This is exactly the state of affair in the vertex algebra frame where by now $`a(z)`$, $`b(z)`$ are genuine densely defined operators in Fock space for $`\|z\|<1`$. Some remarks are in order concerning (23). Let us introduce first some notations similar to those in section 2: $$a(z)=a_1(z)+a_2(z)$$ $`(26)`$ $$b(z)=b_1(z)+b_2(z)$$ $`(27)`$ where $$\left(a_1(z)\psi \right)^n(z_1,\mathrm{},z_n)=(n+1)^{1/2}\psi _+^{n+1}(z^1,z_1,\mathrm{},z_n)$$ $`(28)`$ $$\left(a_2(z)\psi \right)^n(z_1,\mathrm{},z_n)=n^{1/2}\underset{j=1}{\overset{n}{}}(1)^j\frac{1}{zz_j}$$ $$\times \psi ^{n1}(z_1,\mathrm{},\widehat{z}_j,\mathrm{},z_n)$$ $`(29)`$ and similar relations for $`b_1(z)`$ and $`b_2(z)`$. The operators $`a_i(z),b_i(z)`$, $`i=1,2,\|z\|<1`$ are defined on Laurent polynomials $`\psi ^n`$ but in order to write down (24) we need products of $`a_i`$ and $`b_i`$. Such products are a priori not defined. Let us discuss the case $`a_1(z)b_2(w)`$ with $`\|z\|>\|w\|`$. Here we have to extend the domain of definition of $`a_1(z)`$ from Laurent polynomials to some semi–infinite Laurent series. Indeed, for the first critical term $`\frac{1}{wz_1^1}`$ in $`b_2(w)`$ we have $`a_1(z)\left({\displaystyle \frac{1}{wz_1^1}}\right)=a_1(z)\left({\displaystyle \frac{z_1}{1wz_1}}\right)`$ $`=`$ $`a_1(z)\left({\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}w^nz_1^{n+1}\right)={\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}w^na_1(z)(z_1^{n+1})`$ $`=`$ $`{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}w^nz^{n1}={\displaystyle \frac{1}{zw}}`$ for $`1>\|z\|>\|w\|`$ and this is the correct result. The other term $`\frac{1}{wz}b_1(z)`$ with $`1>\|w\|>\|z\|`$ results from $`b_1(w)a_2(z)`$ after extending the domain of definition of $`b_1(z)`$. We have used $`\|z\|,\|w\|<\|z_1\|,\|z_1\|^1`$. The reader is asked to check the usual axioms of vertex algebras for our Fock space representation (21, 22). In particular the translation operator $`T`$ (which coincides with the Virasoro generator $`L_1`$) and the state field correspondence is induced by $`a(z),b(z)`$ as strongly generating set of fields chapter 4 together with relations $$a(z)\|0>\|_{z=0}=z_1^1,b(z)\|0>\|_{z=0}=z_1$$ $`(30)`$ where $`\|0>`$ is the vacuum and $`z_1,z_1^1`$ appear as Laurent monomials interpreted as states in our Fock space. Here the vacuum is defined to be the constant Laurent polynomial. Derivatives and Wick products of $`a(z),b(z)`$ which are defined algebraically in vertex algebras allow straightforward interpretation as Fock space operators. The operators $`a(z),b(z)`$ defined in (21, 22) also satisfy $$\{a(z),a(w)\}=0=\{b(z),b(w)\}$$ $`(31)`$ independent of the relative position of $`z`$ and $`w`$ inside the unit circle. We give some details. The proof of (31) is similar to the proof of (23) and is based on the equation $$\frac{1}{zz_1}\|_+=0$$ where + means ”wrong boundary value” as defined above. Ordering conditions on $`z`$ and $`w`$ are not necessary here as it should be on symmetry reasons. We mention that the relations (28), (29) can be expressed by using the Cauchy kernel in order to generate $`\psi _\pm `$ from $`\psi `$. The translation operator $`T`$ can be identified as $$T\psi ^n(z_1,\mathrm{},z_n)=\underset{i=1}{\overset{n}{}}\frac{}{z_i}\psi ^n(z_1,\mathrm{},z_n)$$ $`(32)`$ and satisfies $$[T,Y(a,z)]=Y(a,z)$$ $`(33)`$ where $`Y(a,z)`$ is the general element of the vertex algebra generated by $`a(z)`$ and $`b(z)`$ and $`a`$ is the Fock space vector $$Y(a,z)\|0\|_{z=0}=a.$$ In particular, using (30) we have $$Y(z_1^1,z)=a(z),Y(z_1,z)=b(z).$$ $`(34)`$ A more precise definition of $`Y(a,z)`$ will be given below after introducing the Wick product and the smearing out operation on $`a(z)`$ and $`b(z)`$. The Wick product $`:a(z)b(z):`$ is defined as $$:a(z)b(z):=a_2(z)b(z)+b(z)a_1(z)$$ $`(35)`$ and it is again a densely defined operator for $`\|z\|<1`$. From the explicit relations (21), (22) it is clear why $`a_1(z)`$ cannot stand in front of $`b_2(z)`$ (and $`b_1(z)`$ in front of $`a_2(z)`$). Formulas giving the Wick product through contour integrals which are well known in conformal quantum field theory and string theory are in our frame rigorous equalities between densely defined operators, instead of being used formally as usual. Let us remark that the relations (26), (27) suggest the interpretation of $`a(z)`$ and $`b(z)`$ as densely defined operator-valued analytic functionals (hyperfunctions). This property persists in all other examples of vertex algebras to follow and is very natural if one remembers that elements of vertex algebras are usually defined as formal Laurent series with operator coefficients. It suggests a one-dimensional Wightman quantum field theory (cf. section 4). In the particular case of chiral charged fermions the densely defined smeared operators $`a(f),b(f)`$, $`fL^2(𝐑)`$ can be shown to be bounded, as this was the case with chiral fermions in section 2 but we refrain from giving details because this property is incidental here and is not true for other examples to follow. Instead let us discuss the nature of the singularity in $`a(z),b(z)`$ when $`z`$ passes from the interior to the boundary of the unit circle. This problem is related to the operator product expansion which was claimed to be under rigorous functional analytic control. To see this the reader can write down for $`z=re^{i\theta },r<1`$ $$a(f)=\underset{r1}{lim}\frac{1}{2\pi }\underset{0}{\overset{2\pi }{}}a(z)f(e^{i\theta })e^{i\theta }𝑑\theta $$ $`(36)`$ $$b(f)=\underset{r1}{lim}\frac{1}{2\pi }\underset{0}{\overset{2\pi }{}}b(z)f(e^{i\theta })e^{i\theta }𝑑\theta $$ $`(37)`$ where $`a(z),b(z)`$ are explicitly given by (21), (22) and $`fL^2(S^1)`$. Formally but suggestive we write instead of (36), (37): $$a(f)=\frac{1}{2\pi i}a(z)f(z)𝑑z$$ $`(38)`$ $$b(f)=\frac{1}{2\pi i}b(z)f(z)𝑑z$$ $`(39)`$ with integrals on the unit circle. These operator relations are understood as applied to Laurent polynomials or even on semi-infinite Laurent series according to the definition of the operators $`a(z),b(z),\|z\|<1`$ and the extension of their domain of definition given above. The complex conjugation of test functions which was essential for the linear/anti-linear nature of (11), (12) was here completely ignored. This might spoil some special operator properties (like boundedness) but, as remarked above, this is not the point. What counts is a rigorous natural (linear) interpretation of $`a(z),b(z)`$ as operator boundary values (operator-valued hyperfunctions). This interpretation is particularly rewarding when one introduces operator product expansions. Indeed the rigorous definition of OPE takes place inside the unit circle and segregates the expected singularity. It is in perfect agreement with formal physical work in string and conformal field theory. As an example we can look at products of the form $`a(z)b(w)`$ or $`b(z)a(w)`$ with $`\|z\|>\|w\|`$ which can be analysed exactly as above in the context of verifying (23). This is in contrast to ordinary quantum field theory where even in the free case the corresponding definition looks rather heavy. Indeed in order to formulate a rigorous OPE (and define Wick products) of free fields one first writes down formal expressions and only in a second step gives a smeared out definition over the Fourier transform (see for instance ). Specializing in (38), (39) to monomial test functions we obtain operators satisfying anticommutation relations. They have interesting representations in our Fock space which can be traced back to the reproducing property of the Cauchy kernel. We use them to give a direct definition of $`Y(a,z)`$ which also works for the general case of vertex algebras by constructing first the Fock space vector $`a`$ to which $`Y(a,z)`$ is associated; $`aY(a,z)`$. Let us start with the formal expression $$a(z)=\underset{n𝐙}{}a_nz^{n1}$$ $`(40)`$ common in vertex algebras considered as formal Laurent series with operator coefficients. In our setting the coefficients $`a_n`$ are $$a_n=a(z^n),n𝐙$$ $`(41)`$ where (41) is the particular case of (38) with $`f(z)=z^n`$. By a similar formula we define the coefficients $`b_n,n𝐙`$. It is interesting to remark that both $`a_n`$ and $`b_n,n𝐙`$ are not only densely defined as was the case with $`a(z),b(z)`$, but in addition the set of Laurent polynomials is an invariant domain of definition with respect to forming products (this was not the case with $`a(z),b(w)`$; remember the necessity of the argument ordering). Now in order to make a long story short, in the general case we have to consider monomial smearing (41) of the entire generating set of the vertex algebra under consideration . Arbitrary products of such operators with $`n<0`$ applied to the vacuum generate the Fock vector $`a`$ and the correspondence $`aY(a,z)`$ is given by the formula (4.4.5) of by means of Wick products. Let us finally remark that the operator properties of $`a(z)`$, $`b(z)`$ are similar to those of vertex operators $`V_{\pm 1}(z)`$ and their smeared out counterparts obtained in , which were introduced by different methods in a different framework. Indeed both $`V_{\pm 1}(z)`$ exist as densely defined operators for $`\|z\|<1`$ but do not have a meaning for $`\|z\|1`$. As far as the smeared versions of $`a,b`$ (and $`V_{\pm 1}`$) is concerned we are allowed to approach the unit circle from the interior. We want to stress that the equations (21, 22) show in a clear way that the smeared operators $`a(f)`$, $`b(f)`$, $`fL^2(S^1)`$ involve both $`f_+`$ and $`f_{}`$ from the Hardy decomposition $`f=f_++f_{}`$ in spite of the fact that $`a(z)`$ and $`b(z)`$ are defined only inside the unit circle. This is a central point of our approach. Certainly the similarity between $`a(z)`$ and $`b(z)`$ on one side and $`V_{+1}(z)`$, $`V_1(z)`$ on the other side is a consequence of the correspondence between bosons and fermions in two dimensions. It appears here in conjunction with at the true operator level. After the example of chiral fermionic vertex algebra as one-dimensional quantum field theory we proceed to other examples. The simplest one is the $`\stackrel{~}{u}(1)`$ theory generated by currents $$J(z)=a(z)b(z)$$ $`(42)`$ where we left out the Wick dots. The precise relations giving $`J(z)`$ as densely defined operator in Fock space can be assembled from (21) and (22). It is clear that the typical square of the Cauchy kernel makes its appearance. The central statement is the locality of $`J(z)`$: $$\{J(z),J(w)\}=\delta _z^{}(zw)=\delta _w^{}(zw)$$ $`(43)`$ and can be verifield in the sense of operators by a direct computation. It also follows by twice applying the Dong lemma (cf. section 4) to $`a(z)`$, $`b(z)`$ and $`J(z)`$. Other examples include non-Abelian generalisation of $`\stackrel{~}{u}(1)`$ like current algebras with currents (see for instance ) $$J^a(z)=\underset{i,j=1}{\overset{N}{}}a_i(z)t_{ij}^ab_j(z)$$ $`(44)`$ where $`a_i,b_j`$ are independent chiral fermions and $`t_{ij}^a`$ are transformation matrices in the defining representation of $`su(N)`$ such that $$\mathrm{Tr}t^at^b=\delta _{ab}$$ $$\underset{a}{}t_{ij}^at_{kl}^b=\delta _{il}\delta _{jk}\frac{1}{N}\delta _{ij}\delta _{kl}$$ $$[t^a,t^b]=\underset{c}{}f_{abc}t^c$$ $$\underset{a,b}{}f_{abc}f_{abd}=2N\delta _{cd}$$ with $`f_{abc}`$ being the structure constants. The (mutual) locality of the currents $`J^a(z)`$ can again be verified by direct computation. Finally we remark that we can obtain from the charged (complex fermions (21), (22) explicit representations of real fermions which in turn can be used for generating explicit representations of $`\widehat{so}(N)`$ current algebras at level one or even higher levels (see ). ## 4 Remarks and conclusions The aim of this paper is twofold. First we gave an explicit representation of chiral charged fermions in Fock space insisting on what we called ” mixed states”. Second we modified the above (unsmeared) representation in order to get full contact to definitions, methods and techniques in vertex algebras . This is the main point of the paper. Although we have presented only simple examples it is clear that the present results can be generalized. Summarizing we have shown how functional analysis penetrates vertex algebras formulated as one-dimensional quantum field theory. It would be interesting to develope our findings into a general axiomatic approach to vertex algebras. In the above mentioned framework of one-dimensional quantum field theory one should start with a locally convex algebra of distributional test functions on the circle (Borchers algebra) on which vertex algebra elements are defined as (unsmeared) operators inside the unit disc. If positivity is expected then the factorization and Hilbert space completion common in Wightman theory boil down to a symmetrization property of the Borchers algebra consistent with symmetry properties of the given vacuum expectation values. The Cauchy indicatrix and its variants present in our examples discussed above has to be replaced by some reproducing kernels characterizing the given vertex algebra. This remembers proposals in section 5 and section 8. We want to stress the very appealing idea of a one-dimensional quantum field theory with fields being operator boundary values (operator-valued hyperfuctions), as opposed to the standard Wightman theory where this property is reserved to vacuum expectation values. This might have drastic consequences. For example we mention the Dong lemma of vertex algebra which in our framework turns out to be a triviality following from the trasitivity of (mutual) locality via weak locality (i.e. commutativity inside expectation values). It is a simple example of the celebrated Borchers transitivity of local quantum field theory. Another remark concerns the quality of our operators representing elements of vertex algebras. They are densely defined but might be ugly for instance concerning closability (cf. ). But nobody would expect more from them as long as they can be multiplied. The examples presented in this paper, i.e. chiral charged fermions and current algebras are easily understood in this framework. In fact, the program can be extended to vertex algebras with a fermionic representation. We do not know how to obtain explicit representations (if any) of the type (21, 22) for general lattice vertex algebras, although our feeling is that such representations could exist. Last but not least an explicit operator realization of the type (21), (22) and its smeared counterpart can be used to study the $`C^{}`$–content of vertex algebras. This seems to be usefull in the context of recent developement at the interface between strings and non–commutative geometry; see for instance . Acknowledgement. We thank A. Hoffmann for discussions on the subject of functional analytic study of vertex algebras. References 1. M. Sato, T. Miwa, M. Jimbo, Aspects of Holonomic Quantum Fields, in Complex analysis, microlocal calculus and relativistic quantum theory, D. Iagolnitzer ed., Lecture notes in physics, 126, Springer, 1980 2. A. L. Carey, S.N.M. Ruijsenaars, Acta Appl. Math. 10 (1987),1 3. H. Araki, W. Wyss, Helv.Phys.Acta 37 (1964), 136 4. V. Kac, Vertex algebras for beginners, second edition, University lecture series, vol 10, Providence, RI: Am.Math.Soc.,1998 5. F. Constantinescu, G. Scharf, Commun. Math. Phys. 200 (1999), 275 6. A.S. Wightman, L. Gårding, Arkiv för Fysik 28 (1964), 129 7. P. di Francesco, P. Mathieu, D. Senechal, Conformal Field Theory, Springer 1997 8. M. R. Gaberdiel, P. Goddard, Axiomatic conformal field theory, hep–th/9810019 9. R. E. Borcherds, Vertex algebras, q–alg/9706008 10. F. Lizzi, Noncommutative Geometry, Strings and Duality, hep-th/9906122
warning/0006/math0006150.html	ar5iv	text	# 1 Introduction ## 1 Introduction Noncommutative geometry has been proposed for many years as a natural generalisation of geometry to include quantum effects. Particularly important should be ‘Riemannian’ geometry and moreover (in our opinion) quantum groups or Hopf algebras should play a central role just as Lie groups do in the classical case. With such motivation, a systematic formalism of a quantum groups-based approach to ‘quantum manifolds’ and ‘quantum Riemannian manifolds’ on (possibly noncommutative) algebras was already introduced a few years ago in . We used the notion of quantum principal bundles (with quantum group fibre) and connections in , to define ‘frame bundle’, ‘spin connection’, ‘vielbeins’ etc. The paper studied both the classical limit and at the other extreme with the universal differential calculus (which is formally defined on any algebra). We now follow up with a detailed application of this formalism to uncover a rich noncommutative Riemannian geometry both of quantum groups and finite groups equipped with general differential structures. That q-deformation quantum groups should have a rich but q-deformed Riemannian geometry is hardly surprising but that we can encode it, proving as we do in Section 4 that all standard q-deformations of simple Lie groups are quantum Riemannian manifolds is a good test of our theory. More surprising perhaps is that finite groups have as equally rich a Riemannian geometry as Lie groups. It is well known that their bicovariant differential structures are defined by conjugacy classes (this is immediate from ), but we now take this much further in Section 5 to a braided-Lie algebra of invariant vector fields, Levi-Civita spin connections, Ricci tensor etc. fully analogous to the Lie case. The formulation of Ricci tensors also make clear that we are in a position now to do gravitational physics in this noncommutative setting. In the finite group case functional integration over moduli spaces of metrics, etc., becomes finite-dimensional integration. In contrast to lattice approximation the finite spacing is not an ‘error’ but simply a noncommutative modification of the geometry which remains exact and hence valid even for a finite number of points. Meanwhile in the q-deformed case infinities can be expected to be at least partly regularised as poles at $`q=1`$. It may also be that spin-network quantum gravity in the presence of a cosmological constant should lead specifically to a q-deformation of conventional Riemannian geometry. Another application of Hopf algebras to Planck scale physics is the observable-state duality introduced in and this has been related recently to T-duality in $`\sigma `$-models on groups. Also, the first systematic predictions for astronomical data (for gamma-rays of cosmological origin) coming out of models with noncommutative spacetime coordinates have emerged with measurable effects even if the noncommutativity is of Planck scale order. In another direction, noncommutative tori such as studied by Connes, Rieffel and others have emerged as relevant to string theory. Although we will not attempt such applications here, we do put on the table a general approach to such models that can be fully computed and which is (as we show) adequate to include the rich geometry of quantum groups and finite groups as basic building blocks, while in now way limited to them. From a mathematical point of view our constructive ‘bottom up’ approach, in which we build up the layers of geometry more or less up to (in the present paper) the construction of Dirac operators, provides a useful complement to the powerful ‘top down’ approach of Connes, in particular, coming out of K-theory and cyclic cohomology. There one starts with a spectral triple or ‘axiomatic Dirac operator’ on an algebra as implicitly defining the noncommutative geometry. It appears that reconciling these two approaches should be rather important to a full development of both and this provides a second motivation for the work. Section 5 contains, for example, a first result comparing the constructive approach with the Connes approach in the case of Dirac operators built up on finite groups. A physical application of such an understanding would be in the Connes-Lott approach to the standard model where a discrete Dirac operator encodes the fermion mass matrix. A geometrical way to build up such a $`D/`$ would translate directly into a prediction for this. A first step in this direction is in . An outline of the paper is the following. We recall briefly in Section 2 the global theory from , with general differential calculi on the base $`M`$, fibre $`H`$ and ‘total space’ algebra $`P`$ of the (frame) bundle. The new results begin in Section 3 where we specialise to the ‘local’ theory (the parallelizable case) where $`P=MH`$. Most of the work in this section goes into constructing a suitable nonuniversal differential structure $`\mathrm{\Omega }(P)`$ and showing that local data such as $`V`$-bein and ‘gauge field’ indeed provide a global bundle with soldering form and global connection. This situation is unusual in that the global theory is known but until now the trivial bundle theory has not been constructed as a case of this (other than with the universal differential structure). What we achieve in this way is a theory that works at the level of a general algebra $`M`$ equipped with a suitable parallelizable differential structure and associated framing, which is roughly the level of generality that we are used to in quantum theory by the time one has added $``$-structures and Hilbert spaces (we do not do this here since we have enough to do at the algebraic level). It is therefore also the level of generality appropriate to a definitive ‘quantum Riemannian geometry’. Note that a quantum group here is not an essential input and one could in principle use a more general ‘coalgebra bundle’. The quantum-mechanical meaning of coalgebra bundles is discussed in , which also announces the present results. In Section 4 we apply this theory to the case where the base $`M`$ is itself a quantum group. The main result is the construction of Riemannian metrics for general differential calculi from $`\mathrm{Ad}`$-invariant bilinear forms on the underlying braided-Lie algebra, which we apply to standard quantum groups such as $`_q[SU_2]`$. For completeness also consider the other extreme of usual enveloping algebras $`U(𝔤)`$ as noncommutative ‘flat’ spacetimes. Finally in Section 5 we specialise our theory to finite sets and, in particular, to finite groups. The main results are in Section 5.3 where we compute everything for the concrete example of the permutation group $`S_3`$ with its order 3 conjugacy class. We are able to explicitly solve the torsion-free and metric-compatibility (or ‘cotorsion-free’) equations for the ‘braided Killing form’ metric and obtain a unique ‘Levi-Civita’ spin connection. We also compute the Ricci tensor and find that $`S_3`$ is essentially an Einstein space, and we compute the natural Dirac operator. The contribution of the gravitational spin connection to this is absolutely essential for a charge conjugation operator or symmetric distribution of eigenvalues about zero and we consider this a good test of the consistency of our constructive approach. Let us note that following there have been one or two other constructive attempts at noncommutative Riemannian geometry for finite sets and finite groups, see e.g. The first of these (as well as some earlier works on ‘Levi-Civita connections’ on q-deformed quantum groups and homogeneous spaces, such as ) takes a linear connection $``$ point of view and not a frame bundle and spin connection one (which is essential for us arrive at a Dirac operator constructively). Meanwhile , while speaking of ‘vielbeins’ and ‘spin connections’ does not actually provide any form of ‘metric compatibility’ between them and hence cannot be considered as a theory of gravity at all. Moreover, there is not any actual noncommutative geometry of the total space and fibre leading for example to any kind of ‘Lie algebra’ in which the spin connection should take its values. These are some of the difficult problems solved in our approach. Moreover, even if one were interested only in finite groups (say), it is important that our constructions are not ad-hoc to that case but ‘functorial’ in the sense of being embedded in a single theory that works for general algebras and with other limits including classical and q-deformed ones. ### Acknowledgements The writing of the manuscript was completed while visiting the CPT at Luminy, Marseilles during the month of May, 2000; I thank my hosts there for an excellent stay. ### Preliminaries We use the usual notations for Hopf algebras as in , over a general ground field $`k`$. Thus $`\mathrm{\Delta }:HHH`$ is the coproduct on the algebra $`H`$, $`ϵ:Hk`$ the counit and $`S:HH`$ the antipode, which we assume to be invertible. The right adjoint coaction of $`H`$ on itself is $`\mathrm{Ad}_R(h)=h{}_{\left(2\right)}{}^{}(Sh{}_{\left(1\right)}{}^{})h_{\left(3\right)}`$ in the numerical notation for the output of repeated coproducts (summation understood). Next, on any algebra $`M`$ there is a universal differential calculus with 1-forms $`\mathrm{\Omega }^1M`$ given by the kernel of the product map $`MMM`$ and $`\mathrm{d}m=1mm1`$. General or ‘nonuniversal’ $`\mathrm{\Omega }^1(M)`$ are quotients of this by an $`MM`$-bimodule $`N_M`$. Also the universal calculus extends to an entire exterior algebra with $`\mathrm{d}^2=0`$ and a general higher order calculus is a quotient of that by a differential graded ideal. Equivalently one can build up the calculus order by order. Thus $`\mathrm{\Omega }^1(M)`$ has a maximal prolongation by Leibniz and $`\mathrm{d}^2=0`$, and $`\mathrm{\Omega }^2(M)`$ can then be specified as a quotient of the degree 2 part of that, etc. In the case of a Hopf algebra $`H`$ one can construct the bicovariant $`\mathrm{\Omega }^1(H)`$ equivalently in terms of crossed modules $`\mathrm{\Omega }_0_H^H`$ where $`H`$ acts and coacts on $`\mathrm{\Omega }_0`$ from the right in a compatible manner. Then $`\mathrm{\Omega }^1(H)=H\mathrm{\Omega }_0`$ with the tensor product (co)action from the right and the regular (co)action of $`H`$ from the left via its (co)product. The universal calculus in this case corresponds to $`\mathrm{\Omega }_0=\mathrm{ker}ϵ`$ and a general calculus is a a quotient of this by a right ideal $`Q_H`$ which is invariant under the right adjoint coaction. Equally well we can write $`\mathrm{\Omega }^1(H)=\overline{\mathrm{\Omega }}_0H`$ where $`\overline{\mathrm{\Omega }}_0{}_{H}{}^{H}`$ etc. There is a canonical higher order exterior algebra characterised by $`\mathrm{d}^2=0`$ and the additional relations defined by quotienting by the kernel of $`\mathrm{id}\mathrm{\Psi }`$, where $$\mathrm{\Psi }(v\underset{H}{}w)=w\underset{H}{}v,v\mathrm{\Omega }_0,w\overline{\mathrm{\Omega }}_0.$$ (1) A quantum principal bundle over an algebra $`M`$ with universal calculus is $`(P,H,\mathrm{\Delta }_R)`$ where $`P`$ is an algebra, $`H`$ a Hopf algebra, $`\mathrm{\Delta }_R:PPH`$ a right coaction and algebra map, with $$M=P^H=\{pP\|\mathrm{\Delta }_R(p)=p1\}P$$ (2) and $`P`$ is flat as an $`M`$-bimodule, and the sequence $$0P(\mathrm{\Omega }^1M)P\mathrm{\Omega }^1P\stackrel{\mathrm{ver}}{}P\mathrm{ker}ϵ$$ (3) is exact, where $`\mathrm{ver}(pp^{})=p\mathrm{\Delta }_R(p^{})`$. This is equivalent to a ‘Hopf-Galois’ extension in the theory of Hopf algebras, e.g. , while arising in this ‘differential’ form in . For a general calculus $`\mathrm{\Omega }^1(M)`$, a bundle means $`(P,H,\mathrm{\Delta }_R)`$ as before and also a choice of calculus $`\mathrm{\Omega }^1(P)`$ and $`\mathrm{\Omega }^1(H)`$ with the former is right-covariant in the sense $`\mathrm{\Delta }_RN_PN_PH`$ and $$N_M=N_P\mathrm{\Omega }^1M\mathrm{\Omega }^1P,\mathrm{ver}(N_P)=PQ_H.$$ (4) The first condition here states that we recover $$\mathrm{\Omega }^1(M)=\{md_Pn\|m,nM\}\mathrm{\Omega }^1(P)$$ (5) as a restriction, while the second ensures exactness $$0P\mathrm{\Omega }^1(M)P\mathrm{\Omega }^1(P)\stackrel{\mathrm{ver}_{N_P}}{}P\mathrm{\Omega }_0$$ (6) by the induced map $`\mathrm{ver}_{N_P}`$. This is equivalent to the formulation in , as explained in . ## 2 Framings and Riemannian geometry with nonuniversal calculi Here we briefly recall from how the basic definitions of quantum group gauge theory can be extended to frame bundles, torsion, metric etc., with new emphasis on the case of general differential calculus that will concerns us. This is the noncommutative geometrical picture used in the paper. First of all, if $`V`$ is a right $`H`$-comodule we define $$=(PV)^H,^{}=\mathrm{hom}^H(V,P)$$ (7) to be ‘associated’ bundles. They are dual in the sense that composition and multiplication in $`P`$ gives a pairing $`_M^{}M`$ of $`M`$-bimodules (or every element of $`^{}`$ induces a left $`M`$-module map $`M`$). This is the same as for the universal calculus. We further assume natural flatness properties so that $`(P\mathrm{\Omega }^1(M))^H=\mathrm{\Omega }^1(M)`$ etc. We will see these in detail for tensor bundles. ###### Definition 2.1 A frame resolution of $`(M,\mathrm{\Omega }^1(M))`$ is a quantum bundle $`(P,H,\mathrm{\Delta }_R,\mathrm{\Omega }^1(P),\mathrm{\Omega }^1(H))`$ over it as above, a right $`H`$-comodule $`V`$ and an equivariant $`\theta :VP\mathrm{\Omega }^1(M)`$ such that the induced left $`M`$-module map by applying $`\theta `$ and multiplying in $`P`$ is an isomorphism $`s_\theta :\mathrm{\Omega }^1(M)`$. This expresses the cotangent bundle as an associated bundle to a principal bundle, which is the role of framing. The choice of $`H`$ is far from unique, however, and need not be any kind of analogue of $`GL_n`$. Once framed, vector fields are $`\mathrm{\Omega }^1(M)^{}`$ and similarly for their powers. We call this also a ‘framing isomorphism’ induced by $`\theta `$. We then define a quantum metric as an isomorphism $`^{}`$, i.e. we require nondegeneracy but do not necessarily impose any symmetry (which would be unnatural in the noncommutative theory). When $`V`$ is finite-dimensional note that $`V^{}`$ is a left $`H`$-comodule automatically and we can view $`^{}`$ as given by the same construction as for $``$ but with a left-right reversal and $`V`$ replaced by $`V^{}`$. We define $`\overline{H}=H^{\mathrm{op}}`$ (with the opposite product) and $`\overline{P}=P`$ as an algebra but with the left coaction $$\mathrm{\Delta }_Lpp{}_{}{}^{\overline{\left(0\right)}}p{}_{}{}^{\overline{\left(1\right)}}=S^1p{}_{}{}^{\overline{\left(2\right)}}p^{\overline{\left(1\right)}}$$ (8) in terms of the original right coaction. Then we have a left-handed bundle and a metric is equivalent to a coframing with this bundle and $`V^{},\theta ^{}:V^{}\mathrm{\Omega }^1(M)P`$ giving an isomorphism $`^{}\mathrm{\Omega }^1(M)`$ as right $`M`$-modules. This is the ‘self-dual’ generalisation of Riemannian geometry as the existence of a framing and coframing at the same time. The corresponding metric is $$g=\underset{a}{}\theta ^{}(f^a)\underset{P}{}\theta (e_a)\mathrm{\Omega }^1(M)\underset{M}{}\mathrm{\Omega }^1(M)$$ (9) where $`\{e_a\}`$ is a basis of $`V`$ and $`\{f^a\}`$ is a dual basis. Or to avoid explicitly dualising $`V`$ we can of course work with $`\theta ^{}\mathrm{\Omega }^1(M)PV`$ and the metric as the composition with $`\theta `$ and $`_M`$, etc. Finally, a connection on a quantum principal bundle is an equivariant complement of $`P\mathrm{\Omega }^1(M)P\mathrm{\Omega }^1(P)`$. In concrete terms this is equivalent to a connection form, which is an equivariant map $$\omega :\mathrm{\Omega }_0\mathrm{\Omega }^1(P),\mathrm{ver}_{N_P}\omega =1\mathrm{id}$$ (10) where we recall that $`\mathrm{\Omega }_0`$ is a right comodule by the adjoint coaction (as part of the crossed module structure). The associated projection $`\mathrm{\Pi }_\omega =_P(\mathrm{id}\omega )\mathrm{ver}_{N_P}`$ defines a covariant derivative $$D_\omega :\mathrm{\Omega }^1(M)\underset{M}{},D_\omega =(\mathrm{id}\mathrm{\Pi }_\omega )\mathrm{d}\mathrm{id}$$ (11) provided $`(\mathrm{id}\mathrm{\Pi }_\omega )\mathrm{d}P\mathrm{\Omega }^1(M)P`$, in which case one says that $`\omega `$ is strong. It is clear that a (strong) connection $`\omega _U`$ on the bundle with universal calculus such that $`\omega _U(Q_H)N_P`$ induces one on the bundle with general calculus. In the presence of a framing, we define: ###### Definition 2.2 Associated to strong $`\omega `$ is the covariant derivative $`_\omega :\mathrm{\Omega }^1(M)\mathrm{\Omega }^1(M)_M\mathrm{\Omega }^1(M)`$ according to the framing isomorphism $`s_\theta `$, namely $`_\omega =(\mathrm{id}s_\theta )D_\omega s_\theta ^1`$. Both $`D_\omega `$ and hence $`_\omega `$ behave in the expected way with respect to left-multiplication by $`M`$. One can then proceed to identify other geometrical objects in terms of $`\omega ,\theta `$. Thus, torsion $$T:\mathrm{\Omega }^1(M)\mathrm{\Omega }^2(M)$$ (12) corresponds under framing isomorphisms to $`\overline{D}_\omega \theta :VP\mathrm{\Omega }^2(M)`$ (here we need a left-handed version of the bundle as explained in .) Specifically, we apply this in the same manner as the construction of $`s_\theta `$ to give a map $`\mathrm{\Omega }^2(M)`$ which becomes $`T`$ as stated under $`s_\theta `$. In this self-dual formulation it is natural to ask also that the ‘cotorsion’ vanishes. This is the torsion of $`\omega `$ with respect to the coframing, i.e. $`D\theta ^{}\mathrm{\Omega }^1(M)_M`$ which we view via $`s_\theta `$ as $$\mathrm{\Gamma }\mathrm{\Omega }^2(M)\underset{M}{}\mathrm{\Omega }^1(M).$$ (13) Its vanishing is a generalisation of ‘metric compatability’ as explained in . Note that the vanishing torsion and cotorsion require us to specify $`\mathrm{\Omega }^2(M)`$ suitably. We look at this in detail for trivial bundles in the next section. Similarly, the Riemann curvature is $$R:\mathrm{\Omega }^1(M)\mathrm{\Omega }^2(M)\underset{M}{}\mathrm{\Omega }^1(M)$$ (14) as left $`M`$-module map corresponding to the curvature of $`\omega `$. With some mild additional structure we can also define the Ricci tensor by a contraction. The most explicit, which we will adopt, is to apply lift $`i:\mathrm{\Omega }^2(M)\mathrm{\Omega }^1(M)_M\mathrm{\Omega }^1(M)`$ and take a trace as an $`M`$-module map with values in the remaining $`\mathrm{\Omega }^1(M)_M\mathrm{\Omega }^1(M)`$. One could also view this as associated to an interior product or a Hodge $``$-operation. Let us also note that once $`\mathrm{\Omega }^2(M)`$ is specified one could impose a ‘symmetry’ condition on the metric if desired, as in the kernel of the wedge product $$(g)=0.$$ (15) Finally, we discuss some general aspects in this context of ‘Dirac operator’. Most of the definition is straightforward; we define a spinor as $`\psi 𝒮=(PW)^H`$ the associated bundle to some other representation of $`H`$. Since $`H`$ is not required to be anything like $`SO_n`$ but can be a more general framing it is not necessary to speak here of double covers or lifting; we simply frame by the more suitable quantum group to begin with. Then $`D_\omega \psi \mathrm{\Omega }^1(M)_M𝒮`$ maps over under the framing to $`_M𝒮`$. The missing data to define an operator $`D/:𝒮𝒮`$ with reasonable properties under scalar multiplication of spinors is therefore a left $`M`$-module map $$\underset{¯}{\gamma }:\underset{M}{}𝒮𝒮.$$ (16) Classically, this would be induced by a map $`\gamma :VWW`$ with equivariance and ‘Clifford algebra’ properties with respect to the metric. Note also that in place of an ‘inner product’ on $`𝒮`$ it is natural in our self-dual formulation to have instead an adjoint spinor space $`𝒮^{}=\mathrm{hom}^H(W,P)`$ and $`D/`$ defined on this similarly with $`\underset{¯}{\gamma }^{}`$. We do not attempt here a full formulation but will look at some of these issues for trivial bundles and quantum groups. ## 3 Parallelizable Riemannian structures on algebras In this section we apply the formalism above to obtain a general class of quantum Riemannian manifold structures on algebras $`M`$ for which the quantum frame bundle has the tensor product form $`P=MH`$, i.e. the parallelizable case. Other trivialisations can change this form, i.e. we work in what we call the tensor product gauge. Our main result is the construction of $`\mathrm{\Omega }^1(P)`$ such that the global theory above is induced from a ‘local’ theory where global connections correspond to gauge fields $`A:\mathrm{\Omega }_0\mathrm{\Omega }^1(M)`$ and soldering forms to $`V`$-beins $`e:V\mathrm{\Omega }^1(M)`$. The choice of $`\mathrm{\Omega }^1(P)`$ is far from obvious, for example $`N_P`$ generated as a $`P`$-bimodule by $`N_M,N_H`$ as suggested in would not allow these correspondences to proceed. ###### Proposition 3.1 On $`P=MH`$ with $`\mathrm{\Omega }^1(M),\mathrm{\Omega }^1(H)`$ given, we take $`\mathrm{\Delta }_R`$, $`\mathrm{\Omega }^1(P)`$ defined by $$\mathrm{\Delta }_R=\mathrm{id}\mathrm{\Delta },N_P=N_MHH+MMN_H+\mathrm{\Omega }^1M\mathrm{\Omega }^1H$$ where we identify $`PP=MMHH`$. Then $`(P,\mathrm{\Omega }^1(P),\mathrm{\Delta }_R)`$ is a quantum principal bundle with nonuniversal calculus over $`M,\mathrm{\Omega }^1(M)`$. Moreover, we may identify the $`H`$-comodules $$\mathrm{\Omega }^1(M)P=P\mathrm{\Omega }^1(M)P=P\mathrm{\Omega }^1(M)=\mathrm{\Omega }^1(M)H.$$ Proof The coaction $`\mathrm{\Delta }_R`$ is only on the $`HH`$ part and each component of $`N_P`$ is clearly invariant under this. Hence $`\mathrm{\Delta }_R(N_P)N_PH`$. Also $$\mathrm{ver}=_M\mathrm{ver}_H,\mathrm{ver}(m_in_ih_ig_i)=m_in_ih_ig_i{}_{\left(1\right)}{}^{}g_i_{\left(2\right)}$$ for $`m_in_ih_ig_i=0`$ has $`\mathrm{ver}(Omega^1MHH)=0`$ and hence $`\mathrm{ver}(N_P)=PQ_H`$ as required (here $`\mathrm{ver}_H`$ corresponds to $`H`$ as a bundle over $`k`$). Next we note that for any algebras $`M,H`$, $$MM=M1\mathrm{\Omega }^1M=1M\mathrm{\Omega }^1M,HH=H1\mathrm{\Omega }^1H=1H\mathrm{\Omega }^1H$$ by identifying $`mn=mn1m\mathrm{d}n`$ or $`mn=1mn(\mathrm{d}m)n`$ for the two cases and similarly for $`HH`$. Hence (making choices, i.e. not canonically) we can write $$N_P=N_M1HM1N_H\mathrm{\Omega }^1M\mathrm{\Omega }^1H$$ as a vector space. From this it is clear that $`N_P\mathrm{\Omega }^1M11=N_M11`$ as required. Hence we have a quantum principal bundle. Also from a similar decomposition we identify $$N_PP\mathrm{\Omega }^1M=N_MH1,N_P(\mathrm{\Omega }^1M)P=N_M1H$$ and hence we can identify $`\mathrm{\Omega }^1(M)P=\mathrm{\Omega }^1(M)1H`$ and $`P\mathrm{\Omega }^1(M)=\mathrm{\Omega }^1(M)H1`$. Finally, $$N_PP(\mathrm{\Omega }^1M)P=N_M1H\mathrm{\Omega }^1M\mathrm{\Omega }^1H=N_MH1\mathrm{\Omega }^1M\mathrm{\Omega }^1H$$ so that we can identify $`P\mathrm{\Omega }^1(M)P`$ with either $`\mathrm{\Omega }^1(M)P`$ or $`P\mathrm{\Omega }^1(M)`$. When the context is clear we therefore omit the $`1`$ and identify all three with $`\mathrm{\Omega }^1(M)H`$. It remains to verify that these identifications are $`\mathrm{\Delta }_R`$-covariant, in particular that of $`P\mathrm{\Omega }^1(M)P`$. We need for this that the identifications $`HH1H\mathrm{\Omega }^1H`$ etc., are equivariant under the tensor product of the coaction $`\mathrm{\Delta }`$ in each factor up to an error in $`\mathrm{\Omega }^1H`$. In particular the projection to $`1H`$ by multiplication is covariant just because $`\mathrm{\Delta }`$ is an algebra homomorphism. $``$ As a justification for this calculus note that classically the three spaces $`P\mathrm{\Omega }^1(M)`$, $`\mathrm{\Omega }^1(M)P`$ and $`P\mathrm{\Omega }^1(M)P`$ coincide, which we have arranged also here. It means that all connections are automatically strong, etc, as in the classical theory. Also, $`\mathrm{\Omega }^1(P)`$ has the right size. Thus, for any (say) finite-dimensional algebra $`M`$ define $$dim(\mathrm{\Omega }^1(M))=dim(M)1\frac{dim(N_M)}{dim(M)}.$$ (17) which is the dimension over $`M`$ in the free case. Then for the above $`\mathrm{\Omega }^1(P)`$ we have $$dim(\mathrm{\Omega }^1(P))=dim(\mathrm{\Omega }^1(M))+dim(\mathrm{\Omega }^1(H)).$$ (18) Next we consider framings and coframings with the above $`\mathrm{\Omega }^1(P)`$ understood. As for the universal calculus in we define to this end a ‘$`V`$-bein’ and ‘$`V`$-cobein’ as linear maps $$e:V\mathrm{\Omega }^1(M),e^{}:V^{}\mathrm{\Omega }^1(M)$$ (19) such that there are induced isomorphisms $$s_e:MV\mathrm{\Omega }^1(M),s_e^{}:V^{}M\mathrm{\Omega }^1(M),s_e(mv)=me(v),s_e^{}(wm)=e^{}(w)m.$$ ###### Proposition 3.2 A framing and coframing of $`M`$ with $`P=MH`$ are equivalent to $`(V,e,e^{})`$ where $`V`$ is a right $`H`$-comodule and $`e`$, $`e^{}`$ are a $`V`$-bein and $`V`$-cobein in the sense above. The (co)frame resolutions and quantum metric are $$\theta (v)=e(v{}_{}{}^{\overline{\left(1\right)}})v{}_{}{}^{\overline{\left(2\right)}}1,\theta ^{}(w)=e^{}(w{}_{}{}^{\overline{\left(1\right)}})1w{}_{}{}^{\overline{\left(2\right)}},g=\underset{a}{}e^{}(f^a)\underset{M}{}e(e_a).$$ Proof Note first that $`(HV)^HV`$ by $`ϵ`$ in one direction and conversely by $`vS^1v{}_{}{}^{\overline{\left(2\right)}}v^{\overline{\left(1\right)}}`$, hence $`MV`$. Likewise $`\mathrm{hom}^H(V,H)V^{}`$ by composing with $`ϵ`$ in one direction and $`w\varphi (w)`$, $`\varphi (w)(v)=w,v{}_{}{}^{\overline{\left(1\right)}}v^{\overline{\left(2\right)}}`$, hence $`^{}V^{}M`$. This part of the standard analysis for associated bundles in the trivial case. Given $`e,e^{}`$ we define respectively $`\theta ,\theta ^{}`$ as stated and verify they are equivariant. Thus $`\theta (v{}_{}{}^{\overline{\left(1\right)}})v{}_{}{}^{\overline{\left(2\right)}}=e(v{}_{}{}^{\overline{\left(1\right)}}{}_{}{}^{\overline{\left(1\right)}})v{}_{}{}^{\overline{\left(1\right)}}{}_{}{}^{\overline{\left(2\right)}}v{}_{}{}^{\overline{\left(2\right)}}1=\mathrm{\Delta }_R\theta (v)`$ as $`V`$ is a right comodule. Similarly for $`\theta ^{}`$ where $`V^{}`$ is a right $`H`$-comodule by $`v,w{}_{}{}^{\overline{\left(1\right)}}w{}_{}{}^{\overline{\left(2\right)}}=v{}_{}{}^{\overline{\left(1\right)}},wS^1v^{\overline{\left(2\right)}}`$ as usual (i.e. the adjoint of the left $`H`$-comodule structure on $`V`$ corresponding in the manner of (8) the right comodule structure on $`V`$). Finally the induced $$s_\theta (mhv)=(mh)e(v{}_{}{}^{\overline{\left(1\right)}})v{}_{}{}^{\overline{\left(2\right)}}1=me(v{}_{}{}^{\overline{\left(1\right)}})hv{}_{}{}^{\overline{\left(2\right)}}1$$ under the above identification becomes $$mvs_\theta (mS^1v{}_{}{}^{\overline{\left(2\right)}}v{}_{}{}^{\overline{\left(1\right)}})=me(v{}_{}{}^{\overline{\left(1\right)}}{}_{}{}^{\overline{\left(1\right)}})(S^1v{}_{}{}^{\overline{\left(2\right)}})v{}_{}{}^{\overline{\left(1\right)}}{}_{}{}^{\overline{\left(2\right)}}1=me(v)11$$ i.e. reduces to $`s_e`$. Likewise $`s_\theta ^{}`$ reduces to $`s_e^{}`$. Hence we obtain framings and coframings respectively from $`e,e^{}`$. Conversely any equivariant $`\theta ,\theta ^{}`$ must have this form by similar arguments as for $`,^{}`$. Given these, the general formula for the metric then reduces to the one shown on using invariance of $`f^ae_a`$. In fact the computation here is the same as for the universal calculus and works for any reasonable calculus on $`P`$ where $`\mathrm{\Omega }^1(M)P\mathrm{\Omega }^1(M)1H`$ etc. For our particular $`\mathrm{\Omega }^1(P)`$ we can suppress the $`1`$ in the formulae for $`\theta ,\theta ^{}`$. $``$ Next, for the principal bundle $`P=MH`$ a trivial reference connection is provided by $$\omega _0(v)=11\pi _{N_H}(S\stackrel{~}{v}{}_{\left(1\right)}{}^{}\stackrel{~}{v}{}_{\left(2\right)}{}^{})$$ (20) where $`\stackrel{~}{v}\mathrm{ker}ϵ`$ is any lift of $`v\mathrm{\Omega }_0`$ and $`\pi _{N_H}`$ the projection to $`\mathrm{\Omega }^1(H)`$ (the Maurer-Cartan form of $`H`$ viewed in $`\mathrm{\Omega }^1(P)`$). Here we view $`\mathrm{\Omega }^1(H)\mathrm{\Omega }^1(P)`$ by the same arguments as for $`\mathrm{\Omega }^1(M)`$ (their situation is symmetric). Any other connection then corresponds to the addition of an $`\mathrm{Ad}`$-equivariant form in the kernel of $`\mathrm{ver}_{N_P}`$, i.e. $`\omega \omega _0:\mathrm{\Omega }_0P\mathrm{\Omega }^1(M)P`$. For our choice of $`\mathrm{\Omega }^1(P)`$ the target here can be identified with $`\mathrm{\Omega }^1(M)P`$. ###### Theorem 3.3 A connection on $`\mathrm{\Omega }^1(P)`$ is equivalent to a linear map or ‘gauge field’ $$A:\mathrm{\Omega }_0\mathrm{\Omega }^1(M).$$ The resulting connection and corresponding projection are $$\omega (v)=\omega _0(v)+\pi _{N_P}((S\stackrel{~}{v}{}_{\left(1\right)}{}^{})A(\pi _{\mathrm{\Omega }_0}\stackrel{~}{v}{}_{\left(2\right)}{}^{})\stackrel{~}{v}{}_{\left(3\right)}{}^{})$$ $$(\mathrm{id}\mathrm{\Pi }_\omega )(m_in_ih_ig_i)=m_in_iA(\pi _{\mathrm{\Omega }_0}g_i{}_{\left(1\right)}{}^{})1h_ig_i{}_{\left(2\right)}{}^{}+m_i\mathrm{d}n_i1h_ig_i\mathrm{\Omega }^1(M)P$$ in a manifestly strong form. Here $`\stackrel{~}{v}`$, $`m_in_ih_ig_i`$ are representatives in $`\mathrm{ker}ϵ`$ and $`\mathrm{\Omega }^1P`$ respectively and $`\pi _{\mathrm{\Omega }_0}`$ denotes the canonical projection to $`\mathrm{\Omega }_0`$, etc. Proof For any $`H`$-comodule $`V`$ we identify equivariant maps $`V\mathrm{\Omega }^1(M)P`$ with linear maps $`V\mathrm{\Omega }^1(M)P`$ by the same construction as above for $`VP`$. Thus $`A:V\mathrm{\Omega }^1(M)`$ corresponds to $`\stackrel{~}{A}(v)=A(v{}_{}{}^{\overline{\left(1\right)}})1v^{\overline{\left(2\right)}}`$ and conversely every $`\omega `$ has this form. In particular we take $`V=\mathrm{\Omega }_0`$ and the right adjoint coaction given by projecting down that on $`\mathrm{ker}ϵ`$. Thus $$\stackrel{~}{A}(v)=A(\pi _{\mathrm{\Omega }_0}\stackrel{~}{v}{}_{\left(2\right)}{}^{})1(S\stackrel{~}{v}{}_{\left(1\right)}{}^{})\stackrel{~}{v}{}_{\left(3\right)}{}^{}.$$ When we identify $`\mathrm{\Omega }^1(M)P`$ with $`P\mathrm{\Omega }^1(M)P`$ we obtain the form for $`\omega \omega _0`$ shown. Note that $$\pi _{N_P}(A(\pi _{\mathrm{\Omega }_0}\stackrel{~}{v}{}_{\left(2\right)}{}^{})S\stackrel{~}{v}{}_{\left(1\right)}{}^{}\stackrel{~}{v}{}_{\left(3\right)}{}^{})=\pi _{N_P}(A(\pi _{\mathrm{\Omega }_0}\stackrel{~}{v}{}_{\left(2\right)}{}^{})1(S\stackrel{~}{v}{}_{\left(1\right)}{}^{})\stackrel{~}{v}{}_{\left(3\right)}{}^{})$$ so that the left hand side is manifestly well-defined. Here the difference between the expressions is in $`\mathrm{\Omega }^1(M)\mathrm{\Omega }^1H`$ and hence killed by the form of $`N_P`$. Conversely it clear that $`\omega \omega _0`$ is necessarily of this form as explained. Finally. given such a connection, we have from the form of $`\mathrm{ver}_{N_P}`$, the corresponding projector $$\mathrm{\Pi }_\omega (m_in_ih_ig_i)=\pi _{N_P}(m_in_iA(\pi _{\mathrm{\Omega }_0}g_i{}_{\left(3\right)}{}^{})h_ig_i{}_{\left(1\right)}{}^{}(Sg_i{}_{\left(2\right)}{}^{})g_i{}_{\left(4\right)}{}^{}))+m_in_i1\pi _{N_H}(h_ig_i)$$ for any representative $`m_in_ih_ig_i\mathrm{\Omega }^1P`$. Under $`\pi _{N_P}`$ we can move the $`h_ig_i_{\left(1\right)}`$ to the second factor and cancel using the antipode axioms. We also write $`m_in_i1=m_in_im_i\mathrm{d}n_i`$ and $`m_i\mathrm{d}n_ih_ig_i=m_i\mathrm{d}n_i1h_ig_i`$ under $`\pi _{N_P}`$. In this form we have no further quotient and drop the $`\pi _{N_P}`$ as shown. Note that if $`h_ig_iN_H`$ then $`h_ig_i{}_{\left(1\right)}{}^{}g_i{}_{\left(2\right)}{}^{}HQ_H`$, but since $`Q_H`$ is $`\mathrm{Ad}`$-invariant we have $`h_ig_i{}_{\left(1\right)}{}^{}g_i{}_{\left(3\right)}{}^{}(Sg_i{}_{\left(2\right)}{}^{})g_i{}_{\left(4\right)}{}^{}HQ_HH`$. Multiplying the two copies of $`H`$ we conclude that $`h_ig_i{}_{\left(2\right)}{}^{}g_i{}_{\left(1\right)}{}^{}HQ_H`$ also. Therefore $`\mathrm{id}\mathrm{\Pi }_\omega `$ is well-defined. $``$ Note that we do not consider here the question of gauge transformations themselves, which is much more subtle for nonuniversal calculi even when the bundle is trivial: we simply show that all connections in our ‘tensor product gauge’ have the above form. Basically, a gauge transformation changes the description of the bundle to a cocycle cross product as explained in , which in turn changes the description of the calculus (this is a quantum effect in that one does not have this cocycle classically). Other trivialisations and correspondingly the formulae in other gauges can in principle be computed via a bundle automorphism if one wants formulae for ‘gauge theory’ but the tensor product form of the bundle $`P`$ will also transform. ###### Proposition 3.4 Given a gauge field on $`M`$ as above and $`V`$ any right $`H`$-comodule, the vector spaces $`E=MV`$ and $`E^{}=\mathrm{Lin}(V,M)`$ acquire covariant derivatives $`D_A:E^{}\mathrm{\Omega }^1(M)\underset{M}{}E^{},(D_A\sigma )(v)=\mathrm{d}\sigma (v)\sigma (v{}_{}{}^{\overline{\left(1\right)}})A(\stackrel{~}{\pi }_{\mathrm{\Omega }_0}v{}_{}{}^{\overline{\left(2\right)}}),`$ $`D_A:E\mathrm{\Omega }^1(M)\underset{M}{}E,D_A\psi =(\mathrm{d}\mathrm{id})\psi \psi _iA(\stackrel{~}{\pi }_{\mathrm{\Omega }_0}\psi ^i{}_{}{}^{\overline{\left(0\right)}})\psi ^i{}_{}{}^{\overline{\left(1\right)}},`$ where $`\psi =\psi _i\psi ^iMV`$ is a notation and $`\stackrel{~}{\pi }_{\mathrm{\Omega }_0}`$ denotes projection to $`\mathrm{ker}ϵ`$ followed by $`\pi _{\mathrm{\Omega }_0}`$. Proof Given $`\sigma E^{}`$ we view it as $`\mathrm{\Sigma }\mathrm{hom}^H(V,P)`$ as usual by $`\mathrm{\Sigma }(v)=\sigma (v{}_{}{}^{\overline{\left(1\right)}})v^{\overline{\left(2\right)}}`$. Then $`(\mathrm{id}\mathrm{\Pi }_\omega )(\mathrm{d}\mathrm{\Sigma }(v))`$ $`=(\mathrm{id}\mathrm{\Pi }_\omega )[1\sigma (v{}_{}{}^{\overline{\left(1\right)}})1v{}_{}{}^{\overline{\left(2\right)}}\sigma (v{}_{}{}^{\overline{\left(1\right)}})1v{}_{}{}^{\overline{\left(2\right)}}1]`$ $`=\mathrm{d}\sigma (v{}_{}{}^{\overline{\left(1\right)}})1v{}_{}{}^{\overline{\left(2\right)}}\sigma (v{}_{}{}^{\overline{\left(1\right)}})A(\stackrel{~}{\pi }_{\mathrm{\Omega }_0}v{}_{}{}^{\overline{\left(2\right)}}{}_{\left(1\right)}{}^{})1v{}_{}{}^{\overline{\left(2\right)}}{}_{\left(2\right)}{}^{}.`$ However, this equivariant map $`V\mathrm{\Omega }^1(M)P`$ is in the image of the identification (as in the proposition above) with $`\mathrm{Lin}(V,\mathrm{\Omega }^1(M))=\mathrm{\Omega }^1(M)_ME^{}`$ of $`D_A\sigma `$ as stated. Similarly for $`D_A\psi `$. One may verify directly that both maps are well-defined. $``$ These formulae are characterised not by gauge covariance but by the global constructions of the previous section specialised to the case of a tensor product bundle. They are the basic local formulae of quantum group gauge theory with nonuniversal calculus in the tensor product gauge. Now we suppose the existence of $`V`$-(co)beins or framings and coframings as explained above. Then $`D_A`$ induces $`_A`$ etc. under the framing isomorphisms: ###### Corollary 3.5 The covariant derivative $`_A:\mathrm{\Omega }^1(M)\mathrm{\Omega }^1(M)_M\mathrm{\Omega }^1(M)`$ is given by $$_A=\mathrm{d}s_{ei}^1\underset{M}{}e(s_e{}_{}{}^{1i})s_{ei}^1A(\stackrel{~}{\pi }_{\mathrm{\Omega }_0}s_e{}_{}{}^{1i}{}_{}{}^{\overline{\left(0\right)}})\underset{M}{}e(s_e{}_{}{}^{1i}{}_{}{}^{\overline{\left(1\right)}}),$$ where $`s_{ei}^1s_e^{1i}`$ denotes the output of $`s_e^1`$ and we use the projected right adjoint coaction viewed as a left coaction as in (8). If we write $`\alpha =\alpha ^ae(e_a)`$ for all $`\alpha \mathrm{\Omega }^1(M)`$, then this is $$_A\alpha =\mathrm{d}\alpha ^a\underset{M}{}e(e_a)\alpha ^aA(\stackrel{~}{\pi }_{\mathrm{\Omega }_0}e_a{}_{}{}^{\overline{\left(0\right)}})\underset{M}{}e(e_a{}_{}{}^{\overline{\left(1\right)}}).$$ Similarly for trivial bundles we can look at the construction of $`\underset{¯}{\gamma }`$. Here $`𝒮`$ can be identified with $`S=MW`$ as a left $`M`$-module as explained above for any associated bundle. ###### Corollary 3.6 For $`P=MH`$ and given $`s_e`$ and a right-comodule $`W`$, suitable $`\underset{¯}{\gamma }`$ in (16) are provided by linear maps $`\gamma :V\mathrm{End}(W)`$. The corresponding Dirac operator $`SS`$ is given on $`\psi =\psi _i\psi ^iMW`$ by $$D/\psi =^a\psi _i\gamma _a(\psi ^i)\psi _iA^a(\stackrel{~}{\pi }_{\mathrm{\Omega }_0}\psi ^i{}_{}{}^{\overline{\left(0\right)}})\gamma _a(\psi ^i{}_{}{}^{\overline{\left(1\right)}}),s_e^1\mathrm{d}=^ae_a,\gamma _a=\gamma (e_a)$$ where $`A^a`$ are the components of $`A`$ as above. Proof Since $`\underset{¯}{\gamma }`$ is a left $`M`$-module map and defined on $`(MV)_M(MW)MVW`$, it is determined by $`\underset{¯}{\gamma }((1v)_M(1w))\underset{¯}{\gamma }(1vw)\gamma (v)(w)MW`$, say. It is natural to assume here that $`\gamma (v)(w)W`$ itself. Note that the right $`M`$-module structure on $`MV`$ is not the obvious one (it is the one corresponding to that of $`\mathrm{\Omega }^1(M)`$ via $`s_e`$) but becomes irrelevant after we absorb $`_MM`$. We then compute $`D/`$ by the above formulae for $`D_A`$ on $`S`$ and the left $`M`$-module isomorphism $`s_e^1`$ as before (with the notations stated) to map $`\mathrm{d}\psi `$ and $`A`$ over to $`MV`$, thereby obtaining an element of $`MVW`$. We then apply $`\gamma `$ to $`V`$ and evaluate its output in $`\mathrm{End}(W)`$ on the other (spinor) component of $`\psi `$. $``$ We note that the operators $`^a`$ in these expressions are not derivations but characterised by $$^a(mn)=m(^an)+(^bm)\rho _b{}_{}{}^{a}(n);$$ (21) where we write the ‘generalised braiding’ or entwining operator induced by $`s_e`$ as $$\mathrm{\Psi }_e:VMMV,\mathrm{\Psi }_e(e_am)=s_e^1(e(e_a)m)=\rho _a{}_{}{}^{b}(m)e_b$$ (22) for operators $`\rho _a^b`$ on $`M`$. They evidently obey $`\rho _a{}_{}{}^{b}(1)=\delta _a^b`$ and $`\rho _a{}_{}{}^{b}(mn)=\rho _a{}_{}{}^{c}(m)\rho _c{}_{}{}^{b}(n)`$ as an expression of the right module structure of $`\mathrm{\Omega }^1(M)`$. In this notation, $$[D/,m]=(^am)\rho _a{}_{}{}^{b}\gamma (e_b)$$ (23) if one wants to compare this approach with that of Connes. From this it is clear that if $`\gamma :V\mathrm{End}(W)`$ is injective then $`\mathrm{ker}\pi _{D/}=N_M`$, where $`\pi _{D/}(m\mathrm{d}n)=m[D/,n]`$. Hence these approaches correspond to the same differential calculus at degree 1. At higher degree Connes proposes to quotient the universal exterior algebra by the differential ideal generated from repeated commutators with $`D/`$. At degree 2 the requirement that we recover a given choice of $`\mathrm{\Omega }^2(M)`$ is a quadratic constraint on the linear maps $`\gamma `$ appearing in Corollary 3.6. Another aspect to the ‘correct’ choice of $`\gamma `$ would be to demand that it is $`H`$-equivariant as an analogue of the idea that the gamma-matrices generate a representation of the spin group. We will look at these constraints in detail in the settings of Sections 4 and 5. We require similar properties as in Proposition 3.1 for $`\mathrm{\Omega }^2(M)`$ and $`\mathrm{\Omega }^2(P)`$ needed for the global picture of curvature, torsion and cotorsion. Namely, we require $$\mathrm{\Omega }^2(M)\mathrm{\Omega }^2(P),\mathrm{\Omega }^2(M)P\mathrm{\Omega }^2(P)$$ (24) etc. in the obvious way by $`1`$ (as above for 1-forms). For example $`\mathrm{\Omega }^1(P)`$ itself determines a ‘maximal prolongation’ to higher forms consisting of $`\mathrm{\Omega }^1(P)_P\mathrm{\Omega }^1(P)`$ modulo the additional relations implied by extending $`\mathrm{d}:\mathrm{\Omega }^1(P)\mathrm{\Omega }^2(P)`$ with a graded Leibniz rule and $`\mathrm{d}^2=0`$, and a short computation shows that this works. A general choice will be a bimodule quotient of this. Similarly for higher degree. We may then proceed to make calculations along exactly the same lines as for 1-forms above. Specifically, it is clear that $`\mathrm{Lin}(V,\mathrm{\Omega }^2(M))`$ corresponds in the same manner as before to equivariant maps $`V\mathrm{\Omega }^2(M)P`$, etc. One has therefore $$D_A:\mathrm{Lin}(V,\mathrm{\Omega }^n(M))\mathrm{Lin}(V,\mathrm{\Omega }^{n+1}(M)),D_A\sigma (v)=\mathrm{d}\sigma (v)+(1)^{n+1}\sigma (v{}_{}{}^{\overline{\left(1\right)}})A(\stackrel{~}{\pi }_{\mathrm{\Omega }_0}v{}_{}{}^{\overline{\left(2\right)}})$$ etc. Here $`D_A`$ is $`\mathrm{d}`$ on $`P`$ followed by $`(\mathrm{id}\mathrm{\Pi }_\omega )`$ in each copy of $`\mathrm{\Omega }^1(P)`$. The proof is just as for the universal calculus in followed by the required projections. See also . ###### Proposition 3.7 For all $`\sigma \mathrm{Lin}(V,M)`$, $`D_AD_A\sigma (v)=\sigma (v{}_{}{}^{\overline{\left(1\right)}})F_A(\pi _ϵv{}_{}{}^{\overline{\left(2\right)}})`$, where $$F_A:\mathrm{ker}ϵ\mathrm{\Omega }^2(M),F_A(v)=\mathrm{d}A(\stackrel{~}{\pi }_{\mathrm{\Omega }_0}v)+A(\stackrel{~}{\pi }_{\mathrm{\Omega }_0}v{}_{\left(1\right)}{}^{})A(\stackrel{~}{\pi }_{\mathrm{\Omega }_0}v{}_{\left(2\right)}{}^{})$$ and $`\pi _ϵ(h)=hϵ(h)`$. We say that $`A`$ is ‘regular’ if $`F`$ descends to $`\mathrm{\Omega }_0\mathrm{\Omega }^2(M)`$, i.e. if $$A(\stackrel{~}{\pi }_{\mathrm{\Omega }_0}q{}_{\left(1\right)}{}^{})A(\stackrel{~}{\pi }_{\mathrm{\Omega }_0}q{}_{\left(2\right)}{}^{})=0,qQ_H.$$ Proof We apply the above formulae for $`D_A`$ and compute exactly as for the universal calculus. As in the usual computation iteration of the coaction produces a coproduct and the well-defined formula for $`D_AD_A\sigma (v)`$ as stated. We omit details since they as the same as the universal case in . See also . The map $`A\pi _{\mathrm{\Omega }_0}`$ plays the role of $`A:\mathrm{ker}ϵ\mathrm{\Omega }^1M`$ in the universal calculation and all expressions are finally projected to the relevant differentials. In doing this one only knows that $`F_A:\mathrm{ker}ϵ\mathrm{\Omega }^2(M)`$ as stated. $``$ It is not such a problem if $`A`$ is not regular. Classically it would mean that $`F_A`$ was not Lie algebra valued but valued in the enveloping algebra. Such a condition depends very much on the form of $`A`$ and of the calculus $`\mathrm{\Omega }^2(M)`$ and $`\mathrm{\Omega }^1(H)`$. One could view it as some kind of ‘differentiability’ condition on $`A`$. Next we clarify the geometric meaning of our objects. $``$ denotes applying the covariant derivative $``$ and then projecting to $`\mathrm{\Omega }^2(M)`$. ###### Corollary 3.8 The curvature $`R:\mathrm{\Omega }^1(M)\mathrm{\Omega }^2(M)_M\mathrm{\Omega }^1(M)`$ for a regular connection obeys $$R=((\mathrm{id})(\mathrm{d}\mathrm{id})).$$ The torsion $`T:\mathrm{\Omega }^1(M)\mathrm{\Omega }^2(M)`$ and cotorsion $`\mathrm{\Gamma }\mathrm{\Omega }^2(M)_M\mathrm{\Omega }^1(M)`$ corresponding to $$\overline{D}_Ae(v)=\mathrm{d}e(v)+A(\stackrel{~}{\pi }_{\mathrm{\Omega }_0}v{}_{}{}^{\overline{\left(0\right)}})e(v{}_{}{}^{\overline{\left(1\right)}}),D_Ae^{}(w)=\mathrm{d}e^{}(w)+e^{}(w{}_{}{}^{\overline{\left(1\right)}})A(\stackrel{~}{\pi }_{\mathrm{\Omega }_0}w{}_{}{}^{\overline{\left(2\right)}})$$ respectively (assuming a $`V`$-cobein in the second case) $$=\mathrm{d}T,\mathrm{\Gamma }=(\mathrm{id}\mathrm{id})g+(T\mathrm{id})g.$$ Proof These results follow from the general theory outlined in Section 2 specialised to the bundle $`P=MH`$ along the lines already given. However, for trivial bundles one may give a direct self-contained proof as well. For the curvature the notation $`(\mathrm{id})`$ means to act in the second tensor factor of $`\mathrm{\Omega }^1(M)_M\mathrm{\Omega }^1(M)`$ and then project the first two of the resulting three factors to $`\mathrm{\Omega }^2(M)`$. From the definition of $``$ we have on a 1-form $`\alpha `$, $`R\alpha `$ $`=((\mathrm{id})(\mathrm{d}\mathrm{id}))(\mathrm{d}\alpha ^a\underset{M}{}e(e_a)\alpha ^aA(\stackrel{~}{\pi }_{\mathrm{\Omega }_0}e_a{}_{}{}^{\overline{\left(0\right)}})\underset{M}{}e(e_a{}_{}{}^{\overline{\left(1\right)}})`$ $`=\mathrm{d}\alpha ^a(A(\stackrel{~}{\pi }_{\mathrm{\Omega }_0}e_a{}_{}{}^{\overline{\left(0\right)}})\underset{M}{}e(e_a{}_{}{}^{\overline{\left(1\right)}}))+A(\stackrel{~}{\pi }_{\mathrm{\Omega }_0}e_a{}_{}{}^{\overline{\left(0\right)}})A(\stackrel{~}{\pi }_{\mathrm{\Omega }_0}e_a{}_{}{}^{\overline{\left(1\right)}}{}_{}{}^{\overline{\left(0\right)}})\underset{M}{}e(e_a{}_{}{}^{\overline{\left(1\right)}}{}_{}{}^{\overline{\left(1\right)}})`$ $`+\mathrm{d}(\alpha ^aA(\stackrel{~}{\pi }_{\mathrm{\Omega }_0}e_a{}_{}{}^{\overline{\left(0\right)}}))\underset{M}{}e(e_a{}_{}{}^{\overline{\left(1\right)}})`$ $`=\alpha ^aF_A(\stackrel{~}{\pi }_{\mathrm{\Omega }_0}e_a{}_{}{}^{\overline{\left(0\right)}})\underset{M}{}e(e_a{}_{}{}^{\overline{\left(1\right)}})`$ using the Leibniz rule and the left comodule property. This also gives the way to compute the action of $`R`$ from $`F_A`$. For torsion we project the definition of $``$ down to $`\mathrm{\Omega }^2(M)`$, so that $`\alpha `$ $`=(\mathrm{d}\alpha ^a)e(e_a)\alpha ^aA(\stackrel{~}{\pi }_{\mathrm{\Omega }_0}e_a{}_{}{}^{\overline{\left(0\right)}})e(e_a{}_{}{}^{\overline{\left(1\right)}})`$ $`=\mathrm{d}\alpha \alpha ^a\mathrm{d}e(e_a)\alpha ^aA(\stackrel{~}{\pi }_{\mathrm{\Omega }_0}e_a{}_{}{}^{\overline{\left(0\right)}})e(e_a{}_{}{}^{\overline{\left(1\right)}})=\mathrm{d}\alpha \alpha ^a\overline{D}_Ae(e_a)`$ by the Leibniz rule in $`\mathrm{\Omega }^2(M)`$. This also makes it clear how $`T`$ can be efficiently determined from $`\overline{D}_Ae`$. For the cotorsion we use the metric to similarly relate it to $`D_Ae^{}`$, namely $`\mathrm{\Gamma }`$ $`=D_Ae^{}(f^a)\underset{M}{}e(e_a)=\mathrm{d}e^{}(f^a)\underset{M}{}e(e_a)+e^{}(f^a{}_{}{}^{\overline{\left(1\right)}})A(\stackrel{~}{\pi }_{\mathrm{\Omega }_0}f^a{}_{}{}^{\overline{\left(2\right)}})\underset{M}{}e(e_a)`$ $`=\mathrm{d}e^{}(f^a)\underset{M}{}e(e_a)+e^{}(f^a)A(\stackrel{~}{\pi }_{\mathrm{\Omega }_0}e_a{}_{}{}^{\overline{\left(0\right)}})\underset{M}{}e(e_a{}_{}{}^{\overline{\left(1\right)}})`$ $`=\mathrm{d}e^{}(f^a)\underset{M}{}e(e_a)e^{}(f^a)\underset{M}{}e(e_a)`$ where we use that the right coaction on $`V^{}`$ is adjoint to the left one on $`V`$ (obtained as in (8)). Specifically, it means that $`f^a{}_{}{}^{\overline{\left(1\right)}}e_af^a{}_{}{}^{\overline{\left(2\right)}}=f^ae_a{}_{}{}^{\overline{\left(1\right)}}S^1e_a^{\overline{\left(2\right)}}`$ for the relation between the two coactions. Finally, we use the characterisation of torsion already obtained. $``$ The corollary shows in particular one of the key ideas in our approach; the vanishing of cotorsion (or rather the difference between the torsion and the cotorsion) is a skew-symmetrized version of the ‘Levi-Civita’ condition of metric compatibility. From the Riemman tensor above, it is clear that if we are given a bimodule map $`i:\mathrm{\Omega }^2(M)\mathrm{\Omega }^1(M)_M\mathrm{\Omega }^1(M)`$ (preferably splitting the surjection $``$ but not necessarily) we have a well-defined Ricci tensor $$\mathrm{Ricci}=i(R)(e(e_a)),f^a=i(F_A(\stackrel{~}{\pi }_{\mathrm{\Omega }_0}e_a{}_{}{}^{\overline{\left(0\right)}}))^{ab}e(e_b)\underset{M}{}e(e_a{}_{}{}^{\overline{\left(1\right)}})$$ (25) where $`F_A=F_A^{ab}e(e_a)_Me(e_b)`$ defines its components. The first trace expression is with the pairing applied to the first component of $`i(R)`$ with all coefficients taken to the left in the $`V`$-bein basis and $`me(e_a),f^b=m\delta _a^b`$. It is independent of the basis of $`V`$. One may go further and similarly contract to the scalar curvature. Finally, let us note that we are taking a view in which the underlying variables are a $`V`$-bein for the framing and, given this, an independent $`V`$-cobein $`e^{}`$ for the metric. If we fix a specific reference choice of that, e.g. $`e_{ref}^{}(f^b)=e(e_a)\eta ^{ab}`$ for some fixed equivariant isomorphism $`\eta :V^{}V`$, then any other $`V`$-cobein has the form $`e^{}(f^b)=e_{ref}^{}(f^a)g_a^b`$ for some $`gGL(n,M)`$ where $`n=dim(V)`$. Then (summations understood) $$g=e_{ref}^{}(f^a)g_a{}_{}{}^{b}\underset{M}{}e(e_b)=e(e_a)g^{ab}\underset{M}{}e(e_b);g^{ac}=\eta ^{ab}g{}_{b}{}^{}{}_{}{}^{c}.$$ (26) This completes our treatment of parallelizable quantum Riemannian manifold structures on general algebras $`M`$, which can be expected to be the minimum level of generality for comparison with quantum theory. The rest of the paper is devoted to constructing examples of this including quantum groups, finite sets and finite groups. One could in principle also apply it to specific quantum systems as well as to discrete algebras such as quaternions in the setting of . ## 4 Riemannian geometry of quantum groups In this section we construct quantum Riemannian geometries where $`M`$ is a quantum group. This covers both finite groups and Lie groups (in an algebraic form) as well as their q-deformations. In fact Hopf algebras have been used historically to unify Lie theory and finite group theory and we do the same here by working with general Hopf algebras. The main result follows in Section 4.1 with the construction of a natural metrics on the standard $`_q[G]`$ from a braided-Killing form on the braided-Lie algebra tangent to the fibres of the frame bundle. For framing we take the same quantum group $`H=M`$. The classical meaning of this is explained in , with the same bicovariant differential calculi on $`M`$ and $`H`$. These are determined by ideals $`Q_M=Q_H`$ as usual. Here $`V=\mathrm{\Omega }_0=\mathrm{ker}ϵ/Q_H`$ has a right coaction $`\mathrm{Ad}_R`$ and is the dual of the braided-Lie algebra in the fibre direction. We begin by checking the various conditions needed to establish a framing or quantum manifold structure in the sense of Section 3. In effect we are able for the first time properly to interpret the well-known ‘Maurer-Cartan’ form in in a geometrical manner. It also provides an actual connection (generally with torsion). ###### Lemma 4.1 For $`P=MH`$ and $`M`$ a Hopf algebra, if $`\mathrm{\Omega }^1(M)`$ is bicovariant then so is $`\mathrm{\Omega }^1(P)`$, $$Q_P=Q_MH+MQ_H+\mathrm{ker}ϵ_M\mathrm{ker}ϵ_H,\mathrm{\Omega }_{0P}=\mathrm{\Omega }_{0M}11\mathrm{\Omega }_{0H}$$ and the exterior algebras $`\mathrm{\Omega }^{}(P)`$, $`\mathrm{\Omega }^{}(M)`$ obey (24). In the case $`M=H`$ the Maurer-Cartan form $$e:\mathrm{\Omega }_0\mathrm{\Omega }^1(H),e(v)=\pi _{N_H}(S\stackrel{~}{v}{}_{\left(1\right)}{}^{}\stackrel{~}{v}{}_{\left(2\right)}{}^{})$$ for any representative $`\stackrel{~}{v}`$ of $`v\mathrm{\Omega }_0`$ provides a framing as well as a zero curvature gauge field $$A=e:\mathrm{\Omega }_0\mathrm{\Omega }^1(H).$$ Proof For the differential calculus, it is evident that $`\mathrm{\Delta }_{MH}(mh)=m{}_{\left(1\right)}{}^{}h{}_{\left(1\right)}{}^{}m{}_{\left(2\right)}{}^{}h_{\left(2\right)}`$ is a left or right coaction on $`MH`$ and that $`N_P`$ is bicovariant just because $`N_M`$ and $`N_H`$ are. The map $`\mathrm{ver}_{MH}`$ (not to be confused with that of the bundle) easily computes as an isomorphism $$N_PMQ_MHH+MMHQ_H+M\mathrm{ker}ϵ_MH\mathrm{ker}ϵ_H=MHQ_P$$ under the usual identification of the vector spaces. Note also that we have $$Q_P=Q_M11Q_H\mathrm{ker}ϵ_M\mathrm{ker}ϵ_H$$ as right $`\mathrm{Ad}_{MH}`$-comodules. We then apply the Woronowicz construction for $`\mathrm{\Omega }^{}(P)`$, $`\mathrm{\Omega }^{}(M)`$. Here the additional relations on $`\mathrm{\Omega }^1(P)_P\mathrm{\Omega }^1(P)`$ are defined by the kernel of $`\mathrm{id}\mathrm{\Psi }`$ where the braiding $`\mathrm{\Psi }`$ is determined by the usual flip on left and right invariant forms on $`P`$. But these are just the images of those either from $`M`$ or from $`H`$. Next, that $`e`$ provides an $`\mathrm{\Omega }_0`$-bein and hence a framing is precisely the geometric meaning of the isomorphism $`\mathrm{\Omega }^1(H)H\mathrm{\Omega }_0`$, namely with inverse being $`s_e`$ for the Maurer-Cartan form. Regularity of $`A`$ is also immediate since $`e`$ is known to obey the well-known ‘Maurer-Cartan equation’ $$\mathrm{d}e(v)+e(\stackrel{~}{\pi }_{\mathrm{\Omega }_0}\stackrel{~}{v}{}_{\left(1\right)}{}^{})e(\stackrel{~}{\pi }_{\mathrm{\Omega }_0}\stackrel{~}{v}{}_{\left(2\right)}{}^{})=0.$$ (27) (This in turn is immediate by working in the universal calculus where $`e(\stackrel{~}{v})=S\stackrel{~}{v}{}_{\left(1\right)}{}^{}\stackrel{~}{v}{}_{\left(2\right)}{}^{}11ϵ(\stackrel{~}{v})=S\stackrel{~}{v}{}_{\left(1\right)}{}^{}\mathrm{d}\stackrel{~}{v}_{\left(2\right)}`$). From the Maurer-Cartan equation it follows that if we view $`A=e`$ as a gauge field then it is regular and has zero curvature. $``$ The operators $`\rho _a^b`$ in (21) for this framing are those of right translation according to $$e(v)g=g{}_{\left(1\right)}{}^{}e(vg{}_{\left(2\right)}{}^{}),v\mathrm{\Omega }_0,gH.$$ (28) There is also a right-handed framing defined by $`\overline{e}(v)=\pi _{N_H}(\stackrel{~}{v}{}_{\left(1\right)}{}^{}S\stackrel{~}{v}{}_{\left(2\right)}{}^{})`$ and related by $$e(v)=\overline{e}(S\pi _{\mathrm{\Omega }_0}\stackrel{~}{v}{}_{\left(2\right)}{}^{})(S\stackrel{~}{v}{}_{\left(1\right)}{}^{})\stackrel{~}{v}{}_{\left(3\right)}{}^{}.$$ (29) Hence the braiding $`\mathrm{\Psi }`$ in the definition $`\mathrm{\Omega }^{}(H)`$ can be written in the crossed module form $$\mathrm{\Psi }(e(v)\underset{H}{}e(w))=e(\pi _{\mathrm{\Omega }_0}\stackrel{~}{w}{}_{\left(2\right)}{}^{})\underset{H}{}e(v(S\stackrel{~}{w}{}_{\left(1\right)}{}^{})\stackrel{~}{w}{}_{\left(3\right)}{}^{})$$ (30) rather than the more standard form with $`e,\overline{e}`$ as in (1). We clearly have a natural ‘lift’ $$i=\mathrm{id}\mathrm{\Psi }:\mathrm{\Omega }^2(H)\mathrm{\Omega }^1(H)\underset{H}{}\mathrm{\Omega }^1(H),$$ (31) since $`\mathrm{\Omega }^2(H)`$ is by definition $`\mathrm{\Omega }^1(H)_H\mathrm{\Omega }^1(H)`$ modulo $`\mathrm{ker}(\mathrm{id}\mathrm{\Psi })`$ and hence isomorphic to the image of $`\mathrm{id}\mathrm{\Psi }`$. On the other hand, $`\mathrm{\Psi }`$ does not generally obey $`\mathrm{\Psi }^2=\mathrm{id}`$ and as a result this map does not generally split $``$, i.e. $`i`$ is not a projection. Therefore one can use this $`i`$ to define the Ricci tensor and interior products, etc., but it is not necessarily the best choice. The torsion tensor corresponds from Section 3 to $$D_Ae(v)=\mathrm{d}e(v)+A(\stackrel{~}{\pi }_{\mathrm{\Omega }_0}(S^1\stackrel{~}{v}{}_{\left(3\right)}{}^{})\stackrel{~}{v}{}_{\left(1\right)}{}^{})e(\pi _{\mathrm{\Omega }_0}\stackrel{~}{v}{}_{\left(2\right)}{}^{})$$ (32) since the coaction on $`\mathrm{\Omega }_0`$ to be used is the right adjoint one converted to a left coaction by (8). We do not solve this in general (this would appear to require further data) but it is worth noting that classically $`A={\scriptscriptstyle \frac{1}{2}}e`$ is a torsion free connection, and also cotorsion free for the Killing metric for any classical compact Lie group. The latter is an example of an important class of quantum metrics where $`\mathrm{\Omega }_0`$-cobein $`e^{}:\mathrm{\Omega }_0^{}\mathrm{\Omega }^1(H)`$ is defined by a nondegenerate $`\mathrm{Ad}`$-invariant bilinear form. Such an element corresponds to an $`\mathrm{Ad}`$-invariant element of $`\eta =\eta {}_{}{}^{\left(1\right)}\eta {}_{}{}^{\left(2\right)}\mathrm{\Omega }_0\mathrm{\Omega }_0`$ nondegenerate as a map $`\eta :\mathrm{\Omega }_0^{}\mathrm{\Omega }_0`$ by evaluation against the second component. ###### Proposition 4.2 Any nondegenerate $`\mathrm{Ad}`$-invariant $`\eta \mathrm{\Omega }_0\mathrm{\Omega }_0`$ defines a coframing $`e^{}=e\eta `$. The corresponding metric $`g=e(\eta {}_{}{}^{\left(1\right)})_He(\eta {}_{}{}^{\left(2\right)})`$ is symmetric in the sense $`(g)=0`$ iff $`\eta =\eta {}_{}{}^{\left(2\right)}S^2\eta ^{\left(1\right)}`$. Its cotorsion in terms of $`e`$ is given by $$D_Ae(v)=\mathrm{d}e(v)+e(\pi _{\mathrm{\Omega }_0}\stackrel{~}{v}{}_{\left(2\right)}{}^{})A(\stackrel{~}{\pi }_{\mathrm{\Omega }_0}(S\stackrel{~}{v}{}_{\left(1\right)}{}^{})\stackrel{~}{v}{}_{\left(3\right)}{}^{}).$$ Proof For the framing the only delicate part is to check that $`\eta :\mathrm{\Omega }_0^{}\mathrm{\Omega }_0`$ is equivariant, where $`\mathrm{\Omega }_0^{}`$ has the right coaction adjoint to the left coaction on $`\mathrm{\Omega }_0`$ given as in (8) by $`S^1`$, i.e. that $`\eta {}_{}{}^{\left(1\right)}\eta {}_{}{}^{\left(2\right)}{}_{\left(2\right)}{}^{}S^1((S\eta {}_{}{}^{\left(2\right)}{}_{\left(1\right)}{}^{})\eta {}_{}{}^{\left(2\right)}{}_{\left(3\right)}{}^{})=\eta {}_{}{}^{\left(1\right)}{}_{\left(2\right)}{}^{}\eta {}_{}{}^{\left(2\right)}(S\eta {}_{}{}^{\left(1\right)}{}_{\left(1\right)}{}^{})\eta {}_{}{}^{\left(1\right)}_{\left(3\right)}`$, using Hopf algebra methods. Next, the condition that $`e(\eta {}_{}{}^{\left(1\right)})e(\eta {}_{}{}^{\left(2\right)})=0`$ is that $`(e_He)\eta `$ is in the kernel of $`(\mathrm{id}\mathrm{\Psi })`$ where $`\mathrm{\Psi }`$ is as above. The corresponding $`\mathrm{\Psi }`$ on $`\mathrm{\Omega }_0\mathrm{\Omega }_0`$ computes as $$\mathrm{\Psi }(\eta {}_{}{}^{\left(1\right)}\eta {}_{}{}^{\left(2\right)})=\eta {}_{}{}^{\left(2\right)}{}_{\left(2\right)}{}^{}\eta {}_{}{}^{\left(1\right)}(S\eta {}_{}{}^{\left(2\right)}{}_{\left(1\right)}{}^{})\eta {}_{}{}^{\left(2\right)}{}_{\left(3\right)}{}^{}=\eta {}_{}{}^{\left(2\right)}S^2\eta ^{\left(1\right)}$$ in view of the equivariance of $`\eta `$. Finally, cotorsion from Section 3 corresponds to $$D_Ae^{}=(\mathrm{d}\mathrm{id})e^{}+e^{}{}_{}{}^{\left(1\right)}A(\stackrel{~}{\pi }_{\mathrm{\Omega }_0}e^{}{}_{}{}^{\left(2\right)}{}_{}{}^{\overline{\left(0\right)}})e^{}{}_{}{}^{\left(2\right)}^{\overline{\left(1\right)}}$$ where $`e^{}=e^{}{}_{}{}^{\left(1\right)}e^{}{}_{}{}^{\left(2\right)}\mathrm{\Omega }^1(H)\mathrm{\Omega }_0`$, or equivalently $$D_Ae^{}(w)=\mathrm{d}e^{}(w)+e^{}(w{}_{}{}^{\overline{\left(1\right)}})A(\stackrel{~}{\pi }_{\mathrm{\Omega }_0}w{}_{}{}^{\overline{\left(2\right)}})$$ (33) for the right coaction on $`\mathrm{\Omega }_0^{}`$ adjoint to the left coaction on $`\mathrm{\Omega }_0`$ obtained as in (8). This second form where $`e^{}:\mathrm{\Omega }_0^{}\mathrm{\Omega }^1(H)`$ and equivariance of $`\eta `$ immediately gives the result. $``$ Hence we have a canonical framing and metric and at least one natural (not generally torsion free or cotorsion free) connection on any Hopf algebra, and concrete equations for the torsion and cotorsion conditions. We also have a ‘tautological’ choice of ‘gamma’ matrix and hence an induced Dirac operator for each connection. Thus, let $`W`$ be a right $`H`$-comodule viewed as in (8) as a left comodule. Also let the inverse map $`\eta ^1(v)=\eta {}_{}{}^{\left(1\right)}\eta {}_{}{}^{\left(2\right)},v`$ define $`\eta ^1\mathrm{\Omega }_0^{}\mathrm{\Omega }_0^{}`$ or $`\eta ^1:\mathrm{\Omega }_0\mathrm{\Omega }_0k`$ depending on ones point of view (we assume finite-dimensionality). ###### Corollary 4.3 For any right comodule $`W`$ and $`\eta `$ as above there is a canonical equivariant map $$\gamma :\mathrm{\Omega }_0WW,\gamma (v)w=\eta ^1(v\stackrel{~}{\pi }_{\mathrm{\Omega }_0}(w{}_{}{}^{\overline{\left(0\right)}}))w^{\overline{\left(1\right)}}$$ obeying additionally the identity $$(\gamma \gamma )(\eta )w=c,w{}_{}{}^{\overline{\left(0\right)}}w{}_{}{}^{\overline{\left(1\right)}},c=\eta {}_{}{}^{\left(1\right)}\eta {}_{}{}^{\left(2\right)}.$$ Proof By similar Hopf algebra methods equivariance of $`\eta `$ can be written as $`\eta ^1(v{}_{}{}^{\overline{\left(1\right)}}w{}_{}{}^{\overline{\left(1\right)}})v{}_{}{}^{\overline{\left(2\right)}}w{}_{}{}^{\overline{\left(2\right)}}=\eta ^1(vw)`$. From this one similarly computes $$\mathrm{\Delta }_R(\gamma (v)w)=w{}_{}{}^{\overline{\left(1\right)}}{}_{}{}^{\overline{\left(1\right)}}\eta _{}^{1}(v{}_{}{}^{\overline{\left(1\right)}}S^1w{}_{}{}^{\overline{\left(1\right)}}{}_{}{}^{\overline{\left(2\right)}})v{}_{}{}^{\overline{\left(2\right)}}w{}_{}{}^{\overline{\left(2\right)}}=\gamma (v{}_{}{}^{\overline{\left(1\right)}})w{}_{}{}^{\overline{\left(1\right)}}v{}_{}{}^{\overline{\left(2\right)}}w{}_{}{}^{\overline{\left(2\right)}},$$ $`\gamma (\eta {}_{}{}^{\left(1\right)})\gamma (\eta {}_{}{}^{\left(2\right)})w`$ $`=w{}_{}{}^{\overline{\left(1\right)}}{}_{}{}^{\overline{\left(1\right)}}\eta _{}^{1}(\eta {}_{}{}^{\left(1\right)}S^1w{}_{}{}^{\overline{\left(1\right)}}{}_{}{}^{\overline{\left(2\right)}})\eta ^1(\eta {}_{}{}^{\left(2\right)}S^1w{}_{}{}^{\overline{\left(2\right)}})`$ $`=w{}_{}{}^{\overline{\left(1\right)}}{}_{}{}^{\overline{\left(1\right)}}\eta _{}^{1}(S^1w{}_{}{}^{\overline{\left(2\right)}}S^1w{}_{}{}^{\overline{\left(1\right)}}{}_{}{}^{\overline{\left(2\right)}})=w{}_{}{}^{\overline{\left(1\right)}}\eta _{}^{1}((S^1w{}_{}{}^{\overline{\left(2\right)}}){}_{\left(1\right)}{}^{}(S^1w{}_{}{}^{\overline{\left(2\right)}}){}_{\left(2\right)}{}^{})`$ as required. Note that $`c`$ is invariant under the right coadjoint coaction on $`\mathrm{\Omega }_0^{}`$ because $`\eta {}_{}{}^{\left(2\right)}\eta ^{\left(1\right)}`$ is (the reversal is because it is the left coadjoint coaction that respects the product here). $``$ There is also a tautological $`\gamma ^{}`$ defined similarly without the $`\eta ^1`$ i.e. just from the comodule itself and with similar features. The equivariance of $`\gamma `$ (and $`\gamma ^{}`$) here replaces the idea that the antisymmetric products of $`\gamma `$ classically generates a representation of the rotation group or that $`\gamma `$ generates a representation of the spin group. Meanwhile, the coadjoint invariant element $`c`$ is central at least when it lies in a Hopf algebra $`U`$ dually paired with $`H`$ (which will generally be the case). We denote by $`\rho _W`$ the left action of $`U`$ corresponding to the right coaction of $`H`$ so when $`\rho _W`$ is irreducible then $`(\gamma \gamma )(\eta )`$ etc. will be a multiple of the identity, which is a remnant of the usual ‘Clifford algebra’ property for the symmetric products of $`\gamma `$. ###### Proposition 4.4 With framing and connection provided by the Maurer-Cartan form itself and with the tautological $`\gamma `$ as above, the Dirac operator associated to any right $`H`$-comodule is $$D/=^a\gamma _a\rho _W(S^1c),\gamma _a=\eta _{ab}^1\rho _W(S^1f^b).$$ Proof Here $`\eta _{ab}^1=\eta ^1(e_ae_b)`$. The general expression for the Dirac operator is in Corollary 3.6. We note that if $`A=e=A^ae(e_a)`$ then its components are $`A^a(v)=f^a,v`$. Here $`f^a`$ are a dual basis of $`\mathrm{\Omega }_0^{}\mathrm{ker}ϵU`$ (which we assume for convenience of presentation). Hence $`f^a,h=f^a,\stackrel{~}{\pi }_{\mathrm{\Omega }_0}h`$ automatically makes the projection, giving the general form of $`D/`$ as stated. We write the coaction as an action of the dual basis for convenience. For the particular form of $`\gamma `$ itself given by the coaction or by $`\rho _W`$ we immediately obtain the result stated. $``$ This completes our analysis for general Hopf algebras. Before turning to nontrivial examples let us note that for $`H`$ cocommutative (e.g. classically an Abelian group) all connections $`A`$ are torsion free and induce the same $``$ given by $`\alpha =\mathrm{d}\alpha ^a_He(e_a)`$ with zero Riemannian curvature. Any nondegenerate bilinear form $`\eta \mathrm{\Omega }_0\mathrm{\Omega }_0`$ defines a metric with zero cotorsion as well. This does however, give a simple example of noncommutative geometry fully in keeping with the classical picture. For example, for a Lie algebra $`𝔤`$ the enveloping algebra $`H=U(𝔤)`$ can be viewed ‘up side down’ as the quantisation of the Kirillov-Kostant bracket on $`𝔤^{}`$. ###### Proposition 4.5 For $`H=U(𝔤)`$, coirreducible calculi are provided by $`(V,\lambda )`$ with $`V`$ an irreducible right module (with right action $`\rho `$) and $`\lambda P(V)`$ a ray. Here $$\mathrm{\Omega }_0=\mathrm{ker}ϵ/\mathrm{ker}\rho _\lambda ,\rho _\lambda :\mathrm{\Omega }_0V,\rho _\lambda (h)=\lambda \rho (h),hU(𝔤).$$ Then $`e=e_{MC}\rho _\lambda ^1`$ is a framing, where $`e_{MC}`$ is the Maurer-Cartan form, and $$e(v)\xi =\xi e(v)+e(v\rho (\xi )),\mathrm{d}(\xi _1\mathrm{}\xi _n)=\underset{m=0}{\overset{n1}{}}\underset{\sigma S_{m\|nm}}{}\xi _{\sigma (1)}\mathrm{}\xi _{\sigma (m)}e(\rho _\lambda (\xi _{\sigma (m+1)}\mathrm{}\xi _{\sigma (n)})),$$ where $`\xi ,\xi _i𝔤`$ and $`S_{m\|nm}`$ denotes permutations of $`\{1,2,\mathrm{},n\}`$ such that $`\sigma (1)<\mathrm{}<\sigma (m)`$ and $`\sigma (m+1)<\mathrm{}<\sigma (n)`$ (an $`m`$-shuffle). Any bilinear form $`\eta `$ in $`VV`$ defines a metric as above, and $``$ is torsion free and cotorsion free. Proof The differential calculus is a ‘differentiation’ of the classification in for the calculi for group algebras as a pair consisting of an irreducible representation and ray. After differentiating those formulae one verifies directly that the above defines a calculus and that it is coirreducible. Here $`\mathrm{ker}\rho _\lambda `$ is clearly an ideal and for fixed $`\rho `$ and in the irreducible case the image of $`\rho _\lambda `$ must be all of $`V`$. Actually the minimum we need for a calculus here is that $`\lambda `$ is a cyclic vector. If we simply identify $`\mathrm{\Omega }_0`$ with $`V`$ in this way then clearly $$\mathrm{d}\xi =\lambda \rho (\xi ),v\xi =\xi v+v\rho (\xi )$$ (34) which is easily seen to extend by Leibniz to a well-defined calculus. Thus $$\mathrm{d}(\xi \eta )=(\lambda \rho (\xi ))\eta +\xi (\lambda \rho (\eta ))=\xi \lambda \rho (\eta )+\eta \lambda \rho (\xi )+\lambda \rho (\xi \eta )$$ so that $`\mathrm{d}(\xi \eta \eta \xi )=\mathrm{d}[\xi ,\eta ]`$. A proof by induction gives the general form of $`\mathrm{d}`$ (writing the identification $`e`$ explicitly). Also the right action on $`V`$ corresponds to right multiplication on $`\mathrm{\Omega }_0`$ as it should, since $`\rho _\lambda (h\xi )=\lambda \rho (h\xi )=\lambda \rho (h)\rho (\xi )=\rho _\lambda (h)\rho (\xi )`$. If $`\mathrm{\Omega }_0^{}`$ defines a quotient differential calculus then it corresponds to a surjection $`\varphi :V\mathrm{\Omega }_0^{}`$ an intertwiner as $`U(𝔤)`$-modules which, for irreducible $`V`$, must be an isomorphism. To form a commutative triangle, $`\mathrm{d}\xi =\varphi (\lambda \rho (\xi ))=\varphi (\lambda )\rho ^{}(\xi )`$, say, so that the quotient calculus is isomorphic to our $`(V,\lambda )`$ calculus with $`\lambda ^{}=\varphi (\lambda )`$. Moreover, $`(V,\lambda )`$ is isomorphic to $`(V,\lambda ^{})`$ if and only if $`\varphi `$ is a nonzero multiple of the identity i.e. $`\lambda ^{}`$ proportional to $`\lambda `$, i.e. the calculus depends on $`\lambda `$ only up to scale. This describes the calculus that we use. While these are not all possible calculi (any ideal in $`\mathrm{ker}ϵ`$ defines a calculus since $`H`$ is cocommutative), they are the natural ‘integrable’ calculi in the sense that they ‘differentiate’ the formulae in the finite group case. We compute the geometric structure. This is defined in terms of $`\mathrm{\Omega }_0`$ (which is hard to work with) so we work instead with the its isomorphic image which is $`V`$ as stated. Hence we take $`V`$ itself as the framing space and $`e`$ the Maurer-Cartan form converted under the identification (similarly for all the formulae above). For the exterior algebra we have $`\mathrm{d}e(v)=0`$ and $`e(v)e(w)=e(w)e(v)`$. $``$ More generally, it is clear from the proof that any representation $`V`$ and cyclic $`\lambda `$ likewise gives a framing, etc. (if we do not care about irreducibility). This describes $`U(𝔤)`$ as a ‘noncommutative flat space’ (namely quantized $`𝔤^{}`$). One can also choose interesting spinor spaces and $`\gamma `$-matrices and hence a Dirac operator sensitive to $`A`$. On $`U(su_2)`$ for example one could take the usual $`\gamma `$ (Pauli) matrices. And, of course, one can have other metrics not induced by constant $`\eta `$. ### 4.1 Killing form metric on $`_q[G]`$ We now turn to our main construction which is the example of $`M=H`$ a dual quasitriangular Hopf algebra. It means that there is a ‘universal R-matrix functional’ $`:HHk`$, which includes the standard deformations $`_q[G]`$ of the classical simple Lie groups. $`\mathrm{\Omega }^1(H)`$ is built from a finite-dimensional right comodule $`W`$ (which we view as a left module of $`H^{}`$ with action $`\rho _W`$. The element $`𝒬=_{21}`$ is the ‘universal Killing form’ and we view it as a map $`𝒬:HH^{}`$ by evaluation, i.e. $`g,𝒬(h)=𝒬(hg)=(g{}_{\left(1\right)}{}^{}h{}_{\left(1\right)}{}^{})(h{}_{\left(2\right)}{}^{}g{}_{\left(2\right)}{}^{})`$ for $`g,hH`$. We assume that $`\rho _W𝒬`$ is surjective (e.g. if $``$ is factorisable and $`\rho _W`$ irreducible). We also define the induced actions of $`H`$: $$\rho _+(h)^\alpha {}_{\beta }{}^{}=(h\rho ^\alpha {}_{\beta }{}^{}),\rho _{}(h)^\alpha {}_{\beta }{}^{}=^1(\rho ^\alpha {}_{\beta }{}^{}h)$$ (35) where $`e_\alpha e_\beta \rho ^\beta _\alpha `$ defines the matrix elements of $`\rho _W`$ for a basis $`\{e_\alpha \}`$ of $`W`$. With these notations one knows that there is a bicovariant differential calculus defined by $$\mathrm{\Omega }_0=\mathrm{ker}ϵ/\mathrm{ker}\rho _W𝒬,\rho _W𝒬:\mathrm{\Omega }_0\mathrm{End}(W).$$ (36) This is part of the construction in , where it was shown that such calculi with $`\rho _W`$ irreducible essentially classify all the coirreducible calculi for factorisable quantum groups such as $`_q[G]`$. We let $`W^{}`$ be the predual of $`W`$ as a right comodule. ###### Proposition 4.6 A dual-quasitriangular Hopf algebra $`H`$ with calculus defined by $`(W,\rho _W)`$ is framed by $`V=\mathrm{End}(W)=WW^{}`$ and $`e=e_{MC}(\rho _W𝒬)^1`$. We have $$e(\varphi )h=h{}_{\left(1\right)}{}^{}e(\rho _{}(Sh{}_{\left(2\right)}{}^{})\varphi \rho _+(h{}_{\left(3\right)}{}^{})),\mathrm{d}h=(\mathrm{id}e)(h{}_{\left(1\right)}{}^{}\rho _W𝒬(h{}_{\left(2\right)}{}^{})h\mathrm{id})$$ for all $`hH`$, $`\varphi \mathrm{End}(W)`$. Moreover, there is a natural choice of spinor space, namely $`W`$, with equivariant $`\gamma :VWW`$ provided by the identity matrix and $$(D/\psi )^\alpha =^\alpha {}_{\beta }{}^{}\psi _{}^{\beta }A(\stackrel{~}{\pi }_{\mathrm{\Omega }_0}S^1\rho ^\beta {}_{\gamma }{}^{})^\alpha {}_{\beta }{}^{}\psi _{}^{\gamma },$$ where $`\psi ^\alpha H`$ are the spinor components. Proof With the identification (36) understood, one could write the calculus $`\mathrm{\Omega }^1(H)`$ as $$\mathrm{d}h=h{}_{\left(1\right)}{}^{}\rho _{W}^{}𝒬(h{}_{\left(2\right)}{}^{})h\mathrm{id},\varphi h=h{}_{\left(1\right)}{}^{}\rho _{}^{}(Sh{}_{\left(2\right)}{}^{})\varphi \rho _+(h{}_{\left(3\right)}{}^{}),hH$$ (37) for the exterior derivative and bimodule structure on $`\varphi \mathrm{End}(W)`$. In our context this identification is made by the framing and gives the structure shown when we write this explicitly. One may check that $$\rho _W𝒬(hg)=\rho _{}(S(hg){}_{\left(1\right)}{}^{})\rho _+((hg){}_{\left(2\right)}{}^{})=\rho _{}(Sg{}_{\left(1\right)}{}^{})\rho _{}(Sh{}_{\left(1\right)}{}^{})\rho _+(h{}_{\left(2\right)}{}^{})\rho _+(g{}_{\left(2\right)}{}^{})=\rho _{}(Sg{}_{\left(1\right)}{}^{})\rho _W𝒬(h)\rho _+(g{}_{\left(2\right)}{}^{})$$ which leads to the stated $`H`$-module structure on $`V`$. Meanwhile, the right adjoint coaction is known to intertwine under $`𝒬`$ with the right coadjoint coaction on $`H^{}`$, which means $$\rho _W𝒬(h{}_{\left(2\right)}{}^{})^\alpha {}_{\beta }{}^{}(Sh{}_{\left(1\right)}{}^{})h{}_{\left(3\right)}{}^{}=\rho _W𝒬(h)^a{}_{b}{}^{}\rho ^\alpha {}_{a}{}^{}S\rho ^b{}_{\beta }{}^{}.$$ (38) In our present setting the equivariance follows easily from the dual-quasitriangularity axioms for $``$ provided the coaction maps a dual basis element as $`f^\alpha f^\beta S\rho ^\alpha _\beta `$. This means that we identify $`V=WW^{}`$ as stated. It is straightforward to verify that $`\mathrm{d}`$ as stated obeys the Leibniz rule and that we indeed have a calculus. Also from (38) and (30) one obtains easily the braiding in terms of R-matrices $`R^\alpha {}_{\beta }{}^{\gamma }{}_{\delta }{}^{}=(\rho ^\alpha {}_{\beta }{}^{}\rho ^\gamma {}_{\delta }{}^{})`$ and $`\stackrel{~}{R}^\alpha {}_{\beta }{}^{\gamma }{}_{\delta }{}^{}=(\rho ^\alpha {}_{\beta }{}^{}S\rho ^\gamma {}_{\delta }{}^{})`$, $$\mathrm{\Psi }(\varphi \psi )^\alpha {}_{\beta }{}^{\gamma }{}_{\delta }{}^{}=R^a{}_{\mu }{}^{\alpha }{}_{b}{}^{}\varphi _{}^{\mu }{}_{\nu }{}^{}R_{}^{b}{}_{\sigma }{}^{\nu }{}_{c}{}^{}\psi _{}^{\sigma }{}_{\tau }{}^{}R_{}^{1}{}_{d}{}^{\tau }{}_{}{}^{c}{}_{\delta }{}^{}\stackrel{~}{R}_{}^{\gamma }{}_{a}{}^{d}{}_{\beta }{}^{},\varphi ,\psi \mathrm{End}(W),$$ (39) or $`_i\psi _2^iR\varphi _1^iR_{21}=R\varphi _1R_{21}\psi _2`$ if $`\mathrm{\Psi }(\varphi \psi )_i\psi ^i\varphi ^i`$ in a standard notation. The partial derivatives are as usual the coefficient in $`\mathrm{d}`$ of the basic forms $`e(e_\alpha f^\beta )`$, which means $$^\alpha {}_{\beta }{}^{}(h)=h{}_{\left(1\right)}{}^{}\rho _{W}^{}𝒬(h{}_{\left(2\right)}{}^{})^\alpha {}_{\beta }{}^{}h\delta ^\alpha {}_{\beta }{}^{}.$$ (40) We define the gamma-matrices as projectors in $`WW^{}`$ acting by evaluation (or $`\gamma :VWW^{}`$ the identity map). Thus $`\gamma _\beta {}_{}{}^{\alpha }(\psi )=e_\beta \psi ^\alpha `$ and $`\gamma _\beta {}_{}{}^{\alpha }=e_\beta f^\alpha `$, giving $`D/`$ as stated. $``$ We turn now to the construction of a natural ‘Killing form’ metric. In fact we will give a self-contained quantum-group construction which avoids braided categories, but the following is the picture behind it. Thus, it was shown in that for all such calculi the dual of $`\mathrm{\Omega }_0`$ forms a braided-Lie algebra $`L`$ in the sense of . These are modelled on the properties of the 1-dimensional extension $`𝔤k.c`$ when $`𝔤`$ is an ordinary Lie algebra; there is a coproduct $`\mathrm{\Delta }:LLL`$ and an extended bracket $`[,]:LLL`$ and everything lives in a braided category (classically we would extend by $`[\xi ,c]=\xi `$, $`[c,\xi ]=0`$ for $`\xi 𝔤`$ and $`[c,c]=c`$ with $`\mathrm{\Delta }c=cc`$, $`\mathrm{\Delta }\xi =\xi c+c\xi `$ for the coproduct, and have a trivial braiding). The main ‘pentagonal Jacobi identity’ axiom of a (right-handed) braided Lie algebra is shown in Figure 1(a) in a diagrammatic notation with operations flowing down the page and with the braid-crossing denoting the ‘background braiding’ of the category. The axioms for $`(L,[,],\mathrm{\Delta })`$ and a counit are strong enough to define an additional ‘double’ braiding $`\mathrm{\Psi }`$ shown in Figure 1(b) and from this an enveloping algebra $`U(L)`$ as a bialgebra or ‘braided group’ in the braided category. This is defined as the quadratic algebra generated by $`L`$ with relations of symmetry with respect to $`\mathrm{\Psi }`$ (i.e. setting to zero the image of $`\mathrm{id}\mathrm{\Psi }`$) and coproduct extending $`\mathrm{\Delta }`$ on $`L`$ (classically this would recover a quadratic extension of the usual $`U(𝔤)`$). There is also a braided-Killing form $`\eta `$ in Figure 1(c) which is shown there to be braided-symmetric in the sense $`\eta =\eta \mathrm{\Psi }`$. Here $``$ and $``$ are evaluation and coevaluation of $`L`$ with a suitable dual. The braided-Killing form $`\eta `$ classically restricts to the usual one on $`𝔤`$ and $`\eta (c,c)=1`$. Thus Lie theory is contained as a special class of braided-Lie algebras and acquires extra structure such as the double braiding $`\mathrm{\Psi }`$. In our case $`L=W^{}W=V^{}`$ in the preceding proposition with basis $`\{x^\alpha {}_{\beta }{}^{}=f^\alpha e_\beta \}`$ and $`\mathrm{\Delta }x^\alpha {}_{\beta }{}^{}=x^\alpha {}_{\gamma }{}^{}x^\gamma _\beta `$ has a matrix form. The Lie bracket $`[,]`$ is given in in an R-matrix form as well as the background braiding defined by $``$. The double braiding $`\mathrm{\Psi }`$ is the adjoint of (39) for the exterior algebra and correspondingly the enveloping bialgebra $`U(L)`$ is the left-handed braided matrices $`B_L(R)`$ with relations $`x_2Rx_1R_{21}=Rx_1R_{21}x_2`$. There is an algebra map $`U(L)H^{}`$ sending $`x^\alpha _\beta `$ to $`\rho _W𝒬()^\alpha {}_{\beta }{}^{}H^{}`$ and we identify the image of $`L`$ with $`\mathrm{\Omega }_0^{}`$ by the counit projection to $$f^\alpha {}_{\beta }{}^{}=\rho _W𝒬()^\alpha {}_{\beta }{}^{}\delta ^\alpha {}_{\beta }{}^{}ϵH^{}$$ (41) adjoint to the restriction to $`\mathrm{ker}ϵH`$ in (36). The braided Killing form on $`LL`$ can then be viewed in $`\mathrm{\Omega }_0\mathrm{\Omega }_0`$. We now give a version of this construction directly in our setting. ###### Theorem 4.7 Let $`H`$ be a dual-quasitriangular Hopf algebra with differential calculus as above. There is a braided-symmetric and $`\mathrm{Ad}`$-invariant ‘braided-Killing form’ $$\eta _{\mathrm{\Omega }_0}=(\stackrel{~}{\pi }_{\mathrm{\Omega }_0}\stackrel{~}{\pi }_{\mathrm{\Omega }_0})\mathrm{\Delta }T\mathrm{\Omega }_0\mathrm{\Omega }_0;T=(\tau {}_{\left(1\right)}{}^{}S\tau {}_{\left(2\right)}{}^{})\tau {}_{\left(3\right)}{}^{},\tau =\rho ^\alpha {}_{\alpha }{}^{}S\rho ^\beta {}_{\beta }{}^{}H$$ $$\eta =(\rho _W𝒬\rho _W𝒬)(\mathrm{\Delta }T)\mathrm{id}\rho _W𝒬(T)\rho _W𝒬(T)\mathrm{id}+ϵ(T)\mathrm{id}\mathrm{id}VV.$$ If nondegenerate, there is a braided-symmetric Riemannian metric $`g=(e_He)\eta `$ with $`(g)=0`$. Proof The two applications of $`[,]`$ in the ‘figure of eight’ braided trace in Figure 1(c) can be written as a product in $`U(L)`$ followed by a single $`[,]`$ and this dualises to the coproduct of $`U(L)^{}`$ applied to the element $`T`$ in Figure 1(d) (after some convention adjustments). This coproduct of $`U(L)^{}`$ is essentially that of $`H`$, so we have $$\eta ^{}=(\rho _W𝒬\rho _W𝒬)\mathrm{\Delta }TVV,$$ (42) where we use $`\rho _WQ`$ to map $`H`$ to $`V`$. This is the natural object from the braided-Lie theory and we will see that it has the stated features of $`\eta `$, however for our geometrical application we have to first project $`\mathrm{\Delta }T`$ down to $`\mathrm{\Omega }_0\mathrm{\Omega }_0`$ which is $`\eta _{\mathrm{\Omega }_0}`$ as stated (we have done the same in previous sections in the expressions $`(\mathrm{id}\stackrel{~}{\pi }_{\mathrm{\Omega }_0})\mathrm{Ad}:\mathrm{\Omega }_0\mathrm{\Omega }_0\mathrm{\Omega }_0`$ dual to $`[,]`$). Or by (36) we apply the counit projection $`\pi _ϵ`$ to $`\mathrm{\Delta }T`$ and then $`\rho _W𝒬`$ to give the corresponding element of $`VV`$. We now directly verify the properties of $`\eta ^{}`$ and hence $`\eta `$. Notice first that if $`\{e_a\}`$ is a basis of $`V`$ and $`\{f^a\}`$ a dual basis of $`V^{}`$, let $$\tau =e_a{}_{}{}^{\overline{\left(1\right)}},f^ae_a{}_{}{}^{\overline{\left(2\right)}}.$$ (43) Cyclicity of the trace here appears as the following fact: $$\tau {}_{\left(1\right)}{}^{}\tau {}_{\left(2\right)}{}^{}\mathrm{}\tau _{(n)}=\tau _{(n)}\tau {}_{\left(1\right)}{}^{}\mathrm{}\tau _{(n1)}.$$ (44) This is because the first expression may be written as the trace of $`n`$ applications of the coaction, $$\tau =e_a{}_{}{}^{\overline{\left(1\right)}}{}_{}{}^{\mathrm{}}{}_{}{}^{\overline{\left(1\right)}},f^ae_a{}_{}{}^{\overline{\left(1\right)}}{}_{}{}^{\mathrm{}}{}_{}{}^{\overline{\left(1\right)}}{}_{}{}^{\overline{\left(2\right)}}\mathrm{}e_a{}_{}{}^{\overline{\left(1\right)}}{}_{}{}^{\overline{\left(2\right)}}e_a{}_{}{}^{\overline{\left(2\right)}}.$$ The outermost $`^{\overline{\left(1\right)}}`$ is equivalent due to equivariance of the duality pairing to $`f^a^{\overline{\left(1\right)}}`$ and $`e_a{}_{}{}^{\overline{\left(1\right)}}{}_{}{}^{\mathrm{}}{}_{}{}^{\overline{\left(1\right)}}^{\overline{\left(2\right)}}`$ replaced by $`Sf^a^{\overline{\left(2\right)}}`$. On the other hand $`f^a{}_{}{}^{\overline{\left(1\right)}}e_aSf^a{}_{}{}^{\overline{\left(2\right)}}=f^ae_a{}_{}{}^{\overline{\left(1\right)}}e_a^{\overline{\left(2\right)}}`$ by a change of basis (or invariance of the coevalution element $`f^ae_a`$). Hence we may replace the coaction on $`f^a`$ by an innermost coaction $`e_a^{\overline{\left(1\right)}}`$, putting an extra $`^{\overline{\left(1\right)}}`$ in all the other places and replacing $`Sf^a^{\overline{\left(2\right)}}`$ by $`e^{\overline{\left(2\right)}}`$. Converting the iterated coactions back to coproducts gives the cyclicity property (in fact one needs only a coalgebra for the cyclicity with the appropriate adjoint operation in the role of $`S`$). In our case $`V=WW^{}`$ with the coaction given in the preceding proposition. Then $$\tau =(e_\alpha f^\beta ){}_{}{}^{\overline{\left(1\right)}},f^\alpha e_\beta (e_\alpha f^\beta ){}_{}{}^{\overline{\left(2\right)}}=f^\alpha e_\beta ,e_af^b\rho ^a{}_{\alpha }{}^{}S\rho ^\beta {}_{b}{}^{}=\rho ^\alpha {}_{\alpha }{}^{}S\rho ^\beta {}_{\beta }{}^{}.$$ Now we compute the figure-of eight braided trace, which is fairly routine. We read Figure 1(d) from the top down, starting with $`f^ae_a`$. This becomes $`f^ae_a{}_{}{}^{\overline{\left(1\right)}}e_a^{\overline{\left(2\right)}}`$. We then apply the background braiding to the first two places and evaluation, to find $`T`$ $`=e_a{}_{}{}^{\overline{\left(1\right)}}{}_{}{}^{\overline{\left(1\right)}},f^a{}_{}{}^{\overline{\left(1\right)}}(f^a{}_{}{}^{\overline{\left(2\right)}}e_a{}_{}{}^{\overline{\left(1\right)}}{}_{}{}^{\overline{\left(2\right)}})e_a{}_{}{}^{\overline{\left(2\right)}}=e_a{}_{}{}^{\overline{\left(1\right)}}{}_{}{}^{\overline{\left(1\right)}}{}_{}{}^{\overline{\left(1\right)}},f^a(S^1e_a{}_{\left(2\right)}{}^{}e_a{}_{}{}^{\overline{\left(1\right)}}{}_{}{}^{\overline{\left(1\right)}}{}_{}{}^{\overline{\left(2\right)}})e_a{}_{}{}^{\overline{\left(1\right)}}^{\overline{\left(2\right)}}`$ $`=\tau {}_{\left(2\right)}{}^{}(S^1\tau {}_{\left(3\right)}{}^{}\tau {}_{\left(1\right)}{}^{})=(\tau {}_{\left(1\right)}{}^{}S\tau {}_{\left(2\right)}{}^{})\tau {}_{\left(3\right)}{}^{}=𝔳(\tau {}_{\left(1\right)}{}^{})\tau _{\left(2\right)}`$ using that $``$ is $`SS`$-invariant and cyclicity (44) again. Note that $`T=𝔳(\tau {}_{\left(1\right)}{}^{})\tau _{\left(2\right)}`$ where $`𝔳(h)=(h{}_{\left(1\right)}{}^{}Sh{}_{\left(2\right)}{}^{})`$ implements $`S^2`$ by convolution. Next, $`\mathrm{Ad}T`$ $`=(\tau {}_{\left(1\right)}{}^{}S\tau {}_{\left(2\right)}{}^{})\tau {}_{\left(4\right)}{}^{}(S\tau {}_{\left(3\right)}{}^{})\tau {}_{\left(5\right)}{}^{}=(\tau {}_{\left(2\right)}{}^{}S\tau {}_{\left(3\right)}{}^{})\tau {}_{\left(5\right)}{}^{}(S\tau {}_{\left(4\right)}{}^{})\tau _{\left(1\right)}`$ $`=(\tau {}_{\left(1\right)}{}^{}S\tau {}_{\left(4\right)}{}^{})\tau {}_{\left(5\right)}{}^{}\tau {}_{\left(2\right)}{}^{}S\tau {}_{\left(3\right)}{}^{}=T1`$ by cyclicity and the axioms of a dual-quasitriangular structure or that $`𝔳`$ implements $`S^2`$. So $`T`$ and hence $`\eta ^{}`$ are $`\mathrm{Ad}`$-invariant (since $`\mathrm{\Delta }`$ and $`\rho _W𝒬`$ (and $`\stackrel{~}{\pi }_{\mathrm{\Omega }_0}`$) are $`\mathrm{Ad}`$-covariant). Similarly from the cyclicity (44) and the property of $`𝔳`$ it is clear that $`ST=T`$ and $`(\mathrm{id}S^2)\mathrm{\Delta }^{\mathrm{op}}T=\mathrm{\Delta }T`$ so $`\eta ^{}`$ and hence $`\eta `$ are $`\mathrm{\Psi }`$-invariant as in Proposition 4.2. One also has explicit formulae using the definition of $`𝒬`$ and the dual-quasitriangularity axioms for $``$, $$\eta ^{}{}_{\beta }{}^{\alpha }{}_{}{}^{\gamma }{}_{\delta }{}^{}=u^{b_5}{}_{b_6}{}^{}Q_{}^{b_6}{}_{b_1}{}^{a_2}{}_{a_3}{}^{}\stackrel{~}{R}{}_{a_2}{}^{a_1}{}_{}{}^{a_3}{}_{a_4}{}^{}Q_{}^{a_4}{}_{a_5}{}^{a}{}_{b}{}^{}\stackrel{~}{R}_{}^{\alpha }{}_{a}{}^{b_4}{}_{b_5}{}^{}R_{}^{1}{}_{b_4}{}^{b_3}{}_{}{}^{b}{}_{\beta }{}^{}Q_{}^{a_5}{}_{a_1}{}^{c}{}_{d}{}^{}\stackrel{~}{R}{}_{c}{}^{\gamma }{}_{}{}^{b_2}{}_{b_3}{}^{}R_{}^{1}{}_{b_2}{}^{b_1}{}_{}{}^{d}_\delta $$ (45) $$\rho _W𝒬(T)^\alpha {}_{\beta }{}^{}=\stackrel{~}{R}{}_{a_2}{}^{a_1}{}_{}{}^{a_3}{}_{a_4}{}^{}Q_{}^{b_4}{}_{b_1}{}^{a_2}{}_{a3}{}^{}Q_{}^{a_4}{}_{a_1}{}^{a}{}_{b}{}^{}R_{}^{1}{}_{b_2}{}^{b_1}{}_{}{}^{b}{}_{\beta }{}^{}\stackrel{~}{R}{}_{a}{}^{\alpha }{}_{}{}^{b_2}{}_{b_3}{}^{}u_{}^{b_3}{}_{b_4}{}^{},ϵ(T)=u^{b_1}{}_{b_2}{}^{}Q_{}^{b_2}{}_{b_1}{}^{a_2}{}_{a_3}{}^{}\stackrel{~}{R}_{}^{a_1}{}_{a_2}{}^{a_3}{}_{a_1}{}^{},$$ (46) where $`u=\stackrel{~}{R}{}_{}{}^{a}{}_{}{}^{}_a`$ and $`Q=R_{21}R`$. $``$ The braided-Killing form the standard quantum groups $`_q[G]`$ is closely related to the usual Killing form and is typically nondegenerate for generic $`q1`$ (being rational functions in $`q`$ they need to be nondegenerate at only one point to establish this). Hence the theorem above provides a construction of the metric for such quantum groups and their standard bicovariant differential calculi. We will demonstrate this explicitly for the case of $`_q[SU_2]`$ with its standard 4-dimensional calculus. (here $`W`$ is the spin $`{\scriptscriptstyle \frac{1}{2}}`$ representation). The exterior algebra in this case is well-known and in our conventions is as follows. We let $`e_1{}_{}{}^{1}=e_a`$, $`e_2{}_{}{}^{1}=e_b`$, etc. for brevity, and $`\theta =e_a+e_d`$. Then $`e_a,e_b,e_c`$ behave like usual forms or Grassmann variables and $$e_ae_d+e_de_a+\lambda e_be_c=0,e_de_b+q^2e_be_d+\lambda e_ae_b=0,e_ce_d+q^2e_de_c+\lambda e_ce_a=0,$$ $$e_d^2=\lambda e_be_c,\mathrm{d}=[\theta ,],e_a\left(\begin{array}{cc}a& b\\ c& d\end{array}\right)=\left(\begin{array}{cc}qa& q^1b\\ qc& q^1d\end{array}\right)e_a,[e_b,b]=[e_b,d]=[e_c,a]=[e_c,c]=0$$ $$[e_b,a]=q\lambda be_a,[e_b,c]=q\lambda de_a,[e_c,b]=q\lambda ae_a,[e_c,d]=q\lambda ce_a$$ $$[e_d,a]_{q^1}=\lambda be_c,[e_d,b]_q=\lambda ae_b+q\lambda ^2be_a,[e_d,c]_{q^1}=\lambda de_c,[e_d,d]_q=\lambda ce_b+q\lambda ^2de_a$$ where $`[x,y]_q=xyqyx`$ and $`\lambda =(1q^2)`$, and $`a,b,c,dSU_q(2)`$. Note that the $``$ relations are essentially those for the exact differentials on q-Minkowski space\[18, Sec. 10.5\] given by the braid statistics $`\mathrm{\Psi }_+`$ for the addition law on that, as must be the case because $`B_L(R)`$ is the coordinate algebra of $`q`$-Minkowski space as well as $`U(L)`$ (details will appear elsewhere ). ###### Proposition 4.8 Let $`[n]_q=(1q^n)/(1q)`$. The braided-Killing form for the spin $`{\scriptscriptstyle \frac{1}{2}}`$ differential calculus on $`_q[SU_2]`$, divided by $`(q1)^2`$ is $$\eta =q^{12}[8]_q[2]_q\eta _K\lambda \left([3]_q(q^9+q^7)[2]_q^2q^2\right)\theta \theta $$ $$\eta _K=e_be_c+q^2e_ce_b+\frac{(e_ae_aqe_ae_dqe_de_a+q(q^2+q1)e_de_d)}{[2]_q}$$ Proof We use the R-matrix formulae obtained in Theorem 4.7. In fact the difference between $`\eta `$ and $`\eta ^{}`$ is a multiple of $`\theta \theta =\mathrm{id}\mathrm{id}`$ so only affects the second term here. One has $`\rho _W𝒬(T)=\mathrm{id}(2+q^4+q^8)`$ and $`ϵ(T)=(1+q^2)(1+q^4)`$ and their subtraction from $`\eta ^{}`$ makes $`\eta _K`$ the leading term and $`\theta \theta `$ $`O(q1)`$ relative to it. This $`\eta _K`$ is a q-deformation of $`\rho _W`$ of the usual split Casimir $`X_+X_{}+X_{}X_++{\scriptscriptstyle \frac{1}{2}}HH`$, as it should be. The $`\theta \theta `$ is a kind of ‘null mode’ that does not affect the geometry and could be dropped from the metric. $``$ ## 5 Finite Riemannian Geometry In this section we apply the general results above to the special case of $`M=[G]`$ the algebra of functions on a finite group $`G`$. We first specialise the results of Section 3 to $`M=[\mathrm{\Sigma }]`$ for $`\mathrm{\Sigma }`$ a finite set and list the main formulae of Riemannian geometry for this case in a self-contained manner that could be put on a computer. We then proceed to concentrate on the group case as good source of examples where there are clear choices for the differential structures etc. Finally, we compute everything for the permutation group $`S_3`$ including solving for a canonical torsion free cotorsion free or ‘Levi-Civita’ spin connection in it. ### 5.1 Riemannian geometry on finite sets Here we will see that even finite sets can be endowed with a rich variety of ‘manifold’ structures using the framework of Section 3. In fact it is not true that every differential calculus on a finite set is parallelizable (see below); i.e. there may be a still more general theory over finite sets where we specialise the global constructions of Section 2. This is not relevant to the finite group case which is our main goal, and will therefore be considered elsewhere. On the other hand, we keep the fiber of the frame bundle to be a Hopf algebra $`H`$ equipped with a bicovariant differential calculus defined by $`\mathrm{\Omega }_0`$ of dimension $`n`$, since no special simplification is afforded by specialising further for the tensor product bundle. To be as concrete as possible (we have in mind actual matrix computations for numerical gravity on finite sets) let us assume that $`H`$ is finite-dimensional and choose a basis $`\{e_i\}`$ for it with $`e_0=1`$ and $`\stackrel{~}{\pi }_{\mathrm{\Omega }_0}(e_i)=e_i`$ for $`1in`$ with the image here a basis of $`\mathrm{\Omega }_0`$ (and zero otherwise). In this way we identify $`\mathrm{\Omega }_0`$ with its lift in $`H`$. The dual basis $`\{f^i\}`$ similarly splits with $`1in`$ a basis of $`\mathrm{\Omega }_0^{}`$. The coproduct is of course $$\mathrm{\Delta }e_i=c_i{}_{}{}^{jk}e_{j}^{}e_k,$$ (47) for some structure constants. Finally, we write right $`H`$-comodules $`V`$ explicitly as left actions $`\rho _V`$ of $`H^{}`$. We define (since we typically convert right actions to left ones by $`S^1`$) the matrices $$\tau ^i=\rho _V(S^1f^i)$$ (48) In fact the formulae below in the tensor product bundle depend only in this coalgebra and the choice of quotient space (so that similar formulae hold for coalgebra bundles as well except that we would specify the matrices $`\tau ^i`$ or right action of $`H^{}`$ directly.) Next, we let $`\mathrm{\Sigma }`$ be a finite set and $`M=[\mathrm{\Sigma }]`$ spanned by delta-functions $`\{\delta _x\}`$ for $`x\mathrm{\Sigma }`$. It is easy to see (and well-known) that a general differential calculus $`\mathrm{\Omega }^1(M)`$ corresponds to a subset $$E\mathrm{\Sigma }\times \mathrm{\Sigma }\mathrm{diagonal},\mathrm{\Omega }^1(M)=\{\delta _x\delta _y\|(x,y)E\}=E,$$ (49) where we set to zero delta-functions corresponding to the complement of $`E`$ and identify the remainder with their lifts as shown. If $`f=f_x\delta _x`$ is a function with components $`f_x`$, then $`\mathrm{d}f`$ has components $`(\mathrm{d}f)_{x,y}=f_yf_x`$ for $`(x,y)E`$. ###### Lemma 5.1 A $`V`$-bein for a finite set $`\mathrm{\Sigma }`$ is a vector space on which $`H`$ coacts and 1-forms $$E_a=\underset{(x,y)E}{}E_{a,x,y}\delta _x\delta _y$$ for each element of a basis $`\{e_a\}_{aI}`$ of $`V`$ such that the matrices $`\{E_{a,x,y}\}`$ are invertible for each $`x\mathrm{\Sigma }`$ held fixed. A necessary and sufficient condition for the existence of a $`V`$-bein is that $`E`$ is fibred over $`\mathrm{\Sigma }`$, which implies in particular that $`\|E\|=\|\mathrm{\Sigma }\|dim(V)`$. Proof We write $`E_a=e(e_a)`$, etc. In principle we require the matrices $`s_e{}_{x,y}{}^{z,a}=\delta _y^zE_{a,x,y}`$ to be invertible as maps $`MV\mathrm{\Omega }^1(M)`$, but since they are left $`M`$-module maps (or from their special form) we know that their inverses must also be left $`M`$-module maps and hence of the form $`s_e{}_{z,a}{}^{1x,y}=\delta _x^zE_a^1^{x,y}`$ for a collection of matrices $`E_a^1^{x,y}`$ inverse to the $`E_{a,x,y}`$ for each $`x`$. This requires in particular that for each $`x\mathrm{\Sigma }`$ the set $`F_x=\{y\|(x,y)E\}`$ has the same size, namely the dimension of $`V`$, i.e. that $`E`$ is a fibration over $`\mathrm{\Sigma }`$ (and $`E_{a,x,y}`$ is a trivialisation of the vector bundle with fiber $`F_x`$ over $`x`$). The fibration is also sufficient for the existence of a trivialisation since bundles over finite sets are trivial. Indeed, a natural ‘local’ class of $`V`$-beins is just given by any collection of bijections $`s_x:IF_x`$ with $`E_{a,x,y}=\delta _{s_x(a),y}`$. $``$ Similarly a $`V`$-cobein is a collection of 1-forms with components $`E_{x,y}^a`$ with respect to a dual basis $`\{f^a\}`$ and with the matrices $`\{E_{x,y}^a\}`$ invertible for each $`y\mathrm{\Sigma }`$ held fixed. The metric is then $$g=\underset{(x,y,z)F}{}g_{x,y,z}\delta _x\delta _y\delta _z,g_{x,y,z}=E_{x,y}^aE_{a,y,z},F=\{(x,y,z)\mathrm{\Sigma }^3\|(x,y),(y,z)E\},$$ (50) where $`\mathrm{\Omega }^1(M)_M\mathrm{\Omega }^1(M)=F`$. Moreover, a connection or gauge field with values in the dual of $`\mathrm{\Omega }_0`$ is clearly a collection of 1-forms with components $`A_{i,x,y}`$. In our case $`H`$ coacts on $`V`$ so that it plays the role of frame transformations in the frame bundle approach. In that case $`A`$ induces a covariant derivative on 1-forms $$(\alpha )_{x,y,z}=(\alpha _y^a\alpha _x^a)E_{a,y,z}\alpha _x^aA_{a,x,y}E_{b,y,z}\tau ^i{}_{}{}^{b}{}_{a}{}^{},$$ (51) where $`\alpha =\alpha ^aE_a`$ defines the component functions $`\alpha ^a`$ of a 1-form $`\alpha `$ in the $`V`$-bein basis. Next we specify $`\mathrm{\Omega }^2(M)`$ by a bimodule surjection $`:\mathrm{\Omega }^1(M)_M\mathrm{\Omega }^1(M)\mathrm{\Omega }^2(M)`$. ###### Lemma 5.2 The surjections $``$ are necessarily given by quotients $`V_{x,z}`$ of the spaces $`F_{x,z}`$ where $`F_{x,z}=\{y\mathrm{\Sigma }\|(x,y,z)F\}`$ such that the image of the vector $`(1,1,\mathrm{},1)`$ is zero whenever $`(x,z)E`$ with $`xz`$. Explicitly, $$(f)_{x,\alpha ,z}=\underset{yF_{x,z}}{}f_{x,y,z}p_{x,z}{}_{}{}^{y}{}_{\alpha }{}^{},$$ (52) for a family of matrices $`p_{x,z}`$ with respect to a basis $`\{e_\alpha \}`$ of each $`V_{x,z}`$ and with rows summing to zero when $`(x,z)E`$ with $`xz`$. Proof We require to quotient $`\mathrm{\Omega }^1(M)_M\mathrm{\Omega }^1(M)=F`$ by a subbimodule. This must therefore take the form shown for some surjections $`p_{x,z}`$. The additional stated condition is for $`\mathrm{d}^2=0`$ (so the maximal prolongation will be $`V_{x,z}=F_{x,z}`$ when $`(x,y)E`$ and $`F_{x,z}/.(1,1,\mathrm{},1)`$ otherwise). The argument is similar to that in . There may be additional restrictions imposed by requiring the $`\mathrm{\Omega }^2(M)`$ to be part of a global $`\mathrm{\Omega }^2(P)`$ as explained in Section 3. $``$ When $`\alpha _{x,y},\beta _{x,y}`$ are the components of 1-forms as above then $$(\mathrm{d}\alpha )_{x,\alpha ,z}=\underset{yF_{x,z}}{}(\alpha _{x,y}+\alpha _{y,z}\alpha _{x,z})p_{x,z}{}_{}{}^{y}{}_{\alpha }{}^{},(\alpha \beta )_{x,\alpha ,z}=\underset{yF_{x,z}}{}\alpha _{x,y}\beta _{y,z}p_{x,z}{}_{}{}^{y}{}_{\alpha }{}^{}.$$ (53) With such an explicit description of $`\mathrm{\Omega }^2(M)`$ it is clear that a connection $`A`$ is regular if $$\underset{1j,kn,y}{}c_i{}_{}{}^{jk}A_{j,x,y}^{}A_{k,y,z}p_{x,z}{}_{}{}^{y}{}_{\alpha }{}^{}=0,q𝒞\{e\}.$$ (54) Its curvature is $$F_{i,x,\alpha ,z}=(\mathrm{d}A_i)_{x,\alpha ,z}+\underset{1j,kn,y}{}c_i{}_{}{}^{jk}A_{j,x,y}^{}A_{k,y,z}p_{x,z}{}_{}{}^{y}{}_{\alpha }{}^{}.$$ (55) The actual Riemann tensor is the 2-form valued operator on 1-forms, $$R_{x,\alpha ,z}{}_{}{}^{a}{}_{b}{}^{}=F_{i,x,\alpha ,z}\tau ^i{}_{}{}^{a}{}_{b}{}^{},R\alpha =\alpha ^aR^b{}_{a}{}^{}\underset{M}{}E_b.$$ (56) Meanwhile, the zero torsion and zero cotorsion equations are vanishing of $$(\overline{D}e)_{a,x,\alpha ,z}=(\mathrm{d}E_a)_{x,\alpha ,z}+\underset{i,b,y}{}A_{i,x,y}E_{b,y,z}p_{x,z}{}_{}{}^{y}{}_{\alpha }{}^{}\tau _{}^{i}{}_{}{}^{b}{}_{a}{}^{},$$ (57) $$(De^{})_{x,\alpha ,z}^a=(\mathrm{d}E^a)_{x,\alpha ,z}+\underset{i,b,y}{}E_{x,y}^bA_{i,y,z}p_{x,z}^y{}_{\alpha }{}^{}\tau _{}^{i}{}_{}{}^{a}{}_{b}{}^{}.$$ (58) Also, a ‘lift’ $`i:\mathrm{\Omega }^2(M)\mathrm{\Omega }^1(M)_M\mathrm{\Omega }^1(M)`$ is given similarly to the discussion above by a collection of inclusions $`i_{x,z}:V_{x,z}F_{x,z}`$ or a family of rectangular matrices $`i_{x,z}{}_{}{}^{\alpha }_y`$. We let $`\pi _{x,z}=i_{x,z}p_{x,z}`$ so that $`\pi ^y{}_{w}{}^{}=p^y{}_{\alpha }{}^{}i_{}^{\alpha }_w`$ at each $`x,z`$. If $`i`$ is a true lift so that $`pi=\mathrm{id}`$ then $`i`$ is a projection splitting $`\mathrm{\Omega }^1(M)_M\mathrm{\Omega }^1(M)`$ into something isomorphic to $`\mathrm{\Omega }^2(M)`$ plus a complement and the $`\pi _{x,z}`$ are likewise a family of projection matrices. We do not want to strictly assume this, however. Given $`i`$, we have an interior product and, in particular, a Ricci tensor $$\mathrm{Ricci}_{x,y,z}=i(F_i)_x^{ab}E_{b,x,y}E_{c,y,z}\tau ^i{}_{}{}^{c}{}_{a}{}^{}.$$ (59) Here $`i(F_i)_{x,w,z}`$ in $`\mathrm{\Omega }^1(M)_M\mathrm{\Omega }^1(M)`$ is as in (55) but with $`\pi _{x,z}{}_{}{}^{y}_\alpha `$ in place of $`p_{x,z}{}_{}{}^{y}_\alpha `$ written there. The $`V`$-bein components here are defined by $`i(F_i)_{x,y,z}=i(F_i)_x^{ab}E_{a,x,y}E_{b,y,z}`$ as usual. Finally, gamma-matrices are a collection of matrices $`\gamma _a`$ acting on spinors $`\psi `$ which are functions with values in a vector space $`W`$ on which $`H`$ coacts by $`\rho _W`$, say. We define the corresponding matrices $`\tau _W^a`$ as above. Then the associated Dirac operator is $$D/=^a\gamma _aA_i^a\gamma _a\tau _W^i.$$ (60) For the case when $`H=[G]`$ it is actually useful to chose a different basis for $`H`$ that reflects better the group structure, namely we label the basis by the group elements themselves (so $`e_i`$ is the delta-function at $`iG`$ and $`c_i{}_{}{}^{jk}=\delta _i^{jk}`$). This has the same form as above except that the old $`e_0`$ above is the sum of all the new basis elements. The role of $`e_1,\mathrm{},e_n`$ is played by $`e_i`$ for $`i𝒞`$ a subset of order $`n`$ not containing the identity element $`eG`$ (see below), which is purely a notational change. All the formulae above have the same form in this case except the regularity and curvature equations, for which one has to make a careful change of basis (or use the form of $`\stackrel{~}{\pi }_{\mathrm{\Omega }_0}`$ in the new basis as given in the next section). One has instead, $$\underset{jk=q,y}{}A_{j,x,y}A_{k,y,z}p_{x,z}^y{}_{\alpha }{}^{}=0,q𝒞\{e\}$$ (61) $$F_{i,x,\alpha ,z}=(\mathrm{d}A_i)_{x,\alpha ,z}+\underset{jk=i,y}{}A_{j,x,y}A_{k,y,z}p_{x,z}^y{}_{\alpha }{}^{}\underset{j,y}{}(A_{j,x,y}A_{i,y,z}+A_{i,x,y}A_{j,y,z})p_{x,z}^y_\alpha $$ (62) respectively, with $`i,j,k𝒞`$. Whereas the above tensorial formulae are suitable for numerical computations, let us note finally that we also have more algebraic ‘Cartan calculus’ formulae based on (21). Thus, $$E_af=\rho _a{}_{}{}^{b}(f)E_b,\mathrm{d}f=[\theta ,f];\rho _a{}_{}{}^{b}(f)(x)=\underset{yF_x}{}E_b^{1xy}f(y)E_{axy},\theta =\theta ^aE_a,\theta _a(x)=\underset{yF_x}{}E_a^{1xy}$$ (63) for all functions $`f`$. For $`\mathrm{\Omega }^2(M)`$ we can build $``$ from a $`G`$-equivariant projector $`\pi (e_ae_b)\pi _{ab}{}_{}{}^{cd}e_{c}^{}e_d`$ on $`VV`$. Then $$\pi _{x,z}{}_{}{}^{y}{}_{w}{}^{}=\pi _{ab}{}_{}{}^{cd}E_{a}^{1xy}E_b^{1yz}E_{cxw}E_{dwz}$$ (64) for the above family of projection matrices. This imposes contraints on $`(\pi ,E)`$ and defines a moduli space of $`G`$-parallelizable manifold structures on a finite set of a given order. ### 5.2 Riemannian geometry on finite groups We now specialise further to the case the case $`M=H=[G]`$ with the same bicovariant differential calculus on both. This gives a nontrivial setting at the level of finite groups. In principle one obtains ‘geometric invariants’ of finite groups equipped with a differential calculus (i.e. a conjugacy class), which is certainly of independent mathematical interest as well as of physical interest as a simple toy setting for finite gravity. As mentioned above, the coirreducible calculi are classified immediately from by nontrivial conjugacy classes $`𝒞G`$. In fact we do not need to assume that the calculus is irreducible and hence in what follows $`𝒞`$ is any $`\mathrm{Ad}`$-stable subset not containing the group unit element $`eG`$. We denote the elements of $`𝒞`$ by $`a,b,c`$, etc. Then $$Q_H=\{\delta _q\|qe,q𝒞\},\mathrm{\Omega }_0=\{\delta _a\|a𝒞\}=𝒞,\mathrm{Ad}(\delta _a)=\underset{gG}{}\delta _{gag^1}\delta _g$$ (65) $$\mathrm{d}f=\underset{a𝒞}{}(^af)E_a,^a=R_a\mathrm{id},E_af=R_a(f)E_a$$ (66) where $`R_a(f)=f(()a)`$. In this description we identify a basis element $`e_a`$ of $`\mathrm{\Omega }_0`$ with a fixed lift $`\delta _a\mathrm{ker}ϵ`$, which is an $`\mathrm{Ad}`$-invariant identification. The projection from $`[G]`$ to $`\mathrm{\Omega }_0`$ is then $$\stackrel{~}{\pi }_{\mathrm{\Omega }_0}(\delta _g)=\{\begin{array}{cc}\delta _g\hfill & \text{if }g𝒞\hfill \\ _{a𝒞}\delta _a\hfill & \text{if }g=e\hfill \\ 0\hfill & \text{else.}\hfill \end{array}$$ (67) The elements of $`\mathrm{\Omega }_0`$ viewed in $`\mathrm{\Omega }^1(H)`$ are the values of the Maurer-Cartan form $`e:\mathrm{\Omega }_0\mathrm{\Omega }^1(H)`$, $$E_a=e(\delta _a)=\pi _{N_H}(\underset{gG}{}\delta _g\delta _{ga}),N_H=\{\delta _g\delta _{gq}\|gG,qe,q𝒞\}.$$ (68) In terms of the general finite set case, we have a local form of the $`V`$-bein and the action, $$s_x(a)=xa,E_{a,x,y}=\delta _{xa,y},\tau ^a{}_{}{}^{b}{}_{c}{}^{}=\delta _{a^1ca}^b\delta _c^b.$$ (69) The rest of our treatment in the finite group case, is more easily handled in the ‘Cartan calculus’ form at the end of Section 5.1 i.e. by algebraic relations among the $`\{E_a\}`$ generators of the entire exterior algebra rather than in ‘spacetime coordinates’ $`\alpha _{x,y}`$, etc. Thus, the higher exterior algebra is generated by the relations at the first order and the additional relations implied by the braiding $$\mathrm{\Psi }(E_a\underset{H}{}E_b)=E_{aba^1}\underset{H}{}E_a.$$ (70) Thus, in $`\mathrm{\Omega }^2(H)`$ the quotient to the wedge product consists in setting to zero all linear combinations invariant under $`\mathrm{\Psi }`$. In particular, for all $`gG`$ the elements $`_{ab=g}E_aE_b`$ are invariant (after a change of variables), hence these along with the clearly invariant $`E_aE_a`$ give some immediate relations $$\underset{a,b𝒞,ab=g}{}E_aE_b=0,gG,E_aE_a=0.$$ (71) Using these relations and (67) the Maurer-Cartan equation on any Hopf algebra becomes $$\mathrm{d}E_a\underset{b}{}(E_aE_b+E_bE_a)=0.$$ (72) Meanwhile, the partial derivatives trivially obey $$^a(mn)=m^an+(^am)R_a(n),^a^b=^{ab}^a^b$$ (73) as $`R_{ab}=R_aR_b`$, where we extend the same definitions to $`abG`$. One can also write $$^a^b^b^{b^1ab}=^{b^1ab}^a$$ (74) as some form of Lie algebra, however such a point of view can only be taken so far, and we do not use it. Rather, the $`^a`$ form a representation of a braided-Lie algebra. The above formulae, with the exception of our notations such as (67) and the observation (71), are all immediate from the general theory of and are the starting point of any quantum-groups inspired noncommutative geometry on finite groups. We will also need a more full description of $`\mathrm{\Omega }^2(H)`$ in the finite group case, provided by the following lemma. ###### Lemma 5.3 For all $`gG`$ let $`P_g=(𝒞g𝒞^1)^\sigma `$ the invariant subspace of the vector space with basis $`𝒞g𝒞^1`$, where $`\sigma `$ sends a basis element $`a`$ to $`a^1g`$. Let $`\{\lambda ^{g,\alpha }\}`$ be a basis of $`P_g`$. Then the relations of $`\mathrm{\Omega }^2(H)`$ are $$\underset{a,b𝒞,ab=g}{}\lambda _a^{g,\alpha }E_aE_b=0,gG,\alpha .$$ Proof For any $`\lambda P_g`$, we clearly have invariance under $`\mathrm{\Psi }`$ as $`_{ab=g}\lambda _aE_{aba^1}_HE_a=_{cd=g}\lambda _{c^1g}E_c_HE_d=_{ab=g}\lambda _aE_a_HE_b`$, by the $`\sigma `$-invariance of $`\lambda `$. Hence relations of the form shown hold in $`\mathrm{\Omega }^2(H)`$ for any basis of $`P_g`$, for each $`gG`$. One can show that this is a full set of relations after a detailed analysis of the kernel of $`\mathrm{id}\mathrm{\Psi }`$ in this case. $``$ We are now ready to specialise our results of Sections 3,4 to obtain a theory of Riemannian geometry for finite groups. First of all, as a trivial example of the theory in we may view $`\mathrm{\Omega }_0^{}`$ as the image under $`\pi _ϵ`$ of a braided-Lie algebra with trivial background braiding and $$L=\{x^a\|a𝒞\}=𝒞,[x^a,x^b]=x^{b^1ab},\mathrm{\Delta }x^a=x^ax^a.$$ (75) The braided enveloping bialgebra $`U(L)`$ from in this case (because the background braiding is trivial) is actually a usual bialgebra or quantum group without antipode. It comes with a bialgebra homomorphism to the group algebra $`G`$, $$U(L)=x^a/x^ax^b=x^bx^{b^1ab},p:U(L)G,p(x^a)=a.$$ (76) The further projection of the braided-Lie algebra generators to the kernel of the counit gives the basis $`\{f^a=ae\}`$ of $`\mathrm{\Omega }_0^{}`$ dual to the $`e_a=\delta _a`$ via Hopf algebra duality. One may also consider ‘braided gauge theory’ with $`A`$ having values in $`L`$ rather than in $`\mathrm{\Omega }_0^{}`$, but for the present we need this theory mainly to have a braided-Killing form. ###### Proposition 5.4 The braided-Killing form of $`L`$ is a symmetric positive-integer valued and $`\mathrm{Ad}`$-invariant bilinear form on the conjugacy class given by $$\eta (x^a,x^b)=n(ab)\mathrm{\#}\{c𝒞\|cab=abc\}=\eta (x^b,x^{b^1ab}),a,b𝒞.$$ We say that a conjugacy class is semisimple if this associated Killing form is nondegenerate. Proof The braided-Killing form is defined as the trace $`\eta (x^a,x^b)=_{c𝒞}\delta _c,[[x^c,x^a],x^b]`$ which is clearly as shown (the number of $`c𝒞`$ commuting with $`ab`$). Its formal properties are part of the general theory of braided-Lie algebras. The relevant braiding in the present case is that of the category of crossed $`G`$-modules and has the form $`\mathrm{\Psi }(x^ax^b)=x^bx^{b^1ab}`$ (as above for differentials), so that $`\eta `$, depending only on the product, is clearly braided-symmetric in the sense $`\eta =\eta \mathrm{\Psi }`$. Hence it is also symmetric in the usual sense (because $`S^2=\mathrm{id}`$ in Proposition 4.2.) Ad-invariance is clear as well. Note that the braided-Lie algebra itself is bosonic as the category of $`[G]`$-comodules in which it lives has a trivial background braiding. $``$ Because $`\mathrm{\Omega }_0^{}`$ can be identified naturally (and $`\mathrm{Ad}`$-invariantly) with $`L`$ viewed inside $`G`$, we pull back this braided-Killing form to obtain on $`\mathrm{Ad}`$-invariant bilinear form $$\eta (f^a,f^b)\eta (x^a,x^b)=n(ab).$$ (77) Note that this gives a slightly different Killing form than the trace of $`\mathrm{Ad}_{f^a}\mathrm{Ad}_{f^b}`$ i.e. taking ‘Lie bracket’ as the quantum group adjoint action of $`f^a=ae`$ in $`G`$, giving instead $$\eta (f^a,f^b)=n(ab)n(a)n(b)+n(e)$$ more similar to Theorem 4.7. This is also $`\mathrm{Ad}`$-invariant so (if nondegenerate) could also be used to define a metric with essentially the same geometry. Also note that for an Abelian group the conjugacy classes are singletons but we make take $`𝒞`$ a collection of these and the same formulae as above for a (reducible) differential calculus. The Killing form will be degenerate in this case but the $`\delta `$-function provides instead a suitable symmetric and invariant bilinear form. Let $$\eta ^{ab}=\eta (f^a,f^b),\eta _{ab}^1=\eta ^1(\delta _a,\delta _b)$$ (78) for the braided Killing form and its inverse in our basis. We will write $`\alpha =\alpha ^aE_a`$ for any 1-form and similarly for the components of higher cotensors. We sum over repeated indices $`a,b𝒞`$ in tensor expressions. In this setting the main equations of ‘quantum group Riemannian geometry’ of Section 3 become as follows. A framing is a collection of 1-forms $`\{E_a\}`$ such that every 1-form is a unique linear combination of these with coefficients functions from the left (e.g. as above). A spin connection is a collection $`\{A_a\}`$ of 1-forms and the covariant derivative associated to a spin connection and framing on any 1-form $`\alpha `$ is $$\alpha =\mathrm{d}\alpha ^a\underset{H}{}E_a\alpha ^a\underset{b}{}A_b\underset{H}{}(E_{b^1ab}E_a).$$ (79) The extra term in $``$ comes from the projection $`\stackrel{~}{\pi }_{\mathrm{\Omega }_0}`$ or equivalently from the fact that the role of ‘Lie algebra’ is being played by the vectors $`\{ae\}`$ in the group algebra as explained above. The associated torsion tensor $`T:\mathrm{\Omega }^1(H)\mathrm{\Omega }^2(H)`$ measures the deviation $`T\alpha =\mathrm{d}\alpha \alpha `$ and the zero-torsion condition is vanishing of $$\overline{D}_AE_a=\mathrm{d}E_a+\underset{b}{}A_b(E_{b^1ab}E_a).$$ (80) The curvature $`^2`$ associated to a regular connection corresponds to a collection of two forms $`\{F_a\}`$ defined by $$F_a=\mathrm{d}A_a+\underset{cd=a,c,d𝒞}{}A_cA_d\underset{b}{}(A_bA_a+A_aA_b)$$ (81) where regularity in Section 3 becomes the condition $$\underset{ab=q,a,b𝒞}{}A_aA_b=0,qe,q𝒞.$$ (82) It ensures that the curvature descends to $`\mathrm{\Omega }_0`$, otherwise it potentially has values $`\{F_g\}`$ for all $`ge`$. It is clear that the Maurer-Cartan form can be viewed as a regular connection with zero curvature. For any connection the associated Riemann curvature is the 2-form-valued operator $$R\alpha =\alpha ^a\underset{b}{}F_b\underset{H}{}(E_{b^1ab}E_a)$$ (83) on 1-form $`\alpha =\alpha ^aE_a`$, according to the correspondence in Section 3. To define the Ricci tensor (or to define interior products in general) we need a bimodule inclusion or ‘lift’ $`\mathrm{\Omega }^2(H)\mathrm{\Omega }^1(H)_H\mathrm{\Omega }^1(H)`$. The obvious one for the bicovariant calculus, although not precisely a lift any more (not covered by $``$) is provided by $$i=\mathrm{id}\mathrm{\Psi },i(E_aE_b)=E_a\underset{H}{}E_bE_{aba^1}\underset{H}{}E_a.$$ (84) We provide now another possibility which is actually a lift in a natural manner, so that $`i`$ is an actual projection operator on $`\mathrm{\Omega }^1(H)_H\mathrm{\Omega }^1(H)`$. ###### Proposition 5.5 For $`H=[G]`$ and the bicovariant calculus, there is a canonical splitting of $``$ to a bimodule projection operator, defined by $$i(E_a\underset{H}{}E_b)=E_a\underset{H}{}E_b\underset{\alpha }{}\mu ^{\alpha ,a}\underset{cd=g}{}\lambda _c^\alpha E_c\underset{H}{}E_d$$ where $`\mu ^\alpha P_g`$ are a dual basis to the $`\lambda ^\alpha `$ with respect to the dot product as vectors in $`𝒞g𝒞^1`$, and $`g=ab`$ is fixed. Proof Here the summed terms vanish under $``$ by Proposition 5.1, so that $`i`$ as stated indeed splits this for any choice of coefficients $`\mu ^\alpha `$. We choose these to be the dual basis to the $`\lambda ^\alpha `$ so that $`_{a𝒞g𝒞^1}\mu ^{\alpha ,a}\lambda _a^\beta =\delta ^{\alpha ,\beta }`$. Here $`g=ab`$ is suppressed in our notation. Then one may verify that the map is well-defined on $`\mathrm{\Omega }^2(H)`$, i.e. $`_{ab=g}\lambda _ai(E_aE_b)=0`$. Finally, $`i`$ by definition extends as a left $`H`$-module map and, since we only add terms of the same ‘total degree’ $`g`$ with respect to the right action, it becomes also a right module map. $``$ Given the choice of ‘lift’, the Ricci tensor constructed from the Riemann tensor by making a point-wise trace over the input and the first output of $`i(R)`$, is $$\mathrm{Ricci}=\underset{a,b,c}{}i(F)_c^{ab}E_b\underset{H}{}(E_{c^1ac}E_a),$$ (85) where $`i(F_c)=i(F)_c^{ab}E_aE_b`$. Next, a gamma-matrix is a collection of endomorphisms $`\{\gamma _a\}`$ of a vector space $`W`$ on which $`G`$ acts by a representation $`\rho _W`$ say, subject to further constraints to be discussed on the $`\gamma `$. A ‘spinor’ field is a $`W`$-valued function on $`G`$, and $$D/=^a\gamma _aA_b{}_{}{}^{a}\gamma _{a}^{}\tau _W^b,\tau ^a=\rho _W(a^1e)$$ (86) where $`A_b=A_b{}_{}{}^{a}E_{a}^{}`$ determines the components of each $`A_a`$. The $`\tau _W^a`$ are the ‘Lie algebra’ generators $`f^a`$ in the representation $`\rho _W`$. The group inverse here makes them actually a right-action rather than a left one (just as the $`^a`$ are actually right-derivations). Finally, a metric is determined by a choice of framing and a coframing $`\{E^{}{}_{}{}^{a}\}`$ which is a collection of 1-forms such that every 1-form is a unique combination of these with coefficient functions from the right. Given a framing, a general coframimg and hence a general metric is determined by a point-wise invertible function-valued matrix $`\{g_{ab}\}`$ and given as a cotensor by $$g=E_ag^{ab}\underset{H}{}E_b$$ (87) where $`g^{ab}`$ is the matrix inverse (e.g. $`g^{ab}=\eta ^{ab}`$ above). The cotorsion of the spin connection is the torsion with respect to the coframing and corresponds to $$D_AE^{}{}_{}{}^{a}=\mathrm{d}E^{}{}_{}{}^{a}+\underset{c}{}(E^{cac^1}E^a)A_c.$$ (88) Vanishing of the cotorsion generalises the notion of metric compatibility in a slightly weaker ‘skew’ formulation appropriate to our not requiring the metric symmetric. One is at liberty now to do ‘finite gravity’. That is one can look at the moduli spaces for the above data and solve the various equations as well as others such as given by the variation or minimisation of an action. The role of Einstein-Hilbert action can be played for example by the trace of $`D/^2`$. Since everything is finite we do not need to worry about regularisations and Dixmier traces etc. as in the approach of Connes. We will not attempt this here but we will show for a nontrivial example in the next section that the moduli space of our basic data is not empty. For example, we could fix the framing and coframing to be the natural ones on any quantum group defined as above by the Maurer-Cartan form and a ‘braided-Killing form’ $`g=\eta `$. We have established these canonical choices in Section 4. If one wants a torsion free spin connection we then we have to solve (in view of the Maurer-Cartan equations already obeyed), the condition $$\underset{ba}{}A_b(E_{b^1ab}E_a)+E_bE_a+E_aE_b=0,a𝒞.$$ (89) We need only solve this for all except one $`a`$ since the sum over $`a`$ is automatically zero in view of (71). Finally we could take for $`\gamma _a`$ the ‘tautological’ one in Section 4, $$\gamma _a=\underset{b}{}\eta _{ab}^1\rho _W(be).$$ (90) These are equivariant and obey $$\eta ^{ab}\gamma _a\gamma _b=\rho _W(C),C=\underset{a,b𝒞}{}\eta _{ab}^1(ae)(be)$$ (91) where $`C`$ is the braided Casimir element associated to the braided-Killing form. We can also consider other choices of gamma-matrices $`\{\gamma _a\}`$. Our other new proposal mentioned in Section 4 is that the gamma-matrices could be restricted by the requirement that Connes prescription for the exterior algebra $`\mathrm{\Omega }_{D/}^{}`$ obtained from $`D/`$ should coincide with our bicovariant approach above, which would be the case classically. This condition is independent of the choice of framing, coframing or spin-connection since the commutators $`[D/,m]`$ relevant for this ($`m`$ any function) are independent of these. The following proposition shows, however, that this is not necessarily a natural restriction in the present context of finite groups. ###### Theorem 5.6 A necessary condition for the Connes exterior algebra induced by $`D/`$ to contain the relations of the Woronowicz bicovariant one on $`[G]`$ is $$\gamma _a^2=0,\mathrm{if}a^2𝒞\{e\},a𝒞,\underset{ab=g,a,b𝒞}{}\gamma _a\gamma _b=0,g𝒞\{e\}.$$ Proof We recall that considers a representation $`\pi _{D/}`$ of the universal exterior algebra a spectral triple. The relevant part of this construction, however, does not depend on Hilbert spaces or self-adjointness and works for any algebra $`M`$ and operator $`D/`$ on a vector space in which $`M`$ is also represented. In our case the algebra is $`M=H=[G]`$ and the vector space is of the form $`MW`$ and $`M`$ is represented by multiplication. Then $$\pi _{D/}:\mathrm{\Omega }^{}M\mathrm{End}(MW),\pi _{D/}(mn\mathrm{}p)=m[D/,n]\mathrm{}[D/,p]$$ defines the exterior algebra $`\mathrm{\Omega }_{D/}^{}`$ as the quotient of the universal one modulo the differential graded ideal generated by the kernel of $`\pi _{D/}`$. At degree 1 we know from Section 3 that $$m[D/,n]=\underset{a𝒞}{}m(^an)R_a\gamma _a$$ from which it is clear that for an injective map $`\gamma :\mathrm{\Omega }_0\mathrm{End}(W)`$ the kernel of $`\pi _{D/}`$ at degree 1 is the same as $`N_H`$, the ideal set to zero by $`m\mathrm{d}n=m(^an)E_a`$. At degree 2 we have $$[D/,m][D/,n]=\underset{c,d𝒞}{}(^cm)R_c(^dn)R_d\gamma _c\gamma _d=\underset{c,d𝒞}{}(^cm)(^dR_cn)R_{dc}\gamma _c\gamma _{c^1dc}$$ after a change of variables. Next, working in the universal calculus, the product of Maurer-Cartan forms is $$e(\delta _g)\underset{H}{}e(\delta _h)=\underset{bG}{}\delta _b\delta _{bg}\delta _{bgh}$$ and one finds $`\pi _{D/}(e(\delta _g)\underset{H}{}e(\delta _h))`$ $`={\displaystyle \underset{c,d𝒞,bG}{}}\delta _b(\delta _{bgc^1}\delta _{bg})(\delta _{bghc^1d^1}\delta _{bghc^1})R_{dc}\gamma _c\gamma _{c^1dc}`$ $`={\displaystyle \underset{b}{}}\delta _bR_{gh}\gamma _g\gamma _h=R_{gh}\gamma _g\gamma _h`$ where only the leading term in each difference contributes when $`ge`$ and $`he`$. The $`\delta `$-functions then fix $`c=g`$ and $`d=ghg^1`$ provided $`h𝒞`$ (otherwise we obtain zero). Also, $`\pi _{D/}(\mathrm{d}N_H)`$ $`=\pi _{D/}\{(\mathrm{d}\delta _g)\underset{H}{}e(\delta _q)+\delta _g\mathrm{d}e(q)\|gG,qe,q𝒞\}`$ $`=\{\delta _gR_q{\displaystyle \underset{c,d𝒞,dc=q}{}}\gamma _c\gamma _{c^1dc}\|gG,qe,q𝒞\}`$ $`=\{\delta _gR_q{\displaystyle \underset{a,b𝒞,ab=q}{}}\gamma _a\gamma _b\|gG,qe,q𝒞\}`$ where the first term fails to contribute since it is of the form a function times $`e(\delta _h)_He(\delta _q)`$ where $`h,qe`$ and $`q𝒞`$ (see above). The second term only contributes $`\pi _{D/}(\delta _g\delta _{bh^1}\delta _b)`$ which comes out as stated by similar computations to those above and a further change of variables as shown. Hence $`\pi _{D/}`$ applied to the expressions leading to the relations (71) in the Woronowicz calculus, namely $$R_g\underset{ab=g}{}\gamma _a\gamma _b,R_{a^2}\gamma _a^2$$ do not lie in $`\pi _{D/}(\mathrm{d}N_H)`$ if $`g,a^2𝒞\{e\}`$ respectively, unless zero. Hence for the Woronowicz ideal at degree 2 to be contained in $`\mathrm{ker}\pi _{D/}+\mathrm{d}N_H`$ a necessary condition is for these operators to vanish when $`g,a^2𝒞\{e\}`$. This gives the conditions stated. $``$ This will often be a sufficient condition as well, for suitably non-degenerate $`\gamma `$ and in the nice cases where (71) are all the relations (at least at degree 2). Moreover, when the conclusion holds it often means that the Connes and Woronowicz calculi actually coincide, because the Woronowicz one tends to have the most relations anyway in practice. The theorem is a surprising result but easily verified for example on $`[_2]`$. This has only one nontrivial conjugacy class $`𝒞=\{u\}`$ where $`u`$ with $`u^2=e`$ is the nontrivial element of $`_2`$. The Woronowicz calculus has $`E_uE_u=0`$ and hence $`\mathrm{\Omega }^2=0`$ while the Connes prescription can give this (if) and only if $`\gamma _u^2=0`$. The nilpotency is associated to the order 2 of $`u`$ and means in particular that the Dirac operator itself will not typically be Hermitian with respect to the obvious inner products. Such nilpotent models could still be physically interesting and one of them, on $`[_2\times _2]`$, will be explored elsewhere as a model where Connes’ approach and the quantum groups approach to the discrete part of the geometry intersect. One may easily make the same analysis in the general setting of Section 4 for any Hopf algebra but this simple example is enough to show the limitations of this approach (therefore we have omitted the full analysis). The result means that for $`\gamma `$ chosen according to other criteria (such as equivariance) one will typically have a different induced higher order calculus $`\mathrm{\Omega }_{D/}`$ than the usual bicovariant one of Woronowicz natural in this context. One may work with either one or with the maximal prolongation with the difference appearing at $`\mathrm{\Omega }^2`$ and higher, i.e. affecting the curvature and vanishing of torsion etc. ### 5.3 Riemannian geometry of $`S_3`$ We now turn to a concrete example, the permutation group $`G=S_3`$ generated by $`u,v`$ with relations $$u^2=v^2=e,uvu=vuv.$$ (92) The conjugacy class $`𝒞=\{u,v,uvu\}`$ is semisimple in the sense of Proposition 5.1 while the other nontrivial conjugacy class $`\{uv,vu\}`$ is not. We therefore fix this first case, i.e. work with a 3-dimensional bicovariant differential calculus. In this case one finds by enumeration that $$\eta ^{ab}=3\delta ^{ab}.$$ (93) The braided-Lie algebra here is $$[x^u,x^v]=x^w=[x^v,x^u],[x^u,x^w]=x^v=[x^w,x^u],[x^v,x^w]=x^u=[x^w,x^v]$$ (94) and $`U(L)`$ is generated by $`1`$ and $`x^a`$ with the relations $$x^ux^v=x^vx^w=x^wx^u,x^vx^u=x^ux^w=x^wx^v.$$ (95) If one defined the Killing form by the adjoint action of the $`f^a`$ then one would have instead $`\eta {}_{}{}^{ab}=3\delta ^{ab}+3`$. In fact any constant offset here not change anything in terms of the resulting connection etc. (but could render $`\eta `$ degenerate). The various metrics just differ by a multiple of $`_{a,b}E_a_HE_b`$ which will turn out to play a somewhat neutral role. The explicit form of the higher differential calculus is well-known and in this case (71) give all the relations at degree 2, namely $$E_uE_u=E_vE_v=E_{uvu}E_{uvu}=0$$ $$E_uE_v+E_vE_{uvu}+E_{uvu}E_u=0,E_vE_u+E_{uvu}E_v+E_uE_{uvu}=0$$ (96) so that $`\mathrm{\Omega }^2([S_3])`$ is 4-dimensional. Lemma 5.1 establishes that these are in fact a full set of relations in this case. The Maurer-Cartan equations (72) immediately become $$\mathrm{d}E_u+E_{uvu}E_v+E_vE_{uvu}=0,\mathrm{d}E_v+E_uE_{uvu}+E_{uvu}E_u=0$$ $$\mathrm{d}E_{uvu}+E_vE_u+E_uE_v=0.$$ (97) This has been observed by many authors using Woronowicz bicovariant calculus. With this background we now construct explicit solutions to our torsion and cotorsion conditions. ###### Proposition 5.7 For the framing by the Maurer-Cartan form, the moduli space of zero-torsion spin connections is 12-dimensional and takes the form $$A_u=(\alpha +1)E_u+\gamma E_v+\beta E_{uvu},A_v=\gamma E_u+(\beta +1)E_v+\alpha E_{uvu}$$ $$A_{uvu}=\beta E_u+\alpha E_v+(\gamma +1)E_{uvu},\alpha +\beta +\gamma =1,$$ where $`\alpha ,\beta ,\gamma `$ are functions subject to the constraint shown. They obey $`_aA_a=0`$. Proof We solve the two equations $$A_v(E_{uvu}E_u)+A_{uvu}(E_vE_u)=E_{uvu}E_v+E_vE_{uvu}$$ $$A_u(E_{uvu}E_v)+A_{uvu}(E_uE_v)=E_uE_{uvu}+E_{uvu}E_u$$ where the third equation in (89) will be automatic given the other two. The right hand sides here are $`\mathrm{d}E_u`$ and $`\mathrm{d}E_v`$ respectively. Into these equations we write the component decomposition $`A_a=A_a{}_{}{}^{b}E_{b}^{}`$ with $$A_u{}_{}{}^{u}=\alpha +1,A_v{}_{}{}^{v}=\beta +1,A_{uvu}{}_{}{}^{uvu}=\gamma +1$$ say (these could be functions on the group, not numbers). We then write everything in terms of any four linearly independent 2-forms, say $`E_uE_v,E_vE_u,E_uE_{uvu}`$ and $`E_{uvu}E_u`$, writing the other two in terms of these via the above relations in $`\mathrm{\Omega }^2`$. The coefficients of these four 2-forms must separately vanish and give us the four equations $$A_{uvu}{}_{}{}^{u}\beta =0,A_{uvu}{}_{}{}^{v}\gamma (\beta +1)=0,A_v{}_{}{}^{u}\gamma =0,A_v{}_{}{}^{uvu}(\gamma +1)\beta =0$$ respectively. Similarly for the other equation to give the solution stated. $``$ Next we consider metrics. The general moduli space of all metrics is clearly $`GL_3`$ raised to the 6th power, as we have a reference metric $`\eta ^{ab}`$ provided by the braided-Killing form, and hence a natural reference coframing $`E^a=\eta ^{ba}E_b`$. The corresponding metric induced by the braided Killing form is of course $$g=\eta ^{ab}E_a\underset{H}{}E_b=3\underset{a}{}E_a\underset{H}{}E_a.$$ (98) ###### Corollary 5.8 (i) The moduli space of cotorsion-free connections with respect to the coframing defined by the braided-Killing form metric $`\eta ^{ab}`$ is also 12-dimensional and has a similar form to the above, with coefficients $`\alpha ,\beta ,\gamma `$ on the right. (ii) The moduli of torsion free and cotorsion free connections is 2-dimensional, with $`\alpha ,\beta ,\gamma `$ numbers. (iii) The point $`\alpha =\beta =\gamma =\frac{1}{3}`$ in this moduli space is the unique regular torsion-free and cotorsion-free or ‘Levi-Civita’ connection on $`S_3`$. This and its nonzero curvature are $$A_a=E_a\frac{1}{3}\theta ,\theta =\underset{a}{}E_a,F_a=\mathrm{d}E_a.$$ Proof We have to show vanishing of (88) for the coframing $`E^a=\eta ^{ba}E_a`$. However, because $`\eta `$ is $`\mathrm{Ad}`$-invariant and constant, this reduces in terms of $`E`$ to vanishing of $$D_AE_a=\mathrm{d}E_a+\underset{b}{}(E_{bab^1}E_a)A_b.$$ Note that this is a different equation from the torsion equation solved above. However, since every element of $`𝒞`$ has order 2, the inverse is irrelevant and the equation then differs only by a reversal of the $``$. Looking at the equations solved for zero torsion above, we see that they are invariant under such a reversal provided we write $`A_a=E_bA_a^{}^b`$ with coefficients $`A^{}{}_{a}{}^{}^b`$ from the right. Next we consider the intersection of the moduli of torion-free and cotorsion-free connections. Given the bimodule structure, if $`A_u=E_u(\alpha ^{}+1)+E_v\gamma ^{}+E_{uvu}\beta ^{}`$, etc., is also torsion free, we need $`R_u(\alpha ^{})=\alpha `$, $`R_v(\gamma ^{})=\gamma `$ and $`R_{uvu}(\beta ^{})=\beta `$, and similarly for $`A_v,A_{uvu}`$. As a result, $`R_a(\alpha ^{})=\alpha `$ for all $`a`$, hence $`\alpha `$ is a multiple of the identity function (a number) and $`\alpha =\alpha ^{}`$. Similarly for $`\beta ,\gamma `$. Finally in this moduli of torsion-free and cotorsion-free connections we look for regular connections, i.e. those for which $$A_uA_v+A_{uvu}A_u+A_vA_{uvu}=0,A_vA_u+A_{uvu}A_v+A_uA_{uvu}=0,$$ (99) corresponding to products of elements from $`𝒞`$ with values $`uv`$ or $`vu`$. As before, we take the first equation, write $`A_u=(\alpha +1)E_u+\gamma E_v+\beta E_{uvu}`$ etc., (as found above), and write all products in terms of our chosen four 2-forms. The coefficients of $`E_uE_v`$ and $`E_vE_u`$ each yield $`\alpha =\gamma `$, while those of $`E_uE_{uvu}`$ and $`E_{uvu}E_u`$ each yield $`\alpha =\beta `$. The second equation above follows in an identical manner and can only give the same constraints by a symmetry in which we reverse the $``$. Hence there is a unique regular connection among torsion free and cotorsion free ones. We write it in the way shown in terms of the Maurer-Cartan form and $`\theta `$. Finally, for any regular connection in our example, the curvature has to take the form $$F_a=\mathrm{d}A_a\underset{b}{}(A_bA_a+A_aA_b)$$ (100) because the product of all distinct elements of the conjugacy class lie outside it, so there is no $`A_cA_d`$ term in (81). For our connections the second term vanishes since $`_bA_b=0`$. Also, $`\mathrm{d}\theta =0`$ when we put in the values of each $`\mathrm{d}E_a`$ and average and use (71). Hence $`F_a=\mathrm{d}E_a`$, which is certainly non-zero, being equal to the quadratic parts in the Maurer-Cartan equation. $``$ The explicit $``$ from the general formulae in Section 5.2 is $$E_u=E_u\underset{H}{}E_uE_v\underset{H}{}E_{uvu}E_{uvu}\underset{H}{}E_v+\frac{1}{3}\theta \underset{H}{}\theta $$ $$E_v=E_v\underset{H}{}E_vE_u\underset{H}{}E_{uvu}E_{uvu}\underset{H}{}E_u+\frac{1}{3}\theta \underset{H}{}\theta $$ $$E_{uvu}=E_{uvu}\underset{H}{}E_{uvu}E_v\underset{H}{}E_uE_u\underset{H}{}E_v+\frac{1}{3}\theta \underset{H}{}\theta $$ (101) and one may then verify that indeed torsion and cotorsion vanish as $$E_a=\mathrm{d}E_a,(\mathrm{id}\mathrm{id})(\underset{a}{}E_a\underset{H}{}E_a)=0.$$ On the other hand the similar computation to the latter gives $$(\underset{a}{}E_a\underset{H}{}E_a)=2\underset{\mathrm{not}a=b=c}{}E_a\underset{H}{}E_b\underset{H}{}E_c2\underset{\sigma S_3}{}E_{\sigma (u)}\underset{H}{}E_{\sigma (v)}\underset{H}{}E_{\sigma (uvu)}0,$$ where we keep the left output of $``$ to the far left and act as a derivation. This is manifestly nonzero (as well as somewhat basis dependent i.e. not really a computation on $`E_a_HE_a`$). Therefore full metric compatibility in the naive sense does not hold even for this simplest nontrivial example. This justifies our weaker notion of vanishing cotorsion as the appropriate generalisation for noncommutative geometry. We are then able from the general theory above to compute the Riemann and Ricci curvatures etc., for the Levi-Civita connection on $`S_3`$, the latter with respect to a choice of ‘lift’. One choice (84) is clearly $$i(E_uE_v)=E_u\underset{H}{}E_vE_w\underset{H}{}E_u,i(E_{uvu}E_u)=E_u\underset{H}{}E_{uvu}E_v\underset{H}{}E_u$$ $$i(E_vE_u)=E_v\underset{H}{}E_uE_{uvu}\underset{H}{}E_v,i(E_uE_{uvu})=E_u\underset{H}{}E_{uvu}E_v\underset{H}{}E_u.$$ (102) For the second choice, the basis of $`P_{uv}`$ and $`P_{vu}`$ are easily seen to be the unique vector $`\lambda _u=\lambda _v=\lambda _{uvu}=1`$ so that the lift in Proposition 5.3 is $$i(E_aE_b)=E_a\underset{H}{}E_b\frac{1}{3}\underset{cd=ab}{}E_c\underset{H}{}E_d,ab.$$ (103) ###### Proposition 5.9 The unique Levi-Civita connection on $`S_3`$ constructed above has constant curvature with respect to either of the above two lifts, with $$\mathrm{Ricci}=\mu (g+\theta \underset{H}{}\theta ),$$ where $`g`$ is the metric (98) induced by the Killing form and $`\mu =1,2/3`$ respectively. Proof This is a direct computation from (85). The Riemann tensor is $$RE_u=\mathrm{d}E_u\underset{H}{}E_u+\mathrm{d}E_v\underset{H}{}E_{uvu}+\mathrm{d}E_{uvu}\underset{H}{}E_v,RE_v=\mathrm{d}E_v\underset{H}{}E_v+\mathrm{d}E_u\underset{H}{}E_{uvu}+\mathrm{d}E_{uvu}\underset{H}{}E_u$$ $$RE_{uvu}=\mathrm{d}E_{uvu}\underset{H}{}E_{uvu}+\mathrm{d}E_v\underset{H}{}E_u+\mathrm{d}E_u\underset{H}{}E_v$$ (104) since $`_a\mathrm{d}E_a=0`$. We lift each term by applying the chosen $`i`$, then pick out the coefficient of $`E_u`$ in $`RE_u`$ etc., for the trace. $``$ Thus $`S_3`$ with its natural Riemannian structure is more or less an ‘Einstein space’. We could take $`g_\lambda =g\lambda \theta _H\theta `$ as the metric from the start without changing anything above (although $`\lambda =1`$ itself is degenerate). The scalar curvature itself is the further contraction of this with the inverse metric. One can similarly consider several other lifts with the same conclusions but a different value of $`\mu `$. Note also that our trace conventions for Ricci in the classical case would become the first and third indices of the Riemann tensor, so that we have an opposite sign convention to the usual one. Hence $`S_3`$ above for the natural choices of lift looks more like a compact manifold with constant positive curvature in usual terms. Finally, to fix a Dirac operator for the sake of discussion we choose the tautological $`\gamma `$ defined as in (90) by the two-dimensional representation $$\rho _W(u)=\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right),\rho _W(v)=\left(\begin{array}{cc}1& 0\\ 1& 1\end{array}\right).$$ (105) The braided-Casimir is $$C=\frac{1}{3}((ue)^2+(ve)^2+(uvue)^2)=2\frac{2}{3}(u+v+uvu),\rho _W(C)=2$$ (106) so that from (91), $$\gamma _a\gamma _b\eta ^{ab}=\rho _W(C)=2.$$ (107) Hence by Theorem 5.4 (because the elements of $`𝒞`$ all have order 2) the calculus implied by $`D/`$ for these will be different from the one that we have already imposed from quantum group considerations. In fact $`D/`$ imposes fewer relations. This is not a problem from the quantum groups point of view, we can still use $`D/`$ perfectly well. The gamma-matrices are explicitly $$\gamma _u=\frac{1}{3}\left(\begin{array}{cc}1& 1\\ 1& 1\end{array}\right),\gamma _v=\frac{1}{3}\left(\begin{array}{cc}0& 0\\ 1& 2\end{array}\right),\gamma _{uvu}=\frac{1}{3}\left(\begin{array}{cc}2& 1\\ 0& 0\end{array}\right).$$ (108) They have some nice identities, however. In fact for any $`\rho _W`$ with $`\rho _W(uve)`$ invertible, which is the case here, one can show by enumeration of the cases and the identity $`\rho _W(e+uv+(uv)^2)=0`$ which then holds, that $$\gamma _a\gamma _b+\gamma _b\gamma _a+\frac{2}{3}(\gamma _a+\gamma _b)=\frac{1}{3}(\delta _{ab}1),\underset{a}{}\gamma _a=1.$$ (109) ###### Proposition 5.10 The Dirac operator on $`S_3`$ for the above gamma-matrices and the canonical ‘Levi-Civita’ connection on $`S_3`$ constructed above, we have $$D/=^a\gamma _a1=\frac{1}{3}\left(\begin{array}{cc}^u2^{uvu}3& ^u^{uvu}\\ ^u^v& ^u2^v3\end{array}\right).$$ Proof To find this note first that $`\tau _W^a=\rho _W(a^1e)=3\gamma _a`$ since all elements of $`𝒞`$ have order 2. The canonical connection in terms of components is $`A{}_{a}{}^{}{}_{}{}^{b}=\delta _a{}_{}{}^{b}\frac{1}{3}`$, hence $$D/=^a\gamma _a3\underset{a}{}\gamma _a^2+\underset{a,b}{}\gamma _a\gamma _b.$$ We then use the gamma-matrix identities above. $``$ The $`1`$ appearing here reflects again a ‘constant curvature’ now detected for $`S_3`$ with its canonical Riemannian structure by the Dirac operator. Finally we note that while we have focussed here on the canonical metric induced by the braided-Killing form, one can similarly consider more general triples $`(A,e,e^{})`$ and solve for zero torsion, and zero cotorsion, compute the curvature, etc. One may then minimise an action defined for example by suitable contraction of the Ricci curvature, i.e. proceed to finite quantum gravity. Also, there is no problem introducing Maxwell or Yang-Mills fields and matter fields since we already have a bundle formalism, sections etc. This intended application is beyond our present scope and will be attempted in detail elsewhere. A further application may be to insert our canonical Dirac operator on $`S_3`$ into the framework for elementary particle Lagrangians of Connes and Lott.
warning/0006/hep-ph0006240.html	ar5iv	text	# FNAL-Pub-00/136-TUK/TP 00-04hep-ph/0006240June 2000 The Impact of \|Δ⁢𝐼\|=5/2 Transitions in K→𝜋⁢𝜋 Decays ## 1 Introduction In the limit of isospin symmetry, the decay of a kaon, with isospin $`I_i=1/2`$, into two pions, with isospin $`I_f=0`$ or $`I_f=2`$, is mediated by either $`\|\mathrm{\Delta }I\|=1/2`$ or $`\|\mathrm{\Delta }I\|=3/2`$ weak transitions. The analysis of $`K\pi \pi `$ branching ratios in this limit indicates that the $`\|\mathrm{\Delta }I\|=1/2`$ amplitude exceeds the $`\|\mathrm{\Delta }I\|=3/2`$ amplitude by a factor of roughly twenty. A detailed understanding of this large enhancement, termed the “$`\|\mathrm{\Delta }I\|=1/2`$ rule,” has proven elusive, although recently the subject has received much attention . However, another, potentially related, puzzle remains. Unitarity and CPT invariance, in concert with isospin symmetry, predicts that the strong phase difference between the $`I_f=2`$ and $`I_f=0`$ amplitudes in $`K\pi \pi `$ decay should equal that of the $`I=2`$ and $`I=0`$ amplitudes in $`s`$-wave $`\pi \pi `$ scattering. The analysis of the $`K\pi \pi `$ branching ratios, using isospin-symmetric amplitudes but physical phase space, indicates, however, that this is not the case. Specifically, the strong phase difference inferred from $`K\pi \pi `$ decays is $`\delta _0\delta _2=56.6^{}\pm 4.5^{}`$ , whereas that from $`s`$-wave, $`\pi \pi `$ scattering at the kaon mass is $`\delta _0\delta _2=45^{}\pm 6^{}`$ . It is our purpose to examine how isospin-violating effects impact this apparent discrepancy. The $`u`$ and $`d`$ quarks differ both in their charges and masses, so that the symmetry of the $`K\pi \pi `$ decay amplitudes under $`u`$ and $`d`$ quark exchange is merely approximate. In specific, if we continue to use the labels “$`I_f=0`$” and “$`I_f=2`$” to denote the combinations of $`K\pi \pi `$ amplitudes which correspond to $`\pi \pi `$ final states of definite isospin in the isospin-perfect limit, then in this basis, the weak transitions are of $`\|\mathrm{\Delta }I\|=1/2`$, $`3/2`$, and $`5/2`$ in character. The violation of isospin symmetry thus generates an additional amplitude with $`\|\mathrm{\Delta }I\|=5/2`$. Such effects can modify the $`\|\mathrm{\Delta }I\|=1/2`$ and $`\|\mathrm{\Delta }I\|=3/2`$ amplitudes as well, though the large empirical enhancement of the $`\|\mathrm{\Delta }I\|=1/2`$ amplitude relative to the $`\|\mathrm{\Delta }I\|=3/2`$ amplitude found in the isospin-conserving analysis suggests that isospin-violating contributions built on the former are of greater phenomenological significance. Indeed, it has long been suspected that isospin-breaking effects contaminate the extracted ratio of $`\|\mathrm{\Delta }I\|=3/2`$ to $`\|\mathrm{\Delta }I\|=1/2`$ amplitudes in a non-trivial way, precisely as isospin violation in the “large” $`\|\mathrm{\Delta }I\|=1/2`$ amplitude generates a contribution of $`\|\mathrm{\Delta }I\|=3/2`$ in character — and as the scale of strong interaction isospin violation, $`(m_dm_u)/m_s`$, is crudely commensurate with that of the ratio determined in an isospin-perfect analysis. Indeed, including $`m_dm_u`$ effects in a leading-order chiral analysis makes the “true” ratio of $`\|\mathrm{\Delta }I\|=3/2`$ to $`\|\mathrm{\Delta }I\|=1/2`$ amplitudes some 30% smaller . We extract the $`\|\mathrm{\Delta }I\|=1/2`$, $`3/2`$, and $`5/2`$ amplitudes from the empirical $`K\pi \pi `$ branching ratios and then proceed to examine what solutions for the “true” $`\|\mathrm{\Delta }I\|=1/2`$ and $`3/2`$ amplitudes may emerge. Interestingly, these considerations impact the Standard Model (SM) estimate of $`ϵ^{}/ϵ`$as well, for in standard practice the empirical value of the ratio of the real parts of the $`\|\mathrm{\Delta }I\|=3/2`$ to $`\|\mathrm{\Delta }I\|=1/2`$ amplitudes is used, in concert with a “short-distance” determination of the amplitudes’ imaginary parts, to determine $`ϵ^{}/ϵ`$in the SM . Isospin violation plays an important role in the analysis of $`ϵ^{}/ϵ`$, for it modifies the cancellation of the imaginary to real part ratios in the $`\|\mathrm{\Delta }I\|=1/2`$ and $`\|\mathrm{\Delta }I\|=3/2`$ $`K\pi \pi `$ amplitudes in a significant manner . The value of $`\omega `$, the ratio of the real parts of the $`\|\mathrm{\Delta }I\|=3/2`$ to $`\|\mathrm{\Delta }I\|=1/2`$ amplitudes, used, however, emerges from an analysis of $`K\pi \pi `$ branching ratios , under the assumption that isospin symmetry is perfect. Thus we also explore the connection between isospin violation in $`\mathrm{Re}(ϵ^{}/ϵ)`$and isospin violation in the $`K\pi \pi `$ branching ratios. We determine that the standard practice suffices to leading order in isospin violation if $`\|\mathrm{\Delta }I\|=5/2`$ transitions can be neglected. The $`\|\mathrm{\Delta }I\|=5/2`$ transitions enter differently in charged kaon and neutral kaon decays, and as the value of $`\omega `$ incorporated is derived, in part, from the $`K^+\pi ^+\pi ^0`$ branching ratio, the value of $`\omega `$ must be adjusted for $`\|\mathrm{\Delta }I\|=5/2`$ effects in order to estimate $`ϵ^{}/ϵ`$. This decreases the value of $`ϵ^{}/ϵ`$and adds to its uncertainty as well. We begin by considering the constraints that unitarity and time-reversal invariance place on the parametrization of the $`K\pi \pi `$ amplitudes in the presence of strong-interaction isospin violation. We consider exclusively $`m_dm_u`$ effects as electromagnetic effects are considered in Ref. . With an appropriate parametrization in place, we consider the phenomenological analysis of the $`K\pi \pi `$ branching ratios, extracting the amplitudes associated with the possible weak transitions and comparing these results with a chiral analysis. We then turn to $`ϵ^{}/ϵ`$and consider how isospin-violating effects in the branching ratios are related to those in $`ϵ^{}/ϵ`$. ## 2 Unitarity Constraints We seek to determine what constraints may be brought to bear on the parametrization of the $`K\pi \pi `$ amplitudes in the presence of isospin violation. To this end enters Watson’s theorem. We note that in the isospin-perfect limit, unitarity, and CPT invariance yields $`(\pi \pi )_I\|_W\|K^0`$ $`=`$ $`iA_I\mathrm{exp}(i\delta _I)`$ $`(\pi \pi )_I\|_W\|\overline{K^0}`$ $`=`$ $`iA_I^{}\mathrm{exp}(i\delta _I),`$ (1) where $`_W`$ is the effective weak Hamiltonian for kaon decays. The amplitude $`A_I`$ is such that $`A_I=\|A_I\|\mathrm{exp}(i\xi _I)`$, where $`\xi _I`$ is the weak phase associated with the decay to the final state of isospin $`I`$, and $`\delta _I`$ is the phase associated with $`s`$-wave $`\pi `$-$`\pi `$scattering of isospin $`I`$. In the limit of isospin symmetry, Bose statistics requires that two $`s`$-wave pions have either $`I=0`$ or $`I=2`$. To relate the isospin states to the physical states, we use the isospin decomposition $`\|\pi ^+\pi ^{}`$ $``$ $`\|(\pi \pi )_0+{\displaystyle \frac{1}{\sqrt{2}}}\|(\pi \pi )_2`$ $`\|\pi ^0\pi ^0`$ $``$ $`\|(\pi \pi )_0\sqrt{2}\|(\pi \pi )_2.`$ (2) Using Watson’s theorem, Eq. (1), and including isospin-violating effects, we have the parametrization $`A_{K^0\pi ^+\pi ^{}}\pi ^+\pi ^{}\|_W\|K^0`$ $`=`$ $`i(A_0e^{i\delta _0}+{\displaystyle \frac{1}{\sqrt{2}}}A_2e^{i\delta _2}+A_{\mathrm{IB}}^+e^{i\delta _+})`$ $`A_{K^0\pi ^0\pi ^0}\pi ^0\pi ^0\|_W\|K^0`$ $`=`$ $`i(A_0e^{i\delta _0}\sqrt{2}A_2e^{i\delta _2}+A_{\mathrm{IB}}^{00}e^{i\delta _{00}}),`$ (3) $`A_{K^+\pi ^+\pi ^0}\pi ^+\pi ^0\|_W\|K^+`$ $`=`$ $`i({\displaystyle \frac{3}{2}}A_2e^{i\delta _2}+A_{\mathrm{IB}}^{+0}e^{i\delta _{+0}}),`$ where the isospin-violating contributions are denoted by the subscript “$`\mathrm{IB}`$” and include a weak phase, e.g., $`A_{\mathrm{IB}}^{00}=\|A_{\mathrm{IB}}^{00}\|e^{i\xi _{00}}`$. The strong phases $`\delta _{00}`$, $`\delta _+`$, and $`\delta _{+0}`$ are, as yet, idiosyncratic to $`K\pi \pi `$ decay. As $`A_0`$ and $`A_2`$ are reflective of the amplitudes in the isospin-perfect limit, they are generated by $`\|\mathrm{\Delta }I\|=1/2`$ and $`\|\mathrm{\Delta }I\|=3/2`$ weak transitions, respectively. We wish to examine what further constraints may be placed on Eq. (3). It follows from unitarity that a transition matrix $`T`$ satisfies the relation $$T^{}T=i(T^{}T),$$ (4) where the $`S`$ matrix can be written as $`S=1+iT`$ and unitarity is the condition $`S^{}S=1`$. We consider $`K\pi \pi `$ decays, so that the final-state phases of interest are generated through $`\pi `$-$`\pi `$ scattering. In the presence of isospin violation, the isospin-perfect basis of Eq. (2) continues to prove convenient, as the possibility of $`\pi ^+\pi ^{}\pi ^0\pi ^0`$ through strong rescattering makes the “physical” basis awkward. The label “$`I`$,” however, need only correspond to the isospin of the final-state pions in the isospin-perfect limit. We begin by considering $`K^0(\pi \pi )_I`$ decays and find, upon insertion of all possible intermediate states $`F`$: $$\underset{F}{}(\pi \pi )_I\|T^{}\|FF\|T\|K^0=i((\pi \pi )_I\|T^{}\|K^0(\pi \pi )_I\|T\|K^0).$$ (5) Note that $`F`$ denotes the set of states physically accessible in $`K`$ decay and thus includes the $`(\pi \pi )_I`$ states defined in Eq. (2), as well as $`\pi ^+\pi ^{}\gamma `$, $`\gamma \gamma `$, and $`3\pi `$ states. In the isospin-perfect limit, only the $`F=(\pi \pi )_I`$ term in the sum contributes. The inclusion of electromagnetic effects, however, complicates matters, as additional states may contribute to the sum in Eq. (5). The most significant of the modes with photons or leptons in the final state is $`K_S^0\pi ^+\pi ^{}\gamma `$; let us continue to neglect such electromagnetic isospin-violating effects and investigate the effects of strong-interaction isospin violation. We also neglect the 3$`\pi `$ intermediate state appearing in Eq. (5) because the $`(\pi \pi )_I\|T\|3\pi `$ transition amplitude with $`J=0`$ violates not only G-parity but P as well. Note that the spatial component of the $`J=0`$ 3$`\pi `$ state is even under $`P`$, so that the $`J=0`$ 3$`\pi `$ state is of odd parity . We work to leading order in the weak interaction, so that $`2\pi \|T\|3\pi `$ is mediated by strong rescattering and thus vanishes for $`J=0`$ states, as the strong interaction conserves parity. At the energies appropriate to kaon decay, the strong scattering in the $`(\pi \pi )_I`$ final state is described by a pure phase, as the empirical inelasticity parameters are unity , so that in the isospin-perfect limit we can write $$𝐒=\left(\begin{array}{cc}e^{2i\delta _0}& 0\\ 0& e^{2i\delta _2}\end{array}\right).$$ (6) Thus if isospin is a perfect symmetry, only $`F=(\pi \pi )_I`$ contributes to the sum and one recovers the usual parametrization $`(\pi \pi )_I\|T\|K^0`$ $`=`$ $`iA_I\mathrm{exp}(i\delta _I)`$ $`(\pi \pi )_I\|T\|\overline{K^0}`$ $`=`$ $`iA_I^{}\mathrm{exp}(i\delta _I),`$ (7) noting by CPT symmetry that $`(\pi \pi )_I\|T^{}\|K^0=((\pi \pi )_I\|T\|\overline{K^0})^{}`$. We now turn to the consideration of isospin-violating effects. The $`S`$-matrix appropriate to the $`\pi \pi `$ final states with zero net charge is characterized, in general, by eight real parameters. Unitarity, however, yields three distinct constraints, and time-reversal invariance yields two more, so that the $`S`$-matrix can contain at most three real parameters. We have seen from the explicit form of $`S`$-matrix in the isospin-perfect limit that it is characterized by precisely two parameters, $`\delta _0`$ and $`\delta _2`$ — and thus the third parameter permitted by unitarity and time-reversal invariance must be at least of $`𝒪(m_dm_u)`$, or of $`𝒪(\alpha )`$. As electromagnetic effects in the $`K\pi \pi `$ phases are studied in Ref. , we focus on $`m_dm_u`$ effects. We parametrize the $`S`$-matrix in the presence of isospin violation as $$𝐒=\left(\begin{array}{cc}e^{i\overline{\delta }_0}& 0\\ 0& e^{i\overline{\delta }_2}\end{array}\right)\left(\begin{array}{cc}\mathrm{cos}2\kappa & i\mathrm{sin}2\kappa \\ i\mathrm{sin}2\kappa & \mathrm{cos}2\kappa \end{array}\right)\left(\begin{array}{cc}e^{i\overline{\delta }_0}& 0\\ 0& e^{i\overline{\delta }_2}\end{array}\right)$$ (8) where the third S-matrix parameter is denoted by $`\kappa `$. Note that if $`\kappa =0`$ then $`\overline{\delta }_I=\delta _I`$, where $`\delta _I`$ denote the strong phases of the isospin-perfect limit. In the presence of isospin violation we continue to use Eq. (2) to define the $`\|(\pi \pi )_I`$ states used in Eq. (8). The parameter $`\kappa `$ is sensitive to $`m_dm_u`$ effects in the strong chiral Lagrangian, as well as to electromagnetic effects. Explicit calculation shows that all strong-interaction isospin-violating effects in $`\pi \pi `$ scattering are at least of $`𝒪((m_dm_u)^2)`$ in $`𝒪(p^4)`$in the chiral expansion . This result persists to all orders in chiral perturbation theory; let us turn to an explicit demonstration of this point. Isospin violation in the S-matrix element for 2-to-2 $`\pi \pi `$ scattering can occur in either the truncated, connected Green function itself or in the external $`\pi `$ legs. The latter source of isospin violation emerges as in $`𝒪(m_dm_u)`$ the $`\pi ^0`$ and $`\eta `$ fields mix. Diagonalizing the neutral, non-strange meson states of the strong chiral Lagrangian yields, in $`𝒪(p^2)`$, e.g., yields the “physical” $`\pi ^0`$ state in terms of the pseudoscalar octet fields $`\pi ^0`$ and $`\eta `$ : $$\left(\pi ^0\right)_{\mathrm{phys}}=\pi ^0+\frac{\sqrt{3}}{4}\left(\frac{m_dm_u}{m_s\widehat{m}}\right)\eta +𝒪((m_dm_u)^2),$$ (9) where $`\widehat{m}=(m_d+m_u)/2`$. An analogous formula exists in $`𝒪(p^4)`$ . Thus isospin violation in an external $`\pi `$ leg is realized as an $`\eta `$ admixture in the physical $`\pi ^0`$ state. In the pseudoscalar octet, or “isospin-perfect,” basis we have adopted thus far, an $`𝒪(m_dm_u)`$ interaction converts the isovector $`\pi ^0`$ into a isoscalar $`\eta `$. Thus in $`𝒪(m_dm_u)`$ the truncated, connected Green function arising from isospin violation in an external $`\pi `$ leg contains one $`\eta `$ and three $`\pi `$ fields. Note that the decay $`\eta \pi \pi \pi `$ is forbidden by Bose symmetry in the isospin-symmetric limit, $`m_d=m_u`$, so that the truncated, connected Green function of interest must be at least of $`𝒪(m_dm_u)`$. Including the $`(m_dm_u)`$ “penalty” required to convert the $`\eta `$ to a physical $`\pi ^0`$, one finds that isospin-violating effects arising from the external legs start in $`𝒪((m_dm_u)^2)`$. One can also show that the $`m_dm_u`$ effects in the truncated, connected Green function associated with the 2-to-2 scattering of isovector pions also start in $`𝒪((m_dm_u)^2)`$. Following the “spurion” formulation , a transition matrix element with SU(2) violation must have the same properties as a SU(2)-conserving transition matrix element containing a spurion, a fictitous particle which carries, in this case, the quantum numbers of the $`\pi ^0`$ and a factor of $`(m_dm_u)`$. Thus the spurion and the $`\pi `$ are both of negative G-parity, so that a transition of form $$\text{(even number of pions)}\text{(even number of pions + 1 spurion)}$$ (10) is forbidden by G-parity and does not occur . Note, however, that a transition of form $$\text{(even number of pions)}\text{(even number of pions + 2 spurions)}$$ (11) is permitted by G-parity, so that all isospin-violating effects in $`\pi `$-$`\pi `$ scattering are of $`𝒪((m_dm_u)^2)`$. Analyzing Eq. (8), this result implies that $$\overline{\delta }_I\delta _I𝒪((m_dm_u)^2);\kappa 𝒪((m_dm_u)^2).$$ (12) so that $`\kappa =0`$ in $`𝒪(m_dm_u)`$. Using Eq. (8) to incorporate isospin violation in $`K\pi \pi `$ decays, we find that Eq. (5) thus becomes $$\left(\begin{array}{cc}1e^{2i\overline{\delta }_0}\mathrm{cos}2\kappa & ie^{i(\overline{\delta }_0+\overline{\delta }_2)}\mathrm{sin}2\kappa \\ ie^{i(\overline{\delta }_0+\overline{\delta }_2)}\mathrm{sin}2\kappa & 1e^{2i\overline{\delta }_2}\mathrm{cos}2\kappa \end{array}\right)\left(\begin{array}{c}(\pi \pi )_0\|T\|K^0\\ (\pi \pi )_2\|T\|K^0\end{array}\right)=\left(\begin{array}{c}(\pi \pi )_0\|T\|K^0(\pi \pi )_0\|T^{}\|K^0\\ (\pi \pi )_2\|T\|K^0(\pi \pi )_2\|T^{}\|K^0\end{array}\right)$$ (13) Following the parametrization of Eq. (7), we have in the presence of isospin violation $`(\pi \pi )_I\|T\|K^0`$ $`=`$ $`iA_I\mathrm{exp}(i\stackrel{~}{\delta }_I)`$ $`(\pi \pi )_I\|T\|\overline{K^0}`$ $`=`$ $`iA_I^{}\mathrm{exp}(i\stackrel{~}{\delta }_I),`$ (14) where $`\stackrel{~}{\delta }_I`$, the strong phase of the $`K\pi \pi `$ decay amplitude, is related to the strong phase of $`\pi \pi `$ scattering, given in Eq. (8), as per Eq. (13). We thus have $$\left(\begin{array}{cc}1e^{2i\overline{\delta }_0}\mathrm{cos}2\kappa & ie^{i(\overline{\delta }_0+\overline{\delta }_2)}\mathrm{sin}2\kappa \\ ie^{i(\overline{\delta }_0+\overline{\delta }_2)}\mathrm{sin}2\kappa & 1e^{2i\overline{\delta }_2}\mathrm{cos}2\kappa \end{array}\right)\left(\begin{array}{c}A_0e^{i\stackrel{~}{\delta }_0}\\ A_2e^{i\stackrel{~}{\delta }_2}\end{array}\right)=2i\left(\begin{array}{c}A_0\mathrm{sin}\stackrel{~}{\delta }_0\\ A_2\mathrm{sin}\stackrel{~}{\delta }_2\end{array}\right)$$ (15) Note that if the channel-coupling parameter $`\kappa `$ were zero, then $`\stackrel{~}{\delta }_I=\overline{\delta }_I=\delta _I`$, and the strong-phase in the $`K\pi \pi `$ decay amplitude would be that of $`\pi \pi `$ scattering, analyzed in the isospin-perfect limit. Defining $$\mathrm{\Delta }_I\overline{\delta }_I\stackrel{~}{\delta }_I,$$ (16) so that $`\mathrm{\Delta }_I=0`$ were $`\kappa =0`$, and rearranging the upper component of Eq. (15), we find $$e^{2i\mathrm{\Delta }_0}\mathrm{cos}(2\kappa )1=i\frac{A_2}{A_0}e^{i(\mathrm{\Delta }_0+\mathrm{\Delta }_2)}\mathrm{sin}(2\kappa ).$$ (17) Using the lower component of Eq. (15) yields Eq. (17) with the isospin subscripts switched, $`02`$. As $`\kappa 0`$, $`\mathrm{\Delta }_I0`$ as well, and we find $$\mathrm{\Delta }_0=\frac{A_2}{A_0}\kappa +𝒪(\kappa ^2);\mathrm{\Delta }_2=\frac{A_0}{A_2}\kappa +𝒪(\kappa ^2),$$ (18) implying $`\mathrm{\Delta }_2\mathrm{\Delta }_0`$ and $`\mathrm{\Delta }_0\mathrm{\Delta }_2\kappa ^2`$. Eliminating $`A_2/A_0`$ from Eq. (17) and its $`02`$ counterpart yields a relation purely in terms of $`\mathrm{\Delta }_I`$ and $`\kappa `$: $$\mathrm{cos}(2\kappa )\mathrm{cos}(\mathrm{\Delta }_0\mathrm{\Delta }_2)=\mathrm{cos}(\mathrm{\Delta }_0+\mathrm{\Delta }_2).$$ (19) Alternatively, one can eliminate $`\kappa `$ to find $$A_2^2\mathrm{sin}(2\mathrm{\Delta }_2)=A_0^2\mathrm{sin}(2\mathrm{\Delta }_0).$$ (20) With Eqs. (12) and (18) we have that $`\stackrel{~}{\delta }_I\delta _I`$ is no larger than $$\stackrel{~}{\delta }_I\delta _I𝒪((m_dm_u)^2).$$ (21) Thus in $`𝒪(m_dm_u)`$ the channel-coupling parameter $`\kappa =0`$ and $`\stackrel{~}{\delta }_I=\delta _I`$, so that the parametrization of Eq. (7) is appropriate in the presence of strong-interaction isospin violation as well. However, if electromagnetic effects were included, one would expect $`\kappa 𝒪(\alpha )`$, and with $`A_2/A_01/20`$, one finds $`\|\mathrm{\Delta }_2\|\|\stackrel{~}{\delta }_2\delta _2\|𝒪(10^{})`$ , commensurate with the explicit estimate of $`4.5^{}`$ in $`𝒪(e^2p^0)`$ in Ref. . We consider how our results generalize to the case of $`K^+\pi ^+\pi ^0`$ decays as well, for these decays are needed to isolate the $`\|\mathrm{\Delta }I\|=5/2`$ amplitude. In the case of charged $`K\pi \pi `$ decays, Eq. (5) becomes $$\underset{F}{}(\pi \pi )_{I^+}\|T^{}\|FF\|T\|K^+=i((\pi \pi )_{I^+}\|T^{}\|K^+(\pi \pi )_{I^+}\|T\|K^+),$$ (22) where we now explicitly denote the isospin $`I`$, $`I_3=1`$ final state by “$`(\pi \pi )_{I^+}`$”. Charge is conserved so that Eq. (22) is diagonal in $`I_3`$. Neglecting the $`3\pi `$ and electromagnetic intermediate states, we thus have $$(\pi \pi )_{2^+}\|T^{}\|(\pi \pi )_{2^+}(\pi \pi )_{2^+}\|T\|K^+=i((\pi \pi )_{2^+}\|T^{}\|K^+(\pi \pi )_{2^+}\|T\|K^+).$$ (23) By crossing symmetry, our prior analysis of isospin violation in $`\pi \pi `$ scattering is germane to this case as well, so that we conclude that strong-interaction isospin-violating effects in $`(\pi \pi )_{2^+}\|T^{}\|(\pi \pi )_{2^+}`$ are of $`𝒪((m_dm_u)^2)`$. Thus we write $`(\pi \pi )_{2^+}\|T^{}\|(\pi \pi )_{2^+}=i(1e^{2i\delta _2})`$, or finally $$(\pi \pi )_{2^+}\|T\|K^+=iA_{2^+}e^{i\delta _2},$$ (24) so that, with the neglect of electromagnetic effects, the strong phase in this channel is related to that of the $`I=2`$ amplitude comprised of charge-neutral final states. It is worth noting that the phase of Eq. (24) is evaluated at $`\sqrt{s}=m_{K^+}`$, whereas the phases of $`K^0\pi \pi `$ decay is evaluated at $`\sqrt{s}=m_{K^0}`$. However, this small difference is without practical consequence, for the phase of Eq. (24) does not appear in the $`K^+\pi \pi `$ branching ratio. We have thus demonstrated in $`𝒪(m_dm_u)`$ that the strong phases of the $`K\pi \pi `$ amplitudes are those of $`\pi \pi `$ scattering in the isospin-perfect limit. Generally, $`m_dm_u`$ effects permit amplitudes of $`\|\mathrm{\Delta }I\|=1/2`$, $`3/2`$, and $`5/2`$ in character, so that the parametrization of Eq. (3) can be rewritten as $`A_{K^0\pi ^+\pi ^{}}`$ $`=`$ $`i((A_0+\delta A_{1/2})e^{i\delta _0}+{\displaystyle \frac{1}{\sqrt{2}}}(A_2+\delta A_{3/2}+\delta A_{5/2})e^{i\delta _2})`$ $`A_{K^0\pi ^0\pi ^0}`$ $`=`$ $`i((A_0+\delta A_{1/2})e^{i\delta _0}\sqrt{2}(A_2+\delta A_{3/2}+\delta A_{5/2})e^{i\delta _2})`$ (25) $`A_{K^+\pi ^+\pi ^0}`$ $`=`$ $`i({\displaystyle \frac{3}{2}}(A_2+\delta A_{3/2})\delta A_{5/2})e^{i\delta _2},`$ in $`𝒪(m_dm_u)`$, where $`\delta A_{\|\mathrm{\Delta }I\|}`$ denotes the amplitude contributions induced exclusively by isospin violation. Note that the parametrization of the charge-conjugate decays follows from Eq. (14). The $`\delta A_{1/2}`$ and $`\delta A_{3/2}`$ contributions are each generated by both $`\|\mathrm{\Delta }I\|=1/2`$ and $`\|\mathrm{\Delta }I\|=3/2`$ weak transitions. The presence of a $`\delta A_{5/2}`$ contribution — the “new” amplitude — is signalled by the inequality $`(A_{K^0\pi ^+\pi ^{}}A_{K^0\pi ^0\pi ^0})/\sqrt{2}A_{K^+\pi ^+\pi ^0}0`$ . ## 3 Phenomenology of $`K\pi \pi `$ Decays We now wish to determine the relative magnitude of the various amplitudes in Eq. (25) predicated by the measured $`K\pi \pi `$ branching ratios and by the inferred $`\pi `$-$`\pi `$phase shifts. To this end, we consider the following ratios of reduced transition rates: $$R_1=\frac{\gamma (K_S^0\pi ^+\pi ^{})}{\gamma (K_S^0\pi ^0\pi ^0)}$$ (26) and $$R_2=\frac{2\gamma (K^+\pi ^+\pi ^0)}{\gamma (K_S^0\pi ^+\pi ^{})+\gamma (K_S^0\pi ^0\pi ^0)},$$ (27) where $`\gamma (K\pi _1\pi _2)`$, the reduced transition rate, is related to the partial width $`\mathrm{\Gamma }(K\pi _1\pi _2)`$ via $$\mathrm{\Gamma }(K\pi _1\pi _2)=\frac{\sqrt{(m_K^2(m_{\pi _1}+m_{\pi _2})^2)(m_K^2(m_{\pi _1}m_{\pi _2})^2)}}{16\pi m_K^3}\gamma (K\pi _1\pi _2).$$ (28) We use the physical $`\pi `$ and $`K`$ masses in extracting $`\gamma (K\pi \pi )`$, and neglect any final-state Coulomb corrections as they are electromagnetic effects. The reduced transition rates are simply related to the absolute squares of the amplitudes we have considered previously, so that $`R_1={\displaystyle \frac{2\|A_{K_S^0\pi ^+\pi ^{}}\|^2}{\|A_{K_S^0\pi ^0\pi ^0}\|^2}}`$ $`R_2={\displaystyle \frac{2\|A_{K^+\pi ^+\pi ^0}\|^2}{2\|A_{K_S^0\pi ^+\pi ^{}}\|^2+\|A_{K_S^0\pi ^0\pi ^0}\|^2}}.`$ (29) Using the parametrization of Eq. (25), noting $`K_S=(K^0\overline{K^0})/\sqrt{2}`$ with $`CP(K^0)=\overline{K^0}`$, while ignoring CP violation and weak phases, yields $`2\sqrt{{\displaystyle \frac{R_2}{3}}}`$ $`=`$ $`\pm (x{\displaystyle \frac{2}{3}}y);`$ (30) $`{\displaystyle \frac{R_1}{2}}`$ $`=`$ $`{\displaystyle \frac{1+\sqrt{2}(x+y)\mathrm{cos}(\delta _2\delta _0)+(x+y)^2/2}{12\sqrt{2}(x+y)\mathrm{cos}(\delta _2\delta _0)+2(x+y)^2}}`$ (31) $`=`$ $`1+3\sqrt{2}(x+y)\mathrm{cos}(\delta _2\delta _0)+(12\mathrm{cos}^2(\delta _2\delta _0)3/2)x^2+𝒪(xy,x^3,y^2),`$ where, working consistently to leading order in isospin violation, we have $`x`$ $``$ $`{\displaystyle \frac{A_2+\delta A_{3/2}}{A_0+\delta A_{1/2}}}{\displaystyle \frac{A_2}{A_0}}+{\displaystyle \frac{\delta A_{3/2}}{A_0}}{\displaystyle \frac{A_2}{A_0}}{\displaystyle \frac{\delta A_{1/2}}{A_0}},`$ $`y`$ $``$ $`{\displaystyle \frac{\delta A_{5/2}}{A_0+\delta A_{1/2}}}{\displaystyle \frac{\delta A_{5/2}}{A_0}}.`$ (32) The ratio $`x`$ is $`A_2/A_0`$ in the isospin-perfect limit, whereas the ratio $`y`$ is non-zero only in the presence of isospin violation. We anticipate that a $`\delta A_{5/2}`$ contribution is generated either by strong-interaction isospin violation in concert with a $`\|\mathrm{\Delta }I\|=3/2`$ weak transition, or by electromagnetic effects in concert with a $`\|\mathrm{\Delta }I\|=1/2`$ weak transition. We thus expect the hierarchy $`xx^2,yx^3,xy,y^2`$, which is reflected in the terms retained in Eq. (31). Note that it is appropriate to continue to work to leading order in isospin violation after the inclusion of the $`\|\mathrm{\Delta }I\|=5/2`$ contributions, as crudely $`\|A_2/A_0\|5\%`$ — this follows from Eq. (30) if $`y=0`$ — whereas isospin violation is a $`1\%`$ effect. Let now proceed to determine $`x`$ and $`y`$. We determine $`R_1`$ and $`R_2`$ using the “our fit” branching ratios and ancillary empirical data in Ref. and plot the $`x`$ and $`y`$ resulting from Eqs. (30,31) as a function of $`\delta _0\delta _2`$ in Fig. 1. Note that $`\mathrm{cos}(\delta _2\delta _0)>0`$ and $`R_1/2>1`$, so that Eq. (31) implies that $`x+y>0`$. As we assume $`xy`$, then $`x>0`$ as well, and we choose the $`+`$ sign in Eq. (30) in what follows . Moreover, we pick the root of the quadratic equation consistent with $`A_0>A_2`$. We affect these choices in order to recover the qualitative features of the analysis performed in the $`m_dm_u`$ limit. The errors in $`x`$ and $`y`$ arise from the empirical errors, assuming all the errors are uncorrelated. The vertical dashed lines enclose the phase shift difference $`\delta _0\delta _2=45^{}\pm 6^{}`$ , whereas the vertical dot-dashed lines enclose $`\delta _0\delta _2=45.2^{}\pm 1.3^{}\pm \stackrel{4.5^{}}{_{1.6^{}}}`$ at 68% C.L. We omit explicit use of this latter value in what follows as it is comparable to the result of Ref. . Table 1 shows the specific values of $`x`$ and $`y`$, with their associated errors, which emerge from combining the empirical values of $`R_1`$ and $`R_2`$ with the values of $`\delta _0\delta _2`$ from various sources. Note that we use the $`\delta _0\delta _2`$ phase shift as extracted in the isospin-symmetric limit, as strong-interaction isospin-violating effects enter merely in $`𝒪((m_dm_u)^2)`$ and as the electromagnetically generated $`K\pi \pi `$ phase shifts appear to be small . For estimates of electromagnetic effects in $`\pi \pi `$ scattering, see Ref. . Proceeding with the numerical analysis, we find a substantial value for $`\delta A_{5/2}`$, suggesting the phenomenological hierarchy $`xyx^2,xy`$. Specifically, we find $$\delta A_{5/2}/(A_2+\delta A_{3/2})20\%,$$ (33) rather than the $`𝒪(1\%)`$ we might have anticipated from strong-interaction isospin violation. The extracted $`\delta A_{5/2}`$ amplitude is sensitive to the value of $`\delta _0\delta _2`$ used; indeed, were $`\delta _0\delta _256.6^{}`$, then $`\delta A_{5/2}0`$. Moreover, if the errors in $`\delta _0\delta _2`$ were consistently — and substantially — underestimated, our determined $`\delta A_{5/2}`$ could be made consistent with zero. In particular, if we were to increase the error in $`\delta _0\delta _2`$ to realize this, we would find that we would require, e.g., $`45^{}\pm 16^{}`$. Such increases would reflect a severe inflation of the stated error bars and would seem unwarranted. It ought be realized that $`\pi \pi `$ phase shift information is largely inferred from associated production in $`\pi N`$ reactions and that any possible theoretical systematic errors incurred through the choice of reaction model are not incorporated in the reported error estimates . However, information on the $`I=0`$ $`\pi \pi `$ phase shift near threshold is also known from $`K\pi \pi e\nu `$ decay; this is consistent with the phase shift determined in $`\pi N`$ reactions, albeit the errors are large . Interestingly, the $`e^+e^{}\pi \pi `$ and $`\tau \pi \pi \nu `$ data in the context of a Roy equation analysis of $`\pi \pi `$ scattering constrain the possible $`s`$-wave phase shifts rather significantly, yielding at $`s=m_{K^0}^2`$ that $`\delta _0\delta _2=45.2^{}\pm 1.3^{}\pm \stackrel{4.5^{}}{_{1.6^{}}}`$ . This is commensurate with earlier determinations of $`\delta _0\delta _2`$ , noting Table 1, and encourages us to consider the consequences of our fit. Let us first compare our results with the $`\delta A_{5/2}`$ amplitude estimated to be induced by electromagnetism . Using Eq. (48) and the “dispersive matching” estimate of Table I in Ref. , we find $`y_{\mathrm{em}}0.0029`$, suggesting that the computed electromagnetic effects are rather smaller and are of the wrong sign . Indeed, this discrepancy prompts our consideration of strong-interaction isospin-violating effects. In particular, were $`y=0`$, then Eq. (31) would become $`{\displaystyle \frac{R_1}{2}}`$ $`=`$ $`{\displaystyle \frac{1+\sqrt{2}x\mathrm{cos}(\delta _2\delta _0)+x^2/2}{12\sqrt{2}x\mathrm{cos}(\delta _2\delta _0)+2x^2}}`$ (34) $`=`$ $`1+3\sqrt{2}x\mathrm{cos}(\delta _2\delta _0)+(12\mathrm{cos}^2(\delta _2\delta _0)3/2)x^2+𝒪(x^3).`$ Using $`\delta _0\delta _2=45^{}`$ and Ref. yields $`x=0.035`$, whereas Eq. (30) in this limit would be $$2\sqrt{\frac{R_2}{3}}=x$$ (35) and yields $`x=0.045`$ — this discrepancy is reconciled through the value of $`y`$ we report in Table 1. The significance of $`y`$ could be exacerbated by the parameters reported in Ref. , though excursions of several standard deviations are required to impact its value significantly . We summarize this section with the following observations. * The value of $`x`$ is stable with respect to the various values of $`\delta _0\delta _2`$ reported in Table 1 — it varies merely at the 1% level. * The value of $`y`$ is rather more sensitive to $`\delta _0\delta _2`$. It apparently is of $`𝒪(\alpha )`$, rather than of $`𝒪(\omega (m_dm_u)/m_s)`$ — and thus is rather larger than expected from the standpoint of strong-interaction isospin violation. ## 4 Isospin Violation and the $`\|\mathrm{\Delta }I\|=1/2`$ Rule Our determined $`x`$ and $`y`$ may be connected to the amplitudes of the isospin-perfect limit, $`A_0`$ and $`A_2`$, via a computation of the $`K\pi \pi `$ amplitudes in chiral perturbation theory. The weak chiral Lagrangian in $`𝒪(p^2)`$has two non-trivial terms, which transform as $`(8_L,1_R)`$ and as $`(27_L,1_R)`$ under $`SU(3)_L\times SU(3)_R`$, respectively . We wish to determine their relative magnitude in the context of a calculation which is sensitive to $`m_um_d`$ effects, in order to assess the relative strength of the $`(27_L,1_R)`$ and $`(8_L,1_R)`$ transitions, that is, the ratio $`A_2/A_0`$. We believe that $`m_um_d`$ effects likely contribute to $`x`$ in a significant manner . Ultimately we will also include the computed electromagnetic corrections of Ref. as well, in order to determine $`A_2/A_0`$, for the numerical value of $`y`$ is crudely an $`𝒪(\alpha )`$ effect. In $`𝒪(p^2)`$, the $`(8_L,1_R)`$ term in the weak, chiral Lagrangian generates exclusively $`\|\mathrm{\Delta }I\|=1/2`$ transitions, whereas the $`(27_L,1_R)`$ term generates both $`\|\mathrm{\Delta }I\|=1/2`$ and $`\|\mathrm{\Delta }I\|=3/2`$ transitions. We have $`_W^{(2)}`$ $`=`$ $`{\displaystyle \frac{G_F}{\sqrt{2}}}V_{ud}V_{us}^{}[g_8\left(L_\mu L^\mu \right)_{23}+g_{27}^{(1/2)}(L_{\mu 13}L_{21}^\mu +L_{\mu 23}(4L_{11}^\mu +5L_{22}^\mu ))`$ (36) $`+`$ $`g_{27}^{(3/2)}(L_{\mu 13}L_{21}^\mu +L_{\mu 23}(L_{11}^\mu L_{22}^\mu ))]+\text{h.c.},`$ where $`L_\mu =if_\pi ^2UD_\mu U^{}`$ with $`U=\mathrm{exp}(i\stackrel{}{\lambda }\stackrel{}{\varphi }(x))/f_\pi `$. The function $`\stackrel{}{\varphi }`$ represents the octet of pseudo-Goldstone bosons. The low-energy constants $`g_{27}^{(1/2)}`$ and $`g_{27}^{(3/2)}`$ are associated with $`\|\mathrm{\Delta }I\|=1/2`$ and $`3/2`$ $`(27_L,1_R)`$ transitions, respectively. We retain $`g_{27}^{(1/2)}`$ and $`g_{27}^{(3/2)}`$ as distinct entities as we anticipate the SU(3)<sub>f</sub> relation $`g_{27}^{(1/2)}=g_{27}^{(3/2)}/5`$ is broken at higher orders in the weak chiral expansion — we will see what other features are required to incorporate the effects of higher-order terms in a systematic manner. No “weak mass” term occurs in leading order in the weak chiral Lagrangian , so that $`m_um_d`$ effects appear exclusively through $`\pi ^0`$-$`\eta `$ mixing, as realized in Eq. (9), and meson mass differences. In $`𝒪(p^2)`$and to leading order in $`(m_dm_u)`$, we have $`A_{K^0\pi ^+\pi ^{}}`$ $`=`$ $`\sqrt{2}Ci\left(g_8+g_{27}^{(1/2)}+g_{27}^{(3/2)}+{\displaystyle \frac{2ϵ_8}{\sqrt{3}}}(g_8+g_{27}^{(1/2)}+g_{27}^{(3/2)})\right)`$ $`A_{K^0\pi ^0\pi ^0}`$ $`=`$ $`\sqrt{2}Ci\left(g_8+g_{27}^{(1/2)}2g_{27}^{(3/2)}{\displaystyle \frac{2ϵ_8}{\sqrt{3}}}(5g_{27}^{(1/2)}g_{27}^{(3/2)})\right)`$ (37) $`A_{K^+\pi ^+\pi ^0}`$ $`=`$ $`Ci\left(3g_{27}^{(3/2)}+{\displaystyle \frac{ϵ_8}{\sqrt{3}}}(2g_8+12g_{27}^{(1/2)}3g_{27}^{(3/2)})\right),`$ where $`ϵ_8=\sqrt{3}/4((m_dm_u)/(m_s\widehat{m}))`$ and $`C=(G_F/\sqrt{2})V_{ud}V_{us}^{}f_\pi (m_s\widehat{m})B_0`$, and $`(m_s\widehat{m})B_0=m_K^2m_\pi ^2`$ in the isospin-perfect limit. We thus recover $`A_0+\delta A_{1/2}`$ $`=`$ $`C\left(\sqrt{2}(g_8+g_{27}^{(1/2)})+{\displaystyle \frac{2}{3}}\sqrt{{\displaystyle \frac{2}{3}}}ϵ_8(2g_83g_{27}^{(1/2)}+3g_{27}^{(3/2)})\right)`$ $`A_2+\delta A_{3/2}`$ $`=`$ $`C\left(2g_{27}^{(3/2)}+{\displaystyle \frac{2}{\sqrt{3}}}ϵ_8({\displaystyle \frac{2}{3}}g_8+4g_{27}^{(1/2)}{\displaystyle \frac{3}{5}}g_{27}^{(3/2)})\right)`$ (38) $`\delta A_{5/2}`$ $`=`$ $`{\displaystyle \frac{2\sqrt{3}}{5}}Cϵ_8g_{27}^{(3/2)}`$ and $$x=\frac{\sqrt{2}r^{(3/2)}}{1+r^{(1/2)}}\left(1\frac{2}{3\sqrt{3}}ϵ_8\frac{(2+3(r^{(3/2)}r^{(1/2)})}{1+r^{(1/2)}}\right)+\frac{ϵ_8}{15}\sqrt{\frac{2}{3}}\frac{(109r^{(3/2)}+60r^{(1/2)})}{1+r^{(1/2)}}$$ (39) $$y=\frac{\sqrt{6}}{5}\frac{ϵ_8r^{(3/2)}}{1+r^{(1/2)}},$$ (40) where $`r^{(1/2)}g_{27}^{(1/2)}/g_8`$ and $`r^{(3/2)}g_{27}^{(3/2)}/g_8`$. We will allow $`r^{(1/2)}r^{(3/2)}/5`$ in our fits as well, in order to ape the inclusion of higher-order effects in the weak chiral Lagrangian. Were the fits in the isospin-symmetric limit a reasonable estimate of the low-energy constants, so that Eq.(30) yields $`\|A_2/A_0\|0.045`$, we would expect $`\|y\|`$ to be roughly $`1.710^4`$, as $`(m_s\widehat{m})/(m_dm_u)=40.8\pm 3.2`$ . This implies that we really must include electromagnetic effects in our analysis as well. The electromagnetically-induced phase shifts appear to be small , so that we merely include the modifications to the amplitudes themselves . Following Ref. , we have $`\delta A_{1/2}^{em}`$ $`=`$ $`\sqrt{2}C_{em}Cg_8\left({\displaystyle \frac{2}{3}}C_++{\displaystyle \frac{1}{3}}C_{00}\right)`$ $`\delta A_{3/2}^{em}`$ $`=`$ $`{\displaystyle \frac{2}{5}}C_{em}Cg_8\left({\displaystyle \frac{2}{3}}(C_+C_{00})+C_{+0}\right)`$ (41) $`\delta A_{5/2}^{em}`$ $`=`$ $`{\displaystyle \frac{2}{5}}C_{em}Cg_8\left(C_+C_{00}C_{+0}\right)`$ where $`C_{em}=(f_\pi /f_K)(\alpha /4\pi )(1+2\widehat{m}/(m_s\widehat{m}))`$ and the “dispersive matching” approach of Ref. yields $`C_+=14.8\pm 3.5`$, $`C_{00}=1.8\pm 2.1`$, and $`C_{+0}=7.1\pm 7.4`$. In the numerical estimates we use $`2\widehat{m}/(m_s\widehat{m})=(m_{\pi ^0}^2+m_{\pi ^+}^2)/(m_{K^0}^2+m_{K^+}^2(m_{\pi ^0}^2+m_{\pi ^+}^2))`$. Only electromagnetic effects associated with $`(8_L,1_R)`$ transitions have been considered, as the $`\|\mathrm{\Delta }I\|=1/2`$ rule suggests they ought dominate. Including electromagnetic effects thus yields $`x`$ $`=`$ $`{\displaystyle \frac{\sqrt{2}r^{(3/2)}}{1+r^{(1/2)}}}\left(1{\displaystyle \frac{2}{3\sqrt{3}}}ϵ_8{\displaystyle \frac{(2+3(r^{(3/2)}r^{(1/2)})}{1+r^{(1/2)}}}{\displaystyle \frac{C_{em}(2C_++C_{00})}{3(1+r^{(1/2)})}}\right)`$ $`+`$ $`{\displaystyle \frac{ϵ_8}{15}}\sqrt{{\displaystyle \frac{2}{3}}}{\displaystyle \frac{(109r^{(3/2)}+60r^{(1/2)})}{1+r^{(1/2)}}}+{\displaystyle \frac{\sqrt{2}}{5}}{\displaystyle \frac{C_{em}(2(C_+C_{00})+3C_{+0})}{3(1+r^{(1/2)})}}`$ and $$y=\frac{\sqrt{2}}{5}\left(\frac{\sqrt{3}ϵ_8r^{(3/2)}+C_{em}(C_+C_{00}C_{+0})}{1+r^{(1/2)}}\right).$$ (43) Using Ref. we have $`C_{em}(C_+C_{00}C_{+0})=0.0029\pm 0.0019`$, as $`f_K/f_\pi =1.23\pm 0.02`$ . Consequently if $`r^{(3/2)}`$ were as small as the isospin-symmetric limit would imply, then $`y`$ ought be given by $`C_{em}(C_+C_{00}C_{+0})`$, yet they are of opposite sign. This implies that the error in the $`\delta _0\delta _2`$ phase shift is even larger, or that the errors in the calculations of the electromagnetic effects are underestimated. Nevertheless, as apparently $`y`$ is negative and $`C_{em}(C_+C_{00}C_{+0})`$ is positive, the discrepancy could be resolved by adjusting $`r^{(1/2)}`$ and $`r^{(3/2)}`$ to suit the empirically determined $`x`$ and $`y`$. Let us examine this point explicitly. In Table 2 we show the values of $`r^{(1/2)}`$ and $`r^{(3/2)}`$ which emerge from fitting the values of $`x`$ and $`y`$ which result from the empirical branching ratios and various values of the $`\delta _0\delta _2`$ phase shift difference. The salient points of our analysis can be summarized as follows. * If the SU(3)<sub>f</sub> relation $`r^{(1/2)}=r^{(3/2)}/5`$ is imposed, then the value of $`ϵ_8`$ which emerges is $`𝒪(20\%)`$ and is thus untenably large. * If the SU(3)<sub>f</sub> relation $`r^{(1/2)}=r^{(3/2)}/5`$ is no longer imposed, and $`ϵ_8`$ is fixed as per $`ϵ_8=0.0106\pm 0.0008`$ , then $`r^{(1/2)}`$ is very different from $`r^{(3/2)}/5`$ — the SU(3)<sub>f</sub> breaking effects are extremely large. This result is driven by large difference between the empirical value of $`y`$ and the computed electromagnetic contribution . That is, if we were to drop terms of $`𝒪(r^{(3/2)}ϵ_8)`$ all together, then, with $`\delta _0\delta _2=45^{}`$, Eq. (43) implies that $`r^{(1/2)}=1.440`$ and Eq. (4) implies that $`r^{(3/2)}=0.0184`$. The inclusion of $`𝒪(r^{(3/2)}ϵ_8)`$ terms do not significantly reduce this difficulty. Such large SU(3)<sub>f</sub> breaking effects are difficult to reconcile with chiral power counting and model estimates, which suggest such effects are no more than 30% . * The value of $`A_2/A_0`$ is generally different from and rather more uncertain than that which emerges from Eq. (30) in the isospin-symmetric limit, namely $`\|A_2/A_0\|0.045`$ with $`A_2/A_0>0`$. The breaking of SU(3)<sub>f</sub> relation $`r^{(1/2)}=r^{(3/2)}/5`$ apes the inclusion of higher order effects in the weak chiral Lagrangian, and the large breaking effects seen suggest that including $`𝒪(p^4)`$effects are very important. This has some precedent, as in the isospin-symmetric limit, Ref. finds a $`30\%`$ quenching of the $`𝒪(p^2)`$$`g_8`$ result in $`𝒪(p^4)`$. The SU(3)<sub>f</sub> breaking effects seen, however, are much too large and prompt an investigation of the presence of higher-order effects in a more systematic fashion. We wish to consider how $`𝒪(p^4)`$effects impact the parametrization of Eq. (37). We enlarge our parametrization by considering how the terms of the $`𝒪(p^4)`$weak, chiral Lagrangian of Ref. may be reorganized into the form of Eq. (38). We distinguish the $`𝒪(m_dm_u)`$ terms which arise from “kinematics,” i.e., from factors of $`m_{K^0}`$, from $`\pi ^0`$-$`\eta `$ mixing, as well as from the counterterms of the $`𝒪(p^4)`$, weak, chiral Lagrangian. We find that the effects of the higher-order terms can be absorbed in this case into effective $`g_8`$, $`g_{27}^{(1/2)}`$, and $`g_{27}^{(3/2)}`$ constants, with one additional phenomenological amplitude $`\delta \stackrel{~}{A}_{5/2}^{\mathrm{h}.\mathrm{o}.}`$, generated by $`𝒪(p^4)`$contributions of $`(27_L,1_R)`$ character times $`B_0(m_dm_u)`$. Varying the possible inputs within the bounds suggested by dimensional analysis, we are unable to reduce the SU(3)<sub>f</sub> breaking of the relation $`r^{(1/2)}=r^{(3/2)}/5`$ to the level needed if the additional phenomenological $`\delta \stackrel{~}{A}_{5/2}^{\mathrm{h}.\mathrm{o}.}`$ is generated solely by $`m_dm_u`$ effects. Thus we are unable to construct a suitable phenomenological description of the $`K\pi \pi `$ amplitudes with the $`\delta _0\delta _2`$ phase shift of Ref. and with the computed electromagnetic effects of Ref. . The size of $`\delta \stackrel{~}{A}_{5/2}^{\mathrm{h}.\mathrm{o}.}`$ required to generate suitably small violations of $`r^{(1/2)}=r^{(3/2)}/5`$ suggests the presence of missing electromagnetic effects generated by $`(8_L,1_R)`$ operators. The authors of Ref. are in the process of estimating additional electromagnetic effects . The details of our efforts are delineated in the Appendix. Note that issues of a similar ilk have been addressed in Ref. . It is worth noting that the conundrum we have been unable to resolve is unlikely to be due to “new” physics in $`K\pi \pi `$ decays. The operator-product expansion for $`sd\overline{q}q`$ transitions starts in dimension six, so that at most three $`u,d`$ quark fields are present, implying that the short-distance operators generate at most a $`\|\mathrm{\Delta }I\|=3/2`$ transition. In next-to-leading order, as many as five $`u,d`$ quark fields are present, so that a short-distance $`\|\mathrm{\Delta }I\|=5/2`$ transition is possible. Thus to estimate the plausibility of physics beyond the Standard Model as a source of $`\|\mathrm{\Delta }I\|=5/2`$ effects, we need only estimate the relative importance of dimension-nine to dimension-six operators. Each new dimension is suppressed by the scale $`\mathrm{\Lambda }`$ — in the Standard Model, $`\mathrm{\Lambda }M_W`$, otherwise $`\mathrm{\Lambda }>M_W`$. For $`K\pi \pi `$ decays the relative importance of the dimension-nine operators is no larger than $`(M_K/M_W)^3`$. Clearly short-distance physics cannot generate an appreciable $`\|\mathrm{\Delta }I\|=5/2`$ amplitude, so that the presence of physics beyond the Standard Model cannot be invoked to reconcile our difficulty. The presence of a $`\|\mathrm{\Delta }I\|=5/2`$ amplitude also impacts the theoretical value of $`ϵ^{}/ϵ`$, for standard practice employs a value of $`\omega `$ determined from the $`K\pi \pi `$ branching ratios under the assumption that isospin symmetry is perfect. We proceed to investigate how the presence of a $`\|\mathrm{\Delta }I\|=5/2`$ amplitude impacts the value of $`ϵ^{}/ϵ`$. ## 5 Isospin Violation in Re$`(ϵ^{}/ϵ)`$ We wish to examine how isospin-violating effects impact the theoretical value of $`\mathrm{Re}(ϵ^{}/ϵ)`$and the extraction of the value of $`\omega `$, namely the ratio $`\mathrm{Re}A_2/\mathrm{Re}A_0`$, where $`A_I`$ denotes the amplitude for $`K(\pi \pi )_I`$ and $`(\pi \pi )_I`$ denotes a $`\pi \pi `$ final state of isospin $`I`$. The empirical value of $`\mathrm{Re}(ϵ^{}/ϵ)`$is inferred from the following ratio of ratios : $$\mathrm{Re}(\frac{ϵ^{}}{ϵ})=\frac{1}{6}\left[\left\|\frac{\eta _+}{\eta _{00}}\right\|^21\right],$$ (44) where $$\eta _+\frac{\pi ^+\pi ^{}\|_W\|K_L^0}{\pi ^+\pi ^{}\|_W\|K_S^0};\eta _{00}\frac{\pi ^0\pi ^0\|_W\|K_L^0}{\pi ^0\pi ^0\|_W\|K_S^0}$$ (45) and $`_W`$ is the effective weak Hamiltonian for kaon decays. Writing $`K_S^0`$ and $`K_L^0`$ in terms of the CP eigenstates $`\|K_\pm ^0`$ yields $`\|K_{L,S}^0=(\|K_{}^0+\overline{\epsilon }\|K_\pm ^0)/\sqrt{1+\|\overline{\epsilon }\|^2}`$, noting that $`\|K_\pm ^0=(\|K^0\|\overline{K}^0)/\sqrt{2}`$. Using Eq. (3) and treating the weak phases as small, so that only leading-order terms in $`\xi _0,\xi _2,\xi _{00}`$, and $`\xi _+`$ are retained, we find $$\eta _+=ϵ+i\frac{\frac{1}{\sqrt{2}}\|\frac{A_2}{A_0}\|(\xi _2\xi _0)e^{i(\delta _2\delta _0)}+\|\frac{A_{\mathrm{IB}}^+}{A_0}\|(\xi _+\xi _0)e^{i(\delta _+\delta _0)}}{1+\frac{1}{\sqrt{2}}\|\frac{A_2}{A_0}\|e^{i(\delta _2\delta _0)}+\|\frac{A_{\mathrm{IB}}^+}{A_0}\|e^{i(\delta _+\delta _0)}}$$ (46) and $$\eta _{00}=ϵi\frac{\sqrt{2}\|\frac{A_2}{A_0}\|(\xi _2\xi _0)e^{i(\delta _2\delta _0)}\|\frac{A_{\mathrm{IB}}^{00}}{A_0}\|(\xi _{00}\xi _0)e^{i(\delta _{00}\delta _0)}}{1\sqrt{2}\|\frac{A_2}{A_0}\|e^{i(\delta _2\delta _0)}+\|\frac{A_{\mathrm{IB}}^{00}}{A_0}\|e^{i(\delta _{00}\delta _0)}},$$ (47) where $`ϵ\overline{\epsilon }+i\xi _0`$. Defining $$\frac{\eta _+}{\eta _{00}}1+3\frac{ϵ^{}}{ϵ}$$ (48) and retaining the leading terms in $`\|A_{\mathrm{IB}}^+/A_0\|`$, $`\|A_{\mathrm{IB}}^{00}/A_0\|`$, and weak phases, we have $`{\displaystyle \frac{ϵ^{}}{ϵ}}`$ $`=`$ $`{\displaystyle \frac{ie^{i(\delta _2\delta _0\mathrm{\Phi }_ϵ)}}{\sqrt{2}\|ϵ\|}}\left[\right\|{\displaystyle \frac{A_2}{A_0}}\|(\xi _2\xi _0)[1+{\displaystyle \frac{1}{\sqrt{2}}}e^{i(\delta _2\delta _0)}\|{\displaystyle \frac{A_2}{A_0}}\|{\displaystyle \frac{1}{3}}\left(e^{i(\delta _+\delta _0)}\right\|{\displaystyle \frac{A_{\mathrm{IB}}^+}{A_0}}\|+2e^{i(\delta _{00}\delta _0)}\|{\displaystyle \frac{A_{\mathrm{IB}}^{00}}{A_0}}\left\|\right)]`$ $`+{\displaystyle \frac{\sqrt{2}}{3}}\left[e^{i(\delta _+\delta _2)}\left\|{\displaystyle \frac{A_{\mathrm{IB}}^+}{A_0}}\right\|(\xi _+\xi _0)e^{i(\delta _{00}\delta _2)}\left\|{\displaystyle \frac{A_{\mathrm{IB}}^{00}}{A_0}}\right\|(\xi _{00}\xi _0)\right]`$ $`{\displaystyle \frac{1}{3}}{\displaystyle \frac{\|A_2\|}{\|A_0\|}}\left[e^{i(\delta _+\delta _0)}\right\|{\displaystyle \frac{A_{\mathrm{IB}}^+}{A_0}}\|(\xi _+\xi _0)+2e^{i(\delta _{00}\delta _0)}\|{\displaystyle \frac{A_{\mathrm{IB}}^{00}}{A_0}}\left\|(\xi _{00}\xi _0)\right]],`$ where we have retained terms of $`𝒪(\|A_2/A_0\|^2)`$ as well, for consistency. Note that $`ϵ=\|ϵ\|e^{i\mathrm{\Phi }_ϵ}`$. Equation (48) is consistent with the empirical definition of Eq. (44) as corrections of $`(ϵ^{}/ϵ)^2`$ are trivial. Alternatively, $`{\displaystyle \frac{ϵ^{}}{ϵ}}`$ $`=`$ $`{\displaystyle \frac{i\xi _0\omega e^{i(\delta _2\delta _0\mathrm{\Phi }_ϵ)}}{\sqrt{2}\|ϵ\|}}(1{\displaystyle \frac{1}{\omega }}\left(\right\|{\displaystyle \frac{A_2}{A_0}}\|{\displaystyle \frac{\xi _2}{\xi _0}}[1+{\displaystyle \frac{1}{\sqrt{2}}}e^{i(\delta _2\delta _0)}\|{\displaystyle \frac{A_2}{A_0}}\|{\displaystyle \frac{1}{3}}\left[e^{i(\delta _+\delta _0)}\right\|{\displaystyle \frac{A_{\mathrm{IB}}^+}{A_0}}\|+2e^{i(\delta _{00}\delta _0)}\|{\displaystyle \frac{A_{\mathrm{IB}}^{00}}{A_0}}\left\|\right]]`$ $`+{\displaystyle \frac{\sqrt{2}}{3}}\left[e^{i(\delta _+\delta _2)}\left\|{\displaystyle \frac{A_{\mathrm{IB}}^+}{A_0}}\right\|{\displaystyle \frac{\xi _+}{\xi _0}}e^{i(\delta _{00}\delta _2)}\left\|{\displaystyle \frac{A_{\mathrm{IB}}^{00}}{A_0}}\right\|{\displaystyle \frac{\xi _{00}}{\xi _0}}\right]`$ $`{\displaystyle \frac{1}{3}}{\displaystyle \frac{\|A_2\|}{\|A_0\|}}\left[e^{i(\delta _+\delta _0)}\right\|{\displaystyle \frac{A_{\mathrm{IB}}^+}{A_0}}\|{\displaystyle \frac{\xi _+}{\xi _0}}+2e^{i(\delta _{00}\delta _0)}\|{\displaystyle \frac{A_{\mathrm{IB}}^{00}}{A_0}}\left\|{\displaystyle \frac{\xi _{00}}{\xi _0}}\right])),`$ where $`\omega `$ $`=`$ $`\left\|{\displaystyle \frac{A_2}{A_0}}\right\|+{\displaystyle \frac{\sqrt{2}}{3}}\left(e^{i(\delta _+\delta _2)}\left\|{\displaystyle \frac{A_{\mathrm{IB}}^+}{A_0}}\right\|e^{i(\delta _{00}\delta _2)}\left\|{\displaystyle \frac{A_{\mathrm{IB}}^{00}}{A_0}}\right\|\right)+{\displaystyle \frac{1}{\sqrt{2}}}e^{i(\delta _2\delta _0)}\left\|{\displaystyle \frac{A_2}{A_0}}\right\|^2`$ $``$ $`{\displaystyle \frac{2}{3}}\left\|{\displaystyle \frac{A_2}{A_0}}\right\|\left(e^{i(\delta _+\delta _0)}\left\|{\displaystyle \frac{A_{\mathrm{IB}}^+}{A_0}}\right\|+2e^{i(\delta _{00}\delta _0)}\left\|{\displaystyle \frac{A_{\mathrm{IB}}^{00}}{A_0}}\right\|\right).`$ Thus, working to leading order in isospin violation and ignoring electromagnetic effects in the “strong” phases, specifically implying as per Eqs. (3) and (25) that $`A_{\mathrm{IB}}^+e^{i\delta _+}`$ $`=`$ $`\delta A_{1/2}e^{i\delta _0}+{\displaystyle \frac{1}{\sqrt{2}}}\left(\delta A_{3/2}+\delta A_{5/2}\right)e^{i\delta _2}`$ $`A_{\mathrm{IB}}^{00}e^{i\delta _{00}}`$ $`=`$ $`\delta A_{1/2}e^{i\delta _0}\sqrt{2}\left(\delta A_{3/2}+\delta A_{5/2}\right)e^{i\delta _2},`$ (52) Eqs. (5,5) become $`{\displaystyle \frac{ϵ^{}}{ϵ}}={\displaystyle \frac{i\xi _0\omega e^{i(\delta _2\delta _0\mathrm{\Phi }_ϵ)}}{\sqrt{2}\|ϵ\|}}(1`$ $``$ $`{\displaystyle \frac{1}{\omega }}\left(\right\|{\displaystyle \frac{A_2}{A_0}}\|{\displaystyle \frac{\xi _2}{\xi _0}}+{\displaystyle \frac{1}{\sqrt{2}}}e^{i(\delta _2\delta _0)}\|{\displaystyle \frac{A_2}{A_0}}\|^2{\displaystyle \frac{\xi _2}{\xi _0}}+{\displaystyle \frac{\mathrm{Im}(\delta A_{3/2}+\delta A_{5/2})}{\|A_0\|\xi _0}}`$ $``$ $`\left\|{\displaystyle \frac{A_2}{A_0}}\right\|{\displaystyle \frac{\xi _2}{\xi _0}}\left[{\displaystyle \frac{\mathrm{Re}\delta A_{1/2}}{\|A_0\|}}{\displaystyle \frac{1}{\sqrt{2}}}e^{i(\delta _2\delta _0)}{\displaystyle \frac{\mathrm{Re}(\delta A_{3/2}+\delta A_{5/2})}{\|A_0\|}}\right]`$ $``$ $`\left\|{\displaystyle \frac{A_2}{A_0}}\right\|[{\displaystyle \frac{\mathrm{Im}\delta A_{1/2}}{\|A_0\|\xi _0}}{\displaystyle \frac{1}{\sqrt{2}}}e^{i(\delta _2\delta _0)}{\displaystyle \frac{\mathrm{Im}(\delta A_{3/2}+\delta A_{5/2})}{\|A_0\|\xi _0}}])),`$ where $`\omega `$ $`=`$ $`\left\|{\displaystyle \frac{A_2}{A_0}}\right\|+{\displaystyle \frac{\mathrm{Re}(\delta A_{3/2}+\delta A_{5/2})}{\|A_0\|}}+{\displaystyle \frac{1}{\sqrt{2}}}e^{i(\delta _2\delta _0)}\left\|{\displaystyle \frac{A_2}{A_0}}\right\|^2+`$ (54) $``$ $`2\left\|{\displaystyle \frac{A_2}{A_0}}\right\|\left[{\displaystyle \frac{\mathrm{Re}\delta A_{1/2}}{\|A_0\|}}{\displaystyle \frac{1}{\sqrt{2}}}e^{i(\delta _2\delta _0)}{\displaystyle \frac{\mathrm{Re}(\delta A_{3/2}+\delta A_{5/2})}{\|A_0\|}}\right].`$ We can recast these formulae into a more familiar form by writing Eq. (5) as $$\frac{ϵ^{}}{ϵ}=\frac{i\omega e^{i(\delta _2\delta _0\mathrm{\Phi }_ϵ)}}{\sqrt{2}\|ϵ\|\mathrm{Re}A_0}\left\{\mathrm{Im}A_0(1\mathrm{\Omega }_{\mathrm{IB}})\frac{1}{\omega }\mathrm{Im}A_2\frac{1}{\sqrt{2}}e^{i(\delta _2\delta _0)}\mathrm{Im}A_2\right\},$$ (55) where $`\omega `$ is defined by Eq. (54) and $`\mathrm{\Omega }_{\mathrm{IB}}`$ $`=`$ $`{\displaystyle \frac{1}{\omega }}({\displaystyle \frac{\mathrm{Im}(\delta A_{3/2}+\delta A_{5/2})}{\mathrm{Im}A_0}}{\displaystyle \frac{\mathrm{Im}A_2}{\mathrm{Im}A_0}}[{\displaystyle \frac{\mathrm{Re}\delta A_{1/2}}{\|A_0\|}}{\displaystyle \frac{1}{\sqrt{2}}}e^{i(\delta _2\delta _0)}{\displaystyle \frac{\mathrm{Re}(\delta A_{3/2}+\delta A_{5/2})}{\|A_0\|}}]`$ $``$ $`\left\|{\displaystyle \frac{A_2}{A_0}}\right\|[{\displaystyle \frac{\mathrm{Im}\delta A_{1/2}}{\mathrm{Im}A_0}}{\displaystyle \frac{1}{\sqrt{2}}}e^{i(\delta _2\delta _0)}{\displaystyle \frac{\mathrm{Im}(\delta A_{3/2}+\delta A_{5/2})}{\mathrm{Im}A_0}}]).`$ If we assume that the $`\|\mathrm{\Delta }I\|=1/2`$ enhancement observed in $`\mathrm{Re}A_I`$ is germane to $`\mathrm{Im}A_I`$ as well, so that both $`\mathrm{Re}A_0\mathrm{Re}A_2`$ and $`\mathrm{Im}A_0\mathrm{Im}A_2`$ are satisfied, then if we ignore terms of $`𝒪((\mathrm{Re}A_2/\mathrm{Re}A_0)(ϵ_8,\alpha ))`$ and of $`𝒪((\mathrm{Im}A_2/\mathrm{Im}A_0)(ϵ_8,\alpha ))`$, as well as of $`𝒪((\|A_2\|/\|A_0\|)^2)`$, we find that Eq. (55) can be written as $$\frac{ϵ^{}}{ϵ}=\frac{i\omega e^{i(\delta _2\delta _0\mathrm{\Phi }_ϵ)}}{\sqrt{2}\|ϵ\|\mathrm{Re}A_0}\left\{\mathrm{Im}A_0(1\mathrm{\Omega }_{\mathrm{IB}})\frac{1}{\omega }\mathrm{Im}A_2\right\},$$ (57) with $$\mathrm{\Omega }_{\mathrm{IB}}=\frac{1}{\omega }\left(\frac{\mathrm{Im}(\delta A_{3/2}+\delta A_{5/2})}{\mathrm{Im}A_0}\right)$$ (58) and $$\omega =\left\|\frac{A_2}{A_0}\right\|+\frac{\mathrm{Re}(\delta A_{3/2}+\delta A_{5/2})}{\|A_0\|}.$$ (59) Equation (58) is proportional to $`\mathrm{Im}A_{K^0\pi ^+\pi ^{}}\mathrm{Im}A_{K^0\pi ^0\pi ^0}`$ and is generated by $`(8_L,1_R)`$ operators. It is equivalent to Eq.(4) in Ref. . In standard practice, the value of $`\omega `$ is typically extracted from the analysis of $`K\pi \pi `$ branching ratios in the isospin-perfect limit; specifically, $`\omega `$ is set equal to the RHS of Eq. (30), yielding $$2\sqrt{\frac{R_2}{3}}\omega _{\mathrm{exp}}=0.0449\pm 0.0003.$$ (60) From Eqs. (30,31), we see that $`\omega `$ as defined by Eq. (54) is actually given by $$\omega =\omega _{\mathrm{exp}}+\frac{5}{3}y+\frac{1}{\sqrt{2}}(x+y)^22\frac{A_2}{A_0}\frac{\mathrm{Re}\delta A_{1/2}}{A_0},$$ (61) where we ignore terms of non-leading order in isospin violation, as well as terms of $`𝒪((\|A_2\|/\|A_0\|)^2,(\alpha ,ϵ_8))`$. If $`\delta _0\delta _2=45^{}\pm 6^{}`$ , then we find from Table 1 that the second term of Eq. (61) is $`0.0110`$, whereas the third term is $`0.0008`$. We estimate the last term of Eq. (61) to be $`\pm 2(0.045)(0.01)\pm 0.0010`$. Thus the last two terms are small relative to the error in $`y`$ — dropping them all together, we find $$\omega =0.0339\pm 0.0056.$$ (62) The use of the value of $`\omega `$ given in Eq. (62) tends to decrease the SM prediction of $`ϵ^{}/ϵ`$, both by an overall factor of $`25\%`$, as well as by enhancing the cancellation of the $`\mathrm{Im}A_0`$ and $`\mathrm{Im}A_2`$ contributions of Eq. (57). Note that our explicit estimate of the additional terms included in Eq. (54) suggests that the formulae of Eqs. (57), (58), and (59) characterize the isospin-violating contributions in a sufficiently accurate manner. In order to assess the impact of our numerical estimate of Eq. (62), let us turn to the schematic formula $$\frac{ϵ^{}}{ϵ}=13\mathrm{Im}\lambda _t\left[B_6^{(1/2)}(1\mathrm{\Omega }_{\eta +\eta ^{}})0.4B_8^{(3/2)}\right],$$ (63) in which $`B_6^{(1/2)}=1.0`$, $`B_8^{(3/2)}=0.8`$, $`\mathrm{Im}\lambda _t=1.310^4`$, $`\mathrm{\Omega }_{\eta +\eta ^{}}=0.25`$, and $`\omega =0.045`$ yields the “central” SM value of $`ϵ^{}/ϵ710^4`$ . Using Eq. (62) yields $`ϵ^{}/ϵ410^4`$, a 40% decrease. It has been recently suggested that isospin-breaking effects in the hadronization of the gluonic penguin operator can generate isospin-breaking contributions to $`\mathrm{\Omega }_{\eta +\eta ^{}}`$ beyond $`\pi ^0`$-$`\eta ,\eta ^{}`$mixing, hence $`\mathrm{\Omega }_{\eta +\eta ^{}}\mathrm{\Omega }_{\mathrm{IB}}`$ . Interestingly, the use of the correct value of $`\omega `$, Eq. (62), partially offsets the large increase in $`ϵ^{}/ϵ`$found in Ref. . Using the estimate $`\mathrm{\Omega }_{\mathrm{IB}}0.050.78`$ , based exclusively on strong-interaction isospin breaking, we find with Eqs. (62) and (63) that $$\frac{ϵ^{}}{ϵ}(817)10^4$$ (64) rather than $$\frac{ϵ^{}}{ϵ}(1225)10^4$$ (65) with $`\omega =0.045`$ and Eq. (63). We anticipate that electromagnetic effects also contribute to $`\mathrm{\Omega }_{\mathrm{IB}}`$, so that our numerical estimates are certainly incomplete, though indicative of the irreducible uncertainties present. It is useful to contrast the relations we have found for $`ϵ^{}/ϵ`$, $`\omega `$, and $`\mathrm{\Omega }_{\mathrm{IB}}`$ with those used previously. Earlier treatments of strong-interaction isospin violation considered $`\pi ^0`$-$`\eta ,\eta ^{}`$mixing exclusively, as this is the only manner in which relevant $`m_um_d`$ effects appear in the O($`p^2,1/N_c`$) weak chiral Lagrangian. The $`\eta ^{}`$ enters as an explicit degree of freedom in these treatments . The small value of $`\omega _{\mathrm{exp}}`$ suggests that $`(8_L,1_R)`$ operators dominate the isospin-violating contributions as well, and isospin violation based on the $`(27_L,1_R)`$ contributions is thus neglected entirely. Assuming $`(8_L,1_R)`$ operators dominate the isospin-violating effects means implicitly that the terms of $`𝒪((\mathrm{Re}A_2/\mathrm{Re}A_0)(ϵ_8,\alpha ))`$ and of $`𝒪((\mathrm{Im}A_2/\mathrm{Im}A_0)(ϵ_8,\alpha ))`$, as well as of $`𝒪((\|A_2\|/\|A_0\|)^2)`$, are all neglected. In the notation of Eq. (3) $`A_{\mathrm{IB}}^+=0`$ and $`A_{\mathrm{IB}}^{00}=2(\epsilon _\eta \pi ^0\eta \|_W^8\|K^0+\epsilon _\eta ^{}\pi ^0\eta ^{}\|_W^8\|K^0)`$, where $`\epsilon _\eta ,\epsilon _\eta ^{}(m_dm_u)`$ and $`_W^8`$ denotes the effective weak Lagrangian transforming as $`(8_L,1_R)`$ under $`\mathrm{U}(3)_L\times \mathrm{U}(3)_R`$ symmetry — $`_W^8`$ contains exactly one term. In Refs. , the $`\pi ^0`$-$`\eta ,\eta ^{}`$mixing contribution is incorporated by defining new I=0 and I=2 amplitudes, such that the form of the isospin decomposition of Eq. (2) is retained. Introducing $`\mathrm{\Delta }A_{0,2}A_{0,2}A_{0,2}^{(0)}`$ to describe the change in the $`I=0`$ and $`I=2`$ amplitudes under this procedure we find $$\mathrm{\Delta }A_2=\frac{\sqrt{2}}{3}A_{\mathrm{IB}}^{00};\mathrm{\Delta }A_0=\frac{1}{3}A_{\mathrm{IB}}^{00}.$$ (66) Thus one recovers the form of Eq. (57) with $`\delta A_{3/2}=\delta A_{5/2}=0`$. Rewriting the imaginary parts in terms of the isospin-perfect pieces $`\mathrm{Im}A_I^{(0)}`$, i.e., in the absence of $`\pi ^0`$-$`\eta ,\eta ^{}`$mixing, yields $$\frac{ϵ^{}}{ϵ}=\frac{ie^{i(\delta _2\delta _0\mathrm{\Phi }_ϵ)}}{\sqrt{2}\|ϵ\|\mathrm{Re}A_0}\left\{\omega \mathrm{Im}A_0^{(0)}(1\mathrm{\Omega }_{\eta +\eta ^{}})\mathrm{Im}A_2^{(0)}\right\}$$ (67) with $`\mathrm{\Omega }_{\eta +\eta ^{}}`$ $`={\displaystyle \frac{1}{\mathrm{Im}A_0^{(0)}}}\left({\displaystyle \frac{\mathrm{Im}\mathrm{\Delta }A_2}{\omega }}\mathrm{Im}\mathrm{\Delta }A_0\right)`$ (68) $`{\displaystyle \frac{1}{\omega }}{\displaystyle \frac{\mathrm{Im}\mathrm{\Delta }A_2}{\mathrm{Im}A_0^{(0)}}},`$ noting that only the $`\mathrm{\Delta }A_2`$ term is retained for phenomenological purposes . Equation (67) results from absorbing the isospin-violating contributions into two amplitudes, “$`A_0`$” and “$`A_2`$”. A third amplitude is permitted in the presence of isospin violation. However, if we neglect electromagnetic effects and consider isospin violation based on $`(8_L,1_R)`$ operators only, then only two amplitudes are present, and the above procedure is appropriate. Equation (5) requires no such assumptions and thus is more general than the expression in Eq. (67). Let us now consider Eq. (57) in the event $`\pi ^0`$-$`\eta ,\eta ^{}`$mixing were the only source of isospin-violation present — we will continue to assume that $`(8_L,1_R)`$ transitions generate the only numerically important isospin-violating effects. Note that the “kinematic” $`m_dm_u`$ effect from $`m_{K^0}^2`$ does not contribute to $`\delta A_{3/2}+\delta A_{5/2}`$ in this case. The mixing parameters $`ϵ_\eta `$ and $`ϵ_\eta ^{}`$ are real , so that $`\mathrm{Im}(\delta A_{3/2}+\delta A_{5/2})`$ is determined by $`\eta ^{()}\|_W^8\|K^0`$. The Lagrangian $`_W^8`$ contains exactly one term, so that the matrix elements are proportional to $`A_0^{(0)}`$, and the proportionality constant is real. Thus $`\mathrm{Im}(\delta A_{3/2}+\delta A_{5/2})/\mathrm{Im}A_0=\mathrm{Re}(\delta A_{3/2}+\delta A_{5/2})/\mathrm{Re}A_0`$ as $`\pi ^0`$-$`\eta ,\eta ^{}`$mixing is real , so that we have $$\frac{ϵ^{}}{ϵ}=\frac{i\xi _0\omega e^{i(\delta _2\delta _0\mathrm{\Phi }_ϵ)}}{\sqrt{2}\|ϵ\|}\left(1\frac{1}{\omega }\left(\|\frac{A_2}{A_0}\|\frac{\xi _2}{\xi _0}\frac{\sqrt{2}}{3}\|\frac{A_{\mathrm{IB}}^{00}}{A_0}\|\right)\right).$$ (69) Using Eq. (59) we find $`{\displaystyle \frac{ϵ^{}}{ϵ}}`$ $`=`$ $`{\displaystyle \frac{i\xi _0e^{i(\delta _2\delta _0\mathrm{\Phi }_ϵ)}}{\sqrt{2}\|ϵ\|}}\left(\|{\displaystyle \frac{A_2}{A_0}}\|{\displaystyle \frac{\sqrt{2}}{3}}\|{\displaystyle \frac{A_{\mathrm{IB}}^{00}}{A_0}}\|\left(\|{\displaystyle \frac{A_2}{A_0}}\|{\displaystyle \frac{\xi _2}{\xi _0}}{\displaystyle \frac{\sqrt{2}}{3}}\|{\displaystyle \frac{A_{\mathrm{IB}}^{00}}{A_0}}\|\right)\right)`$ (70) $`=`$ $`{\displaystyle \frac{i\xi _0e^{i(\delta _2\delta _0\mathrm{\Phi }_ϵ)}}{\sqrt{2}\|ϵ\|}}\|{\displaystyle \frac{A_2}{A_0}}\|\left(1{\displaystyle \frac{\xi _2}{\xi _0}}\right)`$ (71) and thus the inclusion of isospin-violating effects in $`𝒪(p^2)`$acts to correct for isospin violation in the extraction of $`\omega `$ from $`K\pi \pi `$ branching ratios, to recover the “true” $`\|A_2\|/\|A_0\|`$. Equation (69) can be rewritten $$\frac{ϵ^{}}{ϵ}=\frac{i\omega e^{i(\delta _2\delta _0\mathrm{\Phi }_ϵ)}}{\sqrt{2}\|ϵ\|\mathrm{Re}A_0}\left\{\mathrm{Im}A_0^{(0)}(1\stackrel{~}{\mathrm{\Omega }}_{\eta +\eta ^{}})\frac{1}{\omega }\mathrm{Im}A_2^{(0)}\right\}$$ (72) where $$\stackrel{~}{\mathrm{\Omega }}_{\eta +\eta ^{}}=\frac{\sqrt{2}}{3\omega }\frac{\|A_{\mathrm{IB}}^{00}\|}{\|A_0\|}.$$ (73) This is identical to Eq. (67) as $`\stackrel{~}{\mathrm{\Omega }}_{\eta +\eta ^{}}=\mathrm{\Omega }_{\eta +\eta ^{}}`$. In $`𝒪(p^4)`$this simple interpretation of isospin-violating contributions in $`\mathrm{\Omega }_{\mathrm{IB}}`$ as modifications of $`\omega `$ does not carry as $`\xi _+\xi _{00}\xi _0`$ in general. The interpretation also fails if $`(27_L,1_R)`$ operators are included in the description of isospin-violating effects. ## 6 Conclusions We have established a framework for the analysis of $`K\pi \pi `$ decays in the presence of strong-interaction isospin violation, so that the “true” $`\|\mathrm{\Delta }I\|=1/2`$ and $`\|\mathrm{\Delta }I\|=3/2`$ amplitudes can be assessed. In particular, using unitarity arguments, we have shown that Watson’s theorem, namely, the parametrization of Eq. (25), is appropriate to $`𝒪((m_dm_u)^2)`$ to all orders of chiral perturbation theory. If we accept, as per Ref. , that electromagnetic effects do not alter the structure of Eq. (25), we can enlarge our analysis of $`K\pi \pi `$ decays in $`𝒪(m_dm_u)`$ to include electromagnetic effects as well. Incorporating the electromagnetic corrections of Ref. and the $`\delta _0\delta _2`$ phase shift of Ref. , we are unable to fit the $`K\pi \pi `$ branching ratio data with effective $`(8_L,1_R)`$ and $`(27_L,1_R)`$ low-energy constants in the framework of chiral perturbation theory, as our fits require the existence of intolerably large, higher-order corrections. Our failure, in retrospect, is predicated by the observation that the empirical value of the $`\|\mathrm{\Delta }I\|=5/2`$ amplitude, determined by the value of the $`\delta _0\delta _2`$ phase shift, is much larger and of opposite sign to the electromagnetically generated $`\|\mathrm{\Delta }I\|=5/2`$ amplitude computed by Ref. in either chiral perturbation theory or in their dispersive matching approach. Although our results suggest that our phenomenological analysis is incomplete, that is, that missing electromagnetic effects likely exist, it is clear that the value of $`A_2/A_0`$ — the “true” ratio of the $`\|\mathrm{\Delta }I\|=3/2`$ to $`\|\mathrm{\Delta }I\|=1/2`$ amplitudes — is quite uncertain, as it is sensitive to the inclusion of isospin-violating effects. Turning to an analysis of $`ϵ^{}/ϵ`$in the presence of isospin violation, and applying the parametrization of Eq. (25), we find that an empirical $`\|\mathrm{\Delta }I\|=5/2`$ amplitude of the magnitude we have found generates a significant decrease in the Standard Model prediction of $`ϵ^{}/ϵ`$— although this decrease has a considerable uncertainty, quantified through the errors in the $`K\pi \pi `$ branching ratios and the $`\delta _0\delta _2`$ phase shift. Acknowledgments We are grateful to J. F. Donoghue and H. R. Quinn for helpful comments and discussions. The work of S.G. and G.V. was supported in part by the DOE under contract numbers DE-FG02-96ER40989 and DE-FG02-92ER40730, respectively. We are grateful to the Center for the Subatomic Structure of Matter at the University of Adelaide, Brookhaven Theory Group, the Fermilab Theory Group, and the SLAC Theory Group for hospitality during the completion of this work. ## 7 Appendix We wish to consider how $`𝒪(p^4)`$effects impact the parametrization of Eq. (37). We find by explicit calculation that the $`𝒪(p^4)`$contributions of the weak, chiral Lagrangian of Ref. can be reorganized into $`A_{K^0\pi ^+\pi ^{}}=\sqrt{2}Ci(1+{\displaystyle \frac{2}{\sqrt{3}}}ϵ_1)\left(\stackrel{~}{g}_8+\stackrel{~}{g}_{27}^{(1/2)}+\stackrel{~}{g}_{27}^{(3/2)}+{\displaystyle \frac{1}{2}}\delta \stackrel{~}{A}_{5/2}^{\mathrm{h}.\mathrm{o}.}\right)`$ $`A_{K^0\pi ^0\pi ^0}=\sqrt{2}Ci(1+{\displaystyle \frac{2}{\sqrt{3}}}ϵ_1)\left(\stackrel{~}{g}_8+\stackrel{~}{g}_{27}^{(1/2)}2\stackrel{~}{g}_{27}^{(3/2)}{\displaystyle \frac{2ϵ_2}{\sqrt{3}}}(\stackrel{~}{g}_8+6\stackrel{~}{g}_{27}^{(1/2)}3\stackrel{~}{g}_{27}^{(3/2)})\delta \stackrel{~}{A}_{5/2}^{\mathrm{h}.\mathrm{o}.}\right)`$ (74) $`A_{K^+\pi ^+\pi ^0}=Ci(1{\displaystyle \frac{2}{\sqrt{3}}}ϵ_1)\left(3\stackrel{~}{g}_{27}^{(3/2)}+{\displaystyle \frac{ϵ_2}{\sqrt{3}}}(2\stackrel{~}{g}_8+12\stackrel{~}{g}_{27}^{(1/2)}+3\stackrel{~}{g}_{27}^{(3/2)})\delta \stackrel{~}{A}_{5/2}^{\mathrm{h}.\mathrm{o}.}\right),`$ where the effects of the higher-order weak counterterms are lumped into the effective constants $`\stackrel{~}{g}_8`$, $`\stackrel{~}{g}_{27}^{(1/2)}`$, $`\stackrel{~}{g}_{27}^{(3/2)}`$, and a new $`\|\mathrm{\Delta }I\|=5/2`$ contribution $`\delta \stackrel{~}{A}_{5/2}^{\mathrm{h}.\mathrm{o}.}`$, which is of order $`D_iB_0(m_dm_u)`$, where $`D_i`$ is a $`𝒪(p^4)`$counterterm of $`(27_L,1_R)`$ character. Were $`\delta \stackrel{~}{A}_{5/2}^{\mathrm{h}.\mathrm{o}.}=0`$ and $`ϵ_1=ϵ_2=ϵ_8`$, we would recover the parametrization of Eq. (37). In Eq. (74), we have explicitly separated the strong-interaction isospin violation which emerges from meson mass differences, namely $`m_{K^0,K^+}^2`$, from that generated by $`\pi ^0\eta `$ mixing. The parameters $`ϵ_1`$ and $`ϵ_2`$ denote these two respective sources of isospin violation. Note that isospin-violating effects beyond $`\pi ^0`$-$`\eta `$ mixing, as discussed in Ref. , are embedded in $`\stackrel{~}{g}_{27}^{(3/2)}`$ and $`\stackrel{~}{g}_{27}^{(1/2)}`$. In $`𝒪(p^2)`$, $`ϵ_1`$ and $`ϵ_2`$ are given by $`\sqrt{3}(m_dm_u)/(4(m_s\widehat{m}))`$. In $`𝒪(p^4)`$, $`ϵ_2`$ is modified by $`\pi ^0\eta ^{}`$ mixing, as realized by the coefficients of the $`𝒪(p^4)`$strong chiral Lagrangian . Note that the cancellation of the $`ϵ_8g_8`$ contribution to the $`K\pi ^0\pi ^0`$ amplitude found in $`𝒪(p^2)`$no longer occurs if $`ϵ_1ϵ_2`$. Working consistently to $`𝒪(m_dm_u)`$, and including electromagnetic effects, we find that Eq. (74) implies $`x={\displaystyle \frac{\sqrt{2}r^{(3/2)}}{1+r^{(1/2)}}}\left(1{\displaystyle \frac{2}{3\sqrt{3}}}{\displaystyle \frac{(3ϵ_1ϵ_2+3r^{(3/2)}ϵ_2+3r^{(1/2)}(ϵ_12ϵ_2))}{1+r^{(1/2)}}}{\displaystyle \frac{h_1C_{em}(2C_++C_{00})}{3(1+r^{(1/2)})}}\right)`$ (75) $`+{\displaystyle \frac{1}{15}}\sqrt{{\displaystyle \frac{2}{3}}}{\displaystyle \frac{(10ϵ_2r^{(3/2)}(6ϵ_1+3ϵ_2)+60r^{(1/2)}ϵ_2)}{1+r^{(1/2)}}}+{\displaystyle \frac{\sqrt{2}}{5}}{\displaystyle \frac{h_1C_{em}(2(C_+C_{00})+3C_{+0})}{3(1+r^{(1/2)})}}`$ and $$y=\frac{\sqrt{2}}{5}\left(\frac{\sqrt{3}r^{(3/2)}(4ϵ_13ϵ_2)+h_1C_{em}(C_+C_{00}C_{+0})}{1+r^{(1/2)}}\right)+\frac{1}{\sqrt{2}}\frac{(\delta \stackrel{~}{A}_{5/2}^{\mathrm{h}.\mathrm{o}.}/\stackrel{~}{g}_8)}{1+r^{(1/2)}}.$$ (76) We have defined $`r^{(3/2)}\stackrel{~}{g}_{27}^{(3/2)}/\stackrel{~}{g}_8`$ and $`r^{(1/2)}\stackrel{~}{g}_{27}^{(1/2)}/\stackrel{~}{g}_8`$, and the parameter $`h_1g_8/\stackrel{~}{g}_8`$. We estimate $`{\displaystyle \frac{\delta \stackrel{~}{A}_{5/2}^{\mathrm{h}.\mathrm{o}.}}{\stackrel{~}{g}_8}}`$ $``$ $`\left({\displaystyle \frac{\stackrel{~}{g}_{27}^{(3/2)}}{\stackrel{~}{g}_8}}\right)\left({\displaystyle \frac{g_{27}^{(3/2)}}{\stackrel{~}{g}_{27}^{(3/2)}}}\right)\left({\displaystyle \frac{4ϵ_2}{\sqrt{3}}}\right)\left({\displaystyle \frac{B_0(m_s\widehat{m})}{\mathrm{\Lambda }_{\chi SB}^2}}\right)`$ (77) $``$ $`(0.52)h_2r^{(3/2)}ϵ_2,`$ where $`B_0(m_s\widehat{m})/\mathrm{\Lambda }_{\chi SB}^20.23`$. We expect the parameters $`h_1`$ and $`h_2`$ to be of order unity. Higher-order effects in the weak chiral Lagrangian serve to make $`\stackrel{~}{g}_{27}^{(1/2)}\stackrel{~}{g}_{27}^{(3/2)}/5`$ — the term $`D_6`$, e.g., in the $`𝒪(p^4)`$weak, chiral Lagrangian of Ref. generates such an inequality. Consequently, we expect from dimensional analysis $$\frac{\delta \stackrel{~}{g}_{27}^{1/2}}{\stackrel{~}{g}_{27}^{3/2}}\frac{\stackrel{~}{g}_{27}^{(1/2)}\stackrel{~}{g}_{27}^{(3/2)}/5}{\stackrel{~}{g}_{27}^{(3/2)}}\left(\frac{g_{27}^{(3/2)}}{\stackrel{~}{g}_{27}^{(3/2)}}\right)\left(\frac{B_0(m_s\widehat{m})}{\mathrm{\Lambda }_{\chi SB}^2}\right)0.23h_3,$$ (78) where the parameter $`h_3`$ ought be of order unity. A model estimate of $`\delta \stackrel{~}{g}_{27}^{1/2}/\stackrel{~}{g}_{27}^{3/2}`$ suggests that it is less than $`30\%`$ . Isospin-violating contributions, ignored in Eq. (78), also contribute to $`\delta \stackrel{~}{g}_{27}^{1/2}/\stackrel{~}{g}_{27}^{3/2}`$; the largest terms are typified by $`B_0(m_dm_u)E_i`$, where $`E_i`$ is an $`𝒪(p^4)`$counterterm of $`(8_L,1_R)`$ in character, and thus generate, crudely, an additional $`10\%`$ effect. The value of $`(r^{(1/2)}r^{(3/2)}/5)/r^{(3/2)}`$ found in Table 2 far exceeds the estimate of Eq. (78). We thus wish to see whether plausible choices of $`h_1`$, $`h_2`$, and $`ϵ_2`$ can serve to reduce the SU(3)<sub>f</sub> breaking of the relation $`r^{(3/2)}=r^{(1/2)}/5`$ found in Table 2 to a plausible level. We explore how the values of $`r^{(3/2)}`$ and $`r^{(1/2)}`$ vary as a function of $`ϵ_2`$, $`h_1`$, and $`h_2`$ in Table 3. We fix $`ϵ_1=0.0106\pm 0.0008`$ and choose $`\delta _0\delta _2=51^{}`$. The latter is determined by the central value of $`45^{}`$ given in Ref. plus $`6^{}`$, the +1$`\sigma `$ excursion permitted. We estimate that $`h_1`$ could be as small as $`0.5`$, and we choose two different values for $`ϵ_2`$: we use the result determined from the $`𝒪(p^4)`$strong chiral Lagrangian of Ref. as well as the estimate $`ϵ_2=2ϵ_1\pm ϵ_1`$. The central value and its error assigned to $`ϵ_2`$ in this latter estimate is rather generous; we observe that electromagnetic effects, not included in Ref. , can enhance the $`\pi ^0`$-$`\eta ,\eta ^{}`$ mixing angle slightly . Despite our efforts, a value of $`h_225`$ or larger is required to make the SU(3)<sub>f</sub> breaking of $`(r^{(1/2)}r^{(3/2)}/5)/r^{(3/2)}`$ no more than 100%. Interestingly, replacing the estimates of the electromagnetic corrections in the dispersive matching approach with those determined in chiral perturbative theory does increase the errors in the determined values of $`r^{(3/2)}`$ and $`r^{(1/2)}`$, but not sufficiently to reduce the value of $`h_2`$ substantially. It seems unlikely that strong-interaction isospin-violating effects can resolve the difference between the empirical value of $`y`$ predicated by a phase shift $`\delta _0\delta _245^{}`$ and the electromagnetic effects computed in Ref. .
warning/0006/math0006192.html	ar5iv	text	# The Theta Divisor and Three-Manifold Invariants ## 1. Introduction Let $`Y`$ be an oriented three-manifold whose first Betti number $`b_1(Y)>0`$. In this paper, we study a topological invariant of $`Y`$, which is a function $$\theta :\mathrm{Spin}^c(Y)$$ on the set of $`\mathrm{Spin}^c`$ structures on $`Y`$, defined using Heegaard splittings. Roughly speaking, the invariant measures how the theta divisor of a Riemann surface behaves under certain degenerations of the metric which are naturally associated to the Heegaard splitting. To facilitate a more precise description, we recall some relevant objects associated to Riemann surfaces and then Heegaard splittings. Fix a Riemannian surface $`\mathrm{\Sigma }`$ of genus $`g`$. We think of the Jacobian $`J`$ as the space of complex line bundles $``$ over $`\mathrm{\Sigma }`$ of degree $`g1`$, modulo isomorphism. A generic bundle $``$ in $`J`$, admits no holomorphic sections. The theta divisor, then, is the locus of line bundles which do. Note that the space $`J`$ is a real $`2g`$-dimensional torus; indeed, a spin structure naturally induces an identification between the space $`J`$ and the torus $`H^1(\mathrm{\Sigma };S^1)`$. (Here, we think of the circle $`S^1`$ as $`/`$.) Moreover, the theta divisor is the image of the Abel-Jacobi map $$\mathrm{\Theta }:\mathrm{Sym}^{g1}(\mathrm{\Sigma })J,$$ which assigns to a divisor the corresponding holomorphic line bundle. Now, consider a handlebody $`U`$ bounding $`\mathrm{\Sigma }`$. Such a handlebody gives rise to a canonical $`g`$-dimensional torus $`L(U)`$ in $`J`$: $`L(U)`$ corresponds to the image of $`H^1(U;S^1)`$ in $`H^1(\mathrm{\Sigma };S^1)`$ via the identification corresponding to a spin structure $`𝔰_0`$ on $`\mathrm{\Sigma }`$ which extends over $`U`$. (Note, however, that $`L(U)`$ is independent of the choice of spin structure used in its definition.) A handlebody $`U`$ bounding $`\mathrm{\Sigma }`$ can be described using Kirby calculus. $`U`$ is obtained from $`\mathrm{\Sigma }`$ by first attaching $`g`$ two-handles along $`g`$ disjoint simple, closed curves $`\{\gamma _1,\mathrm{},\gamma _g\}`$ which are linearly independent in $`H_1(\mathrm{\Sigma };)`$; and then one three-handle. The collection $`\{\gamma _1,\mathrm{},\gamma _g\}`$ will be called a complete set of attaching circles for $`U`$. Since the three-handle is unique, $`U`$ is determined by a complete set of attaching circles. A handlebody $`U`$ gives rise to a class of $`U`$-allowable metrics on $`\mathrm{\Sigma }`$ (see Definitions 2.2 and 2.6), which correspond to certain degenerations of $`\mathrm{\Sigma }`$. For instance, if $`\{\gamma _1,\mathrm{},\gamma _g\}`$ is a complete set of attaching circles for $`U`$, then any metric which is sufficiently stretched out normal to all of the $`\gamma _i`$ is $`U`$-allowable. One special property of a $`U`$-allowable metric is that the corresponding theta divisor is always disjoint from the subspace $`L(U)`$ (see Lemma 2.1). Recall that a genus $`g`$ Heegaard decomposition of an oriented $`3`$-manifold is a decomposition of $`Y=U_0_\mathrm{\Sigma }U_1`$ into two handlebodies $`U_0`$ and $`U_1`$ which are identified along their boundary, which is a surface $`\mathrm{\Sigma }`$ of genus $`g`$. Denote by $`L_i`$ the associated tori $`L(U_i)`$ in the Jacobian. Fix a one-parameter family $`h_t`$ of metrics on $`\mathrm{\Sigma }`$ for which $`h_0`$ is $`U_0`$-allowable, and $`h_1`$ is $`U_1`$-allowable. Then, consider the set of points in $`[0,1]\times [0,1]\times \mathrm{Sym}^{g1}(\mathrm{\Sigma })`$ $$\{(s,t,D)\|st\text{ and }\mathrm{\Theta }_{h_s}(D)L_0\text{ and }\mathrm{\Theta }_{h_t}(D)L_1\}.$$ We show that for small, generic perturbations of $`L_i`$, this set of points is isolated. Moreover, there is a natural map from this set to the set of $`\mathrm{Spin}^c`$ structures on $`Y`$. Then, $`\theta (𝔰)`$ is a signed count of the number of points corresponding to the $`\mathrm{Spin}^c`$ structure $`𝔰`$. A geometric meaning of this signed count can be given as follows. The one-parameter family of metrics induces a map $$\mathrm{\Theta }:[0,1]\times \mathrm{Sym}^{g1}(\mathrm{\Sigma })J,$$ by $`\mathrm{\Theta }(t,D)=\mathrm{\Theta }_{h_t}(D)`$. The set $`\mathrm{\Theta }^1(L_0)`$ misses the region where $`t<ϵ`$, and $`\mathrm{\Theta }^1(L_1)`$ misses the region where $`t>1ϵ`$. The tori $`L_0`$ and $`L_1`$ can be perturbed slightly to make them disjoint. The invariant $`\theta `$ then measures the degree to which the preimages under $`\mathrm{\Theta }`$ of these perturbed versions of $`L_0`$ and $`L_1`$ are linked. One gets more than a simple linking number – hence the function on $`\mathrm{Spin}^c(Y)`$ – by passing to a suitable covering space of $`J`$, and looking at the linking numbers between the preimages of the various lifts of $`L_0`$ and $`L_1`$. Details are spelled out in Section 2, where the first main result is the following: ###### Theorem 1.1. The invariant $$\theta :\mathrm{Spin}^c(Y)$$ is well-defined; in particular, it does not depend on the metrics, perturbations, and Heegaard decompositions of $`Y`$. The invariant $`\theta `$ also manifestly shares some of the properties of the Seiberg-Witten invariant for three-manifolds. ###### Proposition 1.2. For any given oriented three-manifold $`Y`$, with $`b_1(Y)>0`$ there are only finitely many $`\mathrm{Spin}^c`$ structures for which $`\theta (𝔰)0`$. Moreover, $`\theta (𝔰)=\theta (\overline{𝔰})`$, where the map $`𝔰\overline{𝔰}`$ denotes the natural involution on the set $`\mathrm{Spin}^c(Y)`$. Also, if $`Y`$ denotes the oriented manifold obtained by reversing the orientation of $`Y`$, then $$\theta _Y(𝔰)=(1)^{b_1+1}\theta _Y(𝔰).$$ After laying down the basis for the definition of the invariant, we turn to its computation. It will be convenient for us to think of the invariant as an element $`\theta [\mathrm{Spin}^c(Y)]`$, in the usual manner: $$\theta =\underset{𝔰\mathrm{Spin}^c(Y)}{}\theta (𝔰)[𝔰],$$ where $`[\mathrm{Spin}^c(Y)]`$ is to be thought of as a module over the group-ring $`[H]`$ associated to the group $`H=H^2(Y;)H_1(Y;)`$. In fact, in the computation, we begin by considering a weaker invariant, obtained from $`\theta `$ by dividing out by the action of the torsion subgroup $`\mathrm{Tors}`$ of $`H^2(Y;)`$. In keeping with the convention of , we underline objects when they are to be viewed modulo the action of the torsion subgroup $`\mathrm{Tors}`$ so, e.g. $`\underset{¯}{H}`$ and $`\underset{¯}{\mathrm{Spin}}^c(Y)`$ denote the quotients of $`H`$ and $`\mathrm{Spin}^c(Y)`$ respectively by the action of $`\mathrm{Tors}`$. There is an induced invariant $$\underset{¯}{\theta }:\underset{¯}{\mathrm{Spin}}^c(Y),$$ defined by adding the values of $`\theta (𝔰)`$ for all $`\mathrm{Spin}^c`$ structures in a given orbit. Via the natural identification (1) $$\underset{¯}{\mathrm{Spin}}^c(Y)\underset{¯}{H},$$ which sends any $`\mathrm{Spin}`$ structure to $`0`$, we can view $`\underset{¯}{\theta }`$ as an element $`\underset{¯}{\theta }[\underset{¯}{H}]`$. ###### Theorem 1.3. If $`b_1(Y)>1`$, then up to sign, $`\underset{¯}{\theta }`$ is equal to the symmetrized Alexander polynomial of $`Y`$. ###### Theorem 1.4. Suppose $`b_1(Y)=1`$, and let $`A=a_0+_{i=1}^ka_i(t^i+t^i)`$ be the symmetrized Alexander polynomial of $`Y`$ normalized so that $`A(1)=\|\mathrm{Tors}H_1(Y;)\|`$. Then, $$\underset{¯}{\theta }(i)=\underset{j=1}{\overset{\mathrm{}}{}}ja_{\|i\|+j},$$ (note that we are using the natural identification $`\underset{¯}{\mathrm{Spin}}^c(Y)`$ coming from (1)). In fact, a closer inspection of the proofs of Theorems 1.3 and 1.4 gives a more refined statement, which identifies the invariant $`\theta `$ with a torsion invariant $`\tau [\mathrm{Spin}^c(Y)]`$ discovered by Turaev, see . (The element we denote by $`\tau `$ here is the element of $`[\mathrm{Spin}^c(Y)]`$ induced from Turaev’s “torsion function” $`T`$ of §5 from .) ###### Theorem 1.5. Suppose $`b_1(Y)>1`$. Then the invariant $`\theta [\mathrm{Spin}^c(Y)]`$ agrees, up to possibly translation by two-torsion in $`H^2(Y;)`$ and a sign which depends only on $`b_1(Y)`$, with the Turaev invariant $`\tau `$. When $`b_1(Y)=1`$, Turaev’s torsion function depends on a choice of generator of $`\underset{¯}{H}`$. We recall from Turaev that if one fixes an $`\underset{¯}{H}`$ and $`t`$ denotes the positive generator of $`\underset{¯}{H}`$, then the two torsion functions $`T_t`$ and $`T_{t^1}`$ are related by the formula $$T_{t^1}(𝔰)=T_t(𝔰)\underset{¯}{𝔰}.$$ Moreover, the support of $`T_t`$ and $`T_{t^1}`$ are bounded above and below respectively. Now, one can define a compactly supported torsion function $`T^{}`$ which does not depend on a choice of generator by $`T^{}(𝔰)=T_t(𝔰)`$ if $`\underset{¯}{𝔰}`$ is a non-negative multiple of $`t`$, $`T^{}(𝔰)=T_{t^1}(𝔰)`$ otherwise; or equivalently $$T^{}(𝔰)=\frac{1}{2}(T_t(𝔰)+T_{t^1}(𝔰)+\|\underset{¯}{𝔰}\|).$$ Let $$\tau ^{}=\underset{𝔰}{}T^{}(𝔰)[𝔰].$$ Our result can then be stated as follows: ###### Theorem 1.6. Suppose $`b_1(Y)=1`$. Then the invariant $`\theta [\mathrm{Spin}^c(Y)]`$ agrees, up to possibly translation by two-torsion in $`H^2(Y;)`$, with the Turaev invariant $`\tau ^{}`$. The relationship between the invariant $`\theta `$ and the Seiberg-Witten invariant for three-manifolds can be seen from two different points of view. On the one hand, the invariant arises naturally when studying the Seiberg-Witten equations for Heegaard decompositions; in fact this is how we discovered it. On the other hand, results of Meng-Taubes and Turaev , together with our computation, show that the invariant $`\theta `$ agrees with a numerical invariant obtained from the Seiberg-Witten equations. It is also interesting to compare this with the Morse-theoretic constructions of , and also with recent work of Salamon . Throughout the paper, we work with three-manifolds whose first Betti number is positive. In the case where $`b_1(Y)=0`$, there is a naturally associated invariant, which is technically more complicated to describe. The reason for this is that, when $`b_1(Y)=0`$, the invariant $`\theta `$ actually depends on the path of metrics used in its definition, so to get a topological quantity, one must correct by a spectral flow correction term. These issues are addressed in , where the relationship between this construction and the Casson-Walker invariant is explored. The present paper is organized as follows. Roughly speaking, it can be divided into two parts: the first of which (Sections 24, together with Section 8) defines the invariant, and the second of which (Sections 57) calculates it. In Section 2, we describe the metrics on $`\mathrm{\Sigma }`$ induced by the Heegaard decomposition of $`Y`$, and show that the invariant $`\theta (𝔰)`$ is independent of choices of metrics, and hence can depend only on the Heegaard decomposition of $`Y`$ (except for the special case where $`Y`$ is a rational homology $`S^1\times S^2`$ but not an an integer homology $`S^1\times S^2`$, a case which we return to in Section 8). The results rely on a few technical lemmas about the behaviour of the theta divisor under degenerations of $`\mathrm{\Sigma }`$, which are proved in Section 3. Independence of the Heegaard decomposition, then, amounts to proving “stabilization invariance” of the invariant. This result is proved in Section 4, as a corollary to some results about the behaviour of the theta divisor under degenerations of the metric along homologically inessential curves. The degenerations of Section 4 play an important role in the second part of the paper, as well. The calculation of the invariant depends on a certain perturbation, which involves slightly enlarging the tori $`L(U)J`$ coming from the handlebodies, to a $`g+1`$-dimensional torus which intersects the theta divisor even when the metric on $`\mathrm{\Sigma }`$ is $`U`$-allowable. Another corollary of the results of Section 4, then, is an explicit understanding of the intersection of the theta divisor with these larger tori. With the technical background in place, we turn to the calculations, which identify the invariant $`\theta `$ with data of a more directly topological character. In Section 5, we focus on the case when $`b_1(Y)>1`$, which is slightly simpler than the calculation when $`b_1(Y)=1`$ given in Section 6, as there is more freedom in perturbing the invariant when the second Betti number is large. But the same general idea works in both cases. The close relationship between the topological data obtained and the Alexander polynomial (see Theorems 1.3 and 1.4 above) is explained in Section 7. Indeed, a closer look at the proofs of these results gives the more refined formulations involving Turaev’s torsion invariant (see Theorems 1.5 and 1.6 above), as shown in Subsection 7.1. A final debt is paid in Section 8, where we address the case of topological invariance in the case where $`b_1(Y)=1`$ (with no assumptions on the torsion in $`H_1(Y;)`$). This section should be thought of as an appendix to the first part of the paper, though the proofs are of a slightly different character than those in the rest of the paper (bearing a closer relationship to the issues addressed in ). ## 2. Defining the invariant The aim of this section is to spell out the details that go into the definition of the invariant $`\theta `$ sketched in Section 1, and, indeed to prove that its value depends only on the topology of the Heegaard decomposition of the three-manifold. We complete the proof of Theorem 1.1 in Section 4, where we prove, among other things, that $`\theta `$ remains invariant under stabilization. Fix an oriented three-manifold $`Y`$ whose first Betti number $`b_1(Y)>0`$. The definition of the invariant makes reference to a genus $`g`$ Heegaard decomposition of $`Y=U_0_\mathrm{\Sigma }U_1`$; so we discuss some objects naturally associated to such a decomposition. We give first a convenient definition of the Jacobian of an oriented $`2`$-manifold $`\mathrm{\Sigma }`$ of genus $`g`$, endowed with a Riemannian metric $`h`$. Fix a Hermitian line bundle $`E`$ over $`\mathrm{\Sigma }`$ whose Euler number is $`g1`$. A Hermitian connection $`A`$ over $`E`$ is said to have normalized curvature form if its curvature form satisfies $$F_A=\frac{1}{2}F_{K(h)},$$ where $`K(h)`$ is the Levi-Civita connection on the canonical bundle for the metric $`h`$. Then the Jacobian $`J_h`$ is the space of Hermitian connections $`A`$ with normalized curvature form, modulo the gauge group of circle-valued functions $`\mathrm{Map}(\mathrm{\Sigma },S^1)`$. The group $`H^1(\mathrm{\Sigma };)`$ acts simply transitively on $`J_h`$, with stabilizer $`H^1(\mathrm{\Sigma };)`$ and so a point in $`J_h`$ gives an identification of $`J_h`$ with the $`2g`$-dimensional torus $$J_h\frac{H^1(\mathrm{\Sigma };)}{H^1(\mathrm{\Sigma };)}=H^1(\mathrm{\Sigma };S^1).$$ Moreover, a spin structure on $`\mathrm{\Sigma }`$ naturally gives rise to a point in $`J_h`$, and hence an identification $$J_hH^1(\mathrm{\Sigma };S^1).$$ When it is clear from the context, we drop the metric $`h`$ from the notation for the Jacobian. We will typically work in a certain cover of the Jacobian which is associated to the Heegaard decomposition. Specifically, the long exact sequence in cohomology for the decomposition induces a (surjective) coboundary map $`\delta :H^1(\mathrm{\Sigma };)H^2(Y;)`$, whose kernel we denote by $`\mathrm{\Gamma }`$ (alternatively, this is the subgroup of $`H^1(\mathrm{\Sigma };)`$ generated by the image of $`H^1(U_0;)H^1(U_1;)`$ under the obvious inclusion map). We find it convenient, then, to consider the cover $`\stackrel{~}{J}`$ of $`J`$, the space of connections in $`E`$ with normalized curvature form, modulo the action by gauge transformations in the kernel of the composite $$\begin{array}{ccccc}\mathrm{Map}(\mathrm{\Sigma };S^1)& & H^1(\mathrm{\Sigma };)& \stackrel{\delta }{}& H^2(Y;)\end{array}$$ The space $`\stackrel{~}{J}`$ inherits a natural action of $`H^1(\mathrm{\Sigma };)`$, and the action of $`H^1(\mathrm{\Sigma };)`$ on $`\stackrel{~}{J}`$ descends to a free action of $$\frac{H^1(\mathrm{\Sigma };)}{\mathrm{\Gamma }}H^2(Y;)$$ on $`\stackrel{~}{J}`$, whose quotient is canonically identified with $`J`$. The condition that $`b_1(Y)>0`$ is equivalent to the condition that $`\stackrel{~}{J}`$ is a non-compact space. Given a metric $`h`$, there is an “Abel-Jacobi map” $$\mathrm{\Theta }_h:\mathrm{Sym}^{g1}(\mathrm{\Sigma })J_h,$$ where $`\mathrm{Sym}^{g1}(\mathrm{\Sigma })`$ is the space of effective degree $`g1`$ divisors on $`\mathrm{\Sigma }`$, i.e. $`g1`$-fold symmetric power of $`\mathrm{\Sigma }`$ (note that our conventions are slightly different from those typical in Riemann surface theory, where the Jacobian is often thought of as the group of complex structures on a topologically trivial line bundle, rather than the positive spinor bundle). Given a divisor $`D\mathrm{Sym}^{g1}(\mathrm{\Sigma })`$, the corresponding connection $`\mathrm{\Theta }_h(D)`$ is characterized by its curvature form (half that of the canonical bundle with metric $`h`$) and its associated $`\overline{}`$-operator, which we require to admit a holomorphic section which vanishes exactly at $`D`$. The image of this map in $`J`$ is called the theta divisor. Once, again, we find it convenient to work in a lift $`\stackrel{~}{\mathrm{Sym}}^{g1}(\mathrm{\Sigma })`$ of $`\mathrm{Sym}^{g1}(\mathrm{\Sigma })`$. This lift corresponds to the subgroup of $`\pi _1(\mathrm{Sym}^{g1}(\mathrm{\Sigma }))`$ which is the kernel of the composite $$\begin{array}{ccccccc}\pi _1(\mathrm{Sym}^{g1}(\mathrm{\Sigma }))& & H_1(\mathrm{Sym}^{g1}(\mathrm{\Sigma }))& \stackrel{(\mathrm{\Theta }_h)_{}}{}& H_1(J)H^1(\mathrm{\Sigma };)& \stackrel{\delta }{}& H^2(Y;),\end{array}$$ where the first map is the Hurewicz homomorphism. Clearly, $`(\mathrm{\Theta }_h)_{}`$ is independent of the Riemannian metric. Thus, we have a map $$\stackrel{~}{\mathrm{\Theta }}_h:\stackrel{~}{\mathrm{Sym}}^{g1}(\mathrm{\Sigma })\stackrel{~}{J}$$ which fits into a commutative diagram $$\begin{array}{ccc}\stackrel{~}{\mathrm{Sym}}^{g1}(\mathrm{\Sigma })& \stackrel{\stackrel{~}{\mathrm{\Theta }}_h}{}& \stackrel{~}{J}\\ & & & & \\ \mathrm{Sym}^{g1}(\mathrm{\Sigma })& \stackrel{\mathrm{\Theta }_h}{}& J.\end{array}$$ Note that standard Hodge theory gives an identification between the Jacobian and the theta divisor given here with the definitions used in the introduction. Fix a handlebody $`U`$ which bounds $`\mathrm{\Sigma }`$, and view the group $`H^1(U;)`$ as a subgroup of $`H^1(\mathrm{\Sigma };)`$ using the natural inclusion. There is a natural quotient map $$Q_U:J\frac{H^1(\mathrm{\Sigma };S^1)}{H^1(U;S^1)}H^2(U,\mathrm{\Sigma };S^1),$$ given as follows. Fix a $`\mathrm{Spin}`$ structure $`𝔰_0`$ on $`U`$, and let $`pJ`$ be the induced point in the Jacobian. Given any $`BJ`$, there is a unique $`aH^1(\mathrm{\Sigma };S^1)`$ so that $`B=p+a`$; we define $`Q_U(B)`$ to be $`a`$ (modulo $`H^1(U;S^1)`$). This coset is independent of the spin structure on $`U`$ since any two spin structures on $`U`$ differ by a translation by a cohomology class coming from $`H^1(U;S^1)`$. The torus $`L(U)`$ defined in the introduction, then, is the preimage $`Q_U^1(0)`$. Given a point $`BJ`$ and a homology class $`[\gamma ]H_1(\mathrm{\Sigma };)`$ which bounds in $`U`$ there is a well-defined holonomy, $`\mathrm{Hol}_\gamma (B)S^1`$, which is the Kronecker pairing of $`Q_U(B)`$ with $`[\gamma ]`$. For a Heegaard decomposition of $`Y`$, let $`L_0`$ and $`L_1`$ denote the associated tori $`L(U_0)`$ and $`L(U_1)`$ in $`J`$. A $`\mathrm{Spin}^c`$ structure $`𝔰`$ on $`Y`$ gives rise to a pair of $`g`$-dimensional tori $`L_0(𝔰)`$ and $`L_1(𝔰)`$ in $`\stackrel{~}{J}`$, up to simultaneous translation by $`H^2(Y;)`$, as follows. Let $`𝔰_0`$ be a spin structure on $`Y`$ and let $`p`$, $`L_0`$ and $`L_1`$ be as above. Any $`\mathrm{Spin}^c`$ structure $`𝔰`$ on $`Y`$ can be written as $`𝔰_0+\mathrm{}`$, where $`\mathrm{}H^2(Y;)`$. Let $`\stackrel{~}{p}`$ be any lift of $`p`$ to $`\stackrel{~}{J}`$. Then, $`L_0(𝔰)`$ is the lift of $`L_0`$ to $`\stackrel{~}{J}`$ which passes through $`\stackrel{~}{p}`$, and $`L_1(𝔰)`$ is the lift of $`L_1`$ which passes through $`\stackrel{~}{p}+\mathrm{}`$ (the translate of $`\stackrel{~}{p}`$ by the natural action of $`H^2(Y;)`$ on $`\stackrel{~}{J}`$). Once again, it is easy to see that the subspaces are independent of the spin structure $`𝔰_0`$. Since the intersection in $`H^1(\mathrm{\Sigma };)`$ of the image of $`H^1(U_0;)`$ with $`\mathrm{\Gamma }`$ is $`H^1(U_0;)`$, it follows that $`L_0(𝔰)`$, and similarly $`L_1(𝔰)`$, are both $`g`$-dimensional tori embedded in $`\stackrel{~}{J}`$. A torsion $`\mathrm{Spin}^c`$ structure is a $`\mathrm{Spin}^c`$ structure whose associated real cohomology class $`\underset{¯}{𝔰}=0`$ (this is equivalent to the condition that its first Chern class is torsion). Note that $`𝔰`$ is torsion if and only if $`L_0(𝔰)`$ and $`L_1(𝔰)`$ intersect. In fact, if $`𝔰`$ is torsion, then $`L_0(𝔰)L_1(𝔰)`$ is identified with $`H^1(Y;)/H^1(Y;)`$. Having introduced the basic topological objects associated to a Heegaard decomposition, we must flesh out the notion of allowable metrics used in the definition of the invariant $`\theta `$. The definition corresponds to degenerations of the metric on $`\mathrm{\Sigma }`$. We describe these presently. Let $`\{\gamma _1,\mathrm{},\gamma _n\}`$ be a collection of disjoint simple, closed curves in $`\mathrm{\Sigma }`$. Choose a tubular neighborhood $`\nu `$ of $`_{i=1}^g\gamma _i`$, and let $`h`$ be a metric which extends the product metric over $`\nu `$ arising naturally from an identification $$\nu \underset{i=1}{\overset{g}{}}[1,1]\times S^1.$$ Such a metric will be called product-like near the $`\gamma _i`$. Given such a metric, let $`h(T_1,\mathrm{},T_n)`$ denote the metric obtained by inserting a tube of length $`2T_i`$ around the curve $`\gamma _i`$, i.e. $`h(T_1,\mathrm{},T_n)`$ is obtained by attaching $$\underset{i=1}{\overset{g}{}}[T_i,T_i]\times S^1$$ to $`(\mathrm{\Sigma }\nu ,h)`$ in the obvious manner. The following lemma, whose proof is given in Section 3, describes what happens to the theta divisor as the metric is stretched normal to curves in this way. ###### Lemma 2.1. Let $`U`$ be a handlebody with boundary $`\mathrm{\Sigma }`$, and let $`\{\gamma _1,\mathrm{},\gamma _g\}`$ be a complete set of attaching circles for $`U`$. Then, for any compact set of metrics $``$ on $`\mathrm{\Sigma }`$ which are product-like near the $`\gamma _i`$, as the metrics are stretched out normal to the $`\gamma _i`$, the theta divisor converges as a point set, into $$\mathrm{Hol}_{\gamma _1}^1(\frac{1}{2})\mathrm{}\mathrm{Hol}_{\gamma _g}^1(\frac{1}{2});$$ i.e. given any $`ϵ`$, there is a $`T_0`$ so that for all metrics $`h`$, and for all $`g`$-tuples $`(T_1,\mathrm{},T_g)`$ for which each $`T_i>T_0`$, we have that $$\mathrm{\Theta }_{h(T_1,\mathrm{},T_g)}(\mathrm{Sym}^{g1}(\mathrm{\Sigma }))\underset{i=1}{\overset{g}{}}\mathrm{Hol}_{\gamma _i}^1(\frac{1}{2}ϵ,\frac{1}{2}+ϵ).$$ Note that $`L(U)`$ could be described as the set of points $`BJ(\mathrm{\Sigma })`$ with $`\mathrm{Hol}_{\gamma _i}B=0`$ for all $`i`$. Thus, the above lemma says that for all metrics which are sufficiently stretched out normal to all the $`\gamma _i`$, the theta divisor misses the torus $`L(U)`$. Indeed, it allows us to identify a special (path-connected) class of metrics. ###### Definition 2.2. Let $`U`$ be a handlebody, and let $`\{\gamma _1,\mathrm{},\gamma _g\}`$ be a complete set of attaching circles for $`U`$. Fix a metric $`k_0`$ on $`\mathrm{\Sigma }`$ which is sufficiently stretched out normal to the $`\{\gamma _i\}`$ according to Lemma 2.1. Another metric $`k_1`$ on $`\mathrm{\Sigma }`$ is called allowable for $`\{\gamma _1,\mathrm{},\gamma _g\}`$, or simply $`\{\gamma _1,\mathrm{},\gamma _g\}`$-allowable if there is a path $`k_t`$ connecting $`k_0`$ to $`k_1`$, so that $$\mathrm{\Theta }_{k_t}(\mathrm{Sym}^{g1}(\mathrm{\Sigma }))L(U)=\mathrm{}$$ In fact, Lemma 2.1 shows that the notion of allowable is independent of the fixed metric $`k_0`$. It appears, however, to depend on the choice of the $`\{\gamma _1,\mathrm{},\gamma _g\}`$. The following proposition shows that this is not the case: the notion of allowable depends only on the handlebody $`U`$: ###### Proposition 2.3. The class of allowable metrics depends only on the handlebody $`U`$; i.e. if $`\{\gamma _1,\mathrm{},\gamma _g\}`$ and $`\{\gamma _1^{},\mathrm{},\gamma _g^{}\}`$ are any two complete sets of attaching circles for $`U`$, then a metric is $`\{\gamma _1,\mathrm{},\gamma _g\}`$-allowable if and only if it is $`\{\gamma _1^{},\mathrm{},\gamma _g^{}\}`$-allowable. The proof relies on the following lemma, whose proof is given in Section 3. ###### Lemma 2.4. Let $`U`$ be a handlebody with boundary $`\mathrm{\Sigma }`$, and let $`\{\gamma _1,\mathrm{},\gamma _g\}`$ be a complete set of attaching circles for $`U`$. Then, for any compact set of metrics $``$ on $`\mathrm{\Sigma }`$ which are product-like near the $`\gamma _i`$ for $`i=1,\mathrm{},g1`$, given any $`ϵ>0`$, there is a $`T_0`$ so that for all $`g1`$ tuples $`(T_1,\mathrm{},T_{g1})`$ with $`T_iT_0`$ for all $`i`$, and all metrics $`h`$, we have that $$\mathrm{\Theta }_{h(T_1,\mathrm{},T_{g1})}^1(\mathrm{Hol}_{\gamma _1}^1(0)\mathrm{}\mathrm{Hol}_{\gamma _{g1}}^1(0))\mathrm{Hol}_{\gamma _g}^1(\frac{1}{2}ϵ,\frac{1}{2}+ϵ).$$ The above lemma implies the following corollary: ###### Corollary 2.5. Let $`\mathrm{\Sigma }`$, $`\{\gamma _1,\mathrm{},\gamma _g\}`$, and $`U`$ be as in Lemma 2.1. For any metric $`h`$ which is product-like around $`\{\gamma _1,\mathrm{},\gamma _{g1}\}`$, there is a constant $`T_0`$ so that for all collections $`T_iT_0`$, the metric $`h(T_1,\mathrm{},T_{g1})`$ is $`\{\gamma _1,\mathrm{},\gamma _g\}`$-allowable. Proof. Fix an initial metric $`k`$ which is product-like along all $`\{\gamma _1,\mathrm{},\gamma _g\}`$, and which agrees with $`h`$ away from a tubular neighborhood of $`\gamma _g`$. Lemma 2.1 gives us a constant $`C_0`$ so that for all $`g`$-tuples $`(T_1,\mathrm{},T_g)`$ with $`T_iC_0`$, $`k(T_1,\mathrm{},T_g)`$ is allowable. We can view the metric $$h_t(T_1,\mathrm{},T_{g1})=th(T_1,\mathrm{},T_{g1})+(1t)k(T_1,\mathrm{},T_{g1},C_0)$$ as the result of inserting tubes with parameters $`T_1,\mathrm{},T_{g1}`$ into a one-parameter (compact) family of metrics away from the $`\{\gamma _1,\mathrm{},\gamma _{g1}\}`$. Thus, Lemma 2.4 gives us a number $`C_1`$ with the property that if all $`T_iC_1`$, then for all metrics in the path $`h_t(T_1,\mathrm{},T_{g1})`$, the theta divisor misses $`L(U)`$. Hence, if $`T_1,\mathrm{},T_{g1}\mathrm{max}(C_0,C_1)`$, then $`h(T_1,\mathrm{},T_{g1})`$ is a $`\{\gamma _1,\mathrm{},\gamma _g\}`$-allowable metric. Proposition 2.3, then, follows easily: Proof of Proposition 2.3. Fix $`U`$, and let $`\{\gamma _1,\mathrm{},\gamma _g\}`$, $`\{\gamma _1^{},\mathrm{},\gamma _g^{}\}`$ be two complete sets of attaching circles. By standard Kirby calculus , we see that it is always possible to move between any two collections $`\{\gamma _1,\mathrm{},\gamma _g\}`$ and $`\{\gamma _1^{},\mathrm{},\gamma _g^{}\}`$, through a sequence of handle-slides. Since a handle-slide fixes $`g1`$ of the curves, Corollary 2.5 shows that the notion of allowable remains unchanged. ∎ Proposition 2.3 allows us to refine the earlier definition of allowable metrics: ###### Definition 2.6. Let $`U`$ be a handlebody. A metric $`k`$ on $`U`$ is called $`U`$-allowable provided that there is a complete set of attaching circles $`\{\gamma _1,\mathrm{},\gamma _g\}`$ for which the metric is allowable. With this background in place, we now give a definition of $`\theta (𝔰)`$, where $`𝔰\mathrm{Spin}^c(Y)`$. Fix a smooth path of metrics $`\{h_t\}_{t[0,1]}`$ for which $`h_0`$ is $`U_0`$-allowable, and $`h_1`$ is $`U_1`$-allowable. Consider the smooth map $$\mathrm{\Psi }:\mathrm{Sym}^{g1}(\mathrm{\Sigma })\times \{(s,t)[0,1]\times [0,1]\|st\}\frac{H^1(\mathrm{\Sigma };S^1)}{H^1(U_0;S^1)}\times \frac{H^1(\mathrm{\Sigma };S^1)}{H^1(U_1;S^1)}=𝕋(Y),$$ defined by $$\mathrm{\Psi }(D,s,t)=Q_0(\mathrm{\Theta }_{h_s}(D))\times Q_1(\mathrm{\Theta }_{h_t}(D)),$$ where $`Q_i`$ denotes the quotient map $`Q_{U_i}`$ for $`i=0,1`$, and let $`M_{\eta _0\times \eta _1}`$ denote the pre-image under $`\mathrm{\Psi }`$ of the point $`\eta _0\times \eta _1𝕋(Y)`$. By Sard’s theorem, for generic $`\eta _0\times \eta _1`$, this fiber is a compact, oriented zero-dimensional manifold which misses the locus of points $`(D,s,t)`$ where $`s=t`$. Moreover, the points in $`M_{\eta _0\times \eta _1}`$ can naturally be partitioned into subsets indexed by the various $`\mathrm{Spin}^c`$ structures on $`Y`$. Specifically, for a choice of $`\mathrm{Spin}^c`$ structure on $`Y`$ and corresponding lifts $`L_i(𝔰)`$ of $`L_i`$ (for $`i=0,1`$), there is a subset of $`M_{\eta _0\times \eta _1}`$, denoted $`M_{\eta _0\times \eta _1}(𝔰)`$, corresponding to points $$\{(D,s,t)\stackrel{~}{\mathrm{Sym}}^{g1}(\mathrm{\Sigma })\times [0,1]\times [0,1]\|\stackrel{~}{\mathrm{\Theta }}_{h_s}(D)L_0(𝔰)+\eta _0,\stackrel{~}{\mathrm{\Theta }}_{h_t}(D)L_1(𝔰)+\eta _1,st\}$$ (where, in the above expression, $`L_i(𝔰)+\eta _i`$ denotes the translate of the subset $`L_i(𝔰)`$ by $`\eta _i`$). Then, $`\theta _{\eta _0\times \eta _1}(𝔰)`$ is defined to be the signed number of points in this subset. In the next two propositions, we shall see that (given $`h_t`$) there is an open neighborhood $`G`$ of zero in $`𝕋(Y)`$ with the property that $`\theta _{\eta _0\times \eta _1}`$ is independent of the particular (generic) choice of $`\eta _0\times \eta _1G`$. This is technically somewhat easier when $`b_1(Y)>1`$, so we consider that case first. But before we do that, we pause for a moment to discuss signs. Since $`\mathrm{Sym}^{g1}(\mathrm{\Sigma })\times [0,1]\times [0,1]`$ is naturally oriented, the sign of $`\theta `$ is determined by an orientation for the torus $$\frac{H^1(\mathrm{\Sigma };S^1)}{H^1(U_0;S^1)}\times \frac{H^1(\mathrm{\Sigma };S^1)}{H^1(U_1;S^1)},$$ which in turn is determined by an ordering of the attaching circles $`\{\alpha _1,\mathrm{},\alpha _g\}`$ and $`\{\beta _1,\mathrm{},\beta _g\}`$. We use an ordering for these attaching circles which is consistent with the orientation of $`H_{}(Y)`$, arising from Poincaré duality, in the following sense. We explain what this consistence means. The Heegaard decomposition gives a chain complex for $`Y`$ with one zero-cell, $`g`$ one-cells in one-to-one correspondence with the circles $`\{\alpha _i\}`$, $`g`$ two-cells which correspond to the $`\{\beta _i\}`$, and one three-cell. In general, an orientation for a (finite dimensional) chain complex is canonically equivalent to an orientation for its real homology, since there is a splitting: $$\underset{i}{}C_i=\underset{i}{}\left((B_{i+1})H_iB_i\right),$$ where $`B_iC_i`$ is a vector space which is mapped isomorphically under the boundary homomorphism to the group of boundaries in $`C_{i1}`$, which givesa natural identification of $$\underset{i}{}C_i=\left(\underset{i}{}H_i\right)\left(\underset{i}{}B_i(B_i)\right)$$ as oriented vector spaces; and the vector space $`_i(B_i(B_i))`$ is canonically oriented as follows: if $`\{b_j\}`$ is a basis for $`_iB_i`$, we declare that $$\underset{j}{}(b_jb_j)$$ is a positive oriented basis for $`_i(B_i(B_i))`$. The orientation on $`Y`$ gives a canonical orientation of $`H_0=C_0`$, $`H_3=C_3`$. Thus, in light of the above remarks, the orientation of $`H_{}(Y)`$ induces an orientation of $`C_1C_2`$, and hence an ordering of the attaching circles. Having nailed down the sign, we state the result we have been aiming for, first in the case where $`b_1(Y)>1`$. ###### Proposition 2.7. When $`b_1(Y)>1`$, the invariant $`\theta (𝔰)`$ depends only on the Heegaard decomposition of $`Y`$; i.e. it is independent of the metrics and perturbations used. More precisely, given any one-parameter family $`h_t`$ of metrics which connect a $`U_0`$-allowable metric to a $`U_1`$-allowable metric, there is an open neighborhood $`G`$ of $`0𝕋(Y)`$ and an integer $`\theta _{h_t}(𝔰)`$ with the property that for all generic $`\eta _0\times \eta _1G`$, we have that $$\theta _{h_t,\eta _0\times \eta _1}(𝔰)=\theta _{h_t}(𝔰).$$ Moreover, if $`h_t^{}`$ is another path of metrics connecting a $`U_0`$-allowable metric with a $`U_1`$-allowable metric, then $$\theta _{h_t}(𝔰)=\theta _{h_t^{}}(𝔰).$$ Proof. According to Sard’s theorem, for any generic $`\eta _0\times \eta _1𝕋(Y)`$, the fiber $$M_{h_t,\eta _0\times \eta _1}=\{(s,t,D)\|\mathrm{\Theta }_{h_s}(D)L_0+\eta _0,\mathrm{\Theta }_{h_t}(D)L_1+\eta _1,st\}$$ is a compact, canonically oriented, zero-dimensional manifold. We investigate the conditions necessary to show that the fiber misses the boundary of the domain of $`\mathrm{\Psi }`$. The set of points $`\eta _0\times \eta _1𝕋(Y)`$ for which the fiber $`M_{h_t,\eta _0\times \eta _1}`$ does not contain boundary points of the form $`(s,1,D)`$ or $`(0,t,D)`$ is an open set which contains $`0`$ (since $`h_i`$ is $`U_i`$-allowable for $`i=0,1`$). Let $`G`$ be a connected neighborhood of $`0`$ in this set. Moreover, the fiber $`M_{h_t,\eta _0\times \eta _1}`$ cannot contain points of the form $`(t,t,D)`$ if the spaces $`L_0+\eta _0`$ and $`L_1+\eta _1`$ are disjoint; but $`(L_0+\eta _0)(L_1+\eta _1)\mathrm{}`$ is equivalent to the condition that the image of $`\delta (\eta _0\eta _1)=0H^2(Y;S^1)`$. This is a codimension $`b_1(Y)`$ sub-torus $`𝒲`$ of $`𝕋(Y)`$, so its complement is dense. Thus, for a dense set of perturbations $`\eta _0\times \eta _1G`$, the fiber $`M_{\eta _0\times \eta _1}`$ is a smooth submanifold which misses the boundary of the domain of $`\mathrm{\Psi }`$. Moreover, given two generic perturbations $`\eta _0\times \eta _1,\eta _0^{}\times \eta _1^{}G`$, a generic path in $`G`$ misses the locus $`𝒲`$ as well, since it has codimension $`b_1(Y)>1`$ (this is what distinguishes the case where $`b_1(Y)>1`$ from the case $`b_1(Y)=1`$). By Sard’s theorem, then, a generic such path induces a compact cobordism between $`M_{\eta _0\times \eta _1}`$ and $`M_{\eta _0^{}\times \eta _1^{}}`$. By lifting to the covering space $`\stackrel{~}{\mathrm{Sym}}^{g1}(\mathrm{\Sigma })`$, one can easily see that the cobordism respects the partitioning into $`\mathrm{Spin}^c`$ structures. Thus, $`G`$ has the required property. Fix $`h_t`$ and $`h_t^{}`$. Since the space of $`U`$-allowable metrics is path connected and the space of metrics over $`\mathrm{\Sigma }`$ is simply-connected, we can connect $`h_t`$ and $`h_t^{}`$ by a two-parameter family of metrics with $`k_{t,0}=h_t`$, $`k_{t,1}=h_t^{}`$, $`k_{0,t}`$ is $`U_0`$-allowable and $`k_{1,t}`$ is $`U_1`$-allowable. This, together with a small generic perturbation, gives rise to a cobordism between $`M_{\eta _0\times \eta _1,h_t}`$ and $`M_{\eta _0^{}\times \eta _1^{},h_t^{}}`$ (which once again respects the partitioning into $`\mathrm{Spin}^c`$ structures). This completes the proof of the proposition. The invariance statement in Proposition 2.7 holds when $`b_1(Y)=1`$ as well, but the argument is more involved. The point is that $`𝒲`$ now separates $`G`$ into two components. The above proof shows that if we pick two paths of metrics and two perturbations in the same component, then the invariant remains unchanged. So, from now on, we can drop the path $`h_t`$ from the notation for $`\theta `$. We must show, then, that the invariant is actually independent of the component. It will be convenient to make use of the involution on the set of $`\mathrm{Spin}^c`$ structures introduced in Section 1, $`𝔰\overline{𝔰}`$. This is the map which sends the complex spinor bundle $`W`$ of $`𝔰`$ to the same underlying real bundle, given its conjugate complex structure (and naturally induced Clifford action). Note that this action fixes those $`\mathrm{Spin}^c`$ structures which arise from $`\mathrm{Spin}`$ structures, and moreover $`\overline{𝔰+\mathrm{}}=\overline{𝔰}\mathrm{}`$, for any $`𝔰\mathrm{Spin}^c(Y)`$ and $`\mathrm{}H^2(Y;)`$. The invariant is preserved by this involution in the following sense: ###### Lemma 2.8. Let $`Y`$ be an oriented three-manifold with $`b_1(Y)>0`$. Then, $$\theta _{\eta _0\times \eta _1}(𝔰)=\theta _{\eta _0\times \eta _1}(\overline{𝔰})$$ Proof. To see this, we make use of the Serre duality map. Serre duality gives rise to a natural involution on $`J`$, with the property that $`\overline{q+x}=\overline{q}x`$ for any $`qJ`$ and $`xH^1(\mathrm{\Sigma };)`$. For any given metric $`h_t`$, this involution preserves the theta divisor (by Serre duality), and fixes the points associated to spin structures. The involution on $`J`$ can be lifted to an involution of $`\stackrel{~}{J}`$ which we can assume fixes $`L_0(𝔰)`$. The involution then carries $`L_1(𝔰)`$ to $`L_1(\overline{𝔰})`$. Unfortunately, this involution is not defined on the symmetric product. Instead, it gives an involution on the set of points in the symmetric product which map injectively to the theta divisor, and more generally, it gives a relation. We write $`D_1_hD_2`$ if $`\mathrm{\Theta }_h(D_1)=\overline{\mathrm{\Theta }_h(D_2)}`$. For any $`y[0,1]`$, let $`M_y`$ denote the moduli space $$M_y=\left\{(D,s,t)\right\|\begin{array}{c}st,\hfill \\ D^{},D^{\prime \prime }\mathrm{Sym}^{g1}(\mathrm{\Sigma }),D^{}_{h_s}D,D^{\prime \prime }_{h_x}D,\hfill \\ \mathrm{\Theta }_{h_s}(D^{})L_0+\eta _0,\hfill \\ \mathrm{\Theta }_{h_t}(D^{\prime \prime })L_1+\eta _1,\hfill \end{array}\},$$ where $`x=s+y(ts)`$. For generic $`\eta _0`$, $`\eta _1`$, $`h_t`$, $`M_y`$ is a smooth cobordism from $`M_0`$ to $`M_1`$. This follows from the fact that the set of points in $`\mathrm{Sym}^{g1}(\mathrm{\Sigma })`$ which do not map injectively into the theta divisor is empty if $`g=2`$ and has complex codimension $`2`$ for generic $`h`$ if $`g>2`$ (see p. 250 of ). As before, $`M_y`$ can be partitioned according to $`\mathrm{Spin}^c`$ structures; let $`M_y(𝔰)`$ denote the corresponding set. The same dimesnion counting also shows that for generic $`h_t`$, $`\eta _0`$, and $`\eta _1`$, $`M_0(𝔰)=M_{h_t,\eta _0\times \eta _1}(𝔰)`$ and $`M_1(𝔰)=M_{h_t,\eta _0\times \eta _1}(\overline{𝔰}).`$ This proves the lemma. If $`Y`$ is an integral homology $`S^1\times S^2`$, the invariance of $`\theta `$ is an easy consequence of this lemma: ###### Proposition 2.9. If $`Y`$ is an integral homology $`S^1\times S^2`$, then the invariant $`\theta (𝔰)`$ is independent of metrics and perturbations as well. Proof. If $`𝔰`$ is not a torsion class, then $`L_0(𝔰)`$ and $`L_1(𝔰)`$ are disjoint, so the proof of Proposition 2.7 applies. For the torsion $`\mathrm{Spin}^c`$ structure $`𝔰`$ (i.e. the one corresponding to the spin structure), there are a priori two invariants, depending on the sign $`\delta (\eta _0\eta _1)`$ for the perturbation $`\eta _0\times \eta _1`$. But Lemma 2.8 guarantees that $$\theta _{\eta _0\times \eta _1}(𝔰)=\theta _{\eta _0\times \eta _1}(\overline{𝔰});$$ and since $`𝔰`$ comes from the spin structure, $`\overline{𝔰}=𝔰`$, while $$\delta (\eta _0\eta _1)=\delta (\eta _0(\eta _1)),$$ so the invariants for both perturbations are equal. More generally, we have: ###### Proposition 2.10. If $`Y`$ is a rational homology $`S^1\times S^2`$, then the invariant $`\theta (𝔰)`$ is independent of metrics and perturbations. This general case involves a study of spectral flow, and takes us slightly out of the general framework of the preceding discussion (and it is surprisingly more involved than the special case), so we relegate that case to Section 8 (where it is restated as Proposition 8.1). Our final goal in this section is to prove Proposition 1.2. Proof of Proposition 1.2. The finiteness statement is clear from the fact that the fibers of $`\mathrm{\Psi }`$ are compact. The statement about involution invariance follows from Lemma 2.8. When we reverse the orientation of $`Y`$, then the corresponding orientation of $`H^{}(Y)`$ changes by a factor of $`(1)^{b_1+1}`$, so the last statement follows from the discussion preceding Proposition 2.7. ∎ In Section 4, we establish the final step towards proving topological invariance, showing that $`\theta (𝔰)`$ remains invariant under stabilization. It must be shown that if one begins with $`\mathrm{\Sigma }`$, then the associated invariant agrees with the invariant calculated from the Riemann surface obtained by a connected sum $`\mathrm{\Sigma }\mathrm{\#}(S^1\times S^1)`$, using the handlebodies $`U_0\mathrm{\#}(D^2\times S^1)`$ and $`U_1\mathrm{\#}(S^1\times D^2)`$. This result fits naturally into the context of a splicing construction, which also proves a technical device which underpins the calculations of the invariants. We defer these results to Section 4, addressing first the lemmas which we have stated thus far without proof. ## 3. Degenerating metrics In the definition of $`\theta (𝔰)`$, we used several facts (Lemmas 2.1 and 2.4) about the behaviour of the theta divisor under certain degenerations of the metric $`h`$ over $`\mathrm{\Sigma }`$. The aim of this section is to provide proofs of these results. We opt to give analytical proofs, which rely only on elementary properties of the $`\overline{}`$ operator on cylindrical manifolds. The statements given here, though, can be interpreted in terms of algebraic geometry, where they address degenerations of the theta divisor in a family of curves acquiring nodal singularities. For a related discussion from this point view, see . (This remark pertains also to the discussion in Section 4.) The proof of both Lemmas 2.1 and 2.4 involve local compactness and then passing to cylindrical end models, as is familiar in gauge theory (though the results here are considerably more elementary than is typical in gauge theory). More precisely, thanks to local compactness, points in the theta divisors for Riemann surfaces undergoing suitable degenerations give rise to points in the $`L^2`$ theta divisor for the cylindrical end model of $`\mathrm{\Sigma }(\gamma _1\mathrm{}\gamma _n)`$, where the $`\gamma _i`$ are embedded, disjoint, closed curves in $`\mathrm{\Sigma }`$. We then appeal to basic results about the $`L^2`$ kernel of the Dirac operator. To state these results, we set up some notation. Let $`F^c`$ be a compact, oriented two-manifold with $`n`$ boundary circles, given a product metric in a neighborhood of its boundary. Let $$F^+=F^c_{F^c}\underset{j=1}{\overset{n}{}}(S_{(j)}^1\times [0,\mathrm{}))$$ be the associated complete manifold with cylindrical ends, and $$F=F^c_{F^c}\underset{j=1}{\overset{n}{}}D_{(j)}$$ be the associated compact Riemann surface; here, $`D_{(j)}`$ is a copy of the two-dimensional disk with a product metric near its boundary. Conformally, $`F`$ is obtained from $`F^+`$ by adding $`n`$ points “at infinity” $`\{p_1,\mathrm{},p_n\}`$, which correspond to the centers of the attached disks in the description of $`F`$. Fix a spin structure $`𝔰_0`$ on $`F`$ with associated spinor bundle $`E`$ throughout the following discussion (for instance, when $`F^c`$ has genus zero, this spin structure is uniquely determined). This canonically induces a spin structure on $`F^+`$, which gives rise to a canonical connection $`B_0`$ on the spinor bundle $`E^+`$ over $`F^+`$ with normalized curvature form. Up to gauge transformations, any other connection with normalized curvature form differs from $`B_0`$ by a cohomology class in $`H^1(F^+;)`$. Now, let $`B`$ be any connection on $`E^+`$ over $`F^+`$ with normalized curvature form. We can relate the $`L^2`$-extended $`B`$-harmonic spinors on $`F^+`$ with holomorphic data on $`E`$ over $`F`$. Following , a $`B`$-harmonic spinor $`\mathrm{\Psi }`$ is said to be an $`L^2`$-extended section if it is in $`L_{\mathrm{loc}}^2`$, and over each cylinder $`S_{(j)}^1\times [0,\mathrm{})`$, we can write the restriction of $`\mathrm{\Psi }`$ as a sum of an $`L^2`$ $`B`$-harmonic section plus a constant (hence $`B`$-harmonic) section. The holomorphic data over $`F`$ is obtained by viewing $`E`$ as a holomorphic vector bundle over $`F`$ (by using the $`\overline{}`$-operator associated to the spin-connection coming from $`𝔰_0`$). Given $`pF`$, let $`_p`$ denote the ideal sheaf at $`p`$. We have the following result (a related discussion can be found in ): ###### Proposition 3.1. Let $`B`$ be a connection on $`E^+`$ with normalized curvature form, and write $`B=B_0+i\xi `$ for $`\xi H^1(E^+;)`$. Let $$\xi _j=\xi ,[S_{(j)}^1].$$ Then, the space of $`L^2`$-extended holomorphic sections of $`E^+`$ over $`F^+`$ is canonically identified with $$H^0(F,E_{p_1}^{\xi _1\frac{1}{2}}\mathrm{}_{p_n}^{\xi _n\frac{1}{2}}).$$ Here, $`x`$ denotes the smallest integer greater than $`x`$. Proof. Note that the cylindrical-end metric $`g_{cyl}`$ on $`F^+`$ is conformal equivalent to the metric $`g`$ on $`F\{p_1,\mathrm{},p_n\}`$ inherited from $`F`$. Indeed, we can write $$g_{cyl}=e^{2\tau }g,$$ where $$\tau :F^+[0,\mathrm{})$$ is a real-valued function, which agrees with the real coordinate projection on the cylindrical ends. The spinor bundles of the two manifolds can be (metrically) identified accordingly, with a change in the Clifford action to reflect the conformal change. With respect to this change, (see , bearing in mind that we are in two dimensions), the Dirac operator over $`F^+`$ can be written: $$\overline{)}D_{cyl}=e^{\frac{1}{2}\tau }\overline{)}De^{\frac{1}{2}\tau };$$ i.e., multiplication by $`e^{\frac{1}{2}\tau }`$ induces a vector space isomorphism from the $`\overline{)}D`$-harmonic spinors to the $`\overline{)}D_{cyl}`$-harmonic ones. Moreover, a section of a bundle is in $`L^2`$ for the cylinder iff $`e^\tau \varphi `$ is in $`L^2`$ for $`F\{p_1,\mathrm{},p_n\}`$. From this discussion, it follows that the $`L^2`$-harmonic spinors on $`F^+`$ are identified with the space of harmonic spinors over $`F\{p_1,\mathrm{},p_n\}`$ for which $`e^{\frac{\tau }{2}}\varphi `$ lies in $`L^2`$ (for $`F\{p_1,\mathrm{},p_n\}`$). The proposition follows from this, along with some considerations in the neighborhoods of the punctures. Consider $`D\{0\}`$, with the trivial line bundle endowed with a connection $`B=d+i\xi d\theta `$ – this is the model of the punctured neighborhood of the $`p_jF`$. Under the standard identification $`S^1\times [0,\mathrm{})D\{0\}`$, the function $`e^t`$ (which is $`e^\tau `$ over $`F^+`$) corresponds to the radial coordinate $`r`$ on the disk. Moreover, multiplication by $`e^{\xi t}=r^\xi `$ induces an isomorphism from the space of (ordinary) holomorphic functions on $`D\{0\}`$ to the space of $`\overline{}_B`$-holomorphic functions. Under these correspondences, a holomorphic function $`\varphi `$ which vanishes to order $`k`$ corresponds to a $`L^2`$-harmonic spinor on $`F^+`$ iff $`{\displaystyle \|\varphi r^{\xi \frac{1}{2}}\|^2r𝑑r𝑑\theta }`$ $``$ $`C{\displaystyle r^{2k2\xi }𝑑r𝑑\theta }`$ is bounded, i.e. iff $`k>\xi \frac{1}{2}`$. In the borderline case where $`\xi \frac{1}{2}`$, the holomorphic functions on $`D\{0\}`$ which vanish to order $`\xi \frac{1}{2}`$ correspond to harmonic sections over the cylinder whose pointwise norm is bounded, and hence they lie in the space $`L^2`$ (of the cylinder) extended by constants. The proposition follows. Given this proposition, then, we can give a proof of Lemma 2.1. Proof of Lemma 2.1. Suppose that $`\{h_i\}_{i=1}^{\mathrm{}}`$ is a sequence of metrics whose neck-lengths along the $`\gamma _i`$ all go to infinity, and whose restrictions away from the necks lie in a compact family of metrics on the genus zero surface $`F^c=\mathrm{\Sigma }\nu (\gamma _1\mathrm{}\gamma _g)`$. Let $`B_i`$ be a sequence of connections which lie in the theta divisor of $`h_i`$. This means that we can find a sequence of non-zero sections $`\varphi _i`$ of $`E`$ over $`\mathrm{\Sigma }`$ (with metric $`h_i`$), so that $`\overline{}_{B_i}\varphi _i=0`$. By renormalizing, we can assume without loss of generality that the $`sup_\mathrm{\Sigma }\|\varphi _i\|=1`$. Since the metric in a neighborhood of the tubes is flat, the supremum is always achieved in the compact piece $`F^c\mathrm{\Sigma }`$. After passing to a subsequence, the $`B_i`$ converge (locally in $`C^{\mathrm{}}`$) to a connection $`B_{\mathrm{}}`$ on $`F^+`$ with normalized curvature form. In fact, local compactness of holomorphic functions ensures that (after passing to a subsequence) the $`\varphi _i`$ converge locally (in $`C^{\mathrm{}}`$) to a $`B_{\mathrm{}}`$-holomorphic section $`\varphi _{\mathrm{}}`$. Once again, the supremum of $`\|\varphi _{\mathrm{}}\|`$ must be $`1`$, so in particular, $`\varphi _{\mathrm{}}`$ is a non-vanishing, $`L^2`$-extended, $`B_{\mathrm{}}`$-holomorphic section. From Proposition 3.1, it then follows that the holonomy of $`B_{\mathrm{}}`$ around at least one of the boundary circles must be congruent to $`\frac{1}{2}`$ (modulo $``$). Specifically, the spin structure $`E_0`$ on $`F=S^2`$ has degree $`1`$, so the dimension of the space of $`L^2`$-bounded, holomorphic sections is calculated by the formula $$dim_{}H^0(F,E_0_{p_1}^{\xi _1\frac{1}{2}}\mathrm{}_{p_{2g}}^{\xi _{2g}\frac{1}{2}})=\mathrm{min}(0,\underset{i=1}{\overset{2g}{}}\xi _i\frac{1}{2}).$$ Note that the holonomies $`\xi _i`$ all add up to zero, and, since the ends of $`F^c`$ are naturally come in pairs $`S_{(i)}^1`$, $`S_{(i+g)}^1`$ with $`\xi _i\xi _{i+g}(mod)`$, it follows that the dimension is non-zero only if at least one of the holonomies is $`\frac{1}{2}`$ modulo $``$. Strictly speaking, to apply Proposition 3.1, we note that natural compactification of $`F^c`$ is a sphere, and the two methods for measuring holonomy – comparing holonomies against any spin structure which extends over $`U`$ (which is used in the statement of Lemma 2.1) and comparing against the spin structure which extends over the sphere (which we use in the statement of Proposition 3.1) – coincide. This is obvious from the Kirby calculus description of $`U`$. ∎ The proof of Lemma 2.4 is analogous. Proof of Lemma 2.4. As the metric is stretched in a sequence $`h_i`$, any sequence of points $`B_i\mathrm{\Theta }_h(\mathrm{Sym}^{g1}(\mathrm{\Sigma }))\mathrm{Hol}_{\gamma _1}^1(0)\mathrm{}\mathrm{Hol}_{\gamma _{g1}}^1(0)`$ has a subsequence which converges to a connection $`B_{\mathrm{}}`$, which now can be viewed as a connection on a torus with cylindrical ends $`F^+`$. Kernel elements then converge to a section which, according to Proposition 3.1 corresponds naturally to a holomorphic section of a line bundle $`E`$ over a compact torus $`F`$. But there is only one spin structure on $`F`$ which admits harmonic spinors (the trivial bundle), and it corresponds to the spin structure on $`F`$ which does not bound. Thus, around any curve which bounds in $`U`$, the difference in the holonomy between this spin structure and any spin structure which bounds in $`U`$ is $`1/2`$. ∎ ## 4. Splicing The aim of this section is to give a more detailed analysis of the theta divisor, using a splicing construction whose consequences include the stabilization invariance of $`\theta (𝔰)`$, and a technical result which will be of importance in subsequent sections. We introduce notation. Fix a pair of Riemann surfaces $`\mathrm{\Sigma }_i`$ for $`i=1,2`$, and let $`\mathrm{\Sigma }_i^c`$ be the complement in $`\mathrm{\Sigma }_i`$ of an open disk centered at $`p_i\mathrm{\Sigma }_i`$, endowed with a product-end metric (which we can extend over the disks to obtain the metrics over $`\mathrm{\Sigma }_i`$). Let $`\mathrm{\Sigma }_i^+`$ (for $`i=1,2`$) denote cylindrical-end models of the surfaces, $$\mathrm{\Sigma }_i^+=\mathrm{\Sigma }_i^c\left(S^1\times [0,\mathrm{})\right).$$ Let $`\mathrm{\Sigma }_1\mathrm{\#}_T\mathrm{\Sigma }_2`$ denote the model for the connected sum of $`\mathrm{\Sigma }_1`$ and $`\mathrm{\Sigma }_2`$, a surface of genus $`g=g_1+g_2`$ with a neck length of $`2T`$; i.e. $$\mathrm{\Sigma }_1\mathrm{\#}_T\mathrm{\Sigma }_2=\mathrm{\Sigma }_1^c\left([T,T]\times S^1\right)\mathrm{\Sigma }_2^c.$$ Fix non-negative integers $`k_1`$, $`k_2`$ so that $`k_1+k_2=g_1+g_21`$. For all $`T`$, there is an obvious natural map $$\gamma __T:\mathrm{Sym}^{k_1}(\mathrm{\Sigma }_1^c)\times \mathrm{Sym}^{k_2}(\mathrm{\Sigma }_2^c)\mathrm{Sym}^{g1}(\mathrm{\Sigma }_1\mathrm{\#}_T\mathrm{\Sigma }_2).$$ Fix a spin structure $`𝔰_0`$ over $`\mathrm{\Sigma }_1\mathrm{\#}\mathrm{\Sigma }_2`$. This allows us to compare the various Jacobians as $`T`$ varies; i.e. it gives us identifications: $$J(\mathrm{\Sigma }_1\mathrm{\#}_T\mathrm{\Sigma }_2)H^1(\mathrm{\Sigma }_1\mathrm{\#}_T\mathrm{\Sigma }_2;S^1).$$ Similarly, we can use the natural extension of this structure over $`\mathrm{\Sigma }_1`$, $`\mathrm{\Sigma }_2`$ to fix identifications $`J(\mathrm{\Sigma }_1)H^1(\mathrm{\Sigma }_1;S^1)`$ and $`J(\mathrm{\Sigma }_2)H^1(\mathrm{\Sigma }_2;S^1).`$ To state the splicing result, we use Abel-Jacobi map, thought of as follows. Fix a Riemann surface $`\mathrm{\Sigma }`$ with a basepoint $`p`$, then $$\mu ^{(k)}:\mathrm{Sym}^k(\mathrm{\Sigma })J(\mathrm{\Sigma })$$ is the map which takes an effective divisor $`D\mathrm{Sym}^k(\mathrm{\Sigma })`$ to the unique connection $`A`$ with normalized curvature form, which admits a $`\overline{}_A`$-meromorphic section $`\varphi `$ whose associated divisor is $`D+(g1k)p`$. When $`k=g1`$, then we do not need a base point, and $`\mu ^{(g1)}`$ agrees with the map $`\mathrm{\Theta }`$ from Section 1. ###### Theorem 4.1. In regions of the symmetric products supported away from the points $`p_i`$, the composite of $`\gamma __T`$ with $`\mathrm{\Theta }_{\mathrm{\Sigma }_1\mathrm{\#}\mathrm{\Sigma }_2}`$ is homotopic to the product of Abel-Jacobi maps. Indeed, for any non-negative $`k_1,k_2`$ with $`k_1+k_2=g1`$, we have that the composite $$\begin{array}{ccccc}\mathrm{Sym}^{k_1}(\mathrm{\Sigma }_1^c)\times \mathrm{Sym}^{k_2}(\mathrm{\Sigma }_2^c)& \stackrel{\gamma __T}{}& \mathrm{Sym}^{g1}(\mathrm{\Sigma }_1\mathrm{\#}_T\mathrm{\Sigma }_2)& \stackrel{\mathrm{\Theta }_{\mathrm{\Sigma }_1\mathrm{\#}\mathrm{\Sigma }_2}}{}& H^1(\mathrm{\Sigma }_1\mathrm{\#}\mathrm{\Sigma }_2;S^1)\end{array}$$ converges in the $`C^1`$ topology, as $`T\mathrm{}`$, to the map $$\begin{array}{ccc}\mathrm{Sym}^{k_1}(\mathrm{\Sigma }_1^c)\times \mathrm{Sym}^{k_2}(\mathrm{\Sigma }_2^c)& \stackrel{\mu _1\times \mu _2}{}& H^1(\mathrm{\Sigma }_1;S^1)\times H^1(\mathrm{\Sigma }_2;S^1)H^1(\mathrm{\Sigma }_1\mathrm{\#}\mathrm{\Sigma }_2;S^1),\end{array}$$ where $`\mu _i`$ denotes the Abel-Jacobi map with basepoint $`p_i`$ $$\mu _i=\mu _i^{(k_i)}:\mathrm{Sym}^{k_i}(\mathrm{\Sigma }_i)H^1(\mathrm{\Sigma }_i;S^1).$$ ###### Remark 4.2. The seasoned gauge theorist will identify the last vestiges of a “gluing theorem” here. However, the present result is significantly easier than the usual gluing results. Before giving the proof of Theorem 4.1, we recall the construction of the map $$\mathrm{\Theta }_h:\mathrm{Sym}^{g1}(\mathrm{\Sigma })H^1(\mathrm{\Sigma };S^1).$$ For a given divisor $`D\mathrm{Sym}^{g1}(\mathrm{\Sigma })`$, $`\mathrm{\Theta }_h(D)`$ is the unique connection $`B`$ in the spinor bundle $`E`$ with normalized curvature form which admits a $`\overline{}_B`$-holomorphic section whose associated divisor is $`D`$. To find it, first fix a section $`\varphi `$ of $`E`$ whose vanishing set is $`D`$; then find any connection $`A`$ on $`E`$ for which $`\varphi `$ is $`\overline{}_A`$-holomorphic. Now, let $`f`$ be a function which solves $$iddf=F_{B_0}F_A.$$ In the above equation (and indeed throughout this section), $`B_0`$ denotes the connection with normalized curvature form on the spinor bundle induced by the spin structure $`𝔰_0`$. Then, $`A+idf`$ will represent $`\mathrm{\Theta }_h(D)`$. The key to Theorem 4.1, then, is to select the initial connection $`A`$ carefully. Before giving the proof, we name one of the fundamental objects which arises in the construction. ###### Definition 4.3. If $`D`$ is a divisor of degree $`g1`$ and $`(B,\varphi )`$ is a connection with normalized curvature form for which $`\overline{}_B\varphi =0`$, and $`\varphi ^1(0)=D`$, then we call $`(B,\varphi )`$ a holomorphic pair representative for the divisor $`D`$. Of course, the gauge equivalence class of $`B`$ represents $`\mathrm{\Theta }_h(D)`$. Proof of Theorem 4.1. Since one of the $`k_i>g_i1`$, we can assume without loss of generality that $`k_2>g_21`$. Pick a partition of unity $`\psi _1,\psi _2`$ over $`[2,2]\times S^1`$ subordinate to the cover $$\{[2,1)\times S^1,(1,2]\times S^1\}.$$ We can transfer this partition of unity (by extending by constants in the obvious way) to a partition of unity on $`\mathrm{\Sigma }_1\mathrm{\#}_T\mathrm{\Sigma }_2`$ subordinate to the cover $$\{\mathrm{\Sigma }_1^c([T,1)\times S^1),((1,T]\times S^1)\mathrm{\Sigma }_2^c\}$$ (provided that $`T>2`$). We denote this partition of unity also by $`\{\psi _1,\psi _2\}`$ although, technically, it does depend on $`T`$. However, notice that for all $`T`$, the ($`L^2`$ and $`C^{\mathrm{}}`$) norms of $`d\psi _i`$ remain constant. Fix a pair of divisors $`D_i\mathrm{Sym}^{k_i}(\mathrm{\Sigma }_i)`$. After deleting the points $`p_1`$ and $`p_2`$, we find suitably normalized holomorphic pair representatives for the $`D_i`$ over the cylindrical-end manifolds; i.e. connections $`A_1`$, $`A_2`$ with fixed curvature form on $`\mathrm{\Sigma }_1^+`$, $`\mathrm{\Sigma }_2^+`$ and sections $`\varphi _1,\varphi _2`$ whose vanishing locus is $`D_1,D_2`$ respectively, with asymptotic expansions (with respect to some trivialization of the spinor bundle over the flat cylinder) of the form: (2) $`\varphi _1=e^{\alpha t}+O(e^{(\alpha 1)t})`$ and $`\varphi _2=e^{\alpha t}+O(e^{(\alpha 1)t}),`$ where $`\alpha =g_1+k_1+\frac{1}{2}=g_2k_2\frac{1}{2}`$. Note that the leading terms in the asympotic expansions here have a particularly simple form; this can be arranged by first untwisting the imaginary part of the leading term using a gauge transformation, and then by rescaling the $`\varphi _i`$ by real constants if necessary. Note that the decay rates come from Proposition 3.1: according to that proposition, sections with the prescribed decay for $`\varphi _i`$ correspond to sections of the spinor bundles over $`\mathrm{\Sigma }_i`$ which vanish to order $`g_i+k_i+1`$ at the connected sum point. Starting from these sections $`\varphi _1`$, $`\varphi _2`$, we will construct for all $`T`$ holomorphic pair representatives $`A_1\mathrm{\#}_TA_2`$ for $`\gamma __T(D_1,D_2)`$, and show that the gauge equivalence classes of $`A_1\mathrm{\#}_TA_2`$ converge, as $`T\mathrm{}`$ to those of $`A_1`$ and $`A_2`$. There is a natural connection with normalized curvature form on $`\mathrm{\Sigma }_1\mathrm{\#}_T\mathrm{\Sigma }_2`$ induced from $`A_1`$ and $`A_2`$, which we write as $`A_1\mathrm{\#}A_2`$, which is obtained from the identification $`J(\mathrm{\Sigma }_1\times \mathrm{\Sigma }_2)H^1(\mathrm{\Sigma }_1\mathrm{\#}\mathrm{\Sigma }_2;S^1)H^1(\mathrm{\Sigma }_1;S^1)\times H^1(\mathrm{\Sigma }_2;S^1)J(\mathrm{\Sigma }_1)\times J(\mathrm{\Sigma }_2)`$ coming from our fixed spin structure $`𝔰_0`$. Consider, then, the section $`\varphi _T=\psi _1\varphi _1+e^{2\alpha T}\psi _2\varphi _2`$. For all sufficiently large $`T`$, this section does not vanish in the neck region $`[1,1]\times S^1`$ (indeed, the restriction of $`\varphi _T`$ to this region is $`e^{\alpha (T+t)}+O(e^{(\alpha 1)T})`$). Although $`\varphi _T`$ is not $`\overline{}_{A_1\mathrm{\#}A_2}`$ holomorphic, it is holomorphic for the $`\overline{}`$-operator $$\overline{}_{A_1\mathrm{\#}A_2}(\overline{}\psi _1)\frac{\varphi _1}{\varphi _T}e^{2\alpha T}(\overline{}\psi _2)\frac{\varphi _2}{\varphi _T};$$ so if we let $`ϵ`$ be the form (3) $$ϵ=\mathrm{Im}\left((\overline{}\psi _1)\frac{\varphi _1}{\varphi _T}+e^{2\alpha T}(\overline{}\psi _2)\frac{\varphi _2}{\varphi _T}\right),$$ then $`\varphi _T`$ is holomorphic for $$A_3=A_1\mathrm{\#}A_2+2iϵ.$$ The connection $`A_3`$ is a good first approximation to the desired connection corresponding to $`\gamma __T`$. The curvature form is normalized once we find $`f`$ so that $`ddf=2dϵ`$. We would like to show that this does not change the cohomology class by much; i.e. as the tube length $`T`$ is increased, the cohomology correction $`2ϵ+df`$ tends to zero (viewed as elements in $`H^1(\mathrm{\Sigma }_1^c\mathrm{\Sigma }_2^c;)H^1(\mathrm{\Sigma }_1\mathrm{\#}\mathrm{\Sigma }_2;)H^1(\mathrm{\Sigma }_1^+;)H^1(\mathrm{\Sigma }_2^+;)`$). To do this, we find it convenient to use harmonic forms. Let $`_T`$ denote the space of harmonic one-forms on $`\mathrm{\Sigma }_1\mathrm{\#}_T\mathrm{\Sigma }_2`$, $$_T=\{a\mathrm{\Omega }^1(\mathrm{\Sigma }_1\mathrm{\#}_T\mathrm{\Sigma }_2)\|da=da=0\},$$ and let $`\mathrm{\Pi }_T`$ denote the $`L^2`$-projection to $`_T`$. By Hodge theory, the map from closed one-forms, given by $`z[\mathrm{\Pi }_T(z)]`$, induces the identity map in cohomology. Moreover, it is identically zero on co-closed one-forms (by integration-by-parts). Thus, $$[\mathrm{\Pi }_T(2ϵ+df)]=[\mathrm{\Pi }_T(2ϵ)].$$ Note that $`lim_T\mathrm{}ϵ_{L^2}=0`$ (indeed, using the fact that $`\overline{}(\psi _1+\psi _2)=0`$, the decay condition in Equation (2) and the expression for $`ϵ`$, Equation (3), it is easy to see that $`ϵ_{L^2}=O(e^{(\alpha 1)T})`$), so $`lim_T\mathrm{}\mathrm{\Pi }_T(ϵ)=0`$ in $`L^2`$. The fact that the harmonic projections tend to zero, then, is a consequence of elliptic regularity, as follows: ###### Lemma 4.4. Let $`h_T`$ be a sequence of harmonic forms on $`\mathrm{\Sigma }_1\mathrm{\#}_T\mathrm{\Sigma }_2`$ whose $`L^2`$ norm tends to zero. Then the cohomology classes $`[h_T]`$ tend to zero, as well. Proof. Since the operator $`d+d^{}`$ is translationally invariant in the cylinder $`S^1\times `$, there is a single constant $`C`$ which works for all the manifolds $`\mathrm{\Sigma }_1\mathrm{\#}_T\mathrm{\Sigma }_2`$, so that for any form $`\varphi \mathrm{\Lambda }^{}(\mathrm{\Sigma }_1\mathrm{\#}_T\mathrm{\Sigma }_2)`$, $$\varphi _{L_{k+1}^2}C(\varphi _{L^2}+(d+d^{})\varphi _{L_k^2})$$ (see for instance ); thus, $$h_T_{L_k^2}C(h_T_{L^2}).$$ This together with the Sobolev lemmas shows that the forms $`h_T`$ converge to zero in $`C^{\mathrm{}}`$ over any compact set. But the cohomology class of any of the $`h_T`$ is determined by its restriction to the (compact) subset $`\mathrm{\Sigma }_1^c\mathrm{\Sigma }_2^c\mathrm{\Sigma }_1\mathrm{\#}_T\mathrm{\Sigma }_2`$. This proves the convergence of $`\gamma __T`$ in $`C^0`$. To prove $`C^1`$ convergence, we argue that any path in the space of divisors over $`\mathrm{\Sigma }_1^c`$ and $`\mathrm{\Sigma }_2^c`$ can be covered by a path in the space of holomorphic pairs whose derivatives satisfy decay conditions analogous to Equation (2). To see this, it helps to consider Fredholm deformation theory for the symmetric product which arises by viewing the latter space as the zeros of a non-linear equation on the cylinder. More precisely, let $`Z_i`$ be a vector space of compactly-supported forms in $`\mathrm{\Sigma }_i^c`$ which map isomorphically to $`H^1(\mathrm{\Sigma }_i^c)`$. Consider the the map $$\mathrm{\Omega }_{\delta _i}^{0,0}(E_i^+)\times Z_i\mathrm{\Omega }_{\delta _i}^{0,1}(E_i^+),$$ given by $`\overline{}_{B_0}\mathrm{\Phi }+(ia)^{0,1}\mathrm{\Phi }`$, with weighted Sobolev topologies on the $`\mathrm{\Omega }^{0,}(E_i^+)`$, i.e. $$\mathrm{\Phi }_{\delta _i}=e^{\frac{\delta _it}{2}}\mathrm{\Phi }_{L^2},$$ where $`\delta _i=g_i1k_i`$, and $`t`$ is a smooth function on $`\mathrm{\Sigma }_i^+`$ which extends the real coordinate function on the cylinder $`S^1\times [0,\mathrm{})`$ (the decay rate is chosen to for $`\mathrm{\Phi }`$ to correspond to a holomorphic section of the degree $`k_i`$ bundle over $`\mathrm{\Sigma }_i`$, according to Proposition 3.1). This is a non-linear, Fredholm map whose zero locus (away from the trivial $`\mathrm{\Phi }0`$ solutions) is transversally cut out by the equations. This zero locus, the space of holomorphic pairs on $`\mathrm{\Sigma }_i^+`$, admits a natural submersion to the symmetric product, given by taking $`(A,\mathrm{\Phi })`$ to the divisor where $`\mathrm{\Phi }`$ vanishes (this models the quotient by the natural $`^{}`$ action on the space of holomorphic pairs). Thus, any tangent vector in $`\mathrm{Sym}^{k_i}(\mathrm{\Sigma }_i^c)`$ can be represented by a pair $`(a,\varphi )Z_i\times \mathrm{\Omega }^{0,0}(E_i^+)`$ where $`a`$ is compactly supported in $`\mathrm{\Sigma }_i^c`$ and $$\varphi =Ce^{(g_i+k_i+\frac{1}{2})t}+O(e^{(g_i+k_i\frac{1}{2})t}),$$ for some constant $`C`$ (depending on the tangent vector). Now, consider a pair of smooth paths $`D_1(s)`$ and $`D_2(s)`$, and a corresponding paths of holomorphic pairs $`(A_1(s),\varphi _1(s))`$ and $`(A_1(s),\varphi _2(s))`$. Note that the derivative $`\frac{d}{ds}(A_1(s)\mathrm{\#}_TA_2(s))`$, restricted to $`\mathrm{\Sigma }_1^c\mathrm{\Sigma }_2^c`$, is the differential of $`\mathrm{\Theta }_{\mathrm{\Sigma }_1}\times \mathrm{\Theta }_{\mathrm{\Sigma }_2}`$. To prove the $`C^1`$ convergence, we must show that the derviative of the error term converges to zero, i.e. writing $$[\frac{d}{ds}A_3(s)]=[\frac{d}{ds}A_1(s)\mathrm{\#}A_2(s)]+2i[\mathrm{\Pi }_T(\frac{d}{ds}ϵ(s))],$$ we must show that $`[\mathrm{\Pi }_T(\frac{d}{ds}ϵ)]0`$ in $`T`$. Note first that $`{\displaystyle \frac{d}{ds}}ϵ(s)`$ $`=`$ $`(\overline{}\psi _1)\left({\displaystyle \frac{d\varphi _1}{ds}}{\displaystyle \frac{1}{\varphi _T}}{\displaystyle \frac{d\varphi _T}{ds}}{\displaystyle \frac{\varphi _1}{\varphi _T^2}}\right)+e^{2\alpha T}(\overline{}\psi _2)\left({\displaystyle \frac{d\varphi _2}{ds}}{\displaystyle \frac{1}{\varphi _T^2}}{\displaystyle \frac{d\varphi _T}{ds}}{\displaystyle \frac{\varphi _2}{\varphi _T^2}}\right)`$ $`=`$ $`(\overline{}\psi _1)\left({\displaystyle \frac{d\varphi _1}{ds}}{\displaystyle \frac{1}{\varphi _T}}\left(\psi _1{\displaystyle \frac{d\varphi _1}{ds}}+e^{2\alpha T}\psi _2{\displaystyle \frac{d\varphi _2}{ds}}\right){\displaystyle \frac{\varphi _1}{\varphi _T^2}}\right)`$ $`+e^{2\alpha T}(\overline{}\psi _2)\left({\displaystyle \frac{d\varphi _2}{ds}}{\displaystyle \frac{1}{\varphi _T}}{\displaystyle \frac{d\varphi _T}{ds}}{\displaystyle \frac{\varphi _2}{\varphi _T^2}}\right).`$ It is easy to see from this that the derivative of the error is supported in the region $`[1,1]\times S^1\mathrm{\Sigma }_1\mathrm{\#}_T\mathrm{\Sigma }_2`$, and it is universally bounded (e.g. in $`C^0`$) independent of $`T`$. For example, since $`\varphi =e^{\alpha (t+T)}+O(e^{(\alpha 1)T})`$ and $`{\displaystyle \frac{d\varphi _2}{ds}}=Ce^{\alpha (t+T)}+O(e^{(\alpha 1)T})`$ for $`t[1,1]\times S^1`$ (according to Fredholm perturbation theory we discussed above), we see that $`\|e^{\alpha T}(\overline{}\psi _2)\frac{d\varphi _2}{ds}\frac{1}{\varphi _T}\|`$ is bounded above for all $`T`$. (The other terms follow in a similar manner.) Since, moreover, there is a universal constant $`K`$ independent of $`T`$ so that for any harmonic form $`h`$, $$h(0)Ke^T(h(T)+h(T))$$ (this follows from standard asymptotic expansion arguments see for instance , ), the harmoic projection $`\mathrm{\Pi }_T(\frac{d}{ds}ϵ(s))`$ converges to zero exponentially. This proves the $`C^1`$ convergence statement, and concludes the proof of Theorem 4.1. ∎ Theorem 4.1 can be used to prove the “stabilization invariance” of the invariant we are studying. Specifically, in Section 2, we gave a definition of the invariant $`\theta (𝔰)`$, which refers to a choice of Heegaard decomposition for $`Y`$. In the next proposition, we show that it is independent of that, depending only on the underlying three-manifold. ###### Proposition 4.5. The invariant $`\theta (𝔰)`$ is independent of the Heegaard decomposition used in its definition, thus it gives a well-defined topological invariant. Proof. Fix a genus $`g`$ Heegaard decomposition of $`Y=U_0_\mathrm{\Sigma }U_1`$. There is a “stabilized” genus $`g+1`$ Heegaard decomposition of $`Y`$, corresponding to the natural decomposition $$S^3=(S^1\times D)_{S^1\times S^1}(D\times S^1);$$ i.e. let $`U_0^{}=U_0\mathrm{\#}(S^1\times D),\mathrm{\Sigma }^{}=\mathrm{\Sigma }\mathrm{\#}(S^1\times S^1)`$ and $`U_1^{}=U_1\mathrm{\#}(D\times S^1),`$ and consider the Heegaard decomposition $$Y=U_0^{}_\mathrm{\Sigma }^{}U_1^{}.$$ We would like to show that the invariant $`\theta `$ associated to the Heegaard decomposition $`U_0_\mathrm{\Sigma }U_1`$ agrees with that associated to $`U_0^{}_\mathrm{\Sigma }^{}U_1`$, which we will denote $`\theta ^{}`$. Fix a metric on the torus $`S^1\times S^1`$. We observe that one can find $`U`$-allowable metrics $`h`$ on a Riemann surface $`\mathrm{\Sigma }`$ with the property that for all sufficiently large $`T`$, $`h\mathrm{\#}_T(S^1\times S^1)`$ are $`U^{}`$-allowable. To see this, let $`h(T_1)`$ denote the metric on $`\mathrm{\Sigma }`$ which is stretched out along $`g`$ of the attaching circles of $`\mathrm{\Sigma }`$. We show there is a $`T_0`$ so that for all $`T_1,T_2>T_0`$, $`h(T_1)\mathrm{\#}_{T_2}(S^1\times S^1)`$ is $`U^{}`$-allowable. If this were not the case, we could stretch both tube-lengths simultaneously, and extract a subsequence of spinors, which would converge to a non-zero harmonic spinor either on the punctured $`(S^1\times S^1)`$ (with a cylindrical end attached) – which cannot exist in light of the holonomy constraint coming from $`S^1\times D`$, see Proposition 3.1 – or a harmonic spinor on the genus zero surface with $`g+1`$ punctures obtained by degenerating the punctured version of $`\mathrm{\Sigma }`$. This is ruled out by the holonomy constraints at infinity, as in the proof of Lemma 2.4 (the holonomy around the curves corresponding to the attaching circles vanish as in the proof of that lemma; around the curve corresponding to the connected sum neck it vanishes since that curve bounds in $`\mathrm{\Sigma }^{}`$). Thus, for sufficiently large $`T_1`$, the metric $`h(T_1)`$ has the desired properties. In view of this observation, we can find a path of metrics $`h_t`$ on $`\mathrm{\Sigma }`$ to calculate $`\theta `$, with the property that for all sufficiently long connected sum tubes, the family of metrics obtained by connecting $`h_t`$ with a constant metric on the torus $`F=S^1\times S^1`$ can be used to calculate $`\theta ^{}`$. Choose a point $`p\mathrm{\Sigma }`$. The fiber of the map $$\mathrm{\Psi }:\mathrm{Sym}^{g1}(\mathrm{\Sigma })\times [0,1]\times [0,1]𝕋(Y)$$ (used in definition of $`\theta `$) over a generic point $`\eta 𝕋(Y)`$ misses the submanifold of divisors $`D\mathrm{Sym}^{g1}(\mathrm{\Sigma })`$ which contain the point $`p`$. In other words, there is a compact region $`K\mathrm{\Sigma }p`$ so that $`\mathrm{\Psi }^1(\eta )\mathrm{Sym}^{g1}(K)\times [0,1]\times [0,1])`$. Consider the one-parameter family of maps $$\mathrm{\Psi }_T^{}:\mathrm{Sym}^{g1}(\mathrm{\Sigma }\mathrm{\#}_TF)𝕋^{}(Y),$$ used in defining the invariant $`\theta ^{}`$ for the Heegaard decomposition $`U_0^{}_\mathrm{\Sigma }^{}U_1^{}`$ (using metrics with length parameter $`T`$). Note that we have an isomorphism $$𝕋^{}(Y)𝕋(Y)\times J(F).$$ Under this isomorphism, the origin corresponds to $`0\times 𝔰_0`$, where $`𝔰_0`$ is a spin structure on the torus which bounds. Let $`qF`$ be the pre-image of $`𝔰_0`$ under the Abel-Jacobi map $$\mu ^{(1)}:FJ(F).$$ Since $`𝔰_0`$ admits no harmonic spinors, it follows that $`qF`$ is not the connected sum point. Given a sequence of points $`(D_T,s_T,t_T)\mathrm{\Psi }_{T}^{}{}_{}{}^{1}(\eta \times 0)`$ with $`T\mathrm{}`$ using compactness on the $`\mathrm{\Sigma }`$-side, we obtain a subsequence which converges to a divisor $`D\mathrm{Sym}^{g1}(\mathrm{\Sigma })`$ and numbers $`(s,t)`$, so that $`(D,s,t)\mathrm{\Psi }^1(\eta )`$. It follows from our choice of $`\eta `$, that the divisor is actually supported in $`\mathrm{Sym}^{g1}(K)`$. Moreover, looking on the $`F`$ side, we see that the fiber points must converge to the divisor $`q`$. Thus, we see that for all $`T`$ sufficiently large, the divisors in the fibers of $`\mathrm{\Psi }_{T}^{}{}_{}{}^{1}(\eta \times 0)`$ are contained in the range of the splicing map $$\gamma __T:\mathrm{Sym}^{g1}(\mathrm{\Sigma }^c)\times F^c\mathrm{Sym}^g(\mathrm{\Sigma }\mathrm{\#}_TF),$$ where $`\mathrm{\Sigma }^c`$ is a compact set whose interior contains $`K`$, and $`F^c`$ is some compact subset of the punctured torus (punctured at the connect sum point) which contains $`q`$. But applying Theorem 4.1, we see that the maps $$\mathrm{Sym}^{g1}(\mathrm{\Sigma }^c)\times F^c\times [0,1]\times [0,1]𝕋(Y)\times J(F)$$ obtained by mapping $$(D_1,D_2,s,t)\mathrm{\Psi }_T^{}(\gamma __T(D_1,D_2),s,t)$$ (which we will denote $`\mathrm{\Psi }_T^{}\gamma __T`$ in a mild abuse of notation) converge in $`C^1`$ to the map which sends $$(D_1,D_2,s,t)\mathrm{\Psi }(D_1,s,t)\times \mu ^{(1)}(D_2).$$ (Note that $`\mu ^{(1)}(D_2)`$ does not depend on $`s`$ and $`t`$ since we are fixing the metric on the torus side.) The preimage of $`(\eta ,0)`$ under this limiting map is the fiber $$(\mathrm{\Psi }\|_{\mathrm{Sym}^{g1}(\mathrm{\Sigma }^c)})^1(\eta )\times q=\mathrm{\Psi }^1(\eta )\times q$$ (the equality of the two sets follows from the fact that $`K\mathrm{\Sigma }_1^c`$), which is used to calculate $`\theta `$. Now the $`C^1`$ convergence, identifies this fiber with the fiber $$(\mathrm{\Psi }_T^{}\gamma __T)^1(\eta \times 0),$$ which is used to calculate $`\theta ^{}(𝔰)`$ (this is how we chose the subsets $`\mathrm{\Sigma }_1^c\mathrm{\Sigma }_1`$ and $`F^cF`$). Thus, $`\theta =\theta ^{}`$. Note that our sign conventions are compatible with stabilization, since if $`\{\alpha _1,\mathrm{},\alpha _g\}`$, $`\{\beta _1,\mathrm{},\beta _g\}`$ are positively ordered for $`U_0`$ and $`U_1`$, then $`\{\alpha _1,\mathrm{},\alpha _{g+1}\}`$, $`\{\beta _{g+1},\beta _1,\mathrm{},\beta _g\}`$ are positively ordered for $`U_0^{}`$ and $`U_1^{}`$, since the boundary of the two-cell corresponding to $`\beta _{g+1}`$ is $`1`$ times the boundary of the one-cell corresponding to $`\alpha _{g+1}`$. We discuss another consequence of Theorem 4.1, in a case which will prove to be quite useful in the calculations. But first, we must characterize the image of the splicing map, in terms of the connections. We content ourselves with a statement in the case where $`k_1=g_11`$, as this is the only case we need to consider in this paper. ###### Proposition 4.6. Let $`V_1J(\mathrm{\Sigma }_1)`$, $`V_2J(\mathrm{\Sigma }_2)`$ be closed subsets of the Jacobians. Suppose that $`\mathrm{\Theta }_{h_1}^1(V_1)`$ contains no divisors which include the connect sum point $`p_1`$, and suppose that $`V_2`$ contains no points in the theta divisor for $`\mathrm{\Sigma }_2`$. Then, there are compact subsets $`\mathrm{\Sigma }_i^c\mathrm{\Sigma }_ip_i`$ and a real number $`T_00`$ so that for all $`TT_0`$, $`\mathrm{\Theta }_{h_T}^1(V_1\times V_2)`$ lies in the image of the splicing map $$\gamma __T:\mathrm{Sym}^{g_11}(\mathrm{\Sigma }_1^c)\times \mathrm{Sym}^{g_2}(\mathrm{\Sigma }_2^c)\mathrm{Sym}^{g1}(\mathrm{\Sigma }_1\mathrm{\#}_T\mathrm{\Sigma }_2).$$ Proof. Our hypothesis on $`V_1`$ gives us a compact set $`K_1\mathrm{\Sigma }_1p_1`$ with the property that $`\mathrm{\Theta }_{h_1}^1(V_1)\mathrm{Sym}^{g1}(K_1)`$. Similarly, our hypothesis on $`V_2`$ gives a compact set $`K_2\mathrm{\Sigma }_2p_2`$ with the property that $`(\mu ^{(g_2)})^1(V_2)\mathrm{Sym}^{g_2}(K_2)`$. We let $`\mathrm{\Sigma }_1^c`$, $`\mathrm{\Sigma }_2^c`$ be any pair of compact sets whose interior contains $`K_1`$ and $`K_2`$. Consider pairs $`(A_T,\varphi _T)`$ over $`\mathrm{\Sigma }_1\mathrm{\#}_T\mathrm{\Sigma }_2`$ which correspond to the intersection of the theta-divisor with $`V_1\times V_2`$, and which are normalized so that the $`L^2`$ norms over $`\mathrm{\Sigma }_1\mathrm{\#}_T\mathrm{\Sigma }_2`$ of $`\varphi _T`$ is $`1`$. By local compactness, together with the fact that the tube admits no translationally invariant harmonic spinor, any such sequence of pairs $`(A_T,\varphi _T)`$ for tube-lengths $`T\mathrm{}`$ must admit a subsequence which converges in $`C^{\mathrm{}}`$ to an $`L^2`$ solution $`\mathrm{\Phi }_1`$ and $`\mathrm{\Phi }_2`$ on the two sides $`\mathrm{\Sigma }_1^+`$ and $`\mathrm{\Sigma }_2^+`$, at least one of whose $`L^2`$ norm is non-zero. By transfering back to $`\mathrm{\Sigma }_2`$ (Proposition 3.1), our assumption on $`V_2`$ ensures that $`\mathrm{\Phi }_20`$. By $`C^{\mathrm{}}`$ convergence, then, the zeros of $`\varphi _T`$ must converge to the zeros of $`\mathrm{\Phi }_1`$ over $`\mathrm{\Sigma }_1^+`$. Without loss of generality, we might as well assume that all the $`A_T`$ are of the form $`A_1\mathrm{\#}_TA_2`$ for fixed $`A_1J(\mathrm{\Sigma }_1)`$, $`A_2J(\mathrm{\Sigma }_2)`$. Note that for each $`A_2V_2`$, there is a unique $`A_2`$-holomorphic section $`\mathrm{\Phi }_2`$ over $`\mathrm{\Sigma }_2`$ which, after transferring to $`\mathrm{\Sigma }_2^+`$, admits an asymptotic expansion $$\mathrm{\Phi }_2=e^{t/2}+O(e^{t/2})$$ (the growth here corresponds to the pole at $`p_2\mathrm{\Sigma }`$ which we have introduced in our convention for the Abel-Jacobi map). Existence of the section follows from the fact that the $`g_2`$-fold Abel-Jacobi map has degree one (this is the “Jacobi inversion theorem”, see for instance p. 235 of ). Uniqueness follows from the fact that a difference of two such would give an $`L^2`$ section, showing that $`A_2`$ actually lies in the theta divisor, which we assumed it could not. We show the restrictions of $`\varphi _T`$ to the $`\mathrm{\Sigma }_2`$-side come close to approximating $`\mathrm{\Phi }_2`$ or, more precisely, that its zeros converge to those of $`\mathrm{\Phi }_2`$. Rescale $`\varphi _T`$ so that over $`[1,1]\times S^1`$, it has the form $$\varphi _T=e^{(T+t)/2}+O(e^{3(T+t)/2}).$$ Consider the section $`\mathrm{\Psi }_T=\psi _2(\varphi _Te^{T/2}\mathrm{\Phi }_2)`$, viewed as a section of $`\mathrm{\Sigma }_2^+`$ (we can do this, as its support is contained in the support of $`\psi _2`$) . Note that $$\overline{}_{A_2}\mathrm{\Psi }_T=(\overline{}\psi _2)(\varphi _Te^{T/2}\mathrm{\Phi }_2).$$ Thus, $`\overline{}_{A_2}\mathrm{\Psi }_T=O(e^{3T/2})`$. Since $`\overline{}_{A_2}`$ is Fredholm with index zero (it is a spin connection) and no kernel (it is not in the theta divisor), it has no cokernel, and we can conclude that $`\mathrm{\Psi }_T_{L^2(\mathrm{\Sigma }_2^+)}Ce^{3T/2}`$ for some constant $`C`$ independent of $`T`$. Since the restriction of $`\mathrm{\Psi }_T`$ to $`\mathrm{\Sigma }_2^c`$ is $`A_2`$-holomorphic, elliptic regularity on this compact piece shows that the section $`\mathrm{\Psi }_T=\varphi _Te^{T/2}\mathrm{\Phi }_2`$ is bounded by some quantity of order $`e^{3T/2}`$. Thus, the zeros of $`\varphi _T`$ in $`\mathrm{\Sigma }_2^c`$ converge to those of $`\mathrm{\Phi }_2`$. Armed with this proposition, we turn our attention to another important consequence of Theorem 4.1. Let $`\mathrm{\Sigma }`$ be a surface of genus $`g`$, and let $`\{\alpha _1,\mathrm{},\alpha _g\}`$ be a complete set of attaching circles for a handlebody $`U`$ bounding $`\mathrm{\Sigma }`$. The holonomy around the first $`g1`$ of the $`\alpha _i`$ gives a map $$\mathrm{Hol}_{\alpha _1\times \mathrm{}\times \alpha _{g1}}:J(\mathrm{\Sigma })𝕋^{g1}.$$ According to (see also , where a related discussion is given), the preimage of a generic point in $`𝕋^{g1}`$ via $`\mathrm{Hol}_{\alpha _1\times \mathrm{}\times \alpha _{g1}}\mathrm{\Theta }_h`$ (for any metric $`h`$) is homologous to the torus $`\alpha _1\times \mathrm{}\times \alpha _{g1}\mathrm{Sym}^{g1}(\mathrm{\Sigma })`$. We would like to find a metric on $`\mathrm{\Sigma }`$ for which these spaces are actually isotopic. To describe this metric, think of $`\mathrm{\Sigma }`$ as a connected sum of $`g1`$ disjoint tori $`F_1,\mathrm{},F_{g1}`$ with the remaining torus $`F_g`$, in such a way that the curve $`\alpha _i`$ is supported in the torus $`F_i`$ for $`i=1,\mathrm{},g1`$. Fix a metric $`h`$ which is product-like along the $`g1`$ connect sum tubes, and let $`h(T)`$ denote the metric obtained from $`h`$ by stretching the connect sum tubes by a factor of $`T`$. (The case where $`g=3`$ is illustrated in Figure 1.) ###### Corollary 4.7. Let $`\mathrm{\Sigma }`$ be a surface of genus $`g`$ viewed as a connected sum of tori as described above, and let $`\{\alpha _1,\mathrm{},\alpha _g\}`$ be a complete set of attaching circles. For any $`\eta 𝕋^{g1}`$ with the property that $`\eta _i1/2`$ for all $`i=1,\mathrm{},g1`$, there is a $`T_0`$ so that for all $`TT_0`$ the subset $`(\mathrm{Hol}_{\alpha _1\times \mathrm{}\times \alpha _{g1}}\mathrm{\Theta }_{h(T)})^1(\eta )`$ is isotopic to the torus $`\alpha _1\times \mathrm{}\times \alpha _{g1}\mathrm{Sym}^{g1}(\mathrm{\Sigma })`$, where $`h(T)`$ is the one-parameter family of metrics obtained by stretching the connect sum tubes for the initial metric $`h`$. Proof. We would like to apply a version of Proposition 4.6, with more than one neck (note that the proof works in this context as well). Let $`V_1`$ be the theta divisor of $`F_g`$. It contains none of the connect sum points, of course, because it has degree zero. Moreover, the set $`\mathrm{Hol}_{\alpha _i}^1(\eta _i)`$ misses the theta divisor for $`F_i`$ for $`i=1,\mathrm{},g1`$ (the theta divisor of $`F_i`$ consists of a single point where the holonomy around $`\alpha _i`$ is $`1/2`$). Hence, Proposition 4.6 applies: for all sufficiently long necks, the theta divisor hits $`\mathrm{Hol}_{\alpha _1\times \mathrm{}\times \alpha _{g1}}^1(\eta )`$ in a region corresponding to the splicing map from Theorem 4.1. Thus, the composite of $`\mathrm{\Theta }`$ with the splicing map is $`C^1`$ close to the map $$F_1^c\times \mathrm{}\times F_{g1}^cH^1(F_1;S^1)\times \mathrm{}\times H^1(F_{g1};S^1)\times H^1(F_g;S^1),$$ which is a product of $`g1`$ copies of the Abel-Jacobi map with the inclusion of the point (theta-divisor for the $`F_g`$). Since the Abel-Jacobi map in this case is a diffeomorphism, the points where the $`\alpha _i`$-holonomy is trivial forms a smoothly embedded curve. In fact, it is easy to see that this curve is isotopic to $`\alpha _i`$ (see and also ). Also, it is clear that post-composing with evaluation along $`\alpha _i`$ gives us map to $`(S^1)^{\times g1}`$ with $`\eta `$ as a regular value, whose fiber is isotopic to $`\alpha _1\times \mathrm{}\times \alpha _{g1}`$. It is easy to see that any other $`C^1`$ close map must have $`\eta `$ as a regular value, with an isotopic fiber. Thus, the corollary follows from Theorem 4.1. ## 5. Calculations when $`b_1(Y)>1`$ The aim of this section is to prove the following: ###### Theorem 5.1. When $`b_1(Y)>1`$, then the polynomial $`\underset{¯}{\theta }`$ is equal up to sign to the symmetrized Alexander polynomial of $`Y`$. In the proof of this theorem, we will naturally meet certain tori in the symmetric product. Given a Heegaard decomposition of $`Y`$, let $`\{\alpha _i\}`$, $`\{\beta _i\}`$ be complete sets of attaching circles for the two handlebodies. Given any $`i`$ and $`j`$, we have tori in $`\mathrm{Sym}^{g1}(\mathrm{\Sigma })`$ $$𝕋_i(\alpha )=\alpha _1\times ..\times \widehat{\alpha }_i\times \mathrm{}\times \alpha _g$$ (where the notation indicates omission of the $`i^{th}`$ factor) and $$𝕋_j(\beta )=\beta _1\times ..\times \widehat{\beta }_j\times \mathrm{}\times \beta _g.$$ We will show that the invariant $`\underset{¯}{\theta }`$ can be extracted from certain polynomials associated to these tori; these polynomials are defined as follows. Let $`\stackrel{~}{\mathrm{Sym}}^{g1}(\mathrm{\Sigma })\mathrm{Sym}^{g1}(\mathrm{\Sigma })`$ be the covering space of $`\mathrm{\Sigma }`$ (as in Section 2) corresponding to the kernel of the composite map: $$\pi _1(\mathrm{Sym}^{g1}(\mathrm{\Sigma }))H_1(\mathrm{Sym}^{g1}(\mathrm{\Sigma });)H_1(\mathrm{\Sigma };)H_1(Y;)H.$$ (Recall that $`H`$ is by definition $`H^2(Y;)`$.) Thus, $`H`$ acts freely on $`\stackrel{~}{\mathrm{Sym}}^{g1}(\mathrm{\Sigma })`$. Let $`\stackrel{~}{𝕋}_i(\alpha )`$, $`\stackrel{~}{𝕋}_j(\beta )`$ be a pair of lifts of $`𝕋_i(\alpha )`$ and $`𝕋_j(\beta )`$. Note that these lifts are tori, and indeed they map isomorphically to $`𝕋_i(\alpha )`$ and $`𝕋_j(\beta )`$ respectively. The intersection points of $`𝕋_i(\alpha )`$ with $`𝕋_j(\beta )`$ correspond to the intersection points of $`\stackrel{~}{𝕋}_i(\alpha )`$ with the various translates under $`H`$ of the torus $`\stackrel{~}{𝕋}_j(\beta )`$. Then, we define a polynomial (an element of $`[H]`$) associated to the lifts $`\stackrel{~}{𝕋}_i(\alpha )`$ and $`\stackrel{~}{𝕋}_j(\beta )`$ by the formula (4) $$C_{i,j}=\underset{hH}{}\mathrm{\#}\left(\stackrel{~}{𝕋}_i(\alpha )h\stackrel{~}{𝕋}_j(\beta )\right)[h].$$ (For the intersection numbers here, we use orientations for the $`\stackrel{~}{𝕋}_i(\alpha )`$ and $`\stackrel{~}{𝕋}_j(\beta )`$ induced from orientations of $`𝕋_i(\alpha )`$ and $`𝕋_j(\beta )`$; we return to a more careful discussion of signs in Section 7.1.) Summing over the action of $`\mathrm{Tors}`$, we get an induced polynomial $`\underset{¯}{C}_{i,j}[\underset{¯}{H}]`$ (recall that $`\underset{¯}{H}=H/\mathrm{Tors}`$). In Section 7, we will show that the Alexander polynomial of $`Y`$ is the greatest common divisor of the $`\underset{¯}{C}_{i,j}`$ for $`i,j=1,\mathrm{},g`$. Different lifts of the $`𝕋_i(\alpha )`$ and $`𝕋_j(\beta )`$ give rise to translates of the $`C_{i,j}`$ and $`\underset{¯}{C}_{i,j}`$ by elements in $`H`$. The main ingredient in the proof of Theorem 5.1 is a perturbation of the invariants, which corresponds to moving the tori $`L_0`$ and $`L_1`$. Let $`\mathrm{\Lambda }_i(\alpha )`$ be the space of $`BJ(\mathrm{\Sigma })`$ with $`\mathrm{Hol}_{\alpha _k}B=0`$ for all $`ki`$, and similarly let $`\mathrm{\Lambda }_j(\beta )`$ be the space of $`BJ(\mathrm{\Sigma })`$ with $`\mathrm{Hol}_{\beta _k}B=0`$ for all $`kj`$. We will move the tori $`L_0`$ and $`L_1`$ inside $`\mathrm{\Lambda }_i(\alpha )`$ and $`\mathrm{\Lambda }_j(\beta )`$, and obtain an expression of $`\theta `$ in terms of the intersection of the tori $`\mathrm{\Lambda }_i(\alpha )`$ and $`\mathrm{\Lambda }_j(\beta )`$ with the theta divisor. An important point, then, is that we can concretely understand these intersections, for favorable initial metrics. It is with the help of this description, then, that we meet the polynomials described above. But first, we describe how to calculate $`\theta `$ in terms of the lifts of $`\mathrm{\Lambda }_i(\alpha )`$ and $`\mathrm{\Lambda }_j(\beta )`$. To do this, we discuss the lifts in detail. There is a lift $`\stackrel{~}{\delta }:\stackrel{~}{J}H^2(Y;)`$ of the coboundary map $`H^1(\mathrm{\Sigma };S^1)H^2(Y;S^1)`$, which is uniquely specified once we ask that $`\stackrel{~}{\delta }(L_0(𝔰))=0`$. With our conventions, then, $`\stackrel{~}{\delta }(L_1(𝔰))=\underset{¯}{𝔰}`$. To $`\alpha _i`$, assign an element $`\alpha _i^{}H^1(\mathrm{\Sigma };)`$, as follows. Let $`\gamma _i`$ be the core of the $`i^{th}`$ one-handle in $`U_0`$ (i.e. this is the oriented curve which intersects only the attaching disk associated to $`\alpha _i`$, which it intersects positively in a single point), then $`\alpha _i^{}`$ is the Poincaré dual (in $`\mathrm{\Sigma }`$) to a class in $`H_1(\mathrm{\Sigma };)`$ whose image in $`H_1(U;)`$ is represented by $`\gamma _i`$. (The class $`\alpha _i^{}`$ is not uniquely determined by this property, but the our constructions involving $`\alpha _i^{}`$ are independent of its choice.) Note that the class $`\mu _i=\delta \alpha _i^{}H^2(Y;)`$, is Poincaré dual (in $`Y`$) to the homology class represented by $`\gamma _i`$. The element $`\beta _i^{}`$ is defined in the analogous manner, only using $`U_1`$ instead of $`U_0`$. We let $`\nu _j`$ denote $`\delta \beta _j^{}`$. Choose $`i`$ and $`j`$ so that $`\mu _i`$ and $`\nu _j`$ are not torsion classes; we can find such $`i`$ and $`j`$ since $`H_1(U_0)`$ and $`H_1(U_1)`$ both surject onto $`H_1(Y)`$. By multiplying $`\alpha _i`$ by $`1`$ if necessary, we can assume that $`\underset{¯}{\mu }_i`$ and $`\underset{¯}{\nu }_j`$ in $`H^2(Y;)/\mathrm{Tors}`$ are not negative multiples of each other. (In keeping with the conventions introduced in Section 1, we underline objects when viewing them modulo the action of torsion.) We define subsets $`\mathrm{\Lambda }_0^+(𝔰),\mathrm{\Lambda }_1^+(𝔰)\stackrel{~}{J}`$ which correspond to all translates of (small perturbations of) $`L_0`$ and $`L_1`$ in the directions determined by $`\alpha _i^{}`$ and $`\beta _j^{}`$; more precisely, $`\mathrm{\Lambda }_0^+(𝔰)=L_0(𝔰)+\eta _0+^+\alpha _i^{}`$ and $`\mathrm{\Lambda }_1^+(𝔰)=L_1(𝔰)+\eta _1^+\beta _j^{}.`$ Under the map $`\stackrel{~}{J}J`$, the spaces $`\mathrm{\Lambda }_0^+(𝔰)`$ and $`\mathrm{\Lambda }_1^+(𝔰)`$ project to $`\mathrm{\Lambda }_i(\alpha )`$ and $`\mathrm{\Lambda }_j(\beta )`$ respectively. In the case where $`b_1(Y)=2`$, we make use of special allowable metrics: ###### Definition 5.2. Fix an $`1/2>ϵ>0`$, and let $`U`$ be a handlebody which bounds $`\mathrm{\Sigma }`$. A metric $`h`$ on $`\mathrm{\Sigma }`$ is said to be strongly allowable for $`ϵ`$ if it is product-like in a neighborhood of $`g`$ attaching circles $`\{\gamma _1,\mathrm{},\gamma _g\}`$, and any point in the theta divisor for $`\mathrm{\Sigma }`$ must have holonomy around some attaching circle $`\gamma _i`$ within $`\frac{1}{2}ϵ`$ of $`\frac{1}{2}`$. Given any $`ϵ>0`$, there exist metrics which are strongly allowable for $`ϵ`$ thanks to Lemma 2.1. ###### Proposition 5.3. Let $`𝔰`$ be any $`\mathrm{Spin}^c`$ structure on $`Y`$, and fix $`\mathrm{\Lambda }_i^+(𝔰)`$ for $`i=0,1`$ as above – using classes $`\underset{¯}{\mu }_i`$ and $`\underset{¯}{\nu }_j`$ which are not negative multiples of one another. There is an $`ϵ>0`$ with the property that for any metrics $`h_0`$ and $`h_1`$ which are $`U_0`$ and $`U_1`$-allowable respectively, where $`h_0`$ is also $`ϵ`$-strongly $`U_0`$-allowable then, we can find $`\eta _0`$, $`\eta _1`$ sufficently small, with $$\theta (𝔰)=\mathrm{\#}\left(\stackrel{~}{\mathrm{\Theta }}_{h_0}^1\left(\mathrm{\Lambda }_0^+(𝔰)+\eta _0\right)\stackrel{~}{\mathrm{\Theta }}_{h_1}^1\left(\mathrm{\Lambda }_1^+(𝔰)+\eta _1\right)\right).$$ Proof. The proof will rely on the fact that $`\stackrel{~}{\delta }\stackrel{~}{\mathrm{\Theta }}_{h_t}`$ has bounded variation along any one-parameter family of metrics. Specifically, let $`h_t`$ be a one-parameter family of metrics, and fix a norm on $`H^2(Y;)`$. Then, there is a constant $`K`$ with the property that for any $`D\stackrel{~}{\mathrm{Sym}}^{g1}(\mathrm{\Sigma })`$, $`s,t[0,1]`$, (5) $$\|\stackrel{~}{\delta }\stackrel{~}{\mathrm{\Theta }}_{h_s}(D)\stackrel{~}{\delta }\stackrel{~}{\mathrm{\Theta }}_{h_t}(D)\|<K.$$ This follows immediately from the compactness of $`\mathrm{Sym}^{g1}(\mathrm{\Sigma })`$, together with the fact that $`\stackrel{~}{\delta }\stackrel{~}{\mathrm{\Theta }}`$ is an $`H^2(Y;)`$-equivariant map. Note that $`\theta (𝔰)`$ is calculated by the number of points (counted with signs) in the zero-dimensional submanifold of $`\stackrel{~}{\mathrm{Sym}}^{g1}(\mathrm{\Sigma })\times [0,1]\times [0,1]`$ $$\{(D,s,t)\|st,\stackrel{~}{\mathrm{\Theta }}_{h_s}(D)L_0(s)+\eta _0,\stackrel{~}{\mathrm{\Theta }}_{h_t}(D)L_1(𝔰)+\eta _1\},$$ a space we denote by $`M(𝔰)`$. We construct a cobordism between this space and the points in the intersection stated in the lemma, as follows. We can assume without loss of generality that $`h_t`$ is constant between $`[0,1/4]`$ and $`[3/4,1]`$. Moreover, let $`\psi `$ be a non-decreasing smooth function on $`[0,1]`$ which is monotone increasing in the range $`[0,1/4]`$, with $`\psi (0)=0`$ and $`\psi \|_{[1/4,1]}1`$. Consider the subspace of $`\stackrel{~}{\mathrm{Sym}}^{g1}(\mathrm{\Sigma })\times [0,1]\times [0,1]`$ (which agrees with $`M(𝔰)`$ when $`u_1=u_2=0`$): $$M_{u_1,u_2}(𝔰)=\left\{(D,s,t)\right\|\begin{array}{c}st,\hfill \\ \stackrel{~}{\mathrm{\Theta }}_{h_s}(D)L_0(𝔰)+\eta _0+u_1\psi (s)\alpha _i^{},\hfill \\ \stackrel{~}{\mathrm{\Theta }}_{h_t}(D)L_1(𝔰)+\eta _1u_2\psi (1t)\beta _j^{}\hfill \end{array}\}.$$ We argue that for all sufficiently large $`u`$, (6) $$M_{u,u}=\stackrel{~}{\mathrm{\Theta }}_{h_0}^1\left(\mathrm{\Lambda }_0^+(𝔰)+\eta _0\right)\stackrel{~}{\mathrm{\Theta }}_{h_1}^1\left(\mathrm{\Lambda }_1^+(𝔰)+\eta _1\right).$$ Since $`\underset{¯}{\mu }_i`$ and $`\underset{¯}{\nu }_j`$ are not negative multiples of one another, we see that that as $`u\mathrm{}`$, the distance between the point $`\stackrel{~}{\delta }(L_0(𝔰)+\eta _0+u\alpha _i^{})H^2(Y;)`$ and the ray $`\stackrel{~}{\delta }(L_1(𝔰)+\eta _1^+\beta _j^{})`$ goes to infinity, and similarly the distance between the point $`\stackrel{~}{\delta }(L_1(𝔰)+\eta _1u\beta _j)`$ and the ray $`\stackrel{~}{\delta }(L_0(𝔰)+\eta _0+^+\alpha _i^{})`$ goes to infinity. Fix $`u`$ large enough that both distances are larger than the constant $`K`$ from Inequality (5). This condition ensures that all points $`(D,s,t)M_{u,u}`$ have $`s1/4`$ and $`t3/4`$. Monotonicity of $`\psi `$ over $`[0,1/4]`$, and the choice of $`u`$ then also ensures that the identification (6) holds. Thus, Proposition 5.3 is established once we construct a smooth cobordism between $`M_{0,0}`$ and $`M_{u,u}`$. Consider the spaces obtained by connecting $`M_{0,0}`$ to $`M_{u,u}`$ by first allowing $`u_1`$ to go from $`0`$ to $`u`$ (to connect $`M_{0,0}`$ to $`M_{u,0}`$) and then allowing $`u_2`$ to go from $`0`$ to $`u`$ (to connect $`M_{u,0}`$ to $`M_{u,u}`$). Since $`h_0`$ and $`h_1`$ are allowable metrics, the $`s=0`$ and $`t=1`$ boundaries are excluded in this one-parameter family for all small $`\eta _0`$ and $`\eta _1`$. Thus, we get a cobordism between $`M_{0,0}`$ and $`M_{u,u}`$, provided that the $`M_{u_1,u_2}`$ do not hit the $`s=t`$ boundary, which is guaranteed if $$\left(\mathrm{\Lambda }_i(\alpha )+\eta _0\right)\left(\mathrm{\Lambda }_j(\beta )+\eta _1\right)=\mathrm{}.$$ Taking $`\stackrel{~}{\delta }`$ of both spaces, we get a pair of lines in $`H^1(Y;)`$, which generically miss each other when $`b_1(Y)>2`$. The case where $`b_1(Y)=2`$ requires a slightly closer investigation. In the first part of the cobordism, where we allow $`u_1`$ to vary in $`M_{u_1,0}`$, there are still no $`s=t`$ boundaries, as we can arrange for $$(\mathrm{\Lambda }_i(\alpha )+\eta _0)(L_1+\eta _1)=\mathrm{}$$ (since, applying $`\stackrel{~}{\delta }`$, we have a point and a line in a two-space). Now, as $`u_2`$ varies in the $`M_{u,u_2}`$, it is easy to see that the only possible $`s=t`$ boundaries lie in the range where $`s1/4`$, by our hypothesis on $`\psi `$, and hence they must lie in the set $$\mathrm{\Theta }_{h_0}^1\left((\mathrm{\Lambda }_i(\alpha )+\eta _0)(\mathrm{\Lambda }_j(\beta )+\eta _1)\right),$$ since $`h_t`$ is constant for $`t1/4`$. Now, consider the intersection point $`p`$ of the induced rays $`\stackrel{~}{\delta }(\mathrm{\Lambda }_i(\alpha )+\eta _0)`$ and $`\stackrel{~}{\delta }(\mathrm{\Lambda }_j(\beta )+\eta _1)`$. Note that as $`h_0`$ is stretched out normal to the attaching disks, the image under $`\stackrel{~}{\delta }`$ of the intersection intersection $$(\mathrm{\Lambda }_i(\alpha )+t\alpha _i^{})\mathrm{\Theta }_{h_0}(\mathrm{Sym}^{g1}(\mathrm{\Sigma }))$$ converges to a discrete subset of the ray $`^+\underset{¯}{\mu }_iH^2(Y;)`$, consisting of points separated by some distance $`\delta >0`$ (which depends on the $`\mu _i`$ and $`\nu _j`$). If $`p`$ misses this discrete set, then if $`h_0`$ is sufficiently stretched out, then all sufficiently small $`\eta _0`$ and $`\eta _1`$ have the property that $$\mathrm{\Theta }_{h_0}^1\left((\mathrm{\Lambda }_i(\alpha )+\eta _0)(\mathrm{\Lambda }_j(\beta )+\eta _1)\right)=\mathrm{}.$$ If, on the other hand, $`p`$ lies on the discrete set, then, given any sufficiently small $`0<\gamma `$, if $`h_0`$ is sufficiently stretched out, then all sufficiently small $`\eta _0`$ and $`\eta _1`$ have the property that $$\mathrm{\Theta }_{h_0}^1\left((\mathrm{\Lambda }_i(\alpha )+\eta _0+\gamma \alpha _i^{})(\mathrm{\Lambda }_j(\beta )+\eta _1)\right)=\mathrm{}.$$ Thus, in both cases, we have obtained the requisite cobordism. Moreover, we can describe the intersection appearing in Proposition 5.3, in terms of the tori $`𝕋_i(\alpha )`$ and $`𝕋_j(\beta )`$ described in the beginning of the section. But first, we state a relevant lemma, whose proof fits naturally into the framework of Section 3. ###### Lemma 5.4. Let $`\mathrm{\Sigma }`$ be a surface, realized as a connected sum of $`g`$ tori as in Corollary 4.7, and let $`\{\alpha _1,\mathrm{},\alpha _g\}`$ a complete set of attaching circles for the handlebody $`U`$ which bounds $`\mathrm{\Sigma }`$, each of which is disjoint from the separating curves for the connected sum decomposition of $`\mathrm{\Sigma }`$. Fix a metric $`h`$ which is product-like near the $`\alpha _i`$ and the separating curves. Then, there is a $`T_0`$ so that any metric which is obtained from $`h`$ by stretching each of the $`2g1`$ curves at least by $`T_0`$ is $`U`$-allowable. Proof. Take a weak limit of connections which lie in $`L(U)`$, as all the $`2g1`$ curves are stretched. Under this limit, the surface degenerates into a collection of genus zero surfaces (with cylindrical ends), whose ends correspond to attaching circles for $`U`$ or separating curves for $`\mathrm{\Sigma }`$. Thus, the weak limit of connections in $`L(U)`$ induces a connection over these genus zero surfaces, whose holonomies around all its bounding circles is zero. But none of these support harmonic spinors according to Proposition 3.1, proving the lemma. ###### Proposition 5.5. There is a $`U_0`$-allowable metric $`h`$, for which $`\mathrm{\Theta }_h^1(\mathrm{\Lambda }_i(\alpha )+\eta )`$ is isotopic to $`𝕋_i(\alpha )`$ for all generic, small $`\eta `$. Proof. Fix a metric $`h`$ on $`\mathrm{\Sigma }`$ as in Lemma 5.4. Let $`h(T)`$ denote the metric which is stretched by $`T_0`$ along the $`\alpha _i`$ and $`T`$ along the separating curves. The lemma guarantees that for all $`T>T_0`$, $`h(T)`$ is allowable. Now, for all sufficiently large $`T`$, Corollary 4.7 gives the isotopy of $`𝕋_i(\alpha )`$ with the subset $`\mathrm{\Theta }_h^1(\mathrm{\Lambda }_i(\alpha ))`$, where $`h=h(T)`$. Putting together Propositions 5.3 and 5.5, we obtain the following topological description of $`\theta `$. ###### Proposition 5.6. For some $`\mathrm{Spin}^c`$ structure $`𝔰\mathrm{Spin}^c(Y)`$, we have that $$C_{i,j}[𝔰]=(1\mu _i)(1\nu _j)\theta .$$ Proof. Let $`h_k`$ be $`U_k`$-allowable metrics for $`k=0,1`$. Given $`i,j`$, we construct a natural element $`\stackrel{~}{C}_{i,j}[\mathrm{Spin}^c(Y)]`$ closely related to the $`C_{i,j}`$ defined in the beginning of this section. The $`\stackrel{~}{C}_{i,j}`$ will be a translate of the following analogue of the $`C_{i,j}`$, which is assigned to a pair of lifts $`\stackrel{~}{A}_i`$ and $`\stackrel{~}{B}_j`$ (to $`\stackrel{~}{\mathrm{Sym}}^{g1}(\mathrm{\Sigma })`$) of the manifolds $`A_i=\mathrm{\Theta }_{h_0}^1(\mathrm{\Lambda }_i(\alpha )+\eta _0)`$ and $`B_j=\mathrm{\Theta }_{h_1}^1(\mathrm{\Lambda }_j(\beta )+\eta _1)`$: $$X_{i,j}=\underset{hH}{}\mathrm{\#}\left(\stackrel{~}{B}_jh\stackrel{~}{A}_i\right)[h].$$ To do define the $`\stackrel{~}{C}_{i,j}`$, we must assign a $`\mathrm{Spin}^c`$ structure to each intersection point of $`A_i`$ with $`B_j`$. To this end, we assume that $`h_0`$ and $`h_1`$ are strongly allowable for some $`ϵ>0`$. If $`pA_iB_j`$, then let $`\stackrel{~}{p}`$ be a lift of $`p`$. There is a pair of lifts $`\stackrel{~}{A}_i`$ and $`\stackrel{~}{B}_j`$ of $`A_i`$ and $`B_j`$ which meet in $`\stackrel{~}{p}`$. Note that there are unique lifts $`L_0`$ and $`L_1`$ whose image under $`\stackrel{~}{\delta }`$ lie in an $`ϵ`$ neighborhood of $`\stackrel{~}{p}\frac{1}{2}\underset{¯}{\mu }_i`$ and $`\stackrel{~}{p}+\frac{1}{2}\underset{¯}{\nu }_j`$ respectively. Let $`G(p)`$ denote the $`\mathrm{Spin}^c`$ structure which corresponds to the difference between these two lifts (i.e. if $`\stackrel{~}{L}_0`$ and $`\stackrel{~}{L}_1`$ are the two lifts, then the pair $`L_0(G(p))`$ and $`L_1(G(p))`$ are translates of $`\stackrel{~}{L}_0`$ and $`\stackrel{~}{L}_1`$ by a single cohomology class in $`H^2(Y;)`$). By summing over all intersection points which correspond to a given $`\mathrm{Spin}^c`$ structure (with signs), we obtain the element $`\stackrel{~}{C}_{i,j}[\mathrm{Spin}^c(Y)]`$, which is clearly the translate by some $`\mathrm{Spin}^c`$ structure of the polynomial $`X_{i,j}[H]`$ defined above. It follows from Proposition 5.3 that $`\theta (𝔰)`$ is given by adding up the intersection number of certain lifts of $`A_i`$ and $`B_j`$. Moreover, the intersection point $`p`$ will contribute for each $`k,\mathrm{}0`$ in the $`\mathrm{Spin}^c`$ structure $$G(p)+k\mu _i+\mathrm{}\nu _j$$ (as those are the $`\mathrm{Spin}^c`$ structures for which $`p`$ lies on the corresponding rays). This proves that (7) $$\theta =\stackrel{~}{C}_{i,j}\left(\underset{k=0}{\overset{\mathrm{}}{}}\mu _i^k\right)\left(\underset{\mathrm{}=0}{\overset{\mathrm{}}{}}\nu _j^{\mathrm{}}\right).$$ Finally, the proposition is proved once we establish that the $`\stackrel{~}{C}_{i,j}`$ is a translate of $`C_{i,j}`$, as defined in Equation (4). To see this, recall that Proposition 5.5 guarantees that the spaces $`A_i`$ and $`B_j`$ are isotopic, for suitable choices of allowable metrics $`h_0`$ and $`h_1`$, to $`𝕋_i(\alpha )`$ and $`𝕋_j(\beta )`$ respectively. Now the polynomial $`X_{i,j}`$, which is clearly a translate of $`\stackrel{~}{C}_{i,j}`$, depends on the submanifolds $`A_i`$ and $`B_j`$ only up to isotopy. Thus, the proposition follows. In particular, we have the following: ###### Corollary 5.7. If $`\underset{¯}{\mu }_i`$ and $`\underset{¯}{\nu }_j`$ are not negative multiples of one another, then $$\underset{¯}{C}_{i,j}=(1\underset{¯}{\mu }_i)(1\underset{¯}{\nu }_j)\underset{¯}{\theta }.$$ Theorem 5.1 follows from this corollary. First, after handle-slides, we can arrange that all the $`\underset{¯}{\mu }_i`$ and $`\underset{¯}{\nu }_j`$ are non-zero, so that $`\underset{¯}{\theta }`$ divides each $`\underset{¯}{C}_{i,j}`$ and hence the Alexander polynomial. Furthermore, after additional handleslides we can arrange that $`\underset{¯}{\mu }_1=\underset{¯}{\nu }_1`$, $`\underset{¯}{\mu }_2=\underset{¯}{\nu }_2`$, and $`\underset{¯}{\mu }_1`$ and $`\underset{¯}{\mu }_2`$ are linearly independent in $`H^2(Y;)`$. This shows that the greatest common divisor of $`\underset{¯}{C}_{1,1}`$ and $`\underset{¯}{C}_{2,2}`$ is $`\underset{¯}{\theta }`$, so the latter agrees with the Alexander polynomial. ## 6. Calculating the invariant when $`b_1(Y)=1`$ The aim of this section is to prove the following: ###### Theorem 6.1. Let $`A=a_0+_{i=1}^ka_i(T^i+T^i)`$ be the symmetrized Alexander polynomial of $`Y`$, normalized so that $`A(1)=\|\mathrm{Tors}H_1(Y;)\|`$. Then, the Laurent polynomial of $`\underset{¯}{\theta }`$ is equal to $$\underset{¯}{\theta }=b_0+\underset{i=1}{\overset{\mathrm{}}{}}b_i(T^i+T^i),$$ where $$b_i=\underset{j=1}{\overset{\mathrm{}}{}}ja_{i+j}.$$ We use the same notation as in Section 5. Again, we need that $`\underset{¯}{\mu }_i`$ and $`\underset{¯}{\nu }_j`$ are non-zero. A bit more care is needed in defining the $`\mathrm{\Lambda }_i^+(𝔰)`$. By multiplying the $`\mu _i`$ and $`\nu _j`$ by $`1`$ if necessary, we can arrange that $`\underset{¯}{\mu }_i`$ and $`\underset{¯}{\nu }_j`$ are positive multiples of each other. Indeed, to simplify the language, we can choose an isomorphism $`H^2(Y;)`$ so that $`\underset{¯}{\mu }_i`$ and $`\underset{¯}{\nu }_j`$. Suppose that, under this identification, $`\underset{¯}{𝔰}0`$. In this case, we define $`\mathrm{\Lambda }_i^+`$ for $`i=0,1`$ as in Section 5. The proof of Proposition 5.3 applies to give us the analogous result: ###### Proposition 6.2. Fix an identification $`H^2(Y;)`$ and suppose that with respect to this identification, the classes $`\underset{¯}{\mu }_i`$ and $`\underset{¯}{\mu }_j`$ are both positive. Let $`𝔰`$ be a metric so that $`\underset{¯}{𝔰}0`$. Then, if $`h_0`$ and $`h_1`$ are $`U_0`$\- resp. $`U_1`$-allowable metrics, then we have the relation: $$\theta (𝔰)=\mathrm{\#}\left(\stackrel{~}{\mathrm{\Theta }}_{h_0}^1\left(\mathrm{\Lambda }_0^+(𝔰)+\eta _0\right)\stackrel{~}{\mathrm{\Theta }}_{h_1}^1\left(\mathrm{\Lambda }_1^+(𝔰)+\eta _1\right)\right)$$ for all sufficiently small, generic $`\eta _0`$ and $`\eta _1`$. Proof. We adopt the notation and most of the argument for the proof of Proposition 5.3. The difference arises when one wishes to prove that the moduli spaces $`M_{0,0}`$ and $`M_{u,u}`$ are cobordant, i.e. when one wishes to exclude the possible $`s=t`$ boundary components. To do this, it is no longer possible to argue that $$(\mathrm{\Lambda }_i(\alpha )+\eta _0)(L_1+\eta _1)=\mathrm{}.$$ Rather, to exclude $`s=t`$ boundaries, we show that $$\left(L_0(𝔰)+\eta _0+u_1\psi (s)\alpha _i^{}\right)\left(L_1(𝔰)+\eta _1u_2\psi (1s)\beta _j^{}\right)=\mathrm{}$$ (which suffices). To see this, begin by choosing generic $`\eta _0`$ and $`\eta _1`$ so that $`\stackrel{~}{\delta }(\eta _0\eta _1)`$ is positive (we are free to do this according to Proposition 2.10, or just Proposition 2.9 for integral homology three-spheres). If the intersection were non-empty, by applying $`\stackrel{~}{\delta }`$ to both sides, we would get: $$\stackrel{~}{\delta }(\eta _0)+u_1\underset{¯}{\mu }_i=\underset{¯}{𝔰}+\stackrel{~}{\delta }(\eta _1)u_2\underset{¯}{\nu }_j.$$ Thus, $$\stackrel{~}{\delta }(\eta _0\eta _1)+u_1\underset{¯}{\mu }_i\underset{¯}{𝔰}+u_2\underset{¯}{\nu }_j=0,$$ which is impossible, as it is a sum of four non-negative terms at least one of which (the first) is positive. ###### Remark 6.3. The hypothesis that $`\underset{¯}{𝔰}`$ has an opposite sign from $`\underset{¯}{\mu }_i`$ and $`\underset{¯}{\nu }_j`$ is important. If it is violated, there will be addition correction terms from $`s=t`$ boundary components in the cobordism. We define $`\stackrel{~}{C}_{i,j}`$ as before. ###### Proposition 6.4. For all $`𝔰`$ for which $`\underset{¯}{𝔰}`$ is a non-negative multiple of $`\underset{¯}{\mu }_i`$, the value of $`\theta (𝔰)`$ is the coefficient of $`[𝔰]`$ in the Laurent series $$\stackrel{~}{C}_{i,j}\left(\underset{k=0}{\overset{\mathrm{}}{}}[\mu _i]^k\right)\left(\underset{\mathrm{}=0}{\overset{\mathrm{}}{}}[\nu _j]^{\mathrm{}}\right).$$ To finish the proof of Theorem 6.1, after handleslides, we arrange that $`\underset{¯}{\alpha }_g^{}=\underset{¯}{\beta }_g^{}`$ is a generator of $`\underset{¯}{H}`$. Let $`\underset{¯}{C}`$ be the image of $`\stackrel{~}{C}_{g,g}[\alpha _g^{}]`$ in $`[\underset{¯}{H}]`$. Write $$\underset{¯}{C}=\underset{k}{}d_kT^k,$$ where $`T`$ corresponds to the generator of $`[\underset{¯}{H}]`$. Then: ###### Proposition 6.5. Write $$\underset{¯}{\theta }=b_0+b_i(T^i+T^i).$$ Then, $$b_i=\underset{j=1}{\overset{\mathrm{}}{}}jd_{ij},$$ and also $$b_i=\underset{j=1}{\overset{\mathrm{}}{}}jd_{ji}.$$ Proof. This is a direct consequence of Proposition 6.4. ###### Proposition 6.6. $`\underset{¯}{C}`$ is the symmetrized Alexander polynomial of $`Y`$. Proof. Proposition 6.5 shows that $`\underset{¯}{C}`$ is determined by $`\underset{¯}{\theta }`$ and the classes $`\underset{¯}{\mu }_i`$ and $`\underset{¯}{\mu }_j`$. After a series of handleslides, we can arrange that all $`\underset{¯}{\mu }_i`$ and $`\underset{¯}{\nu }_j`$ are equal to one, fixed generator of $`\underset{¯}{H}`$. It follows from Proposition 6.5 that all $`\underset{¯}{C}_{i,j}`$ equal $`\underset{¯}{C}`$ up to translation. Since the Alexander polynomial $`A`$ (modulo multiplication by $`\pm T^i`$) is the greatest common divisor of the $`\underset{¯}{C}_{i,j}`$ (c.f. Proposition 7.1), it follows that $`\underset{¯}{C}`$ is a translate of the symmetrized Alexander polynomial. But Proposition 6.5 also shows that $`\underset{¯}{C}`$ is symmetric. ## 7. The Alexander Polynomial In the calculation of the invariant, we have met certain tori in the symmetric product, to which we associated polynomials $`C_{i,j}`$ and $`\underset{¯}{C}_{i,j}`$. The aim of this section is to relate them to the Alexander polynomial and, in Subsection 7.1, to relate them to Turaev’s torsion invariant. Recall that a Heegaard decomposition of $`Y`$ and complete sets of attaching circles $`\{\alpha _i\}`$, $`\{\beta _i\}`$ for the two handlebodies naturally give rise to tori, indexed by $`i,j=1,\mathrm{},g`$ $$𝕋_i(\alpha )=\alpha _1\times ..\times \widehat{\alpha }_i\times \mathrm{}\times \alpha _g$$ and $$𝕋_j(\beta )=\beta _1\times ..\times \widehat{\beta }_j\times \mathrm{}\times \beta _g$$ in $`\mathrm{Sym}^{g1}(\mathrm{\Sigma })`$. Let $`\stackrel{~}{\mathrm{Sym}}_f^{g1}(\mathrm{\Sigma })\mathrm{Sym}^{g1}(\mathrm{\Sigma })`$ be the covering space of $`\mathrm{\Sigma }`$ corresponding to the kernel of the composite map: $$\pi _1(\mathrm{Sym}^{g1}(\mathrm{\Sigma }))H_1(\mathrm{Sym}^{g1}(\mathrm{\Sigma }))H_1(\mathrm{\Sigma })H_1(Y)/\mathrm{Tors}=\underset{¯}{H}.$$ Thus, $`\underset{¯}{H}`$ acts freely on $`\stackrel{~}{\mathrm{Sym}}_f^{g1}(\mathrm{\Sigma })`$. Let $`\stackrel{~}{𝕋}_i(\alpha )`$, $`\stackrel{~}{𝕋}_j(\beta )`$ be a pair of lifts of $`𝕋_i(\alpha )`$ and $`𝕋_j(\beta )`$. Note that these lifts are tori, and indeed they map isomorphically to $`𝕋_i(\alpha )`$ and $`𝕋_j(\beta )`$ respectively. The intersection points of $`𝕋_i(\alpha )`$ with $`𝕋_j(\beta )`$ correspond to the intersection points of $`\stackrel{~}{𝕋}_i(\alpha )`$ with the various translates under $`\underset{¯}{H}`$ of the torus $`\stackrel{~}{𝕋}_j(\beta )`$. Then, we define a polynomial (an element of $`[\underset{¯}{H}]`$) associated to the lifts $`\stackrel{~}{𝕋}_i(\alpha )`$ and $`\stackrel{~}{𝕋}_j(\beta )`$ by the formula $$\underset{¯}{C}_{i,j}=\underset{h\underset{¯}{H}}{}\mathrm{\#}\left(\stackrel{~}{𝕋}_j(\beta )h\stackrel{~}{𝕋}_i(\alpha )\right)[h].$$ Note that this agrees with the earlier definition of $`\underset{¯}{C}_{i,j}`$. ###### Proposition 7.1. The Alexander polynomial of $`Y`$ is the greatest common divisor of the $`\underset{¯}{C}_{i,j}`$ for $`i=1,\mathrm{},g`$. Before giving the proof, we briefly recall how to calculate the Alexander polynomial from a Heegaard decomposition. The Heegaard decomposition gives rise to a CW complex structure on $`Y`$, with one zero-cell in $`U_0`$, $`g`$ one-cells (one for each handle in $`U_0`$; i.e. these are obtained by pushing $`g`$ curves over $`\mathrm{\Sigma }`$ which are dual to the attaching circles $`\{\alpha _1,\mathrm{},\alpha _g\}`$), $`g`$ two-cells (attached to $`\mathrm{\Sigma }`$ along the attaching circles $`\{\beta _1,\mathrm{},\beta _g\}`$), and one three-cell. Let $`\stackrel{~}{Y}`$ be the maximal free Abelian cover of $`Y`$, i.e. the one corresponding to the kernel of $$\pi _1(Y)\underset{¯}{H}.$$ This space inherits a natural action of $`\underset{¯}{H}=H_1(Y;)/\mathrm{Tors}`$. Moreover, the lifts of the cells in $`Y`$ gives and $`\underset{¯}{H}`$-equivariant CW-complex structure on $`\stackrel{~}{Y}`$; more precisely, choose for each cell in $`Y`$ a single cell in $`\stackrel{~}{Y}`$ which covers it (this is a fundamental family of cells in the sense of ). Then these cells form a basis of the chain complex $`C_{}(\stackrel{~}{Y})`$ over the group-ring $`[\underset{¯}{H}]`$. Thus, we can view the cellular boundary from two-chains to one-chains on $`\stackrel{~}{Y}`$ as a map $$:([\underset{¯}{H}])^g([\underset{¯}{H}])^g;$$ i.e. it is a $`g\times g`$ matrix over $`[\underset{¯}{H}]`$. Given $`i,j`$, let $`\underset{¯}{\mathrm{\Delta }}_{i,j}`$ be the determinant of the $`(g1)\times (g1)`$ minor obtained by deleting the $`i^{th}`$ row and the $`j^{th}`$ column of this matrix. The Alexander polynomial of $`Y`$, then, is the greatest common divisor of the $`\underset{¯}{\mathrm{\Delta }}_{i,j}`$. Proof of Proposition 7.1. Let $`\stackrel{~}{\mathrm{\Sigma }}`$ denote the cover of $`\mathrm{\Sigma }`$ corresponding to the kernel of the map $`\pi _1(\mathrm{\Sigma })\underset{¯}{H}`$. Note that the space $`\stackrel{~}{\mathrm{Sym}}_f^{g1}(\mathrm{\Sigma })`$ is the quotient of $`\mathrm{Sym}^{g1}(\stackrel{~}{\mathrm{\Sigma }})`$ by the equivalence relation $$\{x_1,\mathrm{},x_{g1}\}\{h_1x_1,\mathrm{},h_{g1}x_{g1}\}$$ for all tuples $`(h_1,\mathrm{},h_{g1})\underset{¯}{H}^{g1}`$ with $`_{i=1}^{g1}h_i=0`$. Now, let $`\{a_1,\mathrm{},a_g\}`$ be the one-cells corresponding to the $`\{\alpha _1,\mathrm{},\alpha _g\}`$, and $`\{b_1,\mathrm{},b_g\}`$ be the two-cells corresponding to $`\{\beta _1,\mathrm{},\beta _g\}`$. Let $`\{\stackrel{~}{\alpha }_1,\mathrm{},\stackrel{~}{\alpha }_g\}`$ and $`\{\stackrel{~}{\beta }_1,\mathrm{},\stackrel{~}{\beta }_g\}`$ be lifts of the corresponding attaching circles in $`\stackrel{~}{\mathrm{\Sigma }}`$; and $`\{\stackrel{~}{a}_1,\mathrm{},\stackrel{~}{a}_g\}`$ and $`\{\stackrel{~}{b}_1,\mathrm{},\stackrel{~}{b}_g\}`$ denote the corresponding lifts of the associated cells in $`\stackrel{~}{Y}`$. Then, the formula for the boundary map is given by $$\stackrel{~}{b}_i=\underset{j=1}{\overset{g}{}}\left(\underset{h\underset{¯}{H}}{}\mathrm{\#}\left(\stackrel{~}{\beta }_ih\stackrel{~}{\alpha }_j\right)[h]\right)\stackrel{~}{a}_j.$$ From this, then, we can obtain the identification of $`\underset{¯}{C}_{i,j}=\underset{¯}{\mathrm{\Delta }}_{i,j}`$. For notational convenience, we write this out for $`i=j=g`$, but the general case follows in the same manner: $`\underset{¯}{C}_{g,g}`$ $`=`$ $`(1)^{g1}{\displaystyle \underset{h\underset{¯}{H}}{}}\mathrm{\#}\left(\stackrel{~}{𝕋}_g(\beta )h\stackrel{~}{𝕋}_g(\alpha )\right)[h]`$ $`=`$ $`(1)^{g1}{\displaystyle \underset{h\underset{¯}{H}}{}}\left({\displaystyle \underset{h_1+\mathrm{}+h_{g1}=h}{}}\mathrm{\#}\left((\stackrel{~}{\beta }_1\times \mathrm{}\times \stackrel{~}{\beta }_{g1})(h_1\stackrel{~}{\alpha }_1\times \mathrm{}h_{g1}\stackrel{~}{\alpha }_{g1})\right)\right)[h]`$ $`=`$ $`(1)^{g1}{\displaystyle \underset{h_1,\mathrm{},h_{g1}}{}}\mathrm{\#}\left((\stackrel{~}{\beta }_1\times \mathrm{}\times \stackrel{~}{\beta }_{g1})(h_1\stackrel{~}{\alpha }_1\times \mathrm{}h_{g1}\stackrel{~}{\alpha }_{g1})\right)[h_1+\mathrm{}+h_{g1}]`$ $`=`$ $`(1)^ϵ{\displaystyle \underset{h_1,\mathrm{},h_{g1}}{}}{\displaystyle \underset{\sigma S_{g1}}{}}(1)^\sigma \mathrm{\#}\left(\stackrel{~}{\beta }_1h_1\stackrel{~}{\alpha }_{\sigma (1)}\right)\mathrm{}\mathrm{\#}\left(\stackrel{~}{\beta }_{g1}h_{g1}\stackrel{~}{\alpha }_{\sigma (g1)}\right)[h_1]\mathrm{}[h_{g1}]`$ $`=`$ $`(1)^ϵ{\displaystyle \underset{\sigma S_{g1}}{}}(1)^\sigma \left({\displaystyle \underset{h_1\underset{¯}{H}}{}}\mathrm{\#}\left(\stackrel{~}{\beta }_1h_1\stackrel{~}{\alpha }_{\sigma (1)}\right)[h_1]\right)\mathrm{}\left({\displaystyle \underset{h_{g1}\underset{¯}{H}}{}}\mathrm{\#}\left(\stackrel{~}{\beta }_{g1}h_{g1}\stackrel{~}{\alpha }_{\sigma (g1)}\right)[h_{g1}]\right)`$ $`=`$ $`(1)^ϵ\underset{¯}{\mathrm{\Delta }}_{g,g}.`$ In the above computation, $`S_{g1}`$ denotes the permutation group on $`g1`$ letters, and for each $`\sigma S_{g1}`$, $`(1)^\sigma `$ denotes the sign of the permutation, and $`ϵ=\frac{g(g1)}{2}`$. Note that the sign comes about in the formula for intersection number in the symmetric product: the intersection number of $`\beta _1\times \mathrm{}\times \beta _{g1}`$ and $`\alpha _1\times \mathrm{}\times \alpha _{g1}`$ in the symmetric product is given by $`(1)^{\frac{(g1)(g2)}{2}}`$ times the determinant of the matrix $`\left(\mathrm{\#}\left(\beta _i\alpha _j\right)\right)_{i,j}`$, where $`i,j=1,\mathrm{},g1`$. ∎ ### 7.1. Refinements We discuss two refinements in the above discussion: signs, and torsion in $`H_1(Y;)`$. If we had used the maximal Abelian cover of $`Y`$, which corresponds to the subgroup $$\pi _1(Y)H_1(Y)=H,$$ we would have obtained the polynomials $`C_{i,j}`$ used in the discussion of Section 5. The reduction modulo torsion of these polynomials gives the polynomials $`\underset{¯}{C}_{i,j}`$ used for the Alexander polynomial. The proof of Proposition 7.1, with the underlines removed, gives the following refinement: ###### Proposition 7.2. The polynomial $`C_{i,j}`$ is obtained from the $`H`$-equivariant boundary map of the maximal Abelian cover by taking the determinant $`\mathrm{\Delta }_{i,j}`$ of the $`i\times j`$ minor of the boundary map $$:([H])^g([H])^g.$$ This refinement is of interest, as the minor $`\mathrm{\Delta }_{i,j}`$ appears in the Turaev’s refinement of Milnor torsion . Turaev defines torsion invariant which, for three-manifolds with $`b_1(Y)>1`$, takes the form of a function $`\tau _Y[\mathrm{Spin}^c(Y)]`$. Indeed, he shows that the torsion satisfies a formula: (8) $$\tau _Y(1\mu _i)(1\nu _j)=(1)^{g+i+j+1}ϵ\mathrm{\Delta }_{i,j}[𝔰]$$ (see Equation (4.1.a) of ) for some apropriate sign $`ϵ=\pm 1`$ and a carefully chosen $`\mathrm{Spin}^c`$ structure over $`Y`$. Note that we have departed slightly from Turaev’s notation: he defines (for manifolds with $`b_1>1`$) an element $`\tau (Y,𝔰)[H]`$ which depends on a choice of what he calls an Euler structure, which he shows to be equivalent to a $`\mathrm{Spin}^c`$ structure. Then, the element $`\tau _Y[\mathrm{Spin}^c(Y)]`$ defined by $$\tau _Y=\tau (Y,𝔰)[\overline{𝔰}]$$ is indepenedent of the $`\mathrm{Spin}^c`$ structure used in its definition. Equivalently, $`\tau _Y`$ is given by $$\tau _Y=\underset{𝔰\mathrm{Spin}^c(Y)}{}T(𝔰)[𝔰],$$ where $`T`$ is Turaev’s Torsion function from § 5 of . Theorem 1.5 is obtained easily by comparing Equation (8) with Equation (7). However, to make the signs explicit we must make explicit the signs which go into the definition of $`\theta `$, then those which go into the relationship between it and the intersection number of the tori from Proposition 5.3. We now turn to the signs in the identification between $`\theta `$ and the intersection numbers of Proposition 5.3 (and Proposition 6.2). The cobordisms between the moduli spaces $`M_{u_1,u_2}`$ can be thought of as cobordisms arising from homotopies of $`\mathrm{\Psi }`$, $$\mathrm{\Psi }_{u_1,u_2}(D,s,t)=(\mathrm{\Theta }_{h_s}(D)+u_1\psi (s)\alpha _i^{},\mathrm{\Theta }_{h_t}(D)u_2\psi (1t)\beta _j^{}).$$ As such, the fibers are seen to be cobordant to the fibers of the map (for large $`u_i`$) $$\mathrm{\Psi }_{\mathrm{}}:\mathrm{Sym}^{g1}(\mathrm{\Sigma })\times [0,1]\times [0,1]S_{\alpha _1}^1\times \mathrm{}\times S_{\alpha _g}^1\times S_{\beta _1}^1\times \mathrm{}\times S_{\beta _g}^1$$ $$(D,s,t)(\mathrm{\Theta }_{h_0}(D)+u_1s\alpha _i^{},\mathrm{\Theta }_{h_1}(D)u_2(1t)\beta _j^{}).$$ In turn, these fibers are oriented in the same manner as the fibers of the map $$\mathrm{Sym}^{g1}(\mathrm{\Sigma })S_{\alpha _1}^1\times \mathrm{}\times S_{\alpha _g}^1\times S_{\beta _1}^1\times \mathrm{}\times S_{\beta _g}^1/S_{\alpha _i}^1\times S_{\beta _j}^1$$ given by $$D(\mathrm{\Theta }_{h_0}(D),\mathrm{\Theta }_{h_1}(D))/S_{\alpha _i}^1\times S_{\beta _j}^1.$$ The map from $$\left(S_{\alpha _1}^1\times \mathrm{}\times \widehat{S_{\alpha _i}^1}\times \mathrm{}\times S_{\alpha _g}^1\right)\times \left(S_{\beta _1}^1\times \mathrm{}\times \widehat{S_{\beta _i}^1}\times \mathrm{}\times S_{\beta _g}^1\right)$$ to the quotient torus has degree $`(1)^{i+j+g+1}`$. The preimage of composing $`\mathrm{\Theta }`$ with the map to $`S_{\alpha _1}^1\times \mathrm{}\times \widehat{S_{\alpha _i}^1}\times \mathrm{}\times S_{\alpha _g}^1`$, obtained by evaluating respective holonomies, is orientation-preserving equivalent to the torus $`𝕋_i(\alpha )`$. As a consequence of the above discussion, we obtain the following precise form for the calculation of $`\theta `$: (9) $$\theta (1\mu _i)(1\nu _j)=(1)^{i+j+g+1}\stackrel{~}{C}_{i,j},$$ where the tori used for $`\stackrel{~}{C}_{i,j}`$ are oriented as they are written (with respect to some consistent ordering for the attaching circles). Proof of Theorem 1.5. From Proposition 5.6, Equation (8), and Proposition 7.2, it follows that $$\theta =x\tau _Y,$$ for some class $`xH^2(Y;)`$. Moreover, since both $`\theta `$ and $`\tau _Y`$ are invariant under conjugation (see Proposition 1.2 for $`\theta `$ and §5 of for $`\tau _Y`$), it follows that $`2x=0`$. To compare signs, note that Turaev uses a slightly different sign conventions. For example, for a chain complex whose $`C_1`$ is has an oriented basis $`\{a_1,\mathrm{},a_g\}`$ and $`C_2`$ is oriented by $`\{b_1,\mathrm{},b_g\}`$ with $`\delta b_i=0`$ for $`i=1,\mathrm{},h`$, and $`\delta b_j=a_j`$ otherwise, using the homology orientation induced by $`\{\alpha _1,\mathrm{},\alpha _h\}`$ and $`\{\beta _1,\mathrm{},\beta _h\}`$, the sign of the torsion over $``$ is $`(1)^{(gh)h}`$, so Turaev’s sign-refined torsion has sign $`(1)^{(gh)h+N(C)}=(1)^{1+g}`$ (here, $`(1)^N(C)`$ is defined in ). On the other hand, this orientation of $`C_1C_2`$ differs from the orientation induced from our conventions by a sign of $`(1)^{\frac{(g1)(g2)}{2}+\frac{(h1)(h2)}{2}}`$. Comparing with the sign difference between $`\mathrm{\Delta }_{i,j}`$ and $`\stackrel{~}{C}_{i,j}`$ it follows that $$\theta =(1)^{\frac{(h1)(h2)}{2}}x\tau _Y.$$ Proof of Theorem 1.6. Similarly to the above, we have that $$\stackrel{~}{C}_{i,j}=(1)^ϵx\mathrm{\Delta }_{i,j}$$ The formulas relating $`\theta `$ with $`\stackrel{~}{C}_{i,j}`$ (see Equation (7)) and $`T_t`$, $`T_{t^1}`$ with $`\mathrm{\Delta }_{i,j}`$ (see § 4 and 5 of ) imply that $`T_t(𝔰)=\theta (𝔰+x)`$ if $`\underset{¯}{𝔰}`$, $`\underset{¯}{𝔰}+\underset{¯}{x}0`$, and $`T_{t^1}(𝔰)=\theta (𝔰+x)`$ if $`\underset{¯}{𝔰}`$, $`\underset{¯}{𝔰}+\underset{¯}{x}0`$. Moreover, by Theorem 1.4 and the corresponding relation between $`T_t`$ with Milnor torsion from , it follows that $`\underset{¯}{\tau }^{}=\underset{¯}{\theta }`$, where $`\underset{¯}{\tau }^{}`$ is induced from $`\tau ^{}`$ in the usual manner. Since these are non-zero polynomials, it follows that $`\underset{¯}{x}=0`$. Now (in view of the discussion of signs given in the previous proof), this implies that $`\tau ^{}=x\theta `$. Finally, since both $`\tau ^{}`$ and $`\theta `$ are symmetric under conjugation, it follows that $`2x=0`$. ∎ ## 8. Wall-Crossing for $`\theta `$ when $`b_1(Y)=1`$ The present section is meant as a technical appendix, where we show that the definition of $`\theta (𝔰)`$ is independent of the perturbation used in its definition, in the case where $`b_1(Y)=1`$. Recall that this was already established in Section 2 for the case where $`H_1(Y;)`$; this is Proposition 2.9. Indeed, the arguments from that section show that there are at most two values which $`\theta _{\eta _0\times \eta _1}(𝔰)`$ can assume (for generic, small $`\eta _0\times \eta _1`$), depending on the component in $`H^2(Y;)0`$ in which $`\delta (\eta _0\eta _1)`$ lies. Thus, if we fix an identification $`H^2(Y;)`$, there are a priori two invariants $`\theta ^\pm (𝔰)`$, corresponding to the sign of $`\delta (\eta _0\eta _1)`$ under the identification. Our goal, then, is to prove the following restatement of Proposition 2.10: ###### Proposition 8.1. When $`b_1(Y)=1`$, then the two invariants $`\theta ^+(𝔰)`$ and $`\theta ^{}(𝔰)`$ agree. In essence, this proposition amounts to the calculation of a “wall-crossing formula” much like the sorts of formulae one runs across in gauge theory (see ). In the case at hand, we have that the wall-crossing formula is trivial, which is what one expects from the analogy with Seiberg-Witten theory, as the perturbation is “small” (see for a discussion of the three-dimensional Seiberg-Witten invariant). To prove Proposition 8.1, we explicitly identify the difference, in the following lemma. ###### Lemma 8.2. The difference $`\theta ^+(𝔰)\theta ^{}(𝔰)`$ is given by the intersection number $$\theta ^+(𝔰)\theta ^{}(𝔰)=\mathrm{\#}\{(t,D)[0,1]\times \stackrel{~}{\mathrm{Sym}}^{g1}(\mathrm{\Sigma })\|\stackrel{~}{\mathrm{\Theta }}_{h_t}(D)L_0(𝔰)L_1(𝔰)\}.$$ Strictly speaking, to make sense of this intersection, we must choose a “generic” allowable path of metrics $`h_t`$, i.e. a path of metrics $`h_t`$ with the property that $`h_0`$ and $`h_1`$ are allowable for $`U_0`$ and $`U_1`$ as usual, for which the map $`[0,1]\times \mathrm{Sym}^{g1}(\mathrm{\Sigma })J`$ given by $`(t,D)\mathrm{\Theta }_{h_t}(D)`$ is transversal to the one-manifold $`L_0L_1J`$. We can find such a family, according to the following transversality result, whose proof is given in : ###### Theorem 8.3. If $`\mathrm{\Sigma }`$ is an oriented two-manifold with genus greater than $`1`$, then the $`g1`$-fold Abel-Jacobi map $$\mathrm{\Theta }:𝔐𝔢𝔱(\mathrm{\Sigma })\times \mathrm{Sym}^{g1}(\mathrm{\Sigma })J$$ is a submersion. (Here, $`𝔐𝔢𝔱(\mathrm{\Sigma })`$ denotes the space of all metrics on $`\mathrm{\Sigma }`$.) In particular, standard transversality theory allows us to conclude: ###### Corollary 8.4. Any smooth path of metrics $`h_t`$ can be approximated arbitrarily well (in $`C^0`$) by smooth paths $`h_t^{}`$ for which the map $`[0,1]\times \mathrm{Sym}^{g1}(\mathrm{\Sigma })J`$ given by $`(t,D)\mathrm{\Theta }_{h_t^{}}(D)`$ is transverse to $`L_0L_1J`$. (Note that the hypothesis that $`g>1`$ is not needed in the corollary; for if $`g=0,1`$, then $`L_0L_1`$ is automatically disjoint from the image of $`\mathrm{\Theta }`$ for any metric and, in fact, Proposition 8.1 is clear.) The formulation given in Lemma 8.2 is useful, since we can give the intersection number appearing there an interpretation in terms of the index theory, from which it can be explicitly computed. To this end, we find it convenient to use the notion of spectral flow introduced in : given a one-parameter family of self-adjoint, Fredholm operators, the spectral flow is the intersection number of the (real) spectra of the operators with the zero eigenvalue. We will be interested in the case where the operators are Dirac operators coupled to $`\mathrm{Spin}^c`$ connections with traceless curvature. Specifically, the set $`L_0(𝔰)L_1(𝔰)`$ is canonically identified with the space of gauge equivalence classes of such connections in the $`\mathrm{Spin}^c`$ structure $`𝔰`$: it is empty unless $`𝔰`$ is torsion, in which case it can also be identified with the circle $`S^1=H^1(Y;)/H^1(Y;)`$. (A $`\mathrm{Spin}^c`$ connection is a connection on the spinor bundle $`W`$ of the $`\mathrm{Spin}^c`$ structure and which is compatible with the Levi-Civita connection on the tangent bundle; and the gauge group is the space of circle-valued functions over $`Y`$.) The crux of the argument, then, is the following: ###### Proposition 8.5. The real spectral flow for the $`\mathrm{Spin}^c`$ Dirac operator around the circle $`H^1(Y;)/H^1(Y;)`$, thought of as parameterizing equivalence classes of traceless connections $`A_t`$ in some torsion $`\mathrm{Spin}^c`$ structure $`𝔰`$, is also calculated by the intersection number (with a factor of two): $$\mathrm{SF}_{S^1}(Y,A_t)=\pm 2\mathrm{\#}\{(t,D)[0,1]\times \stackrel{~}{\mathrm{Sym}}^{g1}(\mathrm{\Sigma })\|\stackrel{~}{\mathrm{\Theta }}_{h_t}(D)L_0(𝔰)L_1(𝔰)\}.$$ ###### Remark 8.6. The factor of $`2`$ is an artifact of the complex linearity of the $`\mathrm{Spin}^c`$ Dirac operator. Moreover, the sign depends on orientation conventions used. Proposition 8.1 is an immediate consequence of this spectral flow interpretation, together with the Atiyah-Singer index theorem. Proof of Proposition 8.1. A circle $`[A_t]`$ of gauge equivalence classes of $`\mathrm{Spin}^c`$ connections in the $`\mathrm{Spin}^c`$ structure $`𝔰`$ over $`Y`$ naturally induces a $`\mathrm{Spin}^c`$ structure $`𝔯`$ on $`X=S^1\times Y`$, endowed with a (gauge equivalence class of) $`\mathrm{Spin}^c`$ connection whose restriction to the slice $`e^{it}\times Y`$ is identified with $`[A_t]`$. According to Atiyah-Patodi-Singer (see ), the spectral flow of the Dirac operator around the circle of operators $`[A_t]`$ is the (real) index of the Dirac operator on $`S^1\times Y`$, in the $`\mathrm{Spin}^c`$ structure $`𝔯`$, which, according to the Atiyah-Singer index theorem, is in turn calculated by $$\mathrm{ind}\overline{)}D(S^1\times Y,𝔯)=\frac{c_1(𝔯)^2}{4}\frac{\sigma }{4},$$ where $`\sigma `$ is the signature of the intersection form of $`S^1\times Y`$. In fact, the index vanishes, since the signature $`\sigma `$ of $`S^1\times Y`$ vanishes, and the square of $`c_1(𝔯)`$ is also easily seen to vanish, too, since for any fixed point $`pS^1`$, the restriction of the $`c_1(𝔯)`$ to the slice $`\{p\}\times Y`$ is $`c_1(𝔰)`$, which is a torsion class. Thus, in light of Lemma 8.2 and Proposition 8.5 the difference in the invariants must vanish. ∎ We dispense first with the proof of Lemma 8.2, and then return to the more involved Proposition 8.5. Proof of Lemma 8.2 Fix a path of perturbations $$\mathrm{}:[1,1]GQ_0\times Q_1$$ $`\mathrm{}(t)=(\eta _0(t)\times \eta _1(t))`$ for which $`\delta (\eta _0(t)\eta _1(t))`$ is a monotone increasing function of $`t`$, which crosses $`0`$ at $`t=0`$ (here, $`G`$ is the neighborhood defined in Proposition 2.7). According to the transversality result (Theorem 8.3), we can find a one-parameter family of metrics $`h_t`$ so that $$\mathrm{\Psi }:[0,1]\times [0,1]\times \mathrm{Sym}^{g1}(\mathrm{\Sigma })Q_0\times Q_1$$ is transverse to $`\mathrm{}_t`$. The set $$\mathrm{\Psi }^1(\mathrm{}[1,1])\{(s,t,D)\|st\}$$ is a one-dimensional manifold-with-boundary, whose boundary is $`\mathrm{\#}\mathrm{\Psi }^1(\mathrm{}[1,1])`$ $`=`$ $`\mathrm{\#}\mathrm{\Psi }^1(\mathrm{}(+1))\{(s,t,D)\|st\}`$ $`\mathrm{\#}\mathrm{\Psi }^1(\mathrm{}(1))\{(s,t,D)\|st\}`$ $`\mathrm{\#}\mathrm{\Psi }^1(\mathrm{}[1,1])\{(s,s,D)\}.`$ The points in these sets are partitioned naturally into $`\mathrm{Spin}^c`$ structures. For a fixed $`\mathrm{Spin}^c`$ structure $`𝔰`$, the signed number of points in the first two sets calculates $`\theta ^+(𝔰)`$ and $`\theta ^{}(𝔰)`$ respectively while the intersections in the third set all occur at $`\mathrm{}(0)`$, and indeed they correspond to $$\mathrm{\#}\{(t,D)[0,1]\times \stackrel{~}{\mathrm{Sym}}^{g1}(\mathrm{\Sigma })\|\stackrel{~}{\mathrm{\Theta }}_{h_t}(D)L_0(𝔰)L_1(𝔰)\}.$$ The lemma follows. ∎ The proof of Proposition 8.5 uses splitting techniques for spectral flow (see and ): the spectral flow around the circle $`H^1(Y;)/H^1(Y;)`$ has a contribution from the handlebodies and from the cylinder $`\mathrm{\Sigma }\times `$. Formal properties (reminiscent of the special case of Proposition 2.10 proved in Section 1) show that the contribution from the handlebodies vanishes. The spectral flow on the cylinder is then identified with the intersection number, in a manner akin to Yoshida’s algorithm for calculating the instanton Floer grading . We turn our attention, then, to the splitting of spectral flow. We will consider the spectral flow of the $`\mathrm{Spin}^c`$ Dirac operator on various three-manifolds $`Z`$, fixing the metric, and varying the $`\mathrm{Spin}^c`$ connection $`A`$, but keeping its curvature form to be traceless. For a fixed metric and $`\mathrm{Spin}^c`$ structure $`𝔰`$, the set of gauge equivalence classes of such connections, is analogous to the Jacobian of a Riemann surface: it is (non-canonically) identified with the torus $`H^1(Z;S^1)`$. If $`𝔰`$ is actually induced from a spin structure, then this spin structure gives a canonical identification between the two sets. Over the cylinder $`\times \mathrm{\Sigma }`$ given a product metric, a $`\mathrm{Spin}^c`$ structure amounts to a $`\mathrm{Spin}^c`$ structure on $`\mathrm{\Sigma }`$, which in turn corresponds to a line bundle $`E`$ over $`\mathrm{\Sigma }`$ (by tensoring $`E`$ with the canonical $`\mathrm{Spin}^c`$ structure on $`\mathrm{\Sigma }`$). Moreover, a $`\mathrm{Spin}^c`$ connection corresponds to a connection on the line bundle $`\times E`$ over $`\times \mathrm{\Sigma }`$. With respect to the canonical splitting of the spinor bundle over the cylinder $`W=E\left(K_\mathrm{\Sigma }^1\right)`$, the Dirac operator on the cylinder can be written as $$\overline{)}D_A=\frac{}{t}+\sqrt{2}\left(\begin{array}{cc}0& \overline{}_A\\ \overline{}_A& 0\end{array}\right),$$ where all derivatives here mean covariant derivatives coupled to $`A`$ (so that the operator in the second term of the above decomposition is the $`\mathrm{Spin}^c`$ Dirac operator on $`\mathrm{\Sigma }`$). The curvature of the determinant line bundle vanishes iff the corresponding connections on $`E`$ over $`\mathrm{\Sigma }`$ have normalized curvature form, in the sense of Section 2. Suppose that $`Y`$ is a three-manifold with a Heegaard splitting, which we write as (10) $$Y=U_0_{\mathrm{\Sigma }_0}([0,1]\times \mathrm{\Sigma })_{\mathrm{\Sigma }_1}U_1,$$ where, of course, the surfaces $`\mathrm{\Sigma }_0`$ and $`\mathrm{\Sigma }_1`$ are topologically identified with $`\mathrm{\Sigma }`$. A path $`h_t`$ of metrics over $`\mathrm{\Sigma }`$, which is constant near $`t=0`$ and $`t=1`$, gives rise to a metric on the cylinder $`[0,1]\times \mathrm{\Sigma }`$, given by the formula $`dt^2+h_t`$, which is product-like near the boundary. Fix any metric over $`U_0`$ (resp. $`U_1`$) with boundary isometric to $`\mathrm{\Sigma }`$ with metric $`h_0`$ (resp. $`h_1`$). Then, these data naturally glue together to give a metric on $`Y`$. Suppose $`A`$ is a $`\mathrm{Spin}^c`$ connection over $`Y`$ with traceless curvature, and for both $`i=0,1`$, the metric $`h_i`$ is $`U_i`$ allowable. Then, the (two-dimensional) Dirac operator on the boundaries of the three pieces of the decomposition of $`Y`$ of Equation (10) have no kernel. In this general situation, Atiyah-Patodi-Singer (see ) show that the restriction of the Dirac operator to the three individual pieces with APS boundary conditions is a Fredholm operator. Thus, if we have a one-parameter family of connections $`A_t`$ on $`Y`$ whose curvature has vanishing trace, it makes sense to speak of the spectral flow of the Dirac operators restricted to these three pieces. Indeed, a fairly elementary version of the splitting technology for spectral flow gives the following: ###### Proposition 8.7. Let $`Y`$ be a three-manifold decomposed (metrically) as in Equation (10), with $`U_i`$-allowable metrics on $`\mathrm{\Sigma }_0`$ and $`\mathrm{\Sigma }_1`$. Let $`[A_t]`$ be any closed path of gauge equivalence classes of $`\mathrm{Spin}^c`$ connections over $`Y`$ with traceless curvature. Then, the spectral flow of the Dirac operator coupled to the $`[A_t]`$ splits as a sum of the spectral flows of the Dirac operator restricted to the three pieces (with APS boundary conditions): $$\mathrm{SF}(Y,[A_t])=\mathrm{SF}(U_0,[A_t\|_{U_0}])+\mathrm{SF}([0,1]\times \mathrm{\Sigma },[A_t\|_{[0,1]\times \mathrm{\Sigma }}])+\mathrm{SF}(U_1,[A_t\|_{U_1}]).$$ The above result is standard (see for example , or for a more general result). It is proved by showing that for metrics on $`Y`$ with sufficiently long cylinders $`[T,T]\times \mathrm{\Sigma }`$ inserted around $`\mathrm{\Sigma }_0`$ and $`\mathrm{\Sigma }_1`$, the small eigenmodes on $`Y`$ are approximated by the small eigenmodes of the operators restricted to the individual pieces, under a splicing construction. Since the spectral flow around the circle is independent of these “neck-length” parameters (by the homotopy invariance of spectral flow), we do not need to include them in the above statement of the propositioon. In fact, the only term which contributes in the above decomposition of the spectral flow is the middle term (the one over the cylinder $`[0,1]\times \mathrm{\Sigma }`$), according to the following result, which is a formal consequence of the conjugation action: ###### Lemma 8.8. Let $`U`$ be a handlebody which bounds the surface $`\mathrm{\Sigma }`$, equipped with a metric which is product-like near its boundary, where it induces a $`U`$-allowable metric. The spectral flow of the Dirac operator vanishes around any closed path $`[A_t]`$ of gauge equivalence classes of $`\mathrm{Spin}^c`$ connections, all of whose curvature is traceless. Proof. Since $`H^2(U;)=0`$, there is a unique $`\mathrm{Spin}^c`$ structure over $`U`$. Moreover, there is a complex-antilinear involution $$j:WW$$ of the spinor bundle which commutes with Clifford multiplication (actually, this involution exists in much more general contexts, and can be thought of as the basis for the conjugation action on the set of $`\mathrm{Spin}^c`$ structures described in Section 1). It follows that if $`B`$ is the connection on $`W`$ coming from a spin structure $`𝔰_0`$ on $`Y`$, $`a\mathrm{\Omega }^1(U)`$, then $$\overline{)}D_{B+ia}(j\mathrm{\Psi })=j\overline{)}D_{Bia}(\mathrm{\Psi }).$$ We can express any given closed path $`[A_t]`$ as $`[B+ia_t]`$, where $`\{a_t\}`$ is a one-parameter family of closed one-forms which induces a closed path $`[a_t]`$ in $`H^1(U;S^1)`$; and the homotopy invariance of the spectral flow ensures that the spectral flow of the Dirac operator around $`[A_t]`$ depends only on the free homotopy class of $`[a_t]H^1(Y;)/H^1(Y;)`$ (in particular, it is independent of the spin structure). Now, the conjugation symmetry gives us that $$\mathrm{SF}(U,[B+ia_t])=\mathrm{SF}(U,[Bia_t]),$$ but these two spectral flows have opposite signs: the path $`[a_t]`$ is homotopic to the path $`[a_t]`$ given the opposite orientation. Thus, the spectral flow around the $`[A_t]`$ must vanish. Proof of Proposition 8.5. In view of Proposition 8.7 and Lemma 8.8, the spectral flow over $`Y`$ is determined by the spectral flow around a loop over the cylinder $`[0,1]\times \mathrm{\Sigma }`$. So we turn our attention now to the study of the spectral flow over a cylinder. In fact, it is useful to consider a more general setting – spectral flow along a not necessarily closed path of operators on the cylinder $`[0,1]\times \mathrm{\Sigma }`$. Let $`(h_t,A_t)_{t[0,1]}`$ be a path of metrics over $`\mathrm{\Sigma }`$ and connections $`[A_t]J_{h_t}`$, both of which are constant near the $`t=0,1`$ endpoints. We can canonically extend the paths $`(h_t,A_t)`$ for all $`t`$, so that they remain constant for $`t0`$ and $`t1`$. Suppose, now, that $`A_0`$ does not lie in the $`h_0`$-theta divisor and similarly, $`A_1`$ does not lie in the $`h_1`$-theta divisor. Then, the associated Dirac operator on $`[0,1]\times \mathrm{\Sigma }`$ – the one for the metric $`dt^2+h_t`$ and the spin connection obtained by viewing the path of connections $`\{A_t\}`$ as a single connection over $`[0,1]\times \mathrm{\Sigma }`$ – is a Fredholm operator on $`L^2`$. Suppose moreover that each pair $`(A_t,h_t)`$ for $`t[0,1]`$ misses the $`h_t`$-theta divisor. Then, if we rescale the family in the $``$ direction to move sufficiently slowly, then the Dirac operator on the cylinder $`\times \mathrm{\Sigma }`$ will have no kernel (this follows from a standard adiabatic limit argument, a proof is given in Proposition LABEL:Casson:prop:StretchOutKernel of ). Moreover, if we have a two-parameter family: $$H:[0,1]\times [0,1]𝔐𝔢𝔱(\mathrm{\Sigma })\times J,$$ where the boundary misses the theta divisor, then we get a one-parameter family of self-adjoint, Fredholm operators $`D(s)`$ indexed by $`s[0,1]`$ which we get from $`H(s,t)`$ by fixing the $`s`$ coordinate and allowing $`t`$ to vary. According to the adiabatic limit statement, the spectral flow vanishes if $`H`$ always misses the theta divisor. Indeed, by the homotopy invariance of the spectral flow and the connectedness of the theta divisor, the spectral flow depends only on the homological intersection number of $`H`$ with the theta divisor. This proves that (11) $$\mathrm{SF}(D(s))=\mu \mathrm{\#}(H\mathrm{\Theta }),$$ for some integer $`\mu `$, which a priori depends only on the genus $`g`$ of $`\mathrm{\Sigma }`$ (which we suppress from the notation wherever it is convenient). To determine $`\mu `$, we consider a simple model case: we construct a two-parameter family of metrics and connections which intersects the theta divisor once, extend it naturally over a three-manifold, calculate the Chern class of the extension, and then compare with the result obtained from the Atiyah-Singer index theorem to calculate the spectral flow. View the surface $`\mathrm{\Sigma }`$ as a connected sum of $`g`$ tori $`F_1,\mathrm{},F_g`$, and let $`\{\alpha _1,\mathrm{},\alpha _g\}`$ be a complete set of attaching circles with $`\alpha _i`$ supported in $`F_i`$. Also, for $`i=1,\mathrm{}g`$, let $`\beta _i`$ be a simple closed curves in $`F_i`$ so that $`\mathrm{\#}(\alpha _i\beta _i)=1`$. Consider a two-parameter family $$H:[0,1]\times [0,1]𝔐𝔢𝔱(\mathrm{\Sigma })\times J$$ where the metric $`h`$ is held constant (we will say how it is chosen in a moment), and the holonomy of the connection associated to $`H(s,t)`$ around $`\alpha _g`$ is $`e^{2\pi it}`$ (independent of $`s`$), the holonomy of $`A`$ around $`\beta _g`$ is $`e^{2\pi is}`$, and all the other holonomies are trivial (here, the holonomies are measured relative to a spin structure on $`\mathrm{\Sigma }`$ which extends to the handlebody determined by $`\{\alpha _1,\mathrm{},\alpha _g\}`$). For metrics which are sufficiently stretched out along the connected sum curves and the attaching curves $`\{\alpha _i\}_{i=1}^g`$, the image of $`H`$ intersects the theta divisor transversally in a single point (with some appropriate choice of sign): this fact is closely related to Corollary 4.7. To see this, as in the proof of that proposition, one uses Proposition 4.6 to conclude that (for metrics $`h`$ on $`\mathrm{\Sigma }`$ which are sufficiently stretched out) the intersection is contained in the image of a splicing map, which is $`C^1`$ close to a map $$F_1^c\times \mathrm{}\times F_{g1}^cH^1(F_1;S^1)\times \mathrm{}\times H^1(F_{g1};S^1)\times H^1(F_g;S^1),$$ which is the degree one Abel-Jacobi map on the first $`g1`$ torus factors, and constant on the final factor. Requiring the holonomies to be trivial around the $`\alpha _i`$ and $`\beta _i`$ for $`i=1,\mathrm{},g1`$, is equivalent to retricting to a single point in the domain. Since the degree one Abel-Jacobi map is a diffeomorphism, it follows that $`H`$ indeed intersects the theta divisor transversally in a single point. For each fixed $`s`$, the family of connections $`H(s,t)`$, where $`t`$ varies, canonically extends as a flat connection over (at both $`t=0`$ and $`t=1`$) the handlebody $`U_0`$ obtained by surgeries along the $`\alpha _i`$, to give connections $`A_s`$ on a line bundle $`L`$ over the three manifold $`Y`$ obtained as the $`g`$-fold connected sum $$Y=\stackrel{g}{\stackrel{}{\left(S^1\times S^2\right)\mathrm{\#}\mathrm{}\mathrm{\#}\left(S^1\times S^2\right)}}.$$ From the construction of $`A_s`$, it is clear that its curvature vanishes on all but the final connected summand. Indeed, it is easy to see that the first Chern class $`c_1(L)`$ is dual to the two-sphere in that summand. Moreover, the connections at $`s=0`$ and $`s=1`$ are gauge equivalent, via a gauge equivalence which extends over $`Y`$. Letting $`u`$ denote the gauge transformation over $`Y`$. Note that the gauge transformation is non-trivial only over the final connected summand of $`Y`$, where it gives a map of degree one on its circle $`\beta _g`$. Now, the $`A_s`$ naturally induce a connection on the line bundle $`M`$ over $`S^1\times Y`$ obtained from $`[0,1]\times L`$ by identifying $`\{0\}\times L`$ with $`\{1\}\times L`$ using the gauge transformation $`u`$. From what we know about $`L`$ and $`u`$, it follows easily that the first Chern class of the line bundle $`M`$ is Poincaré dual to $`S^1\times \beta _g`$ plus the sphere $`S^2`$ which appears in the final connected summand. Thus, tensoring any spin structure over $`S^1\times Y`$ with $`M`$, we obtain a $`\mathrm{Spin}^c`$ structure $`𝔯`$ whose first Chern class is twice the first Chern class of $`M`$, so according to the Atiyah-Singer index theorem, the index of the Dirac operator coupled to $`L`$ is given by $$\mathrm{ind}\overline{)}D(S^1\times Y,𝔯)=2.$$ Note that this index calculates the spectral flow around the $`S^1`$-factor, which consists only of the contribution of the cylinder (according to Proposition 8.7 and Lemma 8.8). Since the intersection number of our family with the theta divisor consisted of a single, isolated point, it follows that $`\mu =\pm 2`$ in Equation (11) (in particular, $`\mu `$ is independent of the genus $`g`$). ∎
warning/0006/nucl-th0006073.html	ar5iv	text	# Effective Chiral Theory for Radiative Decays of Mesons ## I Introduction Meson decays of pseudoscalar and vector mesons have been discussed by several groups, using phenomenological approaches based on effective field theory. In particular, the value of the $`\eta `$-$`\eta ^{}`$ mixing angle, $`\theta _P`$, was deduced from the analysis of electromagnetic decays of pseudoscalar and vector mesons, $`J/\psi `$ decays into a vector and a pseudoscalar meson, and some other transitions. Gilman and Kauffman assumed SU(3) symmetry and often the stronger condition of nonet symmetry in order to relate the SU(3)-octet wave function to that of the SU(3) singlet, and obtained a value of $`\theta _P20^o`$. Less negative a value was extracted by Bramon and Scadron from a rather similar analysis which takes into account small departure from the $`\omega `$-$`\varphi `$ ideal mixing. Somewhat different approach was taken by Ball, Frère and Tytgat by relating vector meson decays to the Quantum Electrodynamics (QED) triangle anomaly. More recently, Bramon, Escribano and Scadron have extracted a value $`\theta _P=15.5^o\pm 1.3^o`$ from a rather exhaustive analysis of data including strong decays of tensor and higher-spin mesons. Spontaneously broken chiral symmetry plays a major role in low energy hadron physics. The Quantum Chromodynamics (QCD) Lagrangian exhibits an $`SU(3)_LSU(3)_R`$ chiral symmetry which breaks down spontaneously to $`SU(3)_V`$, giving rise to a light Goldstone boson octet of pseudoscalar mesons. The corresponding effective field theory (EFT) exhibits the symmetry properties of QCD and involves both of the pseudoscalar meson octet and vector meson nonet as dynamical field variables (see, for example, Ref.). The axial $`U(1)`$ symmetry of the QCD Lagrangian is broken by the anomaly. Though considerably heavier than the octet states, it is rather well accepted that the $`\eta ^{}`$ meson is the most natural candidate for the corresponding pseudoscalar singlet. In this context, we shall introduce the $`\eta ^{}`$ meson also as a dynamical field variable. We combine the ”hidden symmetry approach” of Bando et al. with a general procedure of including the $`\eta ^{}`$ meson into chiral theory to construct a most general chiral effective Lagrangian with broken $`U(3)_LU(3)_R`$ local symmetry. To this aim we introduce in section II the whole nonents of pseudoscalar and vector mesons interacting with external electroweak fields. In section III we apply this approach to study radiative decays for anomalous processes, like $`V^0P^0\gamma `$, $`P^0V^0\gamma `$ and $`P^0\gamma \gamma `$, with $`P^0=\pi ,\eta ,\eta ^{}`$ and $`V^0=\rho ,\omega ,\varphi `$. The numerical values of the radiative decay constants, $`F_i(i=\pi ,\eta ,K,\eta ^{})`$ and the $`\eta `$-$`\eta ^{}`$ mixing angle, $`\theta _P`$ are fixed by fitting to experimental rates of these processes. We shall summarize and conclude in section IV. ## II The effective Lagrangian In order to include the $`\eta ^{}`$ meson into chiral effective Lagrangian one has to extend the $`SU(3)_LSU(3)_R`$ local symmetry of the QCD Lagrangian into $`U(3)_LU(3)_R`$ local symmetry. This can be achieved by adding to the QCD Lagrangian (herein denoted $`L_{QCD}`$) a term proportional to the topological charge operator, i.e., $$L=L_{QCD}\mathrm{\Theta }(x)\frac{g^2}{16\pi ^2}Tr_c\left(G_{\mu \nu }\stackrel{~}{G}^{\mu \nu }\right),$$ (1) where $`\mathrm{\Theta }(x)`$ represents an auxiliary external field, the so called QCD vacuum angle. Here, $`\stackrel{~}{G}^{\mu \nu }=ϵ^{\mu \nu \alpha \beta }G_{\alpha \beta };G_{\mu \nu }=_\mu G_\nu _\nu G_\mu +i[G_\mu ,G_\nu ]`$, $`G_\mu `$ being the gluon field, and $`Tr_c`$ stands for the trace over color indices. Obviously, the Lagrangian $`L`$ of Eqn. 1 has $`SU(3)_LSU(3)_R`$ local symmetry. It can be shown , that $`L`$ would also have $`U(3)_LU(3)_R`$ local symmetry provided $`\mathrm{\Theta }(x)`$ transforms under axial $`U(1)`$ rotations as, $$\mathrm{\Theta }(x)\mathrm{\Theta }^{}(x)=\mathrm{\Theta }(x)2N_f\alpha ,$$ (2) where $`N_f`$ represents the number of flavors and $`\alpha `$ the axial $`U(1)`$ transformation parameter. Indeed, the term generated by the anomaly in the fermion determinant is compensated by the shift in $`\mathrm{\Theta }(x)`$, so that the overall change in the Lagrangian amounts to a total derivative, giving rise to the well known anomaly Wess-Zumino term. An effective field theory Lagrangian which involves an integrated form of this anomaly term would also have this same feature. For more details see Ref. . We now turn to construct a general chiral effective Lagrangian with $`U(3)_LU(3)_R`$ local symmetry for pseudoscalar and vector meson nonets interacting with external electroweak fields. As a non-linear representation of a Goldstone nonet we take , $$U(P,\eta _0+F_0\mathrm{\Theta })=\xi ^2(P,\eta _0+F_0\mathrm{\Theta })=\mathrm{exp}\left\{i\frac{\sqrt{2}}{F_8}P+i\sqrt{\frac{2}{3}}\frac{1}{F_0}(\eta _0+F_0\mathrm{\Theta })\mathrm{𝟏}\right\},$$ (3) where $`P`$ is the Goldstone pseudoscalar octet, $$P=\left(\begin{array}{ccc}\frac{\pi ^0}{\sqrt{2}}+\frac{\eta _8}{\sqrt{6}}& \pi ^+& K^+\\ \pi ^{}& \frac{\pi ^0}{\sqrt{2}}+\frac{\eta _8}{\sqrt{6}}& K^0\\ K^{}& \overline{K}^0& \frac{2\eta _8}{\sqrt{6}}\end{array}\right).$$ (4) and $`\eta _0`$ the pseudoscalar singlet. The unimodular part of the field $`U`$ contains the octet degrees of freedom while the phase $`detU=\mathrm{exp}iX=\mathrm{exp}\left\{i\sqrt{6}(\eta _0/F_0+\mathrm{\Theta })\right\}`$ describes that of the singlet. The auxiliary field $`\mathrm{\Theta }(x)`$ ascertains that $`detU`$ is invariant under $`U(3)_LU(3)_R`$ transformations . The $`U(3)_LU(3)_R`$ group does not have a dimension-nine irreducible representation; the quantity in the curly bracket of Eqn. 3 does not exhibit a nonet symmetry so that the octet ($`F_8`$) and singlet ($`F_0`$) decay constants are not necessarily identical. As in Refs. we define vector type $`\mathrm{\Gamma }_\mu `$ and axial-vector type $`\mathrm{\Delta }_\mu `$ covariants $`\mathrm{\Gamma }_\mu ={\displaystyle \frac{i}{2}}\left[\xi ^{}𝒟_\mu \xi \xi 𝒟_\mu \xi ^{}\right]={\displaystyle \frac{i}{2}}[\xi ^{},_\mu \xi ]+{\displaystyle \frac{1}{2}}\left(\xi ^{}r_\mu \xi +\xi l_\mu \xi ^{}\right),`$ (5) $`\mathrm{\Delta }_\mu ={\displaystyle \frac{i}{2}}\left(\xi ^{}𝒟_\mu \xi +\xi 𝒟_\mu \xi ^{}\right)={\displaystyle \frac{i}{2}}\{\xi ^{},_\mu \xi \}+{\displaystyle \frac{1}{2}}\left(\xi ^{}r_\mu \xi \xi l_\mu \xi ^{}\right),`$ (6) with, $$D_\mu \xi =_\mu \xi +ir_\mu \xi i\xi l_\mu .$$ (7) Here $`r_\mu `$ and $`l_\mu `$ are the relevant external gauge fields of the standard model; $`l_\mu =v_\mu +a_\mu `$ and $`l_\mu =v_\mu a_\mu `$, with $`v_\mu `$ and $`a_\mu `$ being the vector and axial vector external electroweak fields, respectively. Electroweak interactions are contained in the covariant derivative $`D_\mu \xi `$. For pure electromagnetic interactions these fields are related to the quark charge operator $`Q=diag(2/3,1/3,1/3)`$ and the photon filed $`A_\mu `$; $`l_\mu =r_\mu =eQA_\mu `$. Under $`U(3)_LU(3)_R`$ the field, Eqn. 3, transforms as, $$U^{}=RUL^{},$$ (8) with $`RU(3)_R,LU(3)_L`$. The vector ($`\mathrm{\Gamma }_\mu `$) and axial-vector ($`\mathrm{\Delta }_\mu `$) like quantities transform, respectively, as a gauge and matter fields, i.e., $`\mathrm{\Gamma }_\mu ^{}=K\mathrm{\Gamma }_\mu K^{}+iK_\mu K^{},`$ (9) $`\mathrm{\Delta }_\mu ^{}=K\mathrm{\Delta }_\mu K^{},`$ (10) where $`K(U,R,L)`$ is a compensatory field representing an element of conserved vector subgroup $`U(3)_V`$. The dynamical gauge bosons are defined as a $`3\times 3`$ matrix vector field $`V_\mu `$ which transforms as, $$V_\mu ^{}=KV_\mu K^{}+\frac{i}{g}K_\mu K^{}.$$ (11) Clearly, the vectors $`\mathrm{\Gamma }_\mu gV_\mu `$ and $`\mathrm{\Delta }_\mu `$ transform homogeneously and at lowest order the Lagrangian can be constructed from the traces $`Tr\mathrm{\Delta }_\mu ^2`$ , $`Tr(\mathrm{\Gamma }_\mu gV_\mu )^2`$, $`Tr\mathrm{\Delta }_\mu `$, $`Tr(\mathrm{\Gamma }_\mu gV_\mu )`$ and arbitrary functions of the variable $`X=\sqrt{2N_f}\eta _0/F_0+\mathrm{\Theta }(x)`$, all being invariant under $`U(3)_LU(3)_R`$ transformations. We may thus conclude that a most general lowest order (i.e. with the smallest number of derivatives) effective chiral Lagrangian can be written in the form , $$L=L_A+aL_V\frac{1}{2}Tr(V_{\mu \nu }V^{\mu \nu }),$$ (12) where, $`L_A=W_1(X)Tr(\mathrm{\Delta }_\mu \mathrm{\Delta }^\mu )+W_4(X)Tr(\mathrm{\Delta }_\mu )Tr(\mathrm{\Delta }^\mu )+`$ (13) $`W_5(X)Tr(\mathrm{\Delta }_\mu )D_\mu \mathrm{\Theta }+W_6(X)D_\mu \mathrm{\Theta }D^\mu \mathrm{\Theta },`$ (14) $`L_V=\stackrel{~}{W}_1(X)Tr([\mathrm{\Gamma }_\mu gV_\mu ][\mathrm{\Gamma }^\mu gV^\mu ])+`$ (15) $`\stackrel{~}{W}_4(X)Tr(\mathrm{\Gamma }_\mu gV_\mu )Tr(\mathrm{\Gamma }^\mu gV^\mu ),`$ (16) and, $`D_\mu \mathrm{\Theta }=_\mu \mathrm{\Theta }+Tr(r_\mu l_\mu ),`$ (17) $`V_{\mu \nu }=_\mu V_\nu _\nu V_\mu ig[V_\mu ,V_\nu ].`$ (18) All three terms of the lagrangian $`L`$ in Eqn. 12 are invariant under $`U(3)_LU(3)_R`$ transformations. Though in form this Lagrangian is similar to that of Bando et al. , the expressions for $`L_A`$ and $`L_V`$ are different. Namely, the inclusion of the $`\eta ^{}`$ meson as a dynamical variable involves additional terms with $`Tr(\mathrm{\Delta }^\mu )`$, $`D^\mu \mathrm{\Theta }`$ and $`Tr(\mathrm{\Gamma }_\mu gV_\mu )`$ and coefficient functions $`W_i(X)`$ which are absent in the $`SU(3)`$ limit. We note though that as in Bando et al. , the Lagrangian $`L_A+aL_V`$ contains, amongst other contributions, a vector meson mass term $`V_\mu V^\mu `$, a vector-photon conversion factor $`V_\mu A^\mu `$ and coupling of both vectors and photons to pseudoscalar pairs. The latter can be eliminated by choosing $`a=2`$, a choice which allows incorporating the conventional vector-dominance in electromagnetic form-factors of pseudoscalar mesons. The mass degeneracy is removed via the additional of pseudoscalar mass term. The most general expression of a (local) $`U(3)_LU(3)_R`$ symmetry violating term reads , $$L_m=W_0(X)+W_2(X)Tr\chi _++iW_3(X)Tr\chi _{},$$ (19) with, $`\chi _\pm =2B_0(\xi ^{}\xi \pm \xi ^{}\xi ^{}),`$ $`B_0=m_\pi ^2/(m_u+m_d),`$ (20) and $`=diag(m_u,m_d,m_s)`$ is the quark mass matrix. Parity conservation implies that all $`W_i`$ and $`\stackrel{~}{W}_i`$ are even functions of the variable $`X`$ except $`W_3`$ which is odd. The correct normalization of the $`U(3)_LU(3)_R`$ invariant kinetic term requires that $`W_1(0)=F_8^2,W_4(0)=(F_0^2F_8^2)/3`$ and $`W_2(0)=F_8^2`$ to ensure the standard $`\chi `$PT pion mass term. One possible way to incorporate $`SU(3)`$ symmetry breaking is to introduce a universal matrix $`B`$ proportional to $`\chi _+`$, i.e., $$B=\frac{1}{4B_0(2m+m_s)}\chi _+.$$ (21) For simplicity we take the exact isospin symmetry limit $`m_u=m_d=m`$. Symmetry breaking terms to be added to $`L_A`$ and $`L_V`$ can be constructed either as conserving, or alternatively, as non-conserving the quadratic form of the Golstone meson kinetic terms. In what follows we develop the former alternative by including terms which break the octet symmetry only. The latter procedure is worked out in the Appendix. Let, $$U_8=\xi _8^2=\mathrm{exp}(i\frac{\sqrt{2}}{F_8}P)$$ (22) be the pure octet matrix and let, $$\overline{\mathrm{\Delta }}_\mu =\frac{i}{2}\{\xi _8^{},_\mu \xi _8\}+\frac{1}{2}\left(\xi _8^{}r_\mu \xi _8\xi _8l_\mu \xi _8^{}\right),$$ (23) be the octet covariant. Then general $`SU(3)`$ symmetry breaking Lagrangians $`\overline{L}_A`$ and $`\overline{L}_V`$ would be, $`\overline{L}_A=`$ (24) $`W_1(X)\left(c_ATr(\{B,\overline{\mathrm{\Delta }}_\mu \}\overline{\mathrm{\Delta }}^\mu )+d_ATr(B\overline{\mathrm{\Delta }}_\mu B\overline{\mathrm{\Delta }}^\mu )\right)+`$ (25) $`W_4(X)d_ATr(B\overline{\mathrm{\Delta }}_\mu )Tr(B\overline{\mathrm{\Delta }}^\mu ),`$ (26) $`\overline{L}_V=\overline{W}_1(X)(c_VTr(B[\mathrm{\Gamma }_\mu gV_\mu ][\mathrm{\Gamma }^\mu gV^\mu ])+`$ (27) $`d_VTr(B[\mathrm{\Gamma }_\mu gV_\mu ]B[\mathrm{\Gamma }^\mu gV^\mu ]))+`$ (28) $`\stackrel{~}{W}_4(X)(c_VTr(\mathrm{\Gamma }_\mu gV_\mu )Tr(B[\mathrm{\Gamma }^\mu gV^\mu ])`$ (29) $`+d_VTr(B[\mathrm{\Gamma }_\mu gV_\mu ])Tr(B[\mathrm{\Gamma }^\mu gV^\mu ])).`$ (30) where $`c_A,c_V,d_A,d_V`$ are arbitrary constants. We stress that $`\overline{L}_A`$ and $`\overline{L}_V`$ differ from those of Bramon et al. and Bando et al. . First, like our symmetric $`L_A`$ and $`L_V`$ the asymmetric $`\overline{L}_A`$ and $`\overline{L}_V`$ parts involve additional terms which are absent in the $`SU(3)`$ limit. Secondly, the terms proportional to $`d_A`$ and $`d_V`$ were included by Bando et al. but with $`d_i=c_i^2`$. Thirdly, our symmetry breaking matrix B is not constant as in ref. though similar (but not identical) to that of Bramon et al.. The full Lagrangian may now be written in the form, $$L=L_A+\overline{L}_A+a(L_V+\overline{L}_V)+L_m+L_{WZW}\frac{1}{2}Tr(V_{\mu \nu }V^{\mu \nu }),$$ (31) where we included the well known Wess-Zumino-Witten term $`L_{WZW}`$. This corresponds to the action defined as $`S_{WZW}={\displaystyle \frac{i}{80\pi ^2}}{\displaystyle _{M^2}}d^5xϵ^{ijklm}Tr(\mathrm{\Sigma }_i^L\mathrm{\Sigma }_j^L\mathrm{\Sigma }_k^L\mathrm{\Sigma }_l^L\mathrm{\Sigma }_m^L)`$ (32) $`{\displaystyle \frac{i}{16\pi ^2}}{\displaystyle d^4xϵ^{\mu \nu \alpha \beta }\left[W(U,l,r)_{\mu \nu \alpha \beta }W(1,l,r)_{\mu \nu \alpha \beta }\right]},`$ (33) with, $`W(U,l,r)_{\mu \nu \alpha \beta }=Tr[Ul_\mu l_\nu l_\alpha l_\beta +{\displaystyle \frac{1}{4}}Ul_\mu U^{}r_\nu Ul_\alpha U^{}r_\beta `$ (34) $`+iU_\mu l_\nu l_\alpha U^{}r_\beta +iU_\mu r_\nu l_\alpha U^{}r_\beta i\mathrm{\Sigma }_\mu ^Ll_\nu U^{}r_\alpha Ul_\beta `$ (35) $`+\mathrm{\Sigma }_\mu ^LU^{}_\nu r_\alpha Ul_\beta \mathrm{\Sigma }_\mu ^L\mathrm{\Sigma }_\nu ^LU^{}r_\alpha Ul_\beta +\mathrm{\Sigma }_\mu ^Ll_\nu _\alpha l_\beta +\mathrm{\Sigma }_\mu ^L_\nu l_\alpha l_\beta `$ (36) $`i\mathrm{\Sigma }_\mu ^Ll_\nu l_\alpha l_\beta +{\displaystyle \frac{1}{2}}\mathrm{\Sigma }_\mu ^Ll_\nu \mathrm{\Sigma }_\alpha ^Ll_\beta i\mathrm{\Sigma }_\mu ^L\mathrm{\Sigma }_\nu ^L\mathrm{\Sigma }_\alpha ^Ll_\beta (LR)],`$ (37) where $`\mathrm{\Sigma }_\mu ^L=U^{}_\mu U`$, $`\mathrm{\Sigma }_\mu ^R=U_\mu U^{}`$, and $`(LR)`$ stands for a similar expression with $`U`$, $`l`$ and $`\mathrm{\Sigma }`$ interchanged according to, $$(UU^{}),(lr),(\mathrm{\Sigma }_\mu ^L\mathrm{\Sigma }_\mu ^R).$$ (38) Note that this expression involves Lagrangian terms up to fifth chiral order, only. Other terms which accounts for the regularization of the one loop contributions are listed in Refs.. For the purpose of treating radiative decays, one can safely neglect the auxiliary field $`\mathrm{\Theta }(x)`$ and the quantities $`W_i`$ and $`\overline{W}_i`$ become functions of $`\eta _0`$ only. To lowest order their expansions read, $`W_0=const+F_8^4w_0{\displaystyle \frac{\eta _0^2}{F_0^2}}+\mathrm{},`$ (44) $`W_1=F_8^2(1+w_1{\displaystyle \frac{\eta _0^2}{F_0^2}}+\mathrm{}),`$ $`W_2={\displaystyle \frac{F_8^2}{4}}(1+w_2{\displaystyle \frac{\eta _0^2}{F_0^2}}+\mathrm{}),`$ $`W_3={\displaystyle \frac{F_8^2}{2}}(w_3{\displaystyle \frac{\eta _0}{F_0}}+\mathrm{}),`$ $`W_4={\displaystyle \frac{F_0^2F_8^2}{3}}(1+w_4{\displaystyle \frac{\eta _0^2}{F_0^2}}+\mathrm{}),`$ $`\stackrel{~}{W}_1=F_8^2(1+\stackrel{~}{w}_1{\displaystyle \frac{\eta _0^2}{F_0^2}}+\mathrm{}),`$ $`labelwwc1`$ (46) $`\stackrel{~}{W}_4=F_8^2(\stackrel{~}{w}_4+\stackrel{~}{w}_4^{}{\displaystyle \frac{\eta _0^2}{F_0^2}}+\mathrm{}).`$ By substituting these expressions into Eqn. 31, the kinetic terms of the pseudoscalar mesons is, $`L_{kin}={\displaystyle \frac{1}{2}}\left(1+c_A{\displaystyle \frac{2m}{2m+m_s}}+d_A{\displaystyle \frac{m^2}{(2m+m_s)^2}}\right)(_\mu \stackrel{}{\pi })^2+`$ (47) $`{\displaystyle \frac{1}{2}}\left(1+c_A{\displaystyle \frac{m+m_s}{2m+m_s}}+d_A{\displaystyle \frac{mm_s}{(2m+m_s)^2}}\right){\displaystyle \underset{i}{}}(_\mu K_i)^2+`$ (48) $`{\displaystyle \frac{1}{2}}\left(1+c_A{\displaystyle \frac{1}{3}}{\displaystyle \frac{m+2m_s}{2m+m_s}}+d_A{\displaystyle \frac{1}{3}}{\displaystyle \frac{m^2+2m_s^2}{(2m+m_s)^2}}\right)(_\mu \eta _8)^2+{\displaystyle \frac{1}{2}}(_\mu \eta _0)^2.`$ (49) To restore the standard normalization of the kinetic term we rescale the pseudoscalar fields according to, $$\pi z_\pi \pi ,Kz_sK,\eta _8z_8\eta _8,$$ (50) with, $`z_\pi {\displaystyle \frac{F_8}{F_\pi }}={\displaystyle \frac{1}{\sqrt{1+c_A\frac{2m}{2m+m_s}+d_A\frac{m^2}{(2m+m_s)^2}}}},`$ (51) $`z_s{\displaystyle \frac{F_8}{F_K}}={\displaystyle \frac{1}{\sqrt{1+c_A\frac{m+m_s}{2m+m_s}+d_A\frac{mm_s}{(2m+m_s)^2}}}},`$ (52) $`z_8{\displaystyle \frac{F_8}{F_\eta }}={\displaystyle \frac{1}{\sqrt{1+c_A\frac{1}{3}\frac{m+2m_s}{2m+m_s}+d_A\frac{1}{3}\frac{m^2+2m_s^2}{(2m+m_s)^2}}}}.`$ (53) After some algebraic manipulations the octet field matrix can be written in the form, $$P=\left(\begin{array}{ccc}\frac{\pi ^0}{\sqrt{2}}+\overline{z}_8\frac{\eta _8}{\sqrt{6}}& \pi ^+& \overline{z}_sK^+\\ \pi ^{}& \frac{\pi ^0}{\sqrt{2}}+\overline{z}_8\frac{\eta _8}{\sqrt{6}}& \overline{z}_sK^0\\ \overline{z}_sK^{}& \overline{z}_s\overline{K}^0& \overline{z}_8\frac{2\eta _8}{\sqrt{6}}\end{array}\right),$$ (54) where, $$\overline{z}_8=z_8/z_\pi ,\overline{z}_s=z_s/z_\pi .$$ (55) In addition to the usual quadratic terms $`\eta _8^2`$ and $`\eta _0^2`$, the quantity $`W_2(X)Tr\chi _++iW_3(X)Tr\chi _{}`$ in the mass term, Eqn. 19 gives rise to a mixing term $`\eta _8\eta _0`$ which violates the orthogonality of the $`\eta _8`$ and $`\eta _0`$ states. The mass matrix is diagonalized via the usual unitary transformation $`\eta _8=\eta \mathrm{cos}\theta _P+\eta ^{}\mathrm{sin}\theta _P,`$ (56) $`\eta _0=\eta \mathrm{sin}\theta _P+\eta ^{}\mathrm{cos}\theta _P,`$ (57) where $`\theta _P`$ is the $`\eta `$-$`\eta ^{}`$ mixing angle. In terms of the physical fields $`\eta `$ and $`\eta ^{}`$, the nonlinear representation of the pseudoscalar particles can now be written as, $$U=\mathrm{exp}i\frac{\sqrt{2}}{F_\pi }𝒫,$$ (58) where $`𝒫`$ stands for the pseudoscalar nonet matrix, $$𝒫=\left(\begin{array}{ccc}\frac{\pi ^0}{\sqrt{2}}+\frac{1}{\sqrt{6}}(X_\eta \eta +X_\eta ^{}\eta ^{})& \pi ^+& \overline{z}_sK^+\\ \pi ^{}& \frac{\pi ^0}{\sqrt{2}}+\frac{1}{\sqrt{6}}(X_\eta \eta +X_\eta ^{}\eta ^{})& \overline{z}_sK^0\\ \overline{z}_sK^{}& \overline{z}_s\overline{K}^0& \frac{1}{\sqrt{6}}(Y_\eta \eta +Y_\eta ^{}\eta ^{})\end{array}\right),$$ (59) with, $`X_\eta =\mathrm{cos}\theta _P(\overline{z}_8\sqrt{2}\overline{r}\mathrm{tan}\theta _P),`$ $`X_\eta ^{}=\mathrm{cos}\theta _P(\overline{z}_8\mathrm{tan}\theta _P+\sqrt{2}\overline{r}),`$ (60) $`Y_\eta =\mathrm{cos}\theta _P(2\overline{z}_8\sqrt{2}\overline{r}\mathrm{tan}\theta _P),`$ $`Y_\eta ^{}=\mathrm{cos}\theta _P(2\overline{z}_8\mathrm{tan}\theta _P+\sqrt{2}\overline{r}),`$ (61) and $`\overline{r}=F_8/F_0`$. Similarly, the vector nonet with ideal mixing has the form, $$V=\left(\begin{array}{ccc}\frac{\rho ^0}{\sqrt{2}}+\frac{\omega }{\sqrt{2}}& \rho ^+& K^+\\ \rho ^{}& \frac{\rho ^0}{\sqrt{2}}+\frac{\omega }{\sqrt{2}}& K^0\\ K^{}& \overline{K}^0& \varphi \end{array}\right).$$ (62) In order to account for a strange (non strange) admixture in $`\omega (\varphi )`$ we substitute $`\omega \omega ϵ^{}\varphi ,`$ (63) $`\varphi \varphi +ϵ^{}\omega .`$ (64) ## III Radiative Decay Widths We now turn to calculate radiative decay widths for $`P^0\gamma \gamma `$, $`V^0P^0\gamma `$ and $`P^0V^0\gamma `$, with $`P^0=\pi ,\eta ,\eta ^{},K`$ and $`V^0=\rho ,\omega ,\varphi ,K^{}`$ using the formalism outlined above. We generalize the treatment of Ref. by incorporating ”indirect” symmetry breaking effects via pseudoscalar and vector nonet matrices Eqns. 59 and 62 and ”direct” symmetry breaking terms ( such as $`\overline{L}_A`$ and $`\overline{L_V}`$). The Lagrangian is factorized in the form, $`L_{P\gamma \gamma }=L_{P\gamma \gamma }^{(s)}+c_WL_{P\gamma \gamma }^{(b)},`$ (65) $`L_{VP\gamma }=L_{VP\gamma }^{(s)}+c_WL_{VP\gamma }^{(b)},`$ (66) where $`L^{(s)}`$ and $`L^{(b)}`$ are generic for indirect and direct symmetry breaking contributions, and $`c_W`$ is a symmetry breaking parameter. In order to write these terms explicitly, we consider first the indirect anomalous Lagrangian, $$L_{anomalous}^{(s)}=L_{VVP}^{(0)}+L_{WZW}(P\gamma \gamma ).$$ (67) From the four covariants $`\mathrm{\Delta }_\mu `$, $`\mathrm{\Gamma }_\mu gV_\mu `$, $`V_{\mu \nu }`$ and $`\mathrm{\Gamma }_{\mu \nu }=_\mu \mathrm{\Gamma }_\nu _\nu \mathrm{\Gamma }_\mu i[\mathrm{\Gamma }_\mu ,\mathrm{\Gamma }_\nu ]`$, the Lagrangian $`L_{VVP}^{(0)}`$ can have at most six terms, $`L_{VVP}^{(0)}=g_1ϵ^{\mu \nu \alpha \beta }Tr(V_{\mu \nu }[V_\alpha {\displaystyle \frac{1}{g}}\mathrm{\Gamma }_\alpha ]\mathrm{\Delta }_\beta )+g_2ϵ^{\mu \nu \alpha \beta }Tr(\mathrm{\Gamma }_{\mu \nu }[V_\alpha {\displaystyle \frac{1}{g}}\mathrm{\Gamma }_\alpha ]\mathrm{\Delta }_\beta )+`$ (68) $`g_3ϵ^{\mu \nu \alpha \beta }Tr(V_{\mu \nu })Tr([V_\alpha {\displaystyle \frac{1}{g}}\mathrm{\Gamma }_\alpha ]\mathrm{\Delta }_\beta )+g_4ϵ^{\mu \nu \alpha \beta }Tr(\mathrm{\Gamma }_{\mu \nu })Tr([V_\alpha {\displaystyle \frac{1}{g}}\mathrm{\Gamma }_\alpha ]\mathrm{\Delta }_\beta )+`$ (69) $`g_5ϵ^{\mu \nu \alpha \beta }Tr(V_{\mu \nu })Tr(V_\alpha {\displaystyle \frac{1}{g}}\mathrm{\Gamma }_\alpha )Tr(\mathrm{\Delta }_\beta )+`$ (70) $`g_6ϵ^{\mu \nu \alpha \beta }Tr(\mathrm{\Gamma }_{\mu \nu })Tr(V_\alpha {\displaystyle \frac{1}{g}}\mathrm{\Gamma }_\alpha )Tr(\mathrm{\Delta }_\beta ),`$ (71) where $`g_i,i=1,\mathrm{}6`$ are arbitrary functions of the variable X. We recall that $`\mathrm{\Gamma }_\mu `$ involves a term proportional to the photon field $`A_\mu `$. By rearranging contributions to $`VP\gamma `$ and $`P\gamma \gamma `$ interaction terms we obtain, $`L_{VP\gamma }^{(s)}=g_V{\displaystyle \frac{e}{F_\pi }}ϵ^{\mu \nu \alpha \beta }_\mu A_\nu Tr(Q\{_\alpha V_\beta ,𝒫\}),`$ (72) $`L_{P\gamma \gamma }^{(s)}=g_P{\displaystyle \frac{e^2}{2F_\pi }}ϵ^{\mu \nu \alpha \beta }_\mu A_\nu _\alpha A_\beta Tr(\{Q^2,𝒫\}).`$ (73) For convenience we have introduced coupling constants $`g_V`$ and $`g_P`$ which incorporate all relevant contributions to $`L_{VP\gamma }^{(s)}`$ and $`L_{P\gamma \gamma }^{(s)}`$. It is now rather easy to obtain the direct symmetry breaking terms by introducing the quantity B, Eqn. 21, as described in the previous section, i.e., $`L_{VP\gamma }^{(b)}=g_V{\displaystyle \frac{e}{F_\pi }}ϵ^{\mu \nu \alpha \beta }_\mu A_\nu Tr(Q\{B,\{_\alpha V_\beta ,𝒫\}\}),`$ (74) $`L_{P\gamma \gamma }^{(b)}=g_P{\displaystyle \frac{e^2}{2F_\pi }}ϵ^{\mu \nu \alpha \beta }_\mu A_\nu _\alpha A_\beta Tr(\{Q^2,\{B,𝒫\}\}).`$ (75) ### A The $`VP\gamma `$ and $`PV\gamma `$ Processes The relevant vertices are, $$V(VP\gamma )=ig_V\frac{e}{F_\pi }w(VP)ϵ^{\mu \nu \alpha \beta }k_\mu e_\nu ^{(\gamma )}p_\alpha e_\beta ^{(V)},$$ (76) where $`e_\nu ^{(V)}`$ ($`p`$) and $`e_\nu ^{(\gamma )}`$ ($`k`$) are the polarization (four-momentum) of the vector meson and final photon, respectively. With the quark mass ratios advocated by Weinberg $`m_u:m_d:m_s=0.55:1.0:20.3`$, the ratio $`m:m_s=(m_u+m_d):2m_s=0.038`$ is rather small and terms proportional to $`c_Wm/(2m+m_s)`$ can be neglected.<sup></sup><sup></sup>*The Weinberg’s ratios give apparently the lowest limit for $`m_s/m`$. The current algebra prediction is $`m_s/m=(2m_K^2m_\pi ^2)/m_\pi ^2=25.6`$ while recent estimations give the value $`m_s/m26.6`$.. Then for the $`𝒫`$\- matrix of Eqns. 59, 61 one obtains, $`w(\rho \pi )={\displaystyle \frac{1}{3}},`$ $`w(\rho \eta )={\displaystyle \frac{1}{\sqrt{3}}}X_\eta ,`$ $`w(\rho \eta ^{})={\displaystyle \frac{1}{\sqrt{3}}}X_\eta ^{},`$ (77) $`w(\omega \pi )=1,`$ $`w(\omega \eta )={\displaystyle \frac{1}{3\sqrt{3}}}X_\eta ,`$ $`w(\omega \eta ^{})={\displaystyle \frac{1}{3\sqrt{3}}}X_\eta ^{},`$ (78) $`w(\varphi \pi )=ϵ^{},`$ $`w(\varphi \eta )={\displaystyle \frac{\sqrt{2}}{3\sqrt{3}}}Y_\eta (1+c_W{\displaystyle \frac{m_s}{2m+m_s}}),`$ (79) $`w(\varphi \eta ^{})={\displaystyle \frac{\sqrt{2}}{3\sqrt{3}}}Y_\eta ^{}(1+c_W{\displaystyle \frac{m_s}{2m+m_s}}),`$ (80) $`w(K^0K^0)=w(\overline{K}^0\overline{K}^0)={\displaystyle \frac{2}{3}}\overline{z}_s(1+{\displaystyle \frac{1}{2}}c_W{\displaystyle \frac{m_s}{2m+m_s}}),`$ (81) $`w(K^+K^+)=w(K^{}K^{})={\displaystyle \frac{1}{3}}\overline{z}_s(1c_W{\displaystyle \frac{m_s}{2m+m_s}}).`$ (82) In terms of these vertices the decay widths of $`VP\gamma `$ and $`PV\gamma `$ are, $`\mathrm{\Gamma }(VP\gamma )=G{\displaystyle \frac{(m_V^2m_P^2)^3}{m_V^3F_8^2}}\|w(VP)\|^2,`$ (83) $`\mathrm{\Gamma }(PV\gamma )=3G{\displaystyle \frac{(m_P^2m_V^2)^3}{m_P^3F_8^2}}\|w(VP)\|^2,`$ (84) with, $$G=\frac{e^2}{4\pi }\frac{g_V^2}{24}.$$ (85) ### B The $`P\gamma \gamma `$ decays The relevant vertices are, $$V(P\gamma \gamma )=2ig_P\frac{e^2}{F_8}\overline{w}(P)ϵ^{\mu \nu \alpha \beta }k_{1\mu }e_\nu ^{(\gamma )}k_{2\alpha }e_\beta ^{(\gamma )},$$ (86) where $`e_\nu ^{(\gamma )}`$ and $`e_\alpha ^{(\gamma )}`$ are the polarizations of the final photons , $`k_1`$ and $`k_2`$ are their corresponding four-momenta. For the $`\pi ,\eta `$ and $`\eta ^{}`$ one has, $`\overline{w}(\pi )={\displaystyle \frac{3}{\sqrt{2}}},`$ (87) $`\overline{w}(\eta )=`$ (88) $`{\displaystyle \frac{3\mathrm{cos}\theta _P}{\sqrt{6}}}\left[\overline{z}_8(1{\displaystyle \frac{4}{3}}c_W{\displaystyle \frac{m_s}{2m+m_s}})2\sqrt{2}(1+{\displaystyle \frac{1}{3}}c_W{\displaystyle \frac{m_s}{2m+m_s}})\overline{r}\mathrm{tan}\theta _P\right],`$ (89) $`\overline{w}(\eta ^{})=`$ (90) $`{\displaystyle \frac{3\mathrm{cos}\theta _P}{\sqrt{6}}}\left[\overline{z}_8(1{\displaystyle \frac{4}{3}}c_W{\displaystyle \frac{m_s}{2m+m_s}})\mathrm{tan}\theta _P+2\sqrt{2}(1+{\displaystyle \frac{1}{3}}c_W{\displaystyle \frac{m_s}{2m+m_s}})\overline{r}\right].`$ (91) With these vertices the decay rate is given by, $$\mathrm{\Gamma }(P\gamma \gamma )=\overline{G}\frac{m_P^3}{F_8^2}\|\overline{w}(P)\|^2,$$ (92) with, $$\overline{G}=\frac{\pi }{2}\left(\frac{e^2}{4\pi }\right)^2\left(\frac{g_P}{9}\right)^2.$$ (93) ### C Numerical Analysis and Results The decay width of the anomalous processes mentioned above are described in terms of coupling constants ($`g_V,g_P`$), pseudoscalar singlet-octet mixing angle ($`\theta _P`$), relative radiative decay constants ($`\overline{r},\overline{z}_s,\overline{z}`$) and direct $`U(3)_V`$ symmetry breaking scale ($`c_W`$). The numerical values of these parameters can be fixed from experimental decay rates. The value of $`g_V`$ is determined from the $`\omega \pi \gamma `$ decay, $`\mathrm{\Gamma }(\omega \pi \gamma )=G(m_\omega ^2m_\pi ^2)^3/(m_\omega ^3F_8^2)=(716\pm 43)KeV`$, to have, $`G=(1.44\pm 0.04)10^5,`$ $`g_V=0.22\pm 0.006.`$ (94) From the $`\rho \pi \gamma `$ decay, $`\mathrm{\Gamma }(\rho \pi \gamma )=76\pm 10KeV`$ one obtains practically identical value for $`g_V`$. Similarly, the decay $`\pi \gamma \gamma `$ can serve to fix $`g_P`$. From the experimental decay width, $`\mathrm{\Gamma }(\pi ^0\gamma \gamma )=9\overline{G}m_\pi ^3/2F_8^2=(7.8\pm 0.55)eV`$, one obtains, $`\overline{G}=(4.9\pm 0.07)10^8,`$ $`g_P=0.073\pm 0.001.`$ (95) The value of the symmetry breaking scale $`c_W`$ can be fixed from the ratio, $`{\displaystyle \frac{\mathrm{\Gamma }(K^0K^0\gamma )}{\mathrm{\Gamma }(K^+K^+\gamma )}}=4\left[{\displaystyle \frac{1+\frac{1}{2}c_W}{1c_W}}\right]^2={\displaystyle \frac{(117\pm 10)KeV}{(50\pm 5)KeV}}=2.34\pm 0.43,`$ (96) which yields $`c_W=0.19\pm 0.04`$. From equating $`\mathrm{\Gamma }(K^0K^0\gamma )`$ to its experimental value one finds $`\overline{z}_s=0.86\pm 0.08`$ a value corresponding to $`F_K=(1.16\pm 0.11)F_\pi `$. In fact, from the ratio, $`{\displaystyle \frac{\mathrm{\Gamma }(\varphi \pi ^0\gamma )}{\mathrm{\Gamma }(\omega \pi ^0\gamma )}}=ϵ^2\left[{\displaystyle \frac{(m_\varphi ^2m_\pi ^2)m_\omega }{(m_\omega ^2m_\pi ^2)m_\varphi }}\right]^3={\displaystyle \frac{(5.8\pm 0.6)KeV}{(716\pm 43)KeV}}=0.008\pm 0.001`$ (97) one obtains, $`\|w(\varphi \pi ^0)\|=0.059\pm 0.005`$, a value identical to that quoted previously by Bramon et al. from using the vector meson dominance. The remaining parameters $`\overline{z}`$, $`\overline{r}`$ and $`\varphi _P`$ can now be calculated using Eqns. 83, 84, 92 and the experimental decay widths $`\mathrm{\Gamma }(\eta \gamma \gamma )`$, $`\mathrm{\Gamma }(\varphi \eta \gamma )`$ and $`\mathrm{\Gamma }(\eta ^{}\gamma \gamma )`$. From the ratios $`\mathrm{\Gamma }(\eta \gamma \gamma )/\mathrm{\Gamma }(\varphi \eta \gamma )`$, $`\mathrm{\Gamma }(\eta \gamma \gamma )/\mathrm{\Gamma }(\pi ^0\gamma \gamma )`$, and $`\mathrm{\Gamma }(\eta ^{}\gamma \gamma )/\mathrm{\Gamma }(\eta \gamma \gamma )`$, one obtains, $`\overline{z}=0.92\pm 0.06,`$ $`\overline{r}=0.97\pm 0.06,`$ $`\theta _P=(15\pm 2.4)^o.`$ (98) These values (hereafter we refer to as solution I) are listed in Table I. Rather similar values (solution II of Table I) one deduced from a global fit of the data listed in Table II. Predictions of decay widths as obtained with the solutions I and II of Table I are summarized in Table II. From Eqns. 77-80 and Eqns. 87 \- 91 one can see that for fixed $`c_W`$ the width ratios $`\mathrm{\Gamma }(\eta ^{}\gamma \gamma )/\mathrm{\Gamma }(\eta \gamma \gamma )`$, $`\mathrm{\Gamma }(\varphi \eta ^{}\gamma )/\mathrm{\Gamma }(\varphi \eta \gamma )`$, $`\mathrm{\Gamma }(\eta ^{}\omega \gamma )/\mathrm{\Gamma }(\omega \eta \gamma )`$ and $`\mathrm{\Gamma }(\eta ^{}\rho \gamma )/\mathrm{\Gamma }(\rho \eta \gamma )`$ depend on $`\mathrm{tan}\theta _P`$ and $`r/z`$. Precision measurements of these ratios would be very useful to obtain more accurate values for $`\theta _P`$ and $`r/z`$. Perhaps even more attractive quantities are the ratios $`\mathrm{\Gamma }(\eta ^{}\gamma \gamma )/\mathrm{\Gamma }(\eta \gamma \gamma )`$, $`\mathrm{\Gamma }(\varphi \eta ^{}\gamma )/\mathrm{\Gamma }(\varphi \eta \gamma )`$ which can now be determined at DA$`\mathrm{\Phi }`$NE with high precision. Our set of parameters agree with the results of Bramon et al. and Venugopal et al. except for the mixing angle which differs significantly from Bramon et al. and Venugopal et al. but agrees with more recent analysis of Bramon et al. and Escribano et al.. How significant are the departure of these parameters from their values in the limit exact $`U(3)_LU(3)_R`$ symmetry? Clearly, the exact $`SU(3)`$ limit, i.e., $`c_W=0,F_\pi =F_K=F_8`$ is inconsistent with the ratio $`\mathrm{\Gamma }(K^0K^0\gamma )/\mathrm{\Gamma }(K^+K^+\gamma )`$; a value of $`c_W=0`$ predicts a ratio equals 4 as opposed to the experimental value of $`2.34\pm 0.43`$. Furthermore, with $`c_W=0.19`$ and with $`F_K=F_\pi `$ one obtains $`\mathrm{\Gamma }(K^0K^0\gamma )`$ about 35$`\%`$ higher than experimental value and far beyond the measurement accuracy. We may thus conclude that data requires $`SU(3)`$ symmetry to be broken directly ($`c_W0`$) and indirectly ($`F_KF_\pi `$). If either direct or indirect symmetry breaking is not included, the quality of the fit deteriorates significantly. The value of the mixing angle $`\theta _P`$ is rather sensitive to direct symmetry breaking. At the limit $`F_0=F_8`$ the mixing angle varies from $`\theta _P=23^o`$ at $`c_W=0`$ to $`\theta _P=16^o`$ at $`c_W=0.19`$. The mixing angle is less sensitive to indirect symmetry breaking. Indeed, a global fit which neglects indirect symmetry breaking,i.e., with $`F_K=F_\pi =F_8=F_0`$ gives $`c_W=0.22`$ and $`\theta _P=16.2^o`$. Also, a global fit which assumes broken SU(3) symmetry but with nonet symmetry , i.e., with $`F_0=F_8=F_K=F`$ but $`FF_\pi `$ yields $`F=1.1F_\pi `$, $`c_w=0.20`$ and $`\theta _P=14.6^o`$, rather close to the values of solution II. Upon concluding we stress that confidence criterion favorables our solution II, i.e., with direct and indirect symmetry breaking. ## IV Summary and Discussion In this paper, using the hidden symmetry approach of Bando et al. combined with general procedure of including the $`\eta ^{}`$ meson into $`\chi `$PT we have constructed an effective Lagrangian which incorporates pseudoscalar and vector meson nonets as dynamical degrees of freedom interacting with external electroweak fields. At lowest order the Lagrangian $`L`$ is a linear combination of three parts $`L_A`$, $`L_V`$ and a vector nonet ”kinetic” term $`\frac{1}{2}Tr(V_{\mu \nu }V^{\mu \nu })`$, all of which possessing a $`U(3)_LU(3)_R`$ and a local (hidden) $`U(3)_V`$ symmetry. The $`L_A`$ and $`L_V`$ parts involve the pseudoscalar and vector meson fields and their interactions with external electroweak fields, respectively. Though in form this division of the Lagrangian is identical to that of Bando et al., the expressions for $`L_A`$ and $`L_V`$ are different, as they include the $`\eta ^{}`$ meson as a dynamical variable also. The symmetry breaking effects are included via the pseudoscalar meson mass term as well as direct symmetry breaking terms $`\overline{L}_A`$ and $`\overline{L}_V`$ in a fashion similar to that proposed by Bramon et al. . These terms are constructed by introducing a universal matrix $`B`$ which is proportional to pseudoscalar meson mass matrix into our general expressions for $`L_A`$ and $`L_V`$. The symmetry breaking leads to the mass splitting for the pseudoscalar and vector meson nonets, $`\eta \eta ^{}`$ and $`\omega \varphi `$ mixing effects, $`F_\pi F_KF_\eta F_\eta ^{}`$ etc. We may thus conclude that the Lagrangian of Eqn.31 provides a basis for an effective perturbative chiral theory capable to describe interacting pseudoscalar and vector mesons. To demonstrate that, we have considered anomalous radiative decay processes within our approach. Namely, the decay widths of anomalous processes are calculated by taking into account indirect as well as direct symmetry breaking effects. The widths were parameterized in terms of five parameters, including a symmetry breaking scale $`c_W`$, pseudoscalar meson weak decay constants $`F_K,F_\eta ,F_\eta ^{}`$ and the $`\eta \eta ^{}`$ meson mixing angle $`\theta _P`$. Our analysis show that the value of the mixing angle $`\theta _P`$ is rather sensitive to the presence of a direct symmetry breaking. The best solution was obtained with $`c_W=0.19`$ suggesting a value $`\theta _P(15.4\pm 1.8)^o`$. This agrees with the value extracted by Bramon et al. from rather exhaustive analysis of data. Our analysis provides evidence for a broken $`U(3)`$ symmetry with $`F_0F_8`$ and $`F_KF_\eta F_\pi `$. Acknowledgment This work was supported in part by the Israel Ministry of Absorption. ## V Appendix The symmetry breaking terms $`\overline{L}_A`$ and $`\overline{L}_V`$ can be constructed by using the nonet (rather than the octet) covariant $`\mathrm{\Delta }_\mu `$. We demonstrate that for $`L_A`$. We write, $`\overline{L}_A=`$ (99) $`W_1(X)\left(c_ATr(\{B,\mathrm{\Delta }_\mu \}\mathrm{\Delta }^\mu )+d_ATr(B\mathrm{\Delta }_\mu B\mathrm{\Delta }^\mu )\right)+`$ (100) $`W_4(X)\left(c_ATr(B\mathrm{\Delta }_\mu )Tr(\mathrm{\Delta }^\mu )+d_ATr(B\mathrm{\Delta }_\mu )Tr(B\mathrm{\Delta }^\mu )\right),`$ (101) From this expression the contributions of the $`\eta _0`$ and $`\eta _8`$ to the kinetic term is, $`L_{kin}^{08}=`$ $`\kappa _{88}(_\mu \eta _8)^2+\kappa _{00}(_\mu \eta _0)^2+\kappa _{80}_\mu \eta _8^\mu \eta _0+`$ (103) $`m_{88}^2\eta _8^2+m_{00}^2\eta _0^2+2m_{80}^2\eta _8\eta _0,`$ where the matrix $`\kappa `$ depends on the parameters $`c_A`$ and $`d_A`$. This expression gives rise to twofold $`\eta \eta ^{}`$ mixing, one from the kinetic term and one from the nondiagonal mass matrix. We first diagonalize the matrix $`\kappa `$ using the unitary transformation $$\left(\begin{array}{c}\eta _8\\ \eta _0\end{array}\right)=\left(\begin{array}{cc}\mathrm{cos}\lambda & \mathrm{sin}\lambda \\ \mathrm{sin}\lambda & \mathrm{cos}\lambda \end{array}\right)\left(\begin{array}{c}\overline{\eta }_8\\ \overline{\eta }_0\end{array}\right)=\mathrm{{\rm Y}}\left(\begin{array}{c}\overline{\eta }_8\\ \overline{\eta }_0\end{array}\right)$$ (104) This leads to, $$L_{kin}^{08}=\kappa _8(_\mu \overline{\eta }_8)^2+\kappa _0(_\mu \overline{\eta }_0)^2+(\overline{\eta }_8,\overline{\eta }_0)\mathrm{{\rm Y}}^1^2\mathrm{{\rm Y}}\left(\begin{array}{c}\overline{\eta }_8\\ \overline{\eta }_0\end{array}\right)$$ (105) where $`\kappa _i`$ are the eigenvalues of the matrix $`\kappa `$. Now to restore the standard normalization of the kinetic term we rescale the pseudoscalar fields $$\pi z_\pi \pi ,Kz_sK,\overline{\eta }_8z\widehat{\eta }_8,\overline{\eta }_0f\widehat{\eta }_0$$ (106) where $`z=1/\sqrt{\kappa _8},f=1/\sqrt{\kappa _0}`$. In other words the fields $`\overline{\eta }_i`$ and $`\widehat{\eta }_i`$ are related by nonunitary transformation (matrix) $`R=diag(z,f)`$. Therefore, the $`\widehat{\eta }`$ mass matrix has the (nondiagonal) form $$\widehat{}^2=R\mathrm{{\rm Y}}^1^2\mathrm{{\rm Y}}R$$ (107) and the Goldstone field kinetic term now reads $`(1/2)[(_\mu \pi )^2+(_\mu K)^2+(_\mu \widehat{\eta }_8)^2+(_\mu \widehat{\eta }_0)^2]`$. As a last step we relate the $`\widehat{\eta }_i`$ to the physical fields $`\eta `$ and $`\eta ^{}`$ which are eigenvectors of the mass matrix $`\widehat{}^2`$, $$\left(\begin{array}{c}\widehat{\eta }_8\\ \widehat{\eta }_0\end{array}\right)=\mathrm{\Omega }\left(\begin{array}{c}\eta \\ \eta ^{}\end{array}\right),$$ (108) where, $$\mathrm{\Omega }=\left(\begin{array}{cc}\mathrm{cos}\chi & \mathrm{sin}\chi \\ \mathrm{sin}\chi & \mathrm{cos}\chi \end{array}\right).$$ (109) The relations between the $`\eta _8`$ and $`\eta _0`$ and physical fields $`\eta ,\eta ^{}`$ is then given by, $$\left(\begin{array}{c}\eta _8\\ \eta _0\end{array}\right)=\mathrm{\Theta }\left(\begin{array}{c}\eta \\ \eta ^{}\end{array}\right).$$ (110) where, $$\mathrm{\Theta }=\left(\begin{array}{cc}z\mathrm{cos}\lambda \mathrm{cos}\chi f\mathrm{sin}\lambda \mathrm{sin}\chi & z\mathrm{cos}\lambda \mathrm{sin}\chi +f\mathrm{sin}\lambda \mathrm{cos}\chi \\ z\mathrm{sin}\lambda \mathrm{cos}\chi f\mathrm{cos}\lambda \mathrm{sin}\chi & z\mathrm{sin}\lambda \mathrm{sin}\chi +f\mathrm{cos}\lambda \mathrm{cos}\chi \end{array}\right).$$ (111) Clearly, the transformation $`\mathrm{\Theta }`$ is nonunitary and can not be written in the so called two angle form of Refs. since $`\mathrm{\Theta }_{i1}^2+\mathrm{\Theta }_{i2}^21`$. The pseudoscalar meson matrix has the form of Eqn.59 but with $`X`$ and $`Y`$ defined as, $`X_\eta =z\mathrm{cos}\lambda \mathrm{cos}\chi f\mathrm{sin}\lambda \mathrm{sin}\chi +\sqrt{2}r(z\mathrm{sin}\lambda \mathrm{cos}\chi f\mathrm{cos}\lambda \mathrm{sin}\chi ),`$ (112) $`X_\eta ^{}=z\mathrm{cos}\lambda \mathrm{sin}\chi +f\mathrm{sin}\lambda \mathrm{cos}\chi +\sqrt{2}r(z\mathrm{sin}\lambda \mathrm{sin}\chi +f\mathrm{cos}\lambda \mathrm{cos}\chi ),`$ (113) $`Y_\eta =2(z\mathrm{cos}\lambda \mathrm{cos}\chi f\mathrm{sin}\lambda \mathrm{sin}\chi )+\sqrt{2}r(z\mathrm{sin}\lambda \mathrm{cos}\chi f\mathrm{cos}\lambda \mathrm{sin}\chi ),`$ (114) $`Y_\eta ^{}=2(z\mathrm{cos}\lambda \mathrm{sin}\chi +f\mathrm{sin}\lambda \mathrm{cos}\chi )+\sqrt{2}r(z\mathrm{sin}\lambda \mathrm{sin}\chi +f\mathrm{cos}\lambda \mathrm{cos}\chi ).`$ (115) Clearly, for $`\lambda =0`$ and $`f=1`$ the expressions 115 reduce to the ones in Eqns. 61.
warning/0006/hep-th0006126.html	ar5iv	text	# Introduction ### Introduction #### The topologicaly theory like Chern-Simons in $`D=2+1`$ dimensions has been studied in various different approaches in quantum Field theory, in particularly in perturbative quantum gravity . In general, topological action such as $`\epsilon ^{\mu \nu \alpha }A_\mu _\nu A_\alpha `$ where $`A_\mu `$ means the abelian potential vector, or the action $`\epsilon ^{\mu \nu \alpha }\left(\mathrm{\Gamma }_{\mu \beta }^\lambda _\nu \mathrm{\Gamma }_{\alpha \lambda }^\beta +{\displaystyle \frac{2}{3}}\mathrm{\Gamma }_{\mu \lambda }^\sigma \mathrm{\Gamma }_{\nu \gamma }^\lambda \mathrm{\Gamma }_{\alpha \sigma }^\gamma \right)`$ with $`\mathrm{\Gamma }_{\alpha \beta }^\mu `$ being the connection, that do not contribute to the entropy of black holes in $`D=2+1`$. Furthermore these terms do not contribute dynamically in a quantum field theory . Rich physics can be explored in quantum field theory when Chern-Simons terms is combined with Maxwell or Einstein Hilbert Lagrangian. The extension of Chern-Simons theory including highest derivative in flat space time or in curved space time is carried out by Jackiw and Deser . The higher derivative Chern-Simons extensions has a strong dependence on the local field strengh, $`F_{\mu \nu }`$, and not on the vector potential, thus the gauge information can be lost . On the other hand “extensions” such as the usual Chern-Simons term do not contribute to any change in the original value of entropy for black holes in $`D=2+1`$ dimensions . In contrast to that, with the extension of Chern-Simons term in a gravitational background some interesting things happen. We intend to find contributions to entropy of black holes in $`D=3`$ dimensions. Introducing the $`I_{ECS}`$ (extension for Chern-Simons with Higher Derivative in a gravitational background) and applying the same procedure as in we compute contributions to entropy of black holes in $`D=3`$ and we find the inverse e Hawking evaporation temperature, partition function and stress energy-momentum tensor. Although the $`I_{ECS}`$ is not globally topological due to its energy-momentum tensor $`T_{ECS}^{\mu \nu }`$ being different from zero the contribution from $`I_{ECS}`$ to entropy of black holes can be computed. The non Abelian case will be treated in the next letter again without any linkage with topology associated, with metric in accordance with . Let us begin by writing the funcional integral $$Z=𝒟ge^{(I+I_{ECS})}$$ (1) where $`I`$ and $`I_{ECS}`$ are respectively the action for the three dimensional gravity with a negative cosmological constant $`\mathrm{\Lambda }={\displaystyle \frac{2}{\mathrm{}^2}}`$ and action for higher derivative Chern-Simons extension in a curved space time given by $`I`$ $`=`$ $`{\displaystyle \frac{1}{16\pi G}}{\displaystyle \left(R+\frac{2}{\mathrm{}^2}\right)𝑑x^3}\text{and}`$ (2) $`I_{ECS}`$ $`=`$ $`(2m)^1{\displaystyle \epsilon ^{\alpha \beta \gamma }f_\alpha _\beta f_\gamma dx^3}`$ (3) with $`f_\alpha `$ written as $$f_\alpha =\frac{1}{\sqrt{g}}g_{\alpha \beta }\epsilon ^{\beta \mu \nu }_\mu A_\nu .$$ (4) In according with $`f_\alpha `$ is a covariant vector and $`f^\alpha `$ being contravariant vector. The metric dependence in $`I_{ECS}`$ is completely contained in $`f_\alpha `$. The equations of motion derived from this action (2) are solved for the three-dimensional black hole whose metric is $$ds^2=\left(8MG+\frac{r^2}{\mathrm{}^2}\right)dt^2+\left(8MG+\frac{r^2}{\mathrm{}^2}\right)^1dr^2+r^2d\phi ^2$$ (5) where the quantities $`R,\epsilon ^{\alpha \beta \gamma },A_\mu (x)`$ are the scalar curvature, the Levi-Civita tensor $`\epsilon ^{012}=+1`$ and the vector potential respectively. The three components of $`f_\alpha `$ are $`f_0`$ $`=`$ $`{\displaystyle \frac{g_{00}}{\sqrt{g}}}\epsilon ^{012}\left(_1A_2_2A_1\right)`$ $`f_1`$ $`=`$ $`{\displaystyle \frac{g_{11}}{\sqrt{g}}}\epsilon ^{102}\left(_0A_2_2A_0\right)`$ (6) $`f_2`$ $`=`$ $`{\displaystyle \frac{g_{22}}{\sqrt{g}}}\epsilon ^{201}\left(_0A_2_1A_0\right)`$ On considering the antisymmetry of the Levi-Civita tensor, the action $`I_{ECS}`$, can be written as $$I_{ECS}d^3x\left[f_0\left(_1f_2_2f_1\right)f_1\left(_0f_2_2f_0\right)+f_2\left(_0f_1_1f_0\right)\right].$$ (7) We recall that in $`D=3`$ we have $$A_\mu =A_\mu (x^\alpha )=(A_0,A_i)=(\phi ,A_i)i=1,2$$ and $$x^\alpha =(x^0,x^1,x^2)=(t,r,\phi )$$ and that the electric and magnetic field are pseudo vector and scalar respectively. Thus, we introduce definitions for magnetic and electric fields as $`\stackrel{}{E}`$ $`=`$ $`\stackrel{}{}\phi +{\displaystyle \frac{\stackrel{}{A}}{t}}`$ $`\stackrel{}{B}`$ $`=`$ $`\stackrel{}{}\times \stackrel{}{A}.`$ (8) Then $`f_\alpha `$ are given as $`f_0`$ $`=`$ $`{\displaystyle \frac{g_{00}}{\sqrt{g}}}B,`$ $`f_1`$ $`=`$ $`{\displaystyle \frac{g_{11}}{\sqrt{g}}}E_\phi \text{and}`$ (9) $`f_2`$ $`=`$ $`{\displaystyle \frac{g_{22}}{\sqrt{g}}}E_r`$ where $`E_\phi `$ and $`E_r`$ are components of the electric field and $`B`$ is the magnetic field in a gravitational background. Then the “Chern-Simons action” as a function of the metric, electric and magnetic fields is $`{\displaystyle \frac{g_{00}}{\sqrt{g}}}B\left[E_r+r\left({\displaystyle \frac{E_r}{r}}\right)+{\displaystyle \frac{g_{11}}{\sqrt{g}}}\left({\displaystyle \frac{E_\phi }{\phi }}\right)\right],`$ (10.a) $`\left({\displaystyle \frac{g_{11}}{\sqrt{g}}}E_\phi \right)\left[r\left({\displaystyle \frac{E_r}{t}}\right){\displaystyle \frac{g_{00}}{\sqrt{g}}}\left({\displaystyle \frac{B}{\phi }}\right)\right],`$ (10.b) $`{\displaystyle \frac{g_{11}}{\sqrt{g}}}\left({\displaystyle \frac{E_\phi }{t}}\right)\left({\displaystyle \frac{g_{00}}{r^2}}{\displaystyle \frac{2}{\mathrm{}^2}}\right)B{\displaystyle \frac{g_{00}}{\sqrt{g}}}\left({\displaystyle \frac{B}{t}}\right).`$ (10.c) These equation give the three terms in the expression for $`I_{ECS}`$. Now, following the inverse temperature as the Euclidean time period is $$\beta =\frac{2\pi }{\alpha }$$ (11) with $`\alpha `$ a parameter given by $$\alpha =\frac{1}{2}\frac{df(r)}{dr}\|_{r=r_+},\alpha 0.$$ (12) Here the function $`f(r)`$ is equal to $`g_{00}`$, and is given by $$f(r)=8MG+\frac{r^2}{\mathrm{}^2}$$ (13) where $`r=r_+`$, the event horizon given by $$r=r_+=\sqrt{8MG}\mathrm{}$$ (14) where $`M,G,\mathrm{}`$ are the mass of the black hole, the gravitational constant and the cosmological constant respectively. Then the temperature, $`\beta `$, is given as $$\beta =\frac{\pi \mathrm{}}{\sqrt{8MG}}.$$ (15) In general the temperature $`T=1/\beta `$ defined in (9) coincides exactly with the Hawking’s temperature for evaporation of black holes. In our case, if no consideration to topology in the Euclidean sector is given and if we put off any relation between temperature and the complex structure of the torus the temperature is $$T_H\frac{\sqrt{M}}{2\pi \mathrm{}}.$$ (16) The total partition function associated with Einstein-Hilbert-Chern-Simons action is $$Z_TZ_3Z_{\text{Simons}}^{\text{Chern}}$$ (17) where $`Z_3`$ is the three-dimensional partition function in the saddle point approximation related to the solution (5) given in by $$Z_3e^{\pi ^2\mathrm{}^2/2G\beta }$$ (18) and $`Z_{ECS}`$ is the dimensional partition function associated with the higher derivative Chern-Simons in a gravitational background give as $$Z_{ECS}e^{\frac{g_{00}}{\sqrt{g}}BE_r\left(\frac{g_{00}}{r^2}\frac{2}{\mathrm{}^2}\right)B}$$ (19) For simplicity only two terms from (10) are used. The total partition function is given as. $$Z_Te^{\pi ^2\mathrm{}^2/2G\beta }e^{\left(\frac{\pi ^2\mathrm{}^2}{\beta ^2r}\frac{r}{\mathrm{}^2}\right)BE_r}e^{\left(\frac{\pi ^2\mathrm{}^2}{\beta ^2r}\frac{3}{\mathrm{}^2}\right)B}.$$ (20) Now the thermodynamical formula for the average energy and the average entropy $`S`$ is $`M={\displaystyle \frac{}{\beta }}(\mathrm{ln}Z_T)`$ $`S=\mathrm{ln}Z_T\beta _\beta \mathrm{ln}Z_T.`$ (21) The contribution to entropy is calculated from each term using (10). For instance, for the second term in (10.a) we may write the partition function $`Z_T`$ as $$Z_Te^{\pi ^2\mathrm{}^2/2G\beta }e^{\frac{\pi ^2\mathrm{}^2}{\beta ^2}\left(\frac{E_r}{r}\right)B+\frac{r^2}{\mathrm{}^2}\left(\frac{E_r}{r}\right)B}$$ (22) Then the average entropy is $$S\frac{\pi ^2\mathrm{}^2}{G\beta }\frac{3\pi ^2\mathrm{}^2}{\beta ^2}\left(\frac{E_r}{r}\right)B+\frac{r^2}{\mathrm{}^2}\left(\frac{E_r}{r}\right)B.$$ (23) One approaching the event horizon $`rr_+`$ the entropy is $$S\frac{\pi ^2\mathrm{}^2}{G\beta }\frac{2\pi ^2\mathrm{}^2}{\beta ^2}\left(\frac{E_r}{r}\right)_{r=r_+}B(r=r_+)$$ (24) where the first part comes from Einstein-Hilbert action, together with eq. (6) and the second part comes from extension of Chern-Simons action in a gravitational background. Again for simplicity the contribution to entropy only for static configuration, is considered in eq. (10). The other terms have a non zero contribution for entropy, in particular a contribution as given by eq. (20) and eq. (24). The reason why we have a non zero contribution for entropy in the present case is because in constrast with the abelian Chern-Simons theory for electromagnetic theory or Chern-Simons for gravitational theory where the energy momentum tensor is zero, here we find the energy-momentum tensor is not zero and is given as $$T_{ECS}^{\mu \nu }=\frac{2}{\sqrt{g}}\frac{\delta I_{ECS}}{\delta g_{\mu \nu }}.$$ (25) The result is written as $$T_{ECS}^{\mu \nu }=m^1\left[\left(\epsilon ^{\mu \alpha \beta }f^\nu +\epsilon ^{\nu \alpha \beta }f^\mu \right)_\alpha f_\beta g^{\mu \nu }\epsilon ^{\alpha \beta \gamma }f_\alpha _\beta f_\gamma \right],$$ (26) It’s interesting to note that if we take the limit such that $`g_{\mu \nu }\eta _{\mu \nu }`$; the equation (4) becomes $$f^\alpha =\frac{1}{2}\epsilon ^{\alpha \mu \nu }F_{\mu \nu },$$ (27) In accordance with , this cannot be done here since our metric (5) is a particular case of the anti de-Sitter space. ## Conclusions and Look out: #### In contrast to the abelian Chern-Simons term for the electromagnetic theory or the Chern-Simons term associated with the gravitational theory in $`D=2+1`$ dimensions there is a contribution to the entropy of black holes due to higher derivative Chern-Simons extensions in a gravitational background. Appropriate vector $`f^\alpha `$ for an extension of a topologically term such as Chern-Simons is defined and we have shown that the source of entropy for black holes in $`D=2+1`$ dimension is the stress tensor which is not zero $`\left(T_{ECS}^{\mu \nu }0\right)`$. The entropy using (21) in combination with (17) is different than $`S={\displaystyle \frac{A}{4}}`$ where $`A=2\pi r_+`$, the area of horizon, since here the “topological contribution” is not included. Now, we are considering the contribution to entropy of black holes in $`D=2+1`$ but due to non abelian Chern-Simons term such as $$S=\frac{k}{4\pi }d^3x\epsilon ^{\mu \nu \rho }\left(\frac{1}{3}f_\mu ^a_\nu f_\rho ^a+\left(\frac{1}{3!}\right)f^{abc}f_\mu ^af_\nu ^bf_\rho ^c\right)$$ where $$f_\mu ^a=(g)^{1/2}g_{\mu \alpha }\epsilon ^{\alpha \lambda \gamma }A_\gamma ^a.$$ This goal will be hopefully realised in the next letter. ## Aknowledgments: #### 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.
warning/0006/nucl-th0006082.html	ar5iv	text	# Nucleon Properties in the Covariant Quark-Diquark Model ## 1 Introduction High-precision data on nucleon properties in the medium-energy range are available by now or will be in near future. This is especially the case for their electromagnetic form factors. From a theoretical point of view the behavior of the form factors indicates the necessity of a relativistic description of the nucleon. Non-relativistic constituent models generally fail beyond a momentum transfer of a few hundred MeV. From relativistic quantum mechanics of three constituent quarks models employing effective Hamiltonian descriptions were deduced. However, the necessity for the effective Hamiltonian to comply with the Poincaré algebra and, at the same time, with the covariance properties of the wave functions leads to fairly complicated constraints to ensure the covariance of current operators Leu78 . While some phenomenological studies relax these constraints and allow for covariance violations of one-body currents Szc95 , others put emphasis on the consistent transformation of those components of one-body currents that are relevant in light-front Hamiltonian dynamics Chu91 ; Kap95 ; Sal95 . The inclusion of two-body currents was considered within a semi-relativistic chiral quark model in the study of ref. Bof99 . Generally, in order to describe the phenomenological dipole shape of the electric form factor of the proton, additional form factors for the constituent quarks need to be introduced in a phenomenological way in these quantum mechanical models Sal95 ; Bof99 . Models based on the quantum field theoretic bound state equations for baryons on the other hand have proved capable of describing the electric form factors of both nucleons quite successfully without such additional assumptions Hel97 ; Blo99 ; Oet99 . Parameterizations of covariant Faddeev amplitudes of the nucleons for calculating various form factors were explored in refs. Blo99 employing impulse approximate currents, the field theoretic analog of using one-body currents. While the covariance of the corresponding nucleon amplitudes is of course manifest in the quantum field theoretic models, current conservation requires one to go beyond the impulse approximation, however, also in these studies Oet99 ; Bla99 ; Ish00 . Furthermore, the invariance under (4-dimensional) translations ramifies into certain properties of the baryonic bound state amplitudes which are generally not reflected by the parameterizations but result only for solutions to their quantum field theoretic bound state equations such as those obtained in ref. Oet99 . The axial structure of the nucleon is known far less precisely than the electromagnetic one. The theoretical studies have mainly been focused on the soft point limit. Even though precise experimental data on the pion-nucleon and the axial form factor for finite $`Q^2`$ are difficult to obtain, and thus practically unavailable, it would be very helpful to compare the various theoretical results (see, e.g., refs. Hel97 and Blo99 ) to such data. In this paper, we investigate the structure of the nucleon within the covariant quark-diquark model. In previous applications of this model, including calculations of quark distribution functions Kus97 and of various nucleon form factors in the impulse approximation Hel97 , pointlike scalar diquark correlations were employed. The octet and decuplet baryon spectrum is described in ref. Oet98 maintaining pointlike scalar and axialvector diquarks. A correct description of the nucleons’ electric form factors and radii was obtained in ref. Oet99 by introducing diquark substructure. We extend this latter calculation to non-pointlike axialvector diquarks which allows us to include the $`\mathrm{\Delta }`$-resonance in the calculations. The model is fully relativistic, reflects gauge invariance in the presence of an electromagnetic field, and it allows a direct comparison with the semi-relativistic treatment obtained from the Salpeter approximation (to the relativistic Bethe-Salpeter equation employed herein). This comparison was done in ref. Oet00 showing that both, the static observables (magnetic moments, pion-nucleon coupling constant and axial coupling constant) and the behaviour of the neutron electric form factor (or its charge radius, which is particularly sensitive to the specific assumptions of any nucleon model), in such a treatment deviate considerably from the fully relativistic one. These results indicate that further studies of the quantum field theoretic bound state equations for nucleons are worth pursuing. In the next section, we briefly review the basic notions of the quark-diquark model. In Section 3 the model expressions for the electromagnetic, the pion-nucleon and the weak-axial form factors are derived. Starting from the quark vertices and their respective currents we construct effective diquark vertices and fix their strengths by resolving the quark-loop structure of the diquarks. We employ two parameter sets in our calculations. One set is chosen to fit nucleon properties alone whereas the other one includes the mass of the delta resonance. While the electric form factors are essentially identical for both sets, differences occur in the magnetic form factors. We present our results and discuss their implications in section 4. The electromagnetic form factors are thereby compared to experimental data. In conclusion we comment on future perspectives within this framework. ## 2 The Quark-Diquark Model Nucleon and delta are modelled as bound states of three constituent quarks. In order to make the relativistic three-body problem tractable, we neglect any 3-particle irreducible interactions between the quarks and assume separable correlations in the two-quark channel. The latter assumption introduces non-pointlike diquark correlations. The first assumption allows to derive a relativistic Faddeev equation for the 6-point quark function and the assumed separability reduces it to an effective quark-diquark Bethe-Salpeter (BS) equation. In the following, we work in Euclidean space. In this article we restrict ourselves to scalar and axialvector diquarks which are introduced, as stated above, via the separability assumption for the connected and truncated 4-point quark function: $`G_{\alpha \gamma ,\beta \delta }^{\text{sep}}(p,q,P)`$ $`:=`$ $`\chi _{\gamma \alpha }\left(p\right)D\left(P\right)\overline{\chi }_{\beta \delta }\left(q\right)+`$ (1) $`\chi _{\gamma \alpha }^\mu \left(p\right)D^{\mu \nu }\left(P\right)\overline{\chi }_{\beta \delta }^\nu \left(q\right).`$ $`P`$ is the total momentum of the incoming and the outgoing quark pair, $`p`$ and $`q`$ are the relative momenta between the quarks in the two channels. The propagators of scalar and axialvector diquark in eq. (1) are those of free spin-0 and spin-1 particles, $`D\left(P\right)`$ $`=`$ $`{\displaystyle \frac{1}{P^2+m_{sc}^2}},`$ (2) $`D^{\mu \nu }\left(P\right)`$ $`=`$ $`{\displaystyle \frac{1}{P^2+m_{ax}^2}}\left(\delta ^{\mu \nu }+{\displaystyle \frac{P^\mu P^\nu }{m_{ax}^2}}\right).`$ (3) Correspondingly, $`\chi _{\alpha \beta }\left(p\right)`$ and $`\chi _{\alpha \beta }^\mu \left(p\right)`$ are the respective quark-diquark vertex functions. Here, we maintain only their dominant Dirac structures which are multiplied by an invariant function $`P\left(p^2\right)`$ of the relative momentum $`p`$ between the quarks to parameterize the quark substructure of the diquarks. The Pauli principle then fixes this relative momentum to be antisymmetric in the quark momenta $`p_\alpha `$ and $`p_\beta `$ Oet99 , i.e., $`p=\frac{1}{2}\left(p_\alpha p_\beta \right)`$. Besides the structure of the vertex functions in Dirac space, they belong to the anti-triplet representation in color space, i.e. they are proportional to $`ϵ_{ABD}`$ with color indices $`A,B`$ for the quarks and $`D`$ labelling the color of the diquark. Furthermore, the scalar diquark is an antisymmetric flavor singlet represented by $`\left(\tau _2\right)_{ab}`$, and the axialvector diquark is a symmetric flavor triplet which can be represented by $`\left(\tau _2\tau _k\right)_{ab}`$. Here, $`a`$ and $`b`$ label the quark flavors and $`k`$ the flavor of the axialvector diquark. Thus, with all these indices made explicit, the vertex functions read<sup>1</sup><sup>1</sup>1Symbolically denoting the totality of quark indices by the same Greek letters that are used as their Dirac indices should not create confusion. The particular flavor structures are tied to the Dirac decomposition of the diquarks, color-$`\overline{3}`$ is fixed. $`\chi _{\alpha \beta }\left(p\right)`$ $`=`$ $`g_s\left(\gamma ^5C\right)_{\alpha \beta }P\left(p\right){\displaystyle \frac{\left(\tau _2\right)_{ab}}{\sqrt{2}}}{\displaystyle \frac{ϵ_{ABD}}{\sqrt{2}}},`$ (4) $`\chi _{\alpha \beta }^\mu \left(p\right)`$ $`=`$ $`g_a\left(\gamma ^\mu C\right)_{\alpha \beta }P\left(p\right){\displaystyle \frac{\left(\tau _2\tau _k\right)_{ab}}{\sqrt{2}}}{\displaystyle \frac{ϵ_{ABD}}{\sqrt{2}}}.`$ (5) Here, $`C`$ denotes the charge conjugation matrix; $`g_a`$ and $`g_s`$ are effective coupling constants of two quarks to scalar and axialvector diquarks, respectively. For the scalar function $`P\left(p\right)`$, we employ a simple dipole form with an effective width $`\lambda `$ which has proven very successful in describing the phenomenological dipole form of the electric form factor of the proton in ref. Oet99 , $$P\left(p\right)=\left(\frac{\lambda ^2}{\lambda ^2+p^2}\right)^2.$$ (6) This models the non-pointlike nature of the diquarks. It furthermore provides for the natural ultraviolet regularity of the interaction kernel in the nucleon and delta BS equations to be derived below. We can compute the coupling constants $`g_s`$ and $`g_a`$ by putting the diquarks on-shell and evaluating the canonical normalization condition by using that the vertex functions $`\chi _{\alpha \beta }\left(p\right)`$ and $`\chi _{\alpha \beta }^\mu \left(p\right)`$ can be viewed as diquark amplitudes with truncated quark legs: $`{\displaystyle \frac{1}{4}}{\displaystyle \frac{d^4p}{\left(2\pi \right)^4}\overline{\chi }_{\alpha \beta }P^\mu \frac{}{P^\mu }G_{\alpha \gamma ,\beta \delta }^{\left(0\right)}\chi _{\gamma \delta }}`$ $`\stackrel{!}{=}`$ $`2m_{sc}^2,`$ (7) $`{\displaystyle \frac{1}{4}}{\displaystyle \frac{d^4p}{\left(2\pi \right)^4}\left(\overline{\chi }_{\alpha \beta }^\nu \right)^TP^\mu \frac{}{P^\mu }G_{\alpha \gamma ,\beta \delta }^{\left(0+\right)}\left(\chi _{\gamma \delta }^\nu \right)^T}`$ $`\stackrel{!}{=}`$ $`6m_{ax}^2.`$ (8) Hereby $`G_{\alpha \gamma ,\beta \delta }^{\left(0\pm \right)}`$ is the free propagator for two quarks, symmetrized (+) for the axialvector diquark and antisymmetrized ($``$) for the scalar diquark Oet99 . Furthermore, $`\left(\chi ^\nu \right)^T=\chi ^\nu \widehat{P}^\nu \left(\widehat{P}^\mu \chi ^\mu \right)`$ is the transverse part of the vertex function $`\chi ^\nu `$ (note that the pole contribution of the axialvector diquark is transverse to its total momentum, and the sum over the three polarization states provides an extra factor of 3 on the r.h.s. of eq. (8). as compared to eq. (7)). With normalizations as chosen in eqs. (4,5) the traces over the color and flavor parts yield no additional factors. 2.1 Nucleon Amplitudes The nucleon BS amplitudes (or wave functions) can be described by an effective multi-spinor characterizing the scalar and axialvector correlations, $$\mathrm{\Psi }(p,P)u(P,s)\left(\begin{array}{c}\mathrm{\Psi }^5(p,P)\\ \mathrm{\Psi }^\mu (p,P)\end{array}\right)u(P,s).$$ (9) $`u(P,s)`$ is a positive-energy Dirac spinor (of spin $`s`$), $`p`$ and $`P`$ are the relative and total momenta of the quark-diquark pair, respectively. The vertex functions are defined by truncation of the legs, $$\left(\begin{array}{c}\mathrm{\Phi }^5\\ \mathrm{\Phi }^\mu \end{array}\right)=S^1\left(\begin{array}{cc}D^1& 0\\ 0& \left(D^{\mu \nu }\right)^1\end{array}\right)\left(\begin{array}{c}\mathrm{\Psi }^5\\ \mathrm{\Psi }^\nu \end{array}\right).$$ (10) The diquark propagators $`D`$ and $`D^{\mu \nu }`$ are defined in eqs. (2,3) and $`S^1`$ denotes the inverse quark propagator in eq. (10). In the present study we employ that of a free constituent quark with mass $`m_q`$, $$S^1\left(p\right)=ip/m_q.$$ (11) The coupled system of BS equations for the nucleon amplitudes or their vertex functions can be written in the following compact form, $$\frac{d^4p^{}}{\left(2\pi \right)^4}G^1(p,p^{},P)\left(\begin{array}{c}\mathrm{\Psi }^5\\ \mathrm{\Psi }^\mu ^{}\end{array}\right)(p^{},P)=0,$$ (12) in which $`G^1(p,p^{},P)`$ is the inverse of the full quark-diquark 4-point function. It is the sum of the disconnected part and the interaction kernel. Here, the interaction kernel results from the reduction of the Faddeev equation for separable 2-quark correlations. It describes the exchange of the quark with one of those in the diquark which is necessary to implement Pauli’s principle in the baryon. Thus, $`G^1(p,p^{},P)`$ $`=`$ (13) $`\left(2\pi \right)^4\delta ^4\left(pp^{}\right)S^1\left(p_q\right)\left(\begin{array}{cc}D^1\left(p_d\right)& 0\\ 0& \left(D^{\mu ^{}\mu }\right)^1\left(p_d\right)\end{array}\right)`$ $`{\displaystyle \frac{1}{2}}\left(\begin{array}{cc}\chi \left(p_2^2\right)S^T\left(q\right)\overline{\chi }\left(p_1^2\right)& \sqrt{3}\chi ^\mu ^{}\left(p_2^2\right)S^T\left(q\right)\overline{\chi }\left(p_1^2\right)\\ \sqrt{3}\chi \left(p_2^2\right)S^T\left(q\right)\overline{\chi }^\mu \left(p_1^2\right)& \chi ^\mu ^{}\left(p_2^2\right)S^T\left(q\right)\overline{\chi }^\mu \left(p_1^2\right)\end{array}\right).`$ Herein, the flavor and color factors have been taken into account explicitly, and $`\chi ,\chi ^\mu `$ stand for the Dirac structures of the diquark-quark vertices (multiplied by the invariant function $`P\left(p_{1,\left[2\right]}^2\right)`$, see eq. (6)). The freedom to partition the total momentum between quark and diquark introduces the parameter $`\eta [0,1]`$ with $`p_q=\eta P+p`$ and $`p_d=\left(1\eta \right)Pp`$. The momentum of the exchanged quark is then given by $`q=pp^{}+\left(12\eta \right)P`$. The relative momenta of the quarks in the diquark vertices $`\chi `$ and $`\overline{\chi }`$ are $`p_2=p+p^{}/2\left(13\eta \right)P/2`$ and $`p_1=p/2+p^{}\left(13\eta \right)P/2`$, respectively. Invariance under (4-dimensional) translations implies that for every solution $`\mathrm{\Phi }(p,P;\eta _1)`$ of the BS equation there exists a family of solutions of the form $`\mathrm{\Phi }(p+\left(\eta _2\eta _1\right)P,P;\eta _2)`$. Using the positive energy projector with nucleon bound-state mass $`M_n`$, $$\mathrm{\Lambda }^+=\frac{1}{2}\left(1+\frac{P/}{iM_n}\right),$$ (14) the vertex functions can be decomposed into their most general Dirac structures, $`\mathrm{\Phi }^5(p,P)`$ $`=`$ $`\left(S_1+{\displaystyle \frac{i}{M_n}}p/S_2\right)\mathrm{\Lambda }^+,`$ (15) $`\mathrm{\Phi }^\mu (p,P)`$ $`=`$ $`{\displaystyle \frac{P^\mu }{iM_n}}\left(A_1+{\displaystyle \frac{i}{M_n}}p/A_2\right)\gamma _5\mathrm{\Lambda }^++`$ $`\gamma ^\mu \left(B_1+{\displaystyle \frac{i}{M_n}}p/B_2\right)\gamma _5\mathrm{\Lambda }^++`$ $`{\displaystyle \frac{p^\mu }{iM_n}}\left(C_1+{\displaystyle \frac{i}{M_n}}p/C_2\right)\gamma _5\mathrm{\Lambda }^+.`$ In the rest frame of the nucleon, $`P=(\stackrel{}{0},iM_n)`$, the unknown scalar functions $`S_i`$ and $`A_i`$ are functions of $`p^2=p^\mu p^\mu `$ and of the angle variable $`z=\widehat{P}\widehat{p}`$, the cosine of the (4-dimensional) azimuthal angle of $`p^\mu `$. Certain linear combinations of these eight covariant components then lead to a full partial wave decomposition, see ref. Oet98 for more details and for examples of decomposed amplitudes assuming pointlike diquarks. These nucleon amplitudes have in general a considerably broader extension in momentum space than those obtained herein with including the quark substructure of diquarks, however. The BS solutions are normalized by the canonical condition $`M_n\mathrm{\Lambda }^+`$ $`\stackrel{!}{=}`$ $`{\displaystyle \frac{d^4p}{\left(2\pi \right)^4}\frac{d^4p^{}}{\left(2\pi \right)^4}}`$ $`\overline{\mathrm{\Psi }}(p^{},P_n)\left[P^\mu {\displaystyle \frac{}{P^\mu }}G^1(p^{},p,P)\right]_{P=P_n}\mathrm{\Psi }(p,P_n).`$ 2.2 Delta Amplitudes The effective multi-spinor for the delta baryon representing the BS wave function can be characterized as $`\mathrm{\Psi }_\mathrm{\Delta }^{\mu \nu }(p,P)u^\nu \left(P\right)`$ where $`u^\nu \left(P\right)`$ is a Rarita-Schwinger spinor. The momenta are defined analogously to the nucleon case. As the delta state is flavor symmetric, only the axialvector diquark contributes and, accordingly, the corresponding BS equation reads, $`{\displaystyle \frac{d^4p^{}}{\left(2\pi \right)^4}G_\mathrm{\Delta }^1(p,p^{},P)\mathrm{\Psi }_\mathrm{\Delta }^{\mu ^{}\nu }(p^{},P)}=0,`$ (18) where the inverse quark-diquark propagator $`G_\mathrm{\Delta }^1`$ in the $`\mathrm{\Delta }`$-channel is given by $`G_\mathrm{\Delta }^1(p,p^{},P)`$ $`=`$ $`\left(2\pi \right)^4\delta ^4\left(pp^{}\right)S^1\left(p_q\right)\left(D^{\mu \mu ^{}}\right)^1\left(p_d\right)+`$ (19) $`\chi ^\mu ^{}\left(p_2^2\right)S^T\left(q\right)\overline{\chi }^\mu \left(p_1^2\right).`$ The general decomposition of the corresponding vertex function $`\mathrm{\Phi }_\mathrm{\Delta }^{\mu \nu }`$, obtained as in eq. (10) by truncating the quark and diquark legs of the BS wave function $`\mathrm{\Psi }_\mathrm{\Delta }^{\mu \nu }`$, reads $`\mathrm{\Phi }_\mathrm{\Delta }^{\mu \nu }(p,P)`$ $`=`$ $`\left(D_1+{\displaystyle \frac{i}{M_\mathrm{\Delta }}}p/D_2\right)\mathrm{\Lambda }^{\mu \nu }+`$ $`{\displaystyle \frac{P^\mu }{iM_\mathrm{\Delta }}}\left(E_1+{\displaystyle \frac{i}{M_\mathrm{\Delta }}}p/E_2\right){\displaystyle \frac{p^{\lambda T}}{iM_\mathrm{\Delta }}}\mathrm{\Lambda }^{\lambda \nu }+`$ $`\gamma ^\mu \left(E_3+{\displaystyle \frac{i}{M_\mathrm{\Delta }}}p/E_4\right){\displaystyle \frac{p^{\lambda T}}{iM_\mathrm{\Delta }}}\mathrm{\Lambda }^{\lambda \nu }+`$ $`{\displaystyle \frac{p^\mu }{iM_\mathrm{\Delta }}}\left(E_5+{\displaystyle \frac{i}{M_\mathrm{\Delta }}}p/E_6\right){\displaystyle \frac{p^{\lambda T}}{iM_\mathrm{\Delta }}}\mathrm{\Lambda }^{\lambda \nu }.`$ Here, $`\mathrm{\Lambda }^{\mu \nu }`$ is the Rarita-Schwinger projector, $`\mathrm{\Lambda }^{\mu \nu }=\mathrm{\Lambda }^+\left(\delta ^{\mu \nu }{\displaystyle \frac{1}{3}}\gamma ^\mu \gamma ^\nu +{\displaystyle \frac{2}{3}}{\displaystyle \frac{P^\mu P^\nu }{M_\mathrm{\Delta }^2}}{\displaystyle \frac{i}{3}}{\displaystyle \frac{P^\mu \gamma ^\nu P^\nu \gamma ^\mu }{M_\mathrm{\Delta }}}\right)`$ (21) which obeys the constraints $$P^\mu \mathrm{\Lambda }^{\mu \nu }=\gamma ^\mu \mathrm{\Lambda }^{\mu \nu }=0.$$ (22) Therefore, the only non-zero components arise from the contraction with the transverse relative momentum $`p^{\mu T}=p^\mu \widehat{P}^\mu \left(p\widehat{P}\right)`$. The invariant functions $`D_i`$ and $`E_i`$ in eq. (2) again depend on $`p^2`$ and $`\widehat{p}\widehat{P}`$. The partial wave decomposition in the rest frame is given in ref. Oet98 , and again, the $`\mathrm{\Delta }`$-amplitudes from pointlike diquarks of Oet98 are wider in $`p^2`$ than those obtained herein. 2.3 Solutions for BS Amplitudes of Nucleons and $`\mathrm{\Delta }`$ The nucleon and $`\mathrm{\Delta }`$ BS equations are solved in the baryon rest frame by expanding the unknown scalar functions in terms of Chebyshev polynomials Oet98 ; Oet99 . Iterating the integral equations yields a certain eigenvalue which by readjusting the parameters of the model is tuned to one. Altogether there are four parameters, the quark mass $`m_q`$, the diquark masses $`m_{sc}`$ and $`m_{ax}`$ and the diquark width $`\lambda `$. In the calculations presented herein we shall illustrate the consequences of our present model assumptions with two different parameter sets as examples which emphasize slightly different aspects. For Set I, we employ a constituent quark mass of $`m_q=0.36`$ GeV which is close to the values commonly used by non- or semi-relativistic constituent quark models. Due to the free-particle poles in the bare quark and diquark propagators used presently in the model, the axialvector diquark mass is below 0.72 GeV and the delta mass below 1.08 GeV. On the other hand, nucleon and delta masses are fitted by Set II, i.e., the parameter space is constrained by these two masses. In particular, this implies $`m_q>0.41`$ GeV. Both parameter sets together with the corresponding values resulting for the effective diquark couplings and baryon masses are given in table 1. Two differences between the two sets are important in the following: The strength of the axialvector correlations within the nucleon is rather weak for Set II, since the scalar diquark contributes 92% to the norm integral of eq. (2) while the axialvector correlations and scalar-axialvector transition terms together give rise only to the remaining 8% for this set. For Set I, the fraction of the scalar correlations is reduced to 66%, the axialvector correlations are therefore expected to influence nucleon properties more strongly for Set I than for Set II. Secondly, the different constituent quark masses affect the magnetic moments. We recall that in non-relativistic quark models the magnetic moment is roughly proportional to $`M_n/m_q`$ and that most of these models thus employ constituent masses around 0.33 GeV. ## 3 Observables 3.1 Electromagnetic Form Factors The Sachs form factors $`G_E`$ and $`G_M`$ can be extracted from the solutions of the BS equations using the relations $$G_E=\frac{M_n}{2P^2}\text{Tr}J^\mu P^\mu ,G_M=\frac{iM_n^2}{Q^2}\text{Tr}J^\mu \gamma _T^\mu ,$$ (23) where $`P=\left(P_i+P_f\right)/2`$, $`\gamma _T^\mu =\gamma ^\mu \widehat{P}^\mu \widehat{P}/`$, and the spin-summed matrix element $`J^\mu `$ is given by $`J^\mu `$ $``$ $`P_f,s_f\left\|J^\mu \right\|P_i,s_i{\displaystyle \underset{s_f,s_i}{}}u(P_f,s_f)\overline{u}(P_i,s_i)`$ (24) $`=`$ $`{\displaystyle \frac{d^4p_f}{\left(2\pi \right)^4}\frac{d^4p_i}{\left(2\pi \right)^4}\overline{\mathrm{\Psi }}(P_f,p_f)J^\mu \mathrm{\Psi }(P_i,p_i)}.`$ The current $`J^\mu `$ herein is obtained as in ref. Oet99 . It represents a sum of all possible couplings of the photon to the inverse quark-diquark propagator $`G^1`$ given in eq. (13). This construction which ensures current conservation can be systematically derived from the general “gauging technique” employed in refs. Bla99 ; Ish00 . The two contributions to the current that arise from coupling the photon to the disconnected part of $`G^1`$, the first term in eq. (13), yield the impulse approximate couplings to quark and diquark. They are graphically represented by the middle and the upper diagram in figure 1. The corresponding kernels, to be multiplied by the charge of the respective quark or diquark upon insertion into the r.h.s. of eq. (24), read, $`J_q^\mu `$ $`=`$ $`\left(2\pi \right)^4\delta ^4\left(p_fp_i\eta Q\right)\mathrm{\Gamma }_q^\mu \stackrel{~}{D}^1\left(k_d\right),`$ (25) $`J_{sc\left[ax\right]}^\mu `$ $`=`$ $`\left(2\pi \right)^4\delta ^4\left(p_fp_i+\left(1\eta \right)Q\right)\mathrm{\Gamma }_{sc\left[ax\right]}^{\mu ,\left[\alpha \beta \right]}S^1\left(k_q\right).`$ (26) Here, the inverse diquark propagator $`\stackrel{~}{D}^1`$ comprises both, scalar and axialvector components. The vertices in eqs. (25) and (26) are the ones for a free quark, a spin-0 and a spin-1 particle, respectively, $`\mathrm{\Gamma }_q^\mu `$ $`=`$ $`i\gamma ^\mu ,\mathrm{\Gamma }_{sc}^\mu =\left(p_d+k_d\right)^\mu ,\text{and}`$ (27) $`\mathrm{\Gamma }_{ax}^{\mu ,\alpha \beta }`$ $`=`$ $`\left(p_d+k_d\right)^\mu \delta ^{\alpha \beta }+p_d^\alpha \delta ^{\mu \beta }+k_d^\beta \delta ^{\mu \alpha }+`$ (28) $`\kappa \left(Q^\beta \delta ^{\mu \alpha }Q^\alpha \delta ^{\mu \beta }\right).`$ The Dirac indices $`\alpha ,\beta `$ in (28) refer to the vector indices of the final and initial state wave function, respectively. The axialvector diquark can have an anomalous magnetic moment $`\kappa `$. We obtain its value from a calculation for vanishing momentum transfer ($`Q^2=0`$) in which the quark substructure of the diquarks is resolved, i.e., in which a (soft) photon couples to the quarks within the diquarks. The corresponding contributions are represented by the upper and the right diagram in figure 2. The calculation of $`\kappa `$ is provided in Appendix A. The values obtained from the two parameter sets are both very close to $`\kappa =1`$ (see table 6). This might seem understandable from nonrelativistic intuition: the magnetic moments of two quarks with charges $`q_1`$ and $`q_2`$ add up to $`\left(q_1+q_2\right)/m_q`$, the magnetic moment of the axialvector diquark is $`\left(1+\kappa \right)\left(q_1+q_2\right)/m_{ax}`$ and if the axialvector diquark is weakly bound, $`m_{ax}2m_q`$, then $`\kappa 1`$. In the following we use $`\kappa =1`$. The vertices in eqs. (27) and (28) satisfy their respective Ward-Takahashi identities, i.e. those for free quark and diquark propagators (c.f., eqs. (2,3) and (11)), and thus describe the minimal coupling of the photon to quark and diquark. We furthermore take into account impulse approximate contributions describing the photon-induced transitions between scalar and axialvector diquarks as represented by the lower diagram in figure 1. These yield purely transverse currents and do thus not affect current conservation. The tensor structure of these contributions resembles that of the triangle anomaly. In particular, the structure of the vertex describing the transition from axialvector (with index $`\beta `$) to scalar diquark is given by $$\mathrm{\Gamma }_{sa}^{\mu \beta }=i\frac{\kappa _{sa}}{2M_n}ϵ^{\mu \beta \rho \lambda }\left(p_d+k_d\right)^\rho Q^\lambda ,$$ (29) and that for the reverse transition from an scalar to axialvector (index $`\alpha `$) by, $$\mathrm{\Gamma }_{as}^{\mu \alpha }=i\frac{\kappa _{sa}}{2M_n}ϵ^{\mu \alpha \rho \lambda }\left(p_d+k_d\right)^\rho Q^\lambda .$$ (30) The tensor structure of these anomalous diagrams (for $`Q0`$) is derived by resolving the diquarks in Appendix A in a way as represented by the lower diagram in figure 2. The explicit factor $`1/M_n`$ was introduced to isolate a dimensionless constant $`\kappa _{sa}`$. Its value is obtained roughly as $`\kappa _{sa}2.1`$ (with the next digit depending on the parameter set, c.f. table 6). Upon performing the flavor algebra for the current matrix elements of the impulse approximation, one obtains the following explicit forms for proton and neutron, $`J^\mu _p^{\mathrm{imp}}`$ $`=`$ $`{\displaystyle \frac{2}{3}}J_q^\mu ^{\mathrm{sc}\mathrm{sc}}+{\displaystyle \frac{1}{3}}J_{sc}^\mu ^{\mathrm{sc}\mathrm{sc}}+J_{ax}^\mu ^{\mathrm{ax}\mathrm{ax}}+`$ (31) $`{\displaystyle \frac{\sqrt{3}}{3}}\left(J_{sa}^\mu ^{\mathrm{sc}\mathrm{ax}}+J_{as}^\mu ^{\mathrm{ax}\mathrm{sc}}\right),`$ $`J^\mu _n^{\mathrm{imp}}`$ $`=`$ $`{\displaystyle \frac{1}{3}}(J_q^\mu ^{\mathrm{sc}\mathrm{sc}}J_q^\mu ^{\mathrm{ax}\mathrm{ax}}J_{sc}^\mu ^{\mathrm{sc}\mathrm{sc}}+`$ (32) $`J_{ax}^\mu ^{\mathrm{ax}\mathrm{ax}}){\displaystyle \frac{\sqrt{3}}{3}}(J_{sa}^\mu ^{\mathrm{sc}\mathrm{ax}}+J_{as}^\mu ^{\mathrm{ax}\mathrm{sc}}).`$ The superscript ‘sc-sc’ indicates that the current operator is to be sandwiched between scalar nucleon amplitudes for both the final and the initial state in eq. (24). Likewise ‘sc-ax’ denotes current operators that are sandwiched between scalar amplitudes in the final and axialvector amplitudes in the initial state, etc.. We note that the axialvector amplitudes contribute to the proton current only in combination with diquark current couplings. Current conservation requires that the photon also be coupled to the interaction kernel in the BS equation, i.e., to the second term in the inverse quark-diquark propagator $`G^1`$ of eq. (13). The corresponding contributions were derived in Oet99 . They are represented by the diagrams in figure 3. In particular, in Oet99 it was shown that, in addition to the photon coupling with the exchange-quark (with vertex $`\mathrm{\Gamma }_q^\mu `$), irreducible (seagull) interactions of the photon with the diquark substructure have to be taken into account. The structure and functional form of these diquark-quark-photon vertices is constrained by Ward identities. The explicit construction of ref. Oet99 yields seagull couplings of the following form (with $`M^\mu `$ denoting that for the scalar diquark and $`M^{\mu ,\beta }`$ that for the axialvector with Lorentz index $`\beta `$): $`M^{\mu [,\beta ]}`$ $`=`$ $`q_q{\displaystyle \frac{\left(4p_1Q\right)^\mu }{4p_1QQ^2}}\left[\chi ^{\left[\beta \right]}\left(p_1Q/2\right)\chi ^{\left[\beta \right]}\left(p_1\right)\right]+`$ (33) $`q_{ex}{\displaystyle \frac{\left(4p_1+Q\right)^\mu }{4p_1Q+Q^2}}\left[\chi ^{\left[\beta \right]}\left(p_1+Q/2\right)\chi ^{\left[\beta \right]}\left(p_1\right)\right].`$ Here, $`q_q`$ denotes the charge of the quark with momentum $`p_q`$, $`q_{ex}`$ the charge of the exchanged quark with momentum $`q^{}`$, and $`p_1`$ is the relative momentum of the two, $`p_1=\left(p_qq^{}\right)/2`$ (see figure 3). The conjugate vertices $`\overline{M}^{\mu [,\alpha ]}`$ are obtained from the conjugation of the diquark amplitudes $`\chi ^{\left[\beta \right]}`$ in eq. (33) together with the replacement $`p_1p_2=\left(qk_q\right)/2`$ (c.f., ref. Oet99 ). Regarding the numerical evaluation of the diagrams we remark that in the case of the impulse approximation diagrams we use the covariant decomposition of the vertex function $`\mathrm{\Phi }`$ given in eqs. (15,2) together with the numerical solution for the scalar functions $`S_i,A_i,B_i,C_i`$. The continuation of these functions from the nucleon rest frame to the Breit frame is described in detail in ref. Oet99 . For finite momentum transfer, care is needed in treating the singularities of the quark and diquark propagators that appear in the single terms of eq. (24). In ref. Oet99 it was shown that for some kinematical situations explicit residues have to be taken into account in the calculation of the impulse approximation diagrams. This applies also to the calculations presented here. The computation of the diagrams given in figure 3 involves two four-dimensional integrations. As the singularity structure of these diagrams becomes quite intricate, we resorted to an expansion of the wave function $`\mathrm{\Psi }`$ analogously to the expansion of $`\mathrm{\Phi }`$. The corresponding scalar functions that have been computed in the rest frame as well show a much weaker convergence in terms of the Chebyshev polynomials than the scalar functions related to the expansion of the vertex function Oet99 . As a result, the numerical uncertainty (for these diagrams only) exceeded the level of a few percent beyond momentum transfers of 2.5 GeV<sup>2</sup>. Due to this limitation (which could be avoided by increasing simply the used computer time) the form factor results presented in section 4 are restricted to the region of momentum transfers below 2.5 GeV<sup>2</sup>. These remarks concerning the numerical method apply also to the computation of the strong form factor $`g_{\pi NN}`$ and the weak form factor $`g_A`$ which will be discussed in the following subsection. 3.2 The Strong Form Factor $`g_{\pi NN}`$ and the Weak Form Factor $`g_A`$ The coupling of the pion to the nucleon, described by a pseudoscalar operator, and the pseudovector currents of weak processes such as the neutron $`\beta `$-decay are connected to each other in the soft limit by the Goldberger-Treiman relation. The (spin-summed) matrix element of the pseudoscalar density $`J_5^a`$ can be parameterized as $$J_5^a=\mathrm{\Lambda }^+\left(P_f\right)\tau ^a\gamma _5g_{\pi NN}\left(Q^2\right)\mathrm{\Lambda }^+\left(P_i\right).$$ (34) Straightforward Dirac algebra allows to extract form factor as the following trace, $$g_{\pi NN}\left(Q^2\right)=\frac{2M_n^2}{Q^2}\text{Tr}J_5^a\gamma _5\frac{\tau ^a}{2}.$$ (35) To compute the form factors we first specify a suitable quark-pion vertex, evaluate an impulse approximate contribution corresponding to the upper diagram of figure 1, and an exchange contribution analogous to the upper diagram of figure 3. The structures and strengths (for $`Q0`$) for the couplings of the diquarks to the pion and the axialvector current (the remaining two impulse approximation diagrams in figure 1) are obtained from resolving the diquarks in a way similar to their electromagnetic couplings in Appendix A. The structure of the inverse quark propagator, given by $`S^1\left(p\right)=ip/A\left(p^2\right)B\left(p^2\right)`$, suggests that we use for the pion-quark vertex $$\mathrm{\Gamma }_5=\gamma _5\frac{B}{f_\pi }\tau ^a,$$ (36) and discard the three additionally possible Dirac structures ($`f_\pi `$ is the pion decay constant). The reason is that in the chiral limit eq. (36) is the exact pion BS amplitude for equal quark and antiquark momenta, since the Dyson-Schwinger equation for the scalar function $`B`$ agrees with the BS equation for a pion of zero momentum in this limit. Of course, the subdominant amplitudes should in principle be included for physical pions (with momentum $`P^2=m_\pi ^2`$), when solving the Dyson-Schwinger equation for $`A`$ and $`B`$ and the BS equation for the pion in mutually consistent truncations Ben96 ; Mar97a ; Mar97b . Herein we employ $`A\left(p^2\right)=1`$ and $`B\left(p^2\right)=m_q`$. The matrix elements of the pseudovector current are parameterized by the form factor $`g_A\left(Q^2\right)`$ and the induced pseudoscalar form factor $`g_P\left(Q^2\right)`$, $$J_5^{a,\mu }=\mathrm{\Lambda }^+\left(P_f\right)\frac{\tau ^a}{2}\left[i\gamma ^\mu \gamma _5g_A\left(Q^2\right)+Q^\mu \gamma _5g_P\left(Q^2\right)\right]\mathrm{\Lambda }^+\left(P_i\right).$$ (37) For $`Q^20`$ the Goldberger-Treiman relation, $$g_A\left(0\right)=f_\pi g_{\pi NN}\left(0\right)/M_n,$$ (38) then follows from current conservation and the observation that only the induced pseudoscalar form factor $`g_P\left(Q^2\right)`$ has a pole on the pion mass-shell. By definition, $`g_A`$ describes the regular part of the pseudovector current and $`g_P`$ the induced pseudoscalar form factor. They can be extracted from eq. (37) as follows: $`g_A\left(Q^2\right)`$ $`=`$ $`{\displaystyle \frac{i}{4\left(1+\frac{Q^2}{4M_n^2}\right)}}\text{Tr}J_5^{a,\mu }\left(\gamma _5\gamma ^\mu i\gamma _5{\displaystyle \frac{2M_n}{Q^2}}Q^\mu \right)\tau ^a,`$ $`g_P\left(Q^2\right)`$ $`=`$ $`{\displaystyle \frac{2M_n}{Q^2}}\left(g_A\left(Q^2\right){\displaystyle \frac{M_n}{Q^2}}\text{Tr}J_5^{a,\mu }Q^\mu \gamma _5\tau ^a\right).`$ (40) We again use chiral symmetry constraints to construct the pseudovector-quark vertex. In the chiral limit, the Ward-Takahashi identity for this vertex reads, $$Q^\mu \mathrm{\Gamma }_5^{\mu ,a}=\frac{\tau ^a}{2}\left(S^1\left(k\right)\gamma _5+\gamma _5S^1\left(p\right)\right),\left(Q=kp\right).$$ (41) To satisfy this constraint we use the form of the vertex proposed in ref. Del79 , $$\mathrm{\Gamma }_5^{\mu ,a}=i\gamma ^\mu \gamma _5\frac{\tau ^a}{2}+\frac{Q^\mu }{Q^2}f_\pi \mathrm{\Gamma }_5^a.$$ (42) The second term which contains the massless pion pole does not contribute to $`g_A`$ as can be seen from eq. (3). From these quark contributions to the pion coupling and the pseudovector current alone, eqs. (42) and (35) would thus yield, $$\underset{Q^20}{lim}\frac{Q^2}{2M_n}g_P\left(Q^2\right)=\frac{f_\pi }{M_n}g_{\pi NN}\left(0\right).$$ (43) Here, the Goldberger-Treiman relation followed if the pseudovector current was conserved or, off the chiral limit, from PCAC. Current conservation is a non-trivial requirement in the relativistic bound state description of nucleons, however. First, we ignored the pion and pseudovector couplings to the diquarks in the simple argument above. For scalar diquarks alone which themselves do not couple to either of the two,<sup>2</sup><sup>2</sup>2This can be inferred from parity and covariance. pseudovector current conservation could in principle be maintained by including the couplings to the interaction kernel of the nucleon BS equation in much the same way as was done for the electromagnetic current. Unfortunately, when axialvector diquarks are included, even this will not suffice to maintain current conservation. As observed recently in ref. Ish00 , a doublet of axialvector and vector diquarks has to be introduced, in order to comply with chiral Ward identities in general. The reason essentially is that vector and axialvector diquarks mix under a chiral transformation whereas this is not the case for scalar and pseudoscalar diquarks. Since vector diquarks on the one hand introduce six additional components to the nucleon wave function, but are on the other hand not expected to influence the binding strongly, here we prefer to neglect vector diquark correlations and to investigate the axial form factor without them. The pion and the pseudovector current can couple to the diquarks by an intermediate quark loop. As for the anomalous contributions to the electromagnetic current, we derive the Lorentz structure of the diquark vertices and calculate their effective strengths from this quark substructure of the diquarks in Appendix A. As mentioned above, no such couplings arise for the scalar diquark. The axialvector diquark and the pion couple by an anomalous vertex. Its Lorentz structure is similar to that for the photon-induced scalar-to-axialvector transition in eq. (29): $`\mathrm{\Gamma }_{5,ax}^{\rho \lambda ,abc}`$ $`=`$ $`{\displaystyle \frac{\kappa _{ax}^5}{2M_n}}{\displaystyle \frac{m_q}{f_\pi }}ϵ^{\rho \lambda \mu \nu }\left(p_d+k_d\right)^\mu Q^\nu \left(12\delta ^{a2}\right)iϵ^{abc}.`$ (44) Here, $`a`$ is the flavor index of the pion or, below, of the pseudovector current, while $`b`$ and $`c`$ are those of the outgoing and the incoming axialvector diquarks (with Lorentz indices $`\rho `$ and $`\lambda `$) according to eq. (5), respectively. The factor $`m_q/f_\pi `$ comes from quark-pion vertex (36) in the quark-loop (see Appendix A), and the nucleon mass was introduced to isolate a dimensionless constant $`\kappa _{ax}^5`$. The pseudovector current and the axialvector diquark are also coupled by anomalous terms. As before, we denote with $`\rho `$ and $`\lambda `$ the Lorentz indices of outgoing and incoming diquark, respectively, and with $`\mu `$ the pseudovector index. Out of three possible Lorentz structures for the regular part of the vertex, $`p_d^\mu ϵ^{\rho \lambda \alpha \beta }p_d^\alpha Q^\beta `$, $`ϵ^{\mu \rho \lambda \alpha }Q^\alpha `$ and $`ϵ^{\mu \rho \lambda \alpha }\left(p_d+k_d\right)^\alpha `$, in the limit $`Q0`$ only the last term contributes to $`g_A`$. We furthermore verified numerically that the first two terms yield negligible contributions to the form factor also for finite $`Q`$. Again, the pion pole contributes proportional to $`Q^\mu `$, and our ansatz for the vertex thus reads $`\mathrm{\Gamma }_{5,ax}^{\mu \rho \lambda ,abc}`$ $`=`$ $`{\displaystyle \frac{\kappa _{\mu ,ax}^5}{2}}ϵ^{\mu \rho \lambda \nu }\left(p_d+k_d\right)^\nu {\displaystyle \frac{1}{2}}\left(12\delta ^{a2}\right)iϵ^{abc}+`$ (45) $`{\displaystyle \frac{Q^\mu }{Q^2}}f_\pi \mathrm{\Gamma }_{5,ax}^{\rho \lambda ,abc}.`$ For both strengths we roughly obtain $`\kappa _{ax}^5\kappa _{\mu ,ax}^54.5`$ slightly dependent on the parameter set, see table 7 (in Appendix A). Scalar-to-axialvector transitions are also possible by the pion and the pseudovector current. An effective vertex for the pion-mediated transition has one free Lorentz index to be contracted with the axialvector diquark. Therefore, two types of structures exist, one with the pion momentum $`Q`$, and the other with any combination of the diquark momenta $`p_d`$ and $`k_d`$. If we considered this transition as being described by an interaction Lagrangian of scalar, axialvector and pseudoscalar fields, terms of the latter structure were proportional to the divergence of the axialvector field which is a constraint that can be set to zero. We therefore adopt the following form for the transition vertex, $$\mathrm{\Gamma }_{5,sa}^{\rho ,ab}=i\kappa _{sa}^5\frac{m_q}{f_\pi }Q^\rho \left(2\delta ^{a2}1\right)\delta ^{ab}.$$ (46) The flavor and Dirac indices of the axialvector diquark are $`b`$ and $`\rho `$. This vertex corresponds to a derivative coupling of the pion to scalar and axialvector diquark. The pseudovector-induced transition vertex has two Lorentz indices, denoted by $`\mu `$ for the pseudovector current and $`\rho `$ for the axialvector diquark. From the momentum transfer $`Q^\mu `$ and one of the diquark momenta, altogether five independent tensors can be constructed: $`\delta ^{\mu \rho },Q^\mu Q^\rho ,Q^\mu p_d^\rho ,p_d^\mu Q^\rho `$ and $`p_d^\mu p_d^\rho `$ (the totally antisymmetric tensor has the wrong parity). We assume as before, that all terms proportional to $`Q^\mu `$ are contained in the pion part (and do not contribute to $`g_A`$). From the diquark loop calculation in Appendix A we find that the terms proportional to $`p_d^\mu Q^\rho `$ and $`p_d^\mu p_d^\rho `$ can again be neglected with an error on the level of one per cent. Therefore, we use a vertex of the form, $$\mathrm{\Gamma }_{5,sa}^{\mu \rho ,ab}=iM_n\kappa _{\mu ,sa}^5\delta ^{\mu \rho }\frac{1}{2}\left(2\delta ^{a2}1\right)\delta ^{ab}+\frac{Q^\mu }{Q^2}f_\pi \mathrm{\Gamma }_{5,sa}^{\rho ,ab}.$$ (47) For the strengths of these two transition vertices we obtain $`\kappa _{sa}^53.9`$ and (on average) $`\kappa _{\mu ,sa}^52.1`$, see table 7 in Appendix A. We conclude this section with the observation that eq. (43) remains valid with all contributions from quarks and diquarks included in the pseudoscalar density (34) and the pseudovector current (37) of the nucleon. The extension of this statement to include the diquark couplings follows from the fact that their vertices for the pseudovector current, eqs. (45) and (47), contain the pion pole in the form entailed by their Ward identities. Eq. (43) is then obtained straightforwardly by inserting $`g_{\pi NN}`$ from eq. (35) term by term into the corresponding equation (40) for $`g_P`$ and expanding to leading order in $`Q^2`$. ## 4 Results 4.1 Electromagnetic Form Factors The results for the electric form factors are shown in figure 4. The phenomenological dipole behavior of the proton $`G_E`$ is well reproduced by both parameter sets. The electric radius (see table 2) is predominantly sensitive to the width of the BS wave function. This is different for the neutron. Here, stronger axialvector correlations tend to suppress the electric form factor as compared to the calculation of ref. Oet99 where only scalar diquarks were maintained. A smaller binding energy compensates this effect, so that the results for $`G_E`$ are basically the same for both parameter sets, see figure 4. For the magnetic moments summarized in table 3 two parameters are important. First, in contrast to non-relativistic constituent models, the dependence of the proton magnetic moment on the ratio $`M_n/m_q`$ is stronger than linear. As a result, the quark impulse contribution to $`\mu _p`$ with the scalar diquark being spectator, which is the dominant one, yields about the same for both sets, even though the corresponding nucleon amplitudes of Set I contribute about 25% less to the norm than those of Set II. Secondly, the scalar-axialvector transitions contribute equally strong (Set I) or stronger (Set II) than the spin flip of the axialvector diquark itself. While for Set II (with weaker axialvector diquark correlations) the magnetic moments are about 30% too small, the stronger diquark correlations of Set I yield an isovector contribution which is only 15% below and an isoscalar magnetic moment slightly above the phenomenological value. Stronger axialvector diquark correlations are favorable for larger values of the magnetic moments as expected. If the isoscalar magnetic moment is taken as an indication that those of Set I are somewhat too strong, however, a certain mismatch with the isovector contribution remains, also with axialvector diquarks included. Recent data from ref. Jon99 for the ratio $`\mu _pG_E/G_M`$ is compared to our results in figure 5. The ratio obtained from Set II with weak axialvector correlations lies above the experimental data, and that for Set I below. The experimental observation that this ratio decreases significantly with increasing $`Q^2`$ (about 40% from $`Q^2=0`$ to $`3.5`$ GeV<sup>2</sup>), can be well reproduced with axialvector diquark correlations of a certain strength included. The reason for this is the following: The impulse approximate photon-diquark couplings yield contributions that tend to fall off slower with increasing $`Q^2`$ than those of the quark. This is the case for both, the electric and the magnetic form factor. If no axialvector diquark correlations inside the nucleon are maintained, however, the only diquark contribution to the electromagnetic current arises from $`J_{sc}^\mu ^{\mathrm{sc}\mathrm{sc}}`$, see eqs. (31,32). Although this term does provide for a substantial contribution to $`G_E`$, its respective contribution to $`G_M`$ is of the order of 10<sup>-3</sup>. This reflects the fact that an on-shell scalar diquark would have no magnetic moment at all, and the small contribution to $`G_M`$ may be interpreted as an off-shell effect. Consequently, too large a ratio $`\mu _pG_E/G_M`$ results, if only scalar diquarks are maintained Oet99 . For Set II (with weak axialvector correlations), this effect is still visible, although the scalar-to-axialvector transitions already bend the ratio towards lower values at larger $`Q^2`$. These transitions almost exclusively contribute to $`G_M`$, and it thus follows that the stronger axialvector correlations of Set I enhance this effect. Just as for the isoscalar magnetic moment, the axialvector diquark correlations of Set I tend to be somewhat too strong here again, however. To summarize, the ratio $`\mu _pG_E/G_M`$ imposes an upper limit on the relative importance of the axialvector correlations of estimated 30% (to the BS norm of the nucleons). This finding will be confirmed once more in our analysis of the pion-nucleon and the axial coupling constant below. 4.2 $`g_{\pi NN}`$ and $`g_A`$ Examining $`g_{\pi NN}\left(0\right)`$ which is assumed to be close to the physical pion-nucleon coupling at $`Q^2=m_\pi ^2`$ (within 10% by PCAC), and the axial coupling constant $`g_A\left(0\right)`$, we find large contributions to both of these arising from the scalar-axialvector transitions, see table 4. As mentioned in the previous section, the various diquark contributions violate the Goldberger-Treiman relation. Some compensations occur between the small contributions from the axialvector diquark impulse-coupling and the comparatively large ones from scalar-axialvector transitions which provide for the dominant effect to yield $`g_A\left(0\right)>1`$. Summing all these contributions, the Goldberger-Treiman discrepancy, $$\mathrm{\Delta }_{GT}\frac{g_{\pi NN}\left(0\right)}{g_A\left(0\right)}\frac{f_\pi }{M_n}1$$ (48) amounts to 0.14 for Set I and 0.18 for Set II. The larger discrepancy for Set II (with weaker axialvector correlations) is due to the larger violation of the Goldberger-Treiman relation from the exchange quark contribution in this case. This contribution is dominated by the scalar amplitudes, and its Goldberger-Treiman violation should therefore be compensated by appropriate chiral seagulls. These discrepancies, and the overestimate of the pion-nucleon coupling, indicate that axialvector diquarks inside nucleons are likely to represent quite subdominant correlations. The strong and weak radii are presented in table 5 and the corresponding form factors in figure 6. The axial form factor is experimentally known much less precisely than the electromagnetic form factors. In the right panel of figure 6 the experimental situation is summarized by a band of dipole parameterizations of $`g_A`$ that are consistent with a wide-band neutrino experiment Kit90 . Besides the slightly too large values obtained for $`Q^20`$ which are likely to be due to the PCAC violations of axialvector diquarks as discussed in the previous section (and which are thus less significant for the weaker axialvector correlations of Set II), our results yield quite compelling agreement with the experimental bounds. ## 5 Summary and Conclusions The description of baryons as fully relativistic bound states of quark and glue reduces to an effective Bethe-Salpeter (BS) equation with quark-exchange interaction when irreducible 3-quark interactions are neglected and separable 2-quark (diquark) correlations are assumed. By including axialvector diquark correlations with non-trivial quark substructure, we solved the BS equations of this covariant quark-diquark model for nucleons and the $`\mathrm{\Delta }`$-resonance. While the $`\mathrm{\Delta }`$ cannot be described without axialvector diquarks, the nucleon-$`\mathrm{\Delta }`$ mass splitting imposes an upper bound on their relative importance inside nucleons, as compared to the scalar diquark correlations. At present, this bound seems somewhat too strong for a simultaneous description of octet and decuplet baryons in a fully satisfactory manner. We furthermore extended previous studies of nucleon properties within the covariant quark-diquark model. In this way we assess the influence of the axialvector diquark correlations with non-trivial quark substructure. Electromagnetic form factors, the weak form factor $`g_A`$ and the strong form factor $`g_{\pi NN}`$ have been computed. Structures and strengths of the otherwise unknown axialvector diquark couplings, and of scalar-axialvector transitions, have thereby been obtained by resolving the quark-loop substructure of the diquarks at vanishing momentum transfer ($`Q^20`$). An excellent description is obtained for the electric form factors of both nucleons. The ratio of the proton electric and magnetic moment, $`\mu _pG_E/G_M`$ as recently measured at TJNAF Jon99 , is well described with axialvector diquark correlations of moderate strength. Our results clearly indicate that axialvector diquarks are necessary to reproduce the qualitative behavior of the experimental data for this ratio. At the same time, an upper bound on the relative importance of axialvector diquarks and scalar-axialvector transitions (together of estimated 30% to the BS norm of the nucleons) can be inferred. For axialvector correlations of such a strength, the phenomenological value for the isoscalar magnetic moment of the nucleons is well reproduced. The isovector contribution results around 15% too small. While the axialvector diquarks lead to a considerable improvement, both magnetic moments tend to be around 50% too small with scalar diquarks alone Oet99 , this remaining 15% mismatch in the isovector magnetic moment seems to be due to other effects. One possibility might be provided by vector diquarks. While their contributions to the binding energy of the nucleons are expected to be negligible, the photon couplings with vector diquarks could be strong enough to compensate this and thus lead to sizeable effects, in particular, in the magnetic moments. For the pion-nucleon and the axial coupling constant, we found moderate violations of PCAC and the Goldberger-Treiman relation. For scalar diquarks alone, this is attributed to some violations of the (partial) conservation of the simplified axial current neglecting exchange quark couplings and chiral seagulls. Maintaining axialvector diquarks, additional PCAC violations can arise from missing vector diquarks which mix with the axialvectors under chiral transformations as pointed out in ref. Ish00 . This explains why the weaker axialvector correlations lead to better values for $`g_A\left(0\right)`$ and $`g_{\pi NN}\left(0\right)`$. Nevertheless, these violations are reasonably small and occur only at small momentum transfers $`Q^2`$. The axial form factor $`g_A\left(Q^2\right)`$ is otherwise in good agreement with the experimental bounds from quasi-elastic neutrino scattering in Kit90 . It should be noted that qualitatively the scalar-axialvector transitions are of particular importance to obtain values for $`g_A>1`$. These transitions thus solve a problem that previous applications of the covariant quark-diquark model shared with many chiral nucleon models. Their quantitative effect is somewhat too large, as discussed above. The conclusions from our present study can be summarized as follows: While selected observables, sensitive to axialvector diquark correlations, can be improved considerably by their inclusion, other observables (and the nucleon-$`\mathrm{\Delta }`$ mass splitting) provide upper bounds on their relative importance as compared to scalar diquarks. These bounds confirm that scalar diquarks provide for the dynamically dominant 2-quark correlations inside nucleons. Deviations of the order of 15% remain in the isovector part of the magnetic moment (too small), in $`g_A\left(0\right)`$ (too large) and in the Goldberger-Treiman relation. While these cannot be fully accounted for by including the axialvector diquark correlations, overall, however, the quark-diquark model was demonstrated to describe nucleon properties quite successfully. ## Acknowledgements The authors gratefully acknowledge valuable discussions with S. Ahlig, N. Ishii, C. Fischer and H. Reinhardt. The work of M.O. was supported by COSY under contract 41376610 and by the Deutsche Forschungsgemeinschaft under contract DFG We 1254/4-2. He is indebted to H. Weigel for his continuing support. ## Appendix A Resolving Diquarks A.1 Electromagnetic Vertices Here we adopt an impulse approximation to couple the photon directly to the quarks inside the diquarks obtaining the scalar, axialvector and the photon-induced scalar-axialvector diquark transition couplings as represented by the 3 diagrams in figure 2. For on-shell diquarks these yield diquark form factors and, under some mild assumptions on the quark-quark interaction kernel Oet99 , current conservation followed for amplitudes which solve a diquark BS equation. Due to the quark-exchange antisymmetry of the diquark amplitudes it suffices to calculate one diagram for each of the three contributions, i.e., those of figure 2 in which the photon couples to the “upper” quark line. The color trace yields one as in the normalization integrals, eqs. (7) and (8). The traces over the diquark flavor matrices with the charge matrix will be included implicitly in those over the Dirac structures in the resolved vertices which read (with the minus sign for fermion loops), $`\stackrel{~}{\mathrm{\Gamma }}_{sc}^\mu `$ $`=\text{Tr}{\displaystyle \frac{d^4q}{\left(2\pi \right)^4}}`$ $`\overline{\chi }\left({\displaystyle \frac{p_2p_3}{2}}\right)S\left(p_2\right)(i\gamma ^\mu )S\left(p_1\right)\times `$ (49) $`\chi \left({\displaystyle \frac{p_1p_3}{2}}\right)S^T\left(p_3\right),`$ $`\stackrel{~}{\mathrm{\Gamma }}_{ax}^{\mu ,\alpha \beta }`$ $`=\text{Tr}{\displaystyle \frac{d^4q}{\left(2\pi \right)^4}}`$ $`\overline{\chi }^\alpha \left({\displaystyle \frac{p_2p_3}{2}}\right)S\left(p_2\right)(i\gamma ^\mu )S\left(p_1\right)\times `$ (50) $`\chi ^\beta \left({\displaystyle \frac{p_1p_3}{2}}\right)S^T\left(p_3\right),`$ $`\stackrel{~}{\mathrm{\Gamma }}_{sa}^{\mu ,\beta }`$ $`=\text{Tr}{\displaystyle \frac{d^4q}{\left(2\pi \right)^4}}`$ $`\overline{\chi }\left({\displaystyle \frac{p_2p_3}{2}}\right)S\left(p_2\right)(i\gamma ^\mu )S\left(p_1\right)\times `$ (51) $`\chi ^\beta \left({\displaystyle \frac{p_1p_3}{2}}\right)S^T\left(p_3\right)`$ $`=2im_qϵ^{\mu \beta \rho \lambda }`$ $`(p_d+k_d)^\rho Q^\lambda \times `$ $`{\displaystyle \frac{d^4q}{\left(2\pi \right)^4}\frac{g_sg_aP\left(qQ/4\right)P\left(q+Q/4\right)}{\left(p_1^2+m_q^2\right)\left(p_2^2+m_q^2\right)\left(p_3^2+m_q^2\right)}}.`$ The quark momenta herein are, $`p_1`$ $`=`$ $`{\displaystyle \frac{p_d+k_d}{4}}{\displaystyle \frac{Q}{2}}+q,p_2={\displaystyle \frac{p_d+k_d}{4}}+{\displaystyle \frac{Q}{2}}+q,`$ $`p_3`$ $`=`$ $`{\displaystyle \frac{p_d+k_d}{4}}q.`$ (53) Even though current conservation can be maintained with these vertices on-shell, off-shell $`\stackrel{~}{\mathrm{\Gamma }}_{sc}^\mu `$ and $`\stackrel{~}{\mathrm{\Gamma }}_{ax}^{\mu ,\alpha \beta }`$ do not satisfy the Ward-Takahashi identities for the free propagators in eqs. (2,3). They can thus not directly be employed to couple the photon to the diquarks inside the nucleon without violating gauge invariance. For $`Q=0`$, however, they can be used to estimate the anomalous magnetic moment $`\kappa `$ of the axialvector diquark and the strength of the scalar-axialvector transition, denoted by $`\kappa _{sa}`$ in (29), as follows: First we calculate the contributions of the scalar and axialvector diquark to the proton charge, i.e. the second diagram in figure 1 to $`G_E\left(0\right)`$, with replacing the vertices $`\mathrm{\Gamma }_{sc}^\mu `$ and $`\mathrm{\Gamma }_{ax}^{\mu ,\alpha \beta }`$ given in eqs. (27) and (28) by the resolved ones, $`\stackrel{~}{\mathrm{\Gamma }}_{sc}^\mu `$ and $`\stackrel{~}{\mathrm{\Gamma }}_{ax}^{\mu ,\alpha \beta }`$ in eqs. (49) and (50). Since the bare vertices on the other hand satisfy the Ward-Takahashi identities, and since current conservation is maintained in the calculation of the electromagnetic form factors, the correct charges of both nucleons are guaranteed to result from the contributions to $`G_E\left(0\right)`$ obtained with these bare vertices, $`\mathrm{\Gamma }_{sc}^\mu `$ and $`\mathrm{\Gamma }_{ax}^{\mu ,\alpha \beta }`$ of eqs. (27) and (28). In order to reproduce the these correct contributions, we then adjust the values for the diquark couplings, $`g_s`$ and $`g_a`$, to be used in connection with the resolved vertices of eqs. (49) and (50). This yields couplings $`g_s^{resc}`$ and $`g_a^{resc}`$, slightly rescaled (by a factor of the order of one, see table 6). Once these are fixed we can continue and calculate the contributions to the magnetic moment of the proton that arise from the resolved axialvector and transition couplings, $`\stackrel{~}{\mathrm{\Gamma }}_{ax}^{\mu ,\alpha \beta }`$ and $`\stackrel{~}{\mathrm{\Gamma }}_{sa}^{\mu ,\beta }`$, respectively. These contributions determine the values of the constants $`\kappa `$ and $`\kappa _{sa}`$ for the couplings in eqs. (28) and (29), (30). The results are given in table 6. As can be seen, the values obtained for $`\kappa `$ and $`\kappa _{sa}`$ by this procedure are insensitive to the parameter sets for the nucleon amplitudes. In the calculations of observables we use $`\kappa =1.0`$ and $`\kappa _{sa}=2.1`$. A.2 Pseudoscalar and Pseudovector Vertices The pion and the pseudovector current do not couple to the scalar diquark. Therefore, in both cases only those two contributions have to be computed which are obtained from the middle and lower diagrams in figure 2 with replacing the photon-quark vertex by the pion-quark vertex of eq. (36), and by the pseudovector-quark vertex of eq. (42), respectively. For Dirac part of the vertex describing the pion coupling to the axialvector diquark this yields, $`\stackrel{~}{\mathrm{\Gamma }}_{5,ax}^{\rho \lambda }`$ $`=`$ $`2{\displaystyle \frac{m_q^2}{f_\pi }}ϵ^{\rho \lambda \mu \nu }(p_d+k_d)^\mu Q^\nu \times `$ $`{\displaystyle \frac{d^4q}{\left(2\pi \right)^4}\frac{g_a^2P\left(qQ/4\right)P\left(q+Q/4\right)}{\left(p_1^2+m_q^2\right)\left(p_2^2+m_q^2\right)\left(p_3^2+m_q^2\right)}},`$ and fixes its strength (at $`Q^2=0`$) to $`\kappa _{ax}^54.5`$, see table 7. For the effective pseudovector-axialvector diquark vertex in eq. (45) it is sufficient to consider the regular part, since its pion pole contribution is fully determined by eq. (A) already. The regular part reads, $`\stackrel{~}{\mathrm{\Gamma }}_{5,ax}^{\mu \rho \lambda }`$ $`=`$ $`{\displaystyle }{\displaystyle \frac{d^4q}{\left(2\pi \right)^4}}{\displaystyle \frac{g_a^2P\left(qQ/4\right)P\left(q+Q/4\right)}{\left(p_1^2+m_q^2\right)\left(p_2^2+m_q^2\right)\left(p_3^2+m_q^2\right)}}\times `$ $`[4m_q^2ϵ^{\mu \rho \lambda \nu }(p_1+p_2+p_3)^\nu \text{Tr}\gamma _5\gamma ^\rho p/_2\gamma ^\mu p/_1\gamma ^\lambda p/_3].`$ Although after the $`q`$-integration, the terms in brackets yield the four independent Lorentz structures discussed in the paragraph above eq. (45), only the first term contributes to $`g_A\left(0\right)`$ (with $`p_1+p_2+p_3=\left(3/4\right)\left(p_d+k_d\right)+q`$). The scalar-axialvector transition induced by the pion is described by the vertex $`\stackrel{~}{\mathrm{\Gamma }}_{5,sa}^\rho `$ $`=`$ $`4i{\displaystyle \frac{m_q}{f_\pi }}{\displaystyle }{\displaystyle \frac{d^4q}{\left(2\pi \right)^4}}g_sg_aP(qQ/4)P(q+Q/4)\times `$ $`{\displaystyle \frac{\left(p_2p_3\right)p_1^\rho \left(p_3p_1\right)p_2^\rho +\left(p_1p_2\right)p_3^\rho }{\left(p_1^2+m_q^2\right)\left(p_2^2+m_q^2\right)\left(p_3^2+m_q^2\right)}},`$ and the reverse (axialvector-scalar) transition is obtained by substituting $`QQ`$ (or $`p_1p_2`$) in (A). The corresponding vertex for the pseudovector current reads $`\stackrel{~}{\mathrm{\Gamma }}_{5,sa}^{\mu \rho }`$ $`=4im_q`$ $`{\displaystyle }{\displaystyle \frac{d^4q}{\left(2\pi \right)^4}}{\displaystyle \frac{g_sg_aP\left(qQ/4\right)P\left(q+Q/4\right)}{\left(p_1^2+m_q^2\right)\left(p_2^2+m_q^2\right)\left(p_3^2+m_q^2\right)}}\times `$ $`[\delta ^{\mu \rho }(m_q^2p_1p_2p_2p_3p_3p_1)+`$ $`\left\{p_1p_2\right\}_+^{\mu \rho }+\left\{p_1p_3\right\}_+^{\mu \rho }\left\{p_2p_3\right\}_{}^{\mu \rho }].`$ The short-hand notation for a(n) (anti)symmetric product used herein is defined as $`\left\{p_1p_2\right\}_\pm ^{\mu \nu }=p_1^\mu p_2^\nu \pm p_1^\nu p_2^\mu `$. The reverse transition is obtained from $`QQ`$ together with an overall sign change in (A). As already mentioned in the main text, the term proportional to $`\delta ^{\mu \nu }`$ provides 99 per cent of the value for $`g_A`$ as obtained with the full vertex. It therefore clearly represents the dominant tensor structure. As explained for the electromagnetic couplings of diquarks, we use these resolved vertices in connection with the rescaled couplings $`g_s^{resc}`$ and $`g_a^{resc}`$ to compute $`g_{\pi NN}`$ and $`g_A`$ in the limit $`Q0`$. In this way the otherwise unknown constants that occur in the (pointlike) vertices of eqs. (4447) are determined. As seen from the results in table 7, the values obtained for these effective coupling constants are only slightly dependent on the parameter set (the only exception being $`\kappa _{\mu ,sa}^5`$ where the two values differ by 8%). For the form factor calculations presented in Sec. 3 we employ $`\kappa _{ax}^5=4.5`$, $`\kappa _{\mu ,ax}^5=4.4`$, $`\kappa _{sa}^5=3.9`$ and $`\kappa _{\mu ,sa}^5=2.1`$.
warning/0006/cond-mat0006286.html	ar5iv	text	# Stripes in the Ising Limit of Models for the Cuprates \[ ## Abstract The hole-doped standard and extended t-J models on ladders with anisotropic Heisenberg interactions are studied computationally in the interval $`0.0\lambda 1.0`$ ($`\lambda =0`$, Ising; $`\lambda =1`$, Heisenberg). It is shown that the approximately half-doped stripes recently discussed at $`\lambda =1`$ survive in the anisotropic case ($`\lambda `$$`<`$1.0), particularly in the “extended” model. Due to the absence of spin fluctuations in the Ising limit and working in the rung basis, a simple picture emerges in which the stripe structure can be mostly constructed from the solution of the t-J model on chains. A comparison of results in the range $`0.0\lambda 1.0`$ suggests that this picture is valid up to the Heisenberg limit. PACS numbers: 74.20.-z, 74.20.Mn, 75.25.Dw \] In recent years, evidence is accumulating that at least in one family of high-temperature superconducting compounds ($`\mathrm{La}_{2\mathrm{x}}\mathrm{Sr}_\mathrm{x}\mathrm{CuO}_4`$) one-dimensional (1D) charged stripes are formed upon hole doping of the insulating parent material. Although the presence of stripes in other compounds such as $`\mathrm{YBa}_2\mathrm{Cu}_3\mathrm{O}_{6+\delta }`$ is still controversial, a large theoretical effort has focussed on the search for stripes in models for the cuprates. Early results reported stripes in Hartree-Fock treatments of the Hubbard model and also in the phase-separated regime of the t-J model upon the introduction of long-range Coulomb interactions. However, these stripes have a hole density $`\mathrm{n}_\mathrm{h}`$=1.0 in contradiction with the $`\mathrm{n}_\mathrm{h}`$=0.5 density found experimentally. Improving upon this situation, recent studies of the t-J model reported stripes with $`\mathrm{n}_\mathrm{h}`$$`<`$1.0 at intermediate values of J/t, sometimes described as a condensation of d-wave pairs. However, the mechanism leading to $`\mathrm{n}_\mathrm{h}`$$`<`$1.0 stripes, and even the presence of a striped ground-state in the t-J model at intermediate couplings, is still under discussion. In addition, evidence is accumulating that the pure t-J model is not sufficient for the cuprates, and its “extended” version with hopping beyond nearest-neighbor sites is needed to explain PES results for the insulators. Very recently, indications of half-doped stripes have been found by Martins et al. in the extended t-J model. They were also observed at small J/t in the standard t-J model, in both cases in regimes where two holes do not form bound states. This led to a novel rationalization of stripes as the natural way in which spin-charge separation is achieved in two-dimensional systems, similarly as in the phenomenological “holons in a row” picture. Moreover, stripes appear to emerge directly from the one-hole properties of the insulator, where holes have strong “across the hole” antiferromagnetic (AF) correlations in their (frustrated) effort to achieve spin-charge separation, similarly as it occurs in 1D systems. In spite of this progress, more work is needed to understand these complex striped states. An important issue is the role played by fluctuations in the spin sector. While the presence of a spin tendency to form an AF background is crucial for stripe formation, it is unknown whether the fine details of the spin sector (such as the presence of low-energy excitations) are important for its stabilization. To address this question, here a computational study is reported where the spin interaction contains an Ising anisotropy. Our main result is that stripes survive the introduction of this anisotropy, and a fully SU(2) symmetric interaction is not needed for stripe formation. This result is in agreement with recent retraceable-path calculations for the t-J<sub>z</sub> model. The anisotropic extended t-J model is defined as $$\mathrm{H}=\mathrm{J}\underset{\mathrm{𝐢𝐣}}{}[\mathrm{S}_{}^{\mathrm{z}}{}_{𝐢}{}^{}\mathrm{S}_{}^{\mathrm{z}}{}_{𝐣}{}^{}+\frac{\lambda }{2}(\mathrm{S}_{}^{+}{}_{𝐢}{}^{}\mathrm{S}_{}^{}{}_{𝐣}{}^{}+\mathrm{S}_{}^{}{}_{𝐢}{}^{}\mathrm{S}_{}^{+}{}_{𝐣}{}^{})\frac{1}{4}\mathrm{n}_𝐢\mathrm{n}_𝐣]$$ $$\underset{\mathrm{𝐢𝐦}}{}\mathrm{t}_{\mathrm{𝐢𝐦}}(\mathrm{c}_𝐢^{}\mathrm{c}_𝐦+\mathrm{h}.\mathrm{c}.),$$ $`(1)`$ where $`\mathrm{t}_{\mathrm{𝐢𝐦}}`$ is t(=1) for nearest-neighbors (NN) hopping between sites $`𝐢`$ and $`𝐦`$, t for next NN, t<sup>′′</sup> for next-next NN, and zero otherwise. The anisotropy in the spin sector is controled by $`\lambda `$ ($`\lambda =0`$, Ising; $`\lambda =1`$, Heisenberg). The rest of the notation is standard. t=-0.35 and t<sup>′′</sup>=0.25 are believed to be relevant to explain PES data. The computational work is carried out using the Density Matrix Renormalization Group (DMRG) and Lanczos techniques, as well as an algorithm using a small fraction of the ladder rung-basis (optimized reduced-basis approximation, or ORBA). Results are presented in (i) the small J/t region with t=t<sup>′′</sup>=0.0, and (ii) small and intermediate J/t with nonzero t and t<sup>′′</sup>, in both cases working at $`\lambda `$=0.0, 0.25, 0.50 and 1.00. These two regions (i) and (ii) have similar physics, and the extra hoppings are expected to avoid phase separation. To start our investigation, let us analyze the one-hole properties of model Eq.(1). Previous studies found a robust AF correlation between spins across-the-hole (C<sub>AH</sub>), namely between the spins separated by two lattice spacings located on both sides of a hole (working in the reference frame of the latter). This curious feature was interpreted as a short distance tendency toward spin-charge separation, and it is believed to be crucial for stripe formation. It is important to clarify if similar correlations are still present in the anisotropic case. For this purpose, here 4$`\times `$4 and 4$`\times `$6 clusters were used with periodic boundary conditions (PBC), as well as cilindrical boundary conditions (CBC), (open boundary conditions (OBC) along legs and PBC along rungs), for several different couplings. The results for C<sub>AH</sub> in the one-hole lowest energy state at several momenta are in Fig.1a using a PBC 4$`\times `$6 cluster, at a representative coupling set. At $`\lambda `$=1.0 all the correlations are negative, compatible with the results in Refs.. As $`\lambda `$ is reduced, the magnitude of C<sub>AH</sub> decreases but it remains negative for the momenta of most relevance, namely $`(\pi /3,\pi /2)`$ (the closest on the 4$`\times `$6 cluster to $`(\pi /2,\pi /2)`$) and $`(0,\pi )`$-$`(\pi ,0)`$. In Fig.1b the AF spin correlations are shown at $`(0,\pi )`$ and $`\lambda `$=0.0. There is a good agreement with the results observed in the $`\lambda `$=1.0 limit. Similar conclusions are reached in the $`(\pi ,\pi )`$ case (Fig.1c) at moderate anisotropy, and for $`(\pi /3,\pi /2)`$ (not shown) although in this case the correlation along the short direction is approximately zero. The across-the-hole correlations remain even with Ising anisotropy. On the other hand, for momenta (0,0) and $`(\pi ,\pi )`$ with PBC (and also at k<sub>y</sub>=0 and $`\pi `$, with CBC) a transition to a $`ferromagnetic`$ (FM) correlation occurs at small $`\lambda `$. This tendency is dangerous for the stripe formation, which will not occur in a spin polarized background. Calculating the NN spin-correlations without hole projection, i.e. involving all the links of the cluster for several couplings and $`0.0\lambda 1.0`$, similar trends were observed, including the change of sign for $`\lambda 0.0`$. This suggests that the C<sub>AH</sub> $`\lambda `$-dependence at (0,0) and ($`\pi ,\pi `$) for the one-hole results, can be ascribed to an overall decrease of the AF tendency on the clusters studied, which is replaced by a tendency toward ferromagnetism. A comparison of data at several couplings and lattice sizes supports this interpretation. Fortunately, the results are also in agreement with the early analysis by Barnes et al. that reported a reduction in the FM tendency upon the increase of the cluster size for the Ising limit of the t-J model. Thus, it is believed that the FM state found in some sectors of the one-hole problem at finite J will disappear as the clusters grow. In fact, if a compromise between couplings and cluster size is followed to avoid the FM region, the qualitative “shape” of the $`\lambda `$=1.0 one-hole wave-function can be preserved as $`\lambda `$$``$0.0. In conclusion, the FM tendency in some subspaces of the one-hole sector is expected not to be detrimental to stripe formation, and studies with more holes shown below support this view. Nevertheless, care must be taken with the stripe-FM competition in these systems. Consider now two holes on 4-leg ladders. Similarly as in Ref., stripes are formed with the two holes mainly located at two lattice spacings along the rung. Then, correlations along and across the stripe must be considered separately. As in Fig.2, the introduction of a second hole on a 4$`\times `$4 cluster using the $`extended`$ t-J model stabilizes robust C<sub>AH</sub> both along and across the stripe, in PBC and CBC, even for values of $`\lambda `$ where the one-hole system did not have a robust AF C<sub>AH</sub>. For the standard t-J model at J=0.2, t=t<sup>′′</sup>=0.0, also shown in Fig.2, the situation is less clear and in some cases the correlations become FM at $`\lambda `$=0.0, but in most situations it remains AF. In the extended t-J model the stripe tendency is clearly stronger than in its standard version. Previous studies at $`\lambda `$=1.0 showed the coexistence of two or more n<sub>h</sub>=0.5 stripes at hole density x=1/8 on 4-leg ladders as the number of holes increase in a CBC cluster. It is important to show that this stripe phase survives the decrease of the spin fluctuations. That this is the case can be observed in Fig. 3 where DMRG results for the rung density $``$n(r)$``$ vs the rung label r are presented for a 4$`\times `$8 cluster with 4 holes (J=0.3, t=t<sup>′′</sup>=0.0; CBC). Figure 3 shows that from $`\lambda `$=1.0 down to $`\lambda `$=0.25 the two n<sub>h</sub>=0.5 stripes are virtually unaltered. On the other hand, at $`\lambda `$=0.0 the FM tendency already discussed in the 2-holes case of Fig.2 prevent the formation of stripes in the standard t-J model. This problem does not occur in the extended version with t$`<`$0 and t<sup>′′</sup>$`>`$0. Let us now analyze the spin structure around the stripe once the spin fluctuations are fully turned off ($`\lambda `$=0.0). In Fig.4a, a stripe configuration with a clear $`\pi `$-shift across-the-stripe is shown for a CBC 4$`\times `$6 cluster with 2 holes at $`\lambda `$=0.0. This dominant hole configuration was projected out of the ground state of an ORBA calculation where $``$ 10<sup>6</sup> states were kept in the rung basis. The couplings (J=0.2, t=0.0, t<sup>′′</sup>=0.25) differ slightly from those in Fig.2, but the results are representative and they are similar to those found at $`\lambda `$=1.0. It is expected that the suppression of spin fluctuations would simplify the description of a ground state like the one in Fig.4a, either in the rung- or S$`z`$-basis, since less states are needed to represent the spin background. Indeed the combination of CBC with the use of a rung basis (along the PBC direction) leads to a fairly simple description of such a state. This can be observed in Fig.4b, where the spin-correlations were calculated on a CBC 4$`\times `$4 cluster with 2 holes (same coupling as in Fig.4a) using only the $`eight`$ highest weight rung-basis states out of the full ground state of the system, that has a total of 102,960 states. The results are very similar to those found with the full ground-state and they capture the basic physics contained in the full calculation. The picture that emerges is the following: the spin-correlations along the stripe are maximized, i.e., the two spins on it are locked in a singlet, implying that their correlations with the rest of the spins vanish. This means that in the “snapshot” of the ground-state (Fig.4b) the stripe is disconnected from the rest of the cluster, emphasizing its 1D character. In fact the only rung-state that contains holes in the eight most dominant states kept in Fig.4b is the ground-state of the 2-hole sector of a simple 4-site ring calculation. This establishes a strikingly simple connection of the stripe problem with a truly 1D calculation. The “recipe” to construct a good representation of the stripe state is to consider the solution of half-doped 1D chains as a stripe, and antiferromagnetically couple the rest of the spins of the plane simply as if those stripes would be absent (thus generating the $`\pi `$-shift across the stripes). This is a natural generalization to two-dimensions (2D) of the 1D spin-charge separation concept, as emphasized in Ref., where the spin portion of the wave function is constructed simply ignoring the holes. In 2D now it is the stripes that are ignored by the spins not belonging to them in their wave function. It is also important to notice that this picture appears to hold, in its main aspects, even at $`\lambda `$=1.0. For completeness, in Fig.5a ORBA results (with $``$ 2$`\times `$10<sup>6</sup> states kept in the rung-basis) are presented for $``$n(r)$``$ vs r, showing two n<sub>h</sub>=0.5 stripes with two holes each. The calculation was performed with CBC. In Fig.5b details of the spin-correlations are shown, with the most probable hole configuration projected out of the ORBA ground-state. At $`\lambda `$=0.0 a very good convergence in the ORBA method can be achieved: starting with initial states where the holes are uniformly distributed or phase separated, a fast convergence leads to the stripe results of Fig.5b. Summarizing, it has been shown that the striped states recently identified in models for the cuprates survive the introduction of an Ising anisotropy, particularly in the extended t-J model. The important physics that stabilizes stripes appears to be the competition between spins that order antiferromagnetically and holes that need to modify the spin environment to improve their movement, leading to an interesting potential extension into 2D of the familiar 1D spin-charge separation ideas. The approach discussed here focuses on the small J/t limit, and it appears unrelated with others based on the large J/t phase separated region. The fine details of the spin background do not seem important, and as a consequence doped stripes should be a general phenomenon in correlated electronic systems. The authors thank NSF (DMR-9814350), the NHMFL (In-house Research Program), and MARTECH for partial support.
warning/0006/hep-ph0006293.html	ar5iv	text	# Out-of-equilibrium Photon Production from Disoriented Chiral Condensates ## Abstract We study the production of photons through the non-equilibrium relaxation of a disoriented chiral condensate. We propose that to search for non-equilibrium photons in the direct photon measurements of heavy-ion collisions can be a potential test of the formation of disoriented chiral condensates. Recently, there have been many investigations into the formation of “ Disoriented Chiral Condensates” (DCCs) following relativistic heavy ion collisions proposed by Bjorken et al. for a navel signature for the chiral phase transition. The generally accepted picture of heavy energetic nuclei collisions is based on the Bjorken’s scenario. In the collisions of these highly Lorentz contracted nuclei, they essentially pass through each other, leaving behind a hot plasma in the central rapidity region with large energy density corresponding to temperature above $`200\mathrm{MeV}`$ where the chiral symmetry is restored. This plasma then cools down via rapid hydrodynamic expansion through the chiral phase transition during which the long-wavelength fluctuations become unstable and grow due to the spinodal instabilities . The growth of these unstable modes results in the formation of DCCs. The DCCs are the correlated regions of space-time where the chiral order parameter of QCD is chirally rotated from its usual orientation in isospin space. Subsequent relaxation of such DCCs to the true QCD vacuum is expected to radiate copious soft pions with a navel distribution in the ratio of neutral to charged pions, $`f(P(f)1/\sqrt{f})`$, which could be a potential experimental signature of the chiral phase transition observable at RHIC and LHC. However, since these emitted pions will undergo the strong final interaction, the signals for the distribution $`P(f)`$ may be severely masked and become indistinguishable from the background. It then becomes important to study other possible signatures of DCCs that would be less affected by the final state interaction. Electromagnetic probe such as photon and lepton with longer mean free path in the medium than the pions serves as a good candidate and can reveal more detailed non-equilibrium information on the DCCs with minimal distortion . Minakawa and Muller have recently suggested that the presence of strong electromagnetic fields in relativistic heavy ion collisions induces a quasi-instantaneous “kick” to the field configuration along the $`\pi ^0`$ direction such that it is plausible that the chiral order parameter in the DCC domains, if formed, will acquire a component in the direction of the neutral pion. In this Letter, we consider the production of photons through the non-equilibrium relaxation of a DCC within which the chiral order parameter initially has a non-vanishing expectation value along the $`\pi ^0`$ direction and subsequently oscillates around the minimum of the effective potential. Our aim is to understand how the photons can be produced from this oscillating $`\pi ^0`$ field via the dynamics of parametric amplification as well as spinodal instabilities. In Ref. , Boyanovsky et al. have extensively studied the photon production from the low energy coupling of the neutral pion to photon via the $`\mathrm{U}_\mathrm{A}(1)`$ anomalous vertex. They have found that for large initial amplitudes of the $`\pi ^0`$ field photon production is enhanced by parametric amplification. These processes are non-perturbative with a large contribution during the non-equilibrium stages of the evolution and result in a distinct distribution of the produced photons. Here we will take into account another dominant contribution that also involves the dynamics of $`\pi ^0`$ due to the decay of the vector meson through the electromagnetic vertex. Although the corresponding dimensionless effective coupling involving the vector meson is quite small perturbatively, as we will see later, in fact, for the large amplitude oscillations of the $`\pi ^0`$ mean field, the contribution to the photon production is of the same order of magnitude as the anomalous interaction. The relevant phenomenological Lagrangian density is given by $$=_\sigma +_\gamma +_{\pi ^0\gamma \gamma }+_V+_{V\pi \gamma },$$ (1) where $`_\sigma `$ $`=`$ $`{\displaystyle \frac{1}{2}}^\mu \stackrel{}{\mathrm{\Phi }}_\mu \stackrel{}{\mathrm{\Phi }}{\displaystyle \frac{1}{2}}m^2(t)\stackrel{}{\mathrm{\Phi }}\stackrel{}{\mathrm{\Phi }}\lambda \left(\stackrel{}{\mathrm{\Phi }}\stackrel{}{\mathrm{\Phi }}\right)^2+h\sigma ,`$ (2) $`_\gamma +_{\pi ^0\gamma \gamma }`$ $`=`$ $`{\displaystyle \frac{1}{4}}F^{\mu \nu }F_{\mu \nu }+{\displaystyle \frac{e^2}{32\pi ^2}}{\displaystyle \frac{\pi ^0}{f_\pi }}ϵ^{\alpha \beta \mu \nu }F_{\alpha \beta }F_{\mu \nu },`$ (3) $`_V+_{V\pi \gamma }`$ $`=`$ $`{\displaystyle \frac{1}{4}}V^{\mu \nu }V_{\mu \nu }{\displaystyle \frac{1}{2}}m_VV^\mu V_\mu +{\displaystyle \frac{e\lambda _V}{4m_\pi }}ϵ^{\alpha \beta \mu \nu }F_{\alpha \beta }V_{\mu \nu }\pi ^0,`$ (4) where $`F_{\mu \nu }=_\mu A_\nu _\nu A_\mu `$ is the electromagnetic field-strength tensor, and $`V_{\mu \nu }=_\mu V_\nu _\nu V_\mu `$ is the field-strength tensor of the vector meson with mass $`m_V`$. In addition, $`\stackrel{}{\mathrm{\Phi }}=(\sigma ,\pi ^0,\stackrel{}{\pi })`$ is an $`O(N+1)`$ vector with $`\stackrel{}{\pi }=(\pi ^1,\pi ^2,\mathrm{},\pi ^{N1})`$ representing the $`N1`$ pions. This Lagrangian without the vector meson piece is the model considered in Ref. . In this work, we will follow closely the formalism developed there. Likewise, we are going to ignore the hydrodynamical expansion and adopt the simple “quench” phase transition from an initial thermodynamic equilibrium state at a temperature ($`T_i`$) higher than the critical temperature ($`T_c`$) for the chiral phase transition cooled instantaneously to zero temperature. This “quench” scenario, which has been widely used in the study of non-equilibrium phenomena of DCCs , can capture the qualitative features of this non-equilibrium problem and allow a concrete analytical calculation. Thus, we take $$m^2(t)=\frac{m_\sigma ^2}{2}\left[\frac{T_i^2}{T_c^2}\mathrm{\Theta }(t)1\right],T_i>T_c.$$ (5) The parameters can be determined by the low-energy pion physics as follows: $`m_\sigma 600\mathrm{MeV},f_\pi 93\mathrm{MeV},\lambda 4.5,T_c200\mathrm{MeV},`$ (6) $`h(120\mathrm{MeV})^3,m_V782\mathrm{MeV},\lambda _V0.36,`$ (7) where $`V`$ is identified as the $`\omega `$ meson, and the coupling $`\lambda _V`$ is obtained from the $`\omega \pi ^0\gamma `$ decay width . Since we are only interested in the photon production, we can integrate out the vector meson to obtain the effective Lagrangian density that contains the relevant degrees of freedom given by $$_{\mathrm{eff}}=_\sigma +_\gamma +_{\pi ^0\gamma \gamma }\frac{e^2\lambda _V^2}{8m_\pi ^2m_V^2}ϵ^{\mu \nu \lambda \delta }ϵ_\delta ^{\alpha \beta \gamma }_\lambda \pi ^0_\gamma \pi ^0F_{\mu \nu }F_{\alpha \beta },$$ (8) where the higher derivative terms are dropped out. At this point it must be noticed that here we have assumed the validity of the low-energy effective vertices. The effective vertices that account for the above mentioned processes may be modified in the strongly out of equilibrium situation . In fact, one should obtain the non-equilibrium vertices by integrating out the quark fields and the vector meson in the context of the fully non-equilibrium formalism that we are currently studying in detail. Before proceeding further, let us discuss the qualitative features of the relative importance of these two effective couplings to the photon production . For small amplitude oscillations of the $`\pi ^0`$ mean field (e.g. smaller than the mass of the $`\pi ^0`$), from the naive perturbation argument with the parameters in Eq. (7), we expect that the effect of photon production from the coupling of $`(\pi ^0\stackrel{~}{F})^2`$ is one order of magnitude smaller than that of the anomalous interaction. However, for large amplitude oscillations, the non-linearity results in the $`(\pi ^0\stackrel{~}{F})^2`$ term being of the same order of magnitude as the anomalous interaction, and moreover this non-linear effect will make the photon production mechanism due to these two couplings more effective as we can see later. Following the non-equilibrium quantum field theory that requires a path integral representation along the complex contour in time , the non-equilibrium Lagrangian density is given by $$_{\mathrm{neq}}=_{\mathrm{eff}}[\mathrm{\Phi }^+,A_\mu ^+]_{\mathrm{eff}}[\mathrm{\Phi }^{},A_\mu ^{}],$$ (9) where $`+()`$ denotes the forward (backward) time branches. The non-equilibrium equations of motion are obtained via the tadpole method. As mentioned before, the situation of interest to us is a DCC in which both the $`\sigma `$ and $`\pi ^0`$ fields acquire the vacuum expectation values. We then shift $`\sigma `$ and $`\pi ^0`$ by their expectation values described by the initial non-equilibrium states specified later, $`\sigma (\stackrel{}{x},t)`$ $`=`$ $`\varphi (t)+\chi (\stackrel{}{x},t),\varphi (t)=\sigma (\stackrel{}{x},t),`$ (10) $`\pi ^0(\stackrel{}{x},t)`$ $`=`$ $`\zeta (t)+\psi (\stackrel{}{x},t),\zeta (t)=\pi ^0(\stackrel{}{x},t),`$ (11) with the tadpole conditions, $$\chi (\stackrel{}{x},t)=0,\psi (\stackrel{}{x},t)=0,\stackrel{}{\pi }(\stackrel{}{x},t)=0.$$ (12) This tadpole conditions will be imposed to all orders in the corresponding expansion. In order to derive the non-equilibrium evolution equations that incorporate quantum fluctuation effects from the strong $`\sigma \pi `$ interactions, we will use the large-$`N`$ limit to provide a consistent, non-perturbative framework to study this dynamics. To leading order in the $`1/N`$ expansion, following the Hartree factorizations (Eqs. (2.7)-(2.9) of Ref. ) implemented for both $`\pm `$ components, the Lagrangian then becomes $`_{\mathrm{eff}}[\varphi +\chi ^+,\zeta +\psi ^+,\stackrel{}{\pi }^+,A_\mu ^+]_{\mathrm{eff}}[\varphi +\chi ^{},\zeta +\psi ^{},\stackrel{}{\pi }^{},A_\mu ^{}]`$ (13) $`=\{{\displaystyle \frac{1}{2}}(\chi ^+)^2+{\displaystyle \frac{1}{2}}(\psi ^+)^2+{\displaystyle \frac{1}{2}}(\stackrel{}{\pi }^+)^2U_1(t)\chi ^+U_2(t)\psi ^+`$ (14) $`{\displaystyle \frac{1}{2}}M_\chi ^2(t)\chi ^{+2}{\displaystyle \frac{1}{2}}M_\psi ^2(t)\psi ^{+2}{\displaystyle \frac{1}{2}}M_\stackrel{}{\pi }^2(t)\stackrel{}{\pi }^{+2}{\displaystyle \frac{1}{4}}F_{\mu \nu }^+F^{+\mu \nu }+{\displaystyle \frac{e^2}{32\pi ^2f_\pi }}\zeta (t)ϵ^{\alpha \beta \mu \nu }F_{\alpha \beta }^+F_{\mu \nu }^+`$ (15) $`+{\displaystyle \frac{e^2}{32\pi ^2f_\pi }}\psi ^+ϵ^{\alpha \beta \mu \nu }F_{\alpha \beta }^+F_{\mu \nu }^+{\displaystyle \frac{e^2\lambda _V^2}{8m_V^2m_\pi ^2}}(\dot{\zeta }(t))^2ϵ^{\mu \nu 0\delta }ϵ_\delta ^{\alpha \beta 0}F_{\mu \nu }^+F_{\alpha \beta }^++{\displaystyle \frac{e^2\lambda _V^2}{4m_V^2m_\pi ^2}}\ddot{\zeta }(t)\psi ^+ϵ^{\mu \nu 0\delta }ϵ_\delta ^{\alpha \beta 0}F_{\mu \nu }^+F_{\alpha \beta }^+`$ (16) $`+{\displaystyle \frac{e^2\lambda _V^2}{4m_V^2m_\pi ^2}}\dot{\zeta }(t)\psi ^+ϵ^{\mu \nu 0\delta }ϵ_\delta ^{\alpha \beta \sigma }_\sigma F_{\mu \nu }^+F_{\alpha \beta }^+{\displaystyle \frac{e^2\lambda _V^2}{8m_V^2m_\pi ^2}}ϵ^{\mu \nu \lambda \delta }ϵ_\delta ^{\alpha \beta \gamma }_\lambda \psi ^+_\gamma \psi ^+F_{\mu \nu }^+F_{\alpha \beta }^+\}\{+\},`$ (17) where $`U_1(t)`$ $`=`$ $`\ddot{\varphi }(t)+\left[m^2(t)+4\lambda \varphi ^2(t)+4\lambda \zeta ^2(t)+4\lambda \mathrm{\Sigma }(t)\right]\varphi (t)h,`$ (19) $`U_2(t)`$ $`=`$ $`\ddot{\zeta }(t)+\left[m^2(t)+4\lambda \varphi ^2(t)+4\lambda \zeta ^2(t)+4\lambda \mathrm{\Sigma }(t)\right]\zeta (t),`$ (20) $`M_\chi ^2(t)`$ $`=`$ $`m^2(t)+12\lambda \varphi ^2(t)+4\lambda \zeta ^2(t)+4\lambda \mathrm{\Sigma }(t)`$ (21) $`M_\psi ^2(t)`$ $`=`$ $`m^2(t)+4\lambda \varphi ^2(t)+12\lambda \zeta ^2(t)+4\lambda \mathrm{\Sigma }(t),`$ (22) $`M_\stackrel{}{\pi }^2(t)`$ $`=`$ $`m^2(t)+4\lambda \varphi ^2(t)+4\lambda \zeta ^2(t)+4\lambda \mathrm{\Sigma }(t),`$ (23) $`\mathrm{\Sigma }(t)`$ $`=`$ $`\stackrel{}{\pi }^2(t)\stackrel{}{\pi }(0).`$ (24) The expectation value described by the initial non-equilibrium states will be determined self-consistently. Here, we have performed a subtraction of $`\stackrel{}{\pi }^2(t)`$ at $`t=0`$ absorbing $`\stackrel{}{\pi }^2(0)`$ into the finite renormalization of the mass term. Since we consider the direct photon production driven by the time dependent oscillating field in which the photon does not appear in the intermediate states. It proves to be convenient to choose the Coulomb gauge that contains physical degrees of freedom without any other redundant fields . With the above Hartree-factorized Lagrangian in the Coulomb gauge, following the tadpole conditions, we can obtain the full one-loop equations of motion while we treat the weak electromagnetic coupling perturbatively: $`\ddot{\varphi }(t)+\left[m^2(t)+4\lambda \varphi ^2(t)+4\lambda \zeta ^2(t)+4\lambda \mathrm{\Sigma }(t)\right]\varphi (t)h=0,`$ (25) $`\ddot{\zeta }(t)+\left[m^2(t)+4\lambda \varphi ^2(t)+4\lambda \zeta ^2(t)+4\lambda \mathrm{\Sigma }(t)\right]\zeta (t){\displaystyle \frac{e^2}{32\pi ^2f_\pi }}ϵ^{\alpha \beta \mu \nu }F_{\alpha \beta }F_{\mu \nu }(t)`$ (26) $`{\displaystyle \frac{e^2\lambda _V^2}{m_\pi ^2m_V^2}}{\displaystyle \frac{d}{dt}}\left[\dot{\zeta }(t)A_\mathrm{T}^i\stackrel{}{}^2A_\mathrm{T}^i(t)\right]=0.`$ (27) Now we decompose the fields $`\stackrel{}{\pi }`$ and $`\stackrel{}{A}_T`$ into their Fourier mode functions $`U_\stackrel{}{k}(t)`$ and $`V_{\lambda \stackrel{}{k}}(t)`$ respectively, $`\stackrel{}{\pi }(\stackrel{}{x},t)`$ $`=`$ $`{\displaystyle }{\displaystyle \frac{d^3k}{\sqrt{2(2\pi )^3\omega _{\pi \stackrel{}{k}}}}}[\stackrel{}{a}_\stackrel{}{k}U_\stackrel{}{k}(t)e^{i\stackrel{}{k}\stackrel{}{x}}+\mathrm{h}.\mathrm{c}.],`$ (28) $`\stackrel{}{A}_T(\stackrel{}{x},t)`$ $`=`$ $`{\displaystyle \underset{\lambda =1,2}{}}{\displaystyle }{\displaystyle \frac{d^3k\stackrel{}{ϵ}_{\lambda \stackrel{}{k}}}{\sqrt{2(2\pi )^3\omega _{A\stackrel{}{k}}}}}[b_{\lambda \stackrel{}{k}}V_{\lambda \stackrel{}{k}}(t)e^{i\stackrel{}{k}\stackrel{}{x}}+\mathrm{h}.\mathrm{c}.],`$ (29) where $`\stackrel{}{a}_\stackrel{}{k}`$ and $`b_{\lambda \stackrel{}{k}}`$ are destruction operators, and $`\stackrel{}{ϵ}_{\lambda \stackrel{}{k}}`$ are circular polarization unit vectors. The frequencies $`\omega _{\pi \stackrel{}{k}}`$ and $`\omega _{A\stackrel{}{k}}`$ can be determined from the initial states and will be specified below. Then the mode equations can be read off from the quadratic part of the Lagrangian in the form $`\left[{\displaystyle \frac{d^2}{dt^2}}+k^2+m^2(t)+4\lambda \varphi ^2(t)+4\lambda \zeta ^2(t)+4\lambda \mathrm{\Sigma }(t)\right]U_k(t)=0,`$ (30) $`{\displaystyle \frac{d^2}{dt^2}}V_{1k}(t)+\left[1{\displaystyle \frac{e^2\lambda _V^2}{m_\pi ^2m_V^2}}\dot{\zeta }^2(t)\right]k^2V_{1k}(t)k{\displaystyle \frac{e^2}{2\pi ^2f_\pi }}\dot{\zeta }(t)V_{1k}(t)=0,`$ (31) $`{\displaystyle \frac{d^2}{dt^2}}V_{2k}(t)+\left[1{\displaystyle \frac{e^2\lambda _V^2}{m_\pi ^2m_V^2}}\dot{\zeta }^2(t)\right]k^2V_{2k}(t)+k{\displaystyle \frac{e^2}{2\pi ^2f_\pi }}\dot{\zeta }(t)V_{2k}(t)=0.`$ (32) With $`\lambda _V=0`$, this reproduces the mode equations derived in Ref. . To solve these mode functions, we must specify initial conditions. At the time of “quench”, we assume that the quantum fluctuations for the $`\pi `$ fields which undergo the strong interactions are in the local thermodynamic equilibrium at the initial temperature $`T_i>T_c`$ with the chiral order parameter displaced initially away from the equilibrium position and with a non-vanishing initial amplitude along the $`\pi ^0`$ direction, i.e., $`\zeta (0)0`$ and $`\varphi (0)=0`$. However, since the photons interact electromagnetically, their mean free paths are longer than the estimated size of the presumed quark-gluon plasma fireball so that the produced photons will escape from the plasma freely . Therefore, one can argue that the photonic medium effects play no role in the dynamics of photon production. Based on the above arguments, the initial conditions for the mode functions are given by $`U_k(0)=1,\dot{U}_k(0)=i\omega _{\pi k},\omega _{\pi k}^2=k^2+m^2(t<0)+4\lambda [\varphi ^2(0)+\zeta ^2(0)];`$ (33) $`V_{\lambda k}(0)=1,\dot{V}_{\lambda k}(0)=i\omega _{Ak},\omega _{Ak}=k,`$ (34) with the expectation values with respect to the initial states given by $`\mathrm{\Sigma }(t)`$ $`=`$ $`(N1){\displaystyle ^\mathrm{\Lambda }}{\displaystyle \frac{d^3k}{2(2\pi )^3\omega _{\pi k}}}\left[\|U_k(t)\|^21\right]\mathrm{coth}\left[{\displaystyle \frac{\omega _{\pi k}}{2T_i}}\right],`$ (35) $`ϵ^{\alpha \beta \mu \nu }F_{\alpha \beta }F_{\mu \nu }(t)`$ $`=`$ $`{\displaystyle ^\mathrm{\Lambda }}{\displaystyle \frac{d^3k}{2(2\pi )^3\omega _{Ak}}}(4k){\displaystyle \frac{d}{dt}}\left[\|V_{2k}(t)\|^2\|V_{1k}(t)\|^2\right],`$ (36) $`A_\mathrm{T}^i\stackrel{}{}^2A_\mathrm{T}^i(t)`$ $`=`$ $`{\displaystyle ^\mathrm{\Lambda }}{\displaystyle \frac{d^3k}{2(2\pi )^3\omega _{Ak}}}(k^2)\left[\|V_{1k}(t)\|^2+\|V_{2k}(t)\|^2\right],`$ (37) where we set the cutoff scale $`\mathrm{\Lambda }m_V`$ and $`N=3`$. The above specified initial conditions are physically plausible and simple enough for us to investigate a quantitative description of the dynamics. The expectation value of the number operator for the asymptotic photons with momentum $`\stackrel{}{k}`$ is given by $`𝐍_k(t)`$ $`=`$ $`{\displaystyle \frac{1}{2k}}\left[\dot{\stackrel{}{A}_T}(\stackrel{}{k},t)\dot{\stackrel{}{A}_T}(\stackrel{}{k},t)+k^2\stackrel{}{A}_T(\stackrel{}{k},t)\stackrel{}{A}_T(\stackrel{}{k},t)\right]1`$ (38) $`=`$ $`{\displaystyle \frac{1}{4k^2}}{\displaystyle \underset{\lambda }{}}\left[\|\dot{V}_{\lambda k}(t)\|^2+k^2\|V_{\lambda k}(t)\|^2\right]1.`$ (39) This gives the spectral number density of the photons produced at time $`t`$, $`dN(t)/d^3k`$. We now perform the numerical analysis. We choose to represent the quench from an initial temperature set to be $`T_i=220\mathrm{MeV}=1.1\mathrm{fm}^1`$ to zero temperature . The evolution is tracked up to a time of about $`10\mathrm{fm}`$ after which the hydrodynamical expansion becomes important. Fig. 1 shows the temporal evolution of the $`\zeta (t)`$ by choosing the initial conditions $`\zeta (0)=0.5\mathrm{fm}^1`$ and $`1\mathrm{fm}^1`$, and $`\dot{\zeta }(0)=\varphi (0)=\dot{\varphi }(0)=0`$. The $`\zeta (t)`$ evolves with damping due to the backreaction effects from the quantum fluctuations. In Fig. 2, we present the time-averaged invariant photon production rate, $`kdR/d^3k`$, where $$dR=\frac{1}{T}_0^T\frac{dN(t)}{dt}𝑑t,$$ (40) over a period from the initial time to time $`T=10\mathrm{fm}`$. In the case of $`\zeta (0)=1\mathrm{fm}^1`$, the produced non-thermal photons have spectrum peaks around two photon momenta, $`k=1.35\mathrm{fm}^1`$ and $`k=2.7\mathrm{fm}^1`$, which exhibits the features of the unstable bands and the growth of the fluctuating modes. The growth of the modes in the unstable bands translates into the profuse particle production. Note that the peaks are located at $`k=\omega _\zeta /2`$ and $`k=\omega _\zeta `$ where $`\omega _\zeta `$ is the oscillating frequency of the $`\zeta (t)`$ field with $`\zeta (0)=1\mathrm{fm}^1`$ in Fig. 1. The spectrum peaks clearly result from the oscillations of the $`\zeta `$ field that serves as the time dependent frequency term in the mode equations of $`\stackrel{}{A}_T`$ (32). Thus, the photon production mechanism is that of parametric amplification. Comparing with the results in Ref. , where the authors consider the photon production only via the $`U_\mathrm{A}(1)`$ anomalous interaction, and the dotted curve in Fig. 2 which denotes the time-averaged invariant photon production rate for $`\zeta (0)=1\mathrm{fm}^1`$ with the vector meson channel turned off ($`\lambda _V=0`$), we can easily recognize that the $`1.35\mathrm{fm}^1`$ peak is resulted from the coupling $`\pi ^0F\stackrel{~}{F}`$ while the $`2.7\mathrm{fm}^1`$ peak is from the interaction $`(\pi ^0\stackrel{~}{F})^2`$. For a smaller initial field amplitude $`\zeta (0)=0.5\mathrm{fm}^1`$, the oscillating frequency decreases while the peaks shift to the lower-momentum region with peak values almost two orders of magnitude lower than those of $`\zeta (0)=1\mathrm{fm}^1`$. This explicitly shows the non-linearity of the amplification process. We now provide the analytical analysis to understand qualitatively the above numerical results and especially why the $`(\pi ^0\stackrel{~}{F})^2`$ coupling is dominant at $`k=2.7\mathrm{fm}^1`$ in photon production although it is small perturbatively. From Fig. 1 for $`\zeta (0)=1\mathrm{fm}^1`$, it shows that the solution of $`\zeta (t)`$ is a quasiperiodic function with a decreasing amplitude during the first few oscillations. To obtain the analytical estimates for the locations of the unstable bands in the produced photon spectrum as well as their growth rates, let us approximate the $`\zeta (t)`$ as $`\zeta (t)\overline{\zeta }\mathrm{sin}(\omega _\zeta t)`$. The $`\overline{\zeta }`$ is the average amplitude over a period from the initial time up to time of $`10\mathrm{fm}`$, and is about $`\overline{\zeta }0.8\mathrm{fm}^1`$, and the oscillation frequency, $`\omega _\zeta 2.7\mathrm{fm}^1`$, measured directly from Fig. 1. Then, the photon mode equation in Eq. (32) becomes $$\frac{d^2}{dt^2}V_{1k}(t)+\left[1\frac{e^2\lambda _V^2\overline{\zeta }^2\omega _\zeta ^2}{2m_\pi ^2m_V^2}\mathrm{cos}(2\omega _\zeta t)\right]k^2V_{1k}(t)k\frac{e^2\overline{\zeta }\omega _\zeta }{2\pi ^2f_\pi }\mathrm{cos}(\omega _\zeta t)V_{1k}(t)=0.$$ (41) When the vector meson channel is turned off ($`\lambda _V=0`$), we change the variable to $`z=\omega _\zeta t/2`$. Then, Eq. (41) becomes $$\frac{d^2}{dz^2}V_{1k}+\frac{4k^2}{\omega _\zeta ^2}V_{1k}\frac{4ke^2\overline{\zeta }}{2\pi ^2f_\pi \omega _\zeta }\mathrm{cos}(2z)V_{1k}=0.$$ (42) This is the standard Mathieu equation . The widest and most important instability is the first parametric resonance that occurs at $`k=\omega _\zeta /2`$ with a narrow bandwidth $`\delta e^2\overline{\zeta }/(2\pi ^2f_\pi )`$. The instability leads to the exponential growth of photon modes with a growth factor $`f=e^{2\mu z}`$, where the growth index $`\mu \delta /2`$. This growth explains the peak at $`k=1.35\mathrm{fm}^1`$ in Fig. 2. When the $`\mathrm{U}_\mathrm{A}(1)`$ anomalous vertex is turned off ($`f_\pi \mathrm{}`$), we change the variable to $`z^{}=\omega _\zeta t`$. Then, Eq. (41) becomes $$\frac{d^2}{dz^2}V_{1k}+\frac{k^2}{\omega _\zeta ^2}V_{1k}\frac{k^2e^2\lambda _V^2\overline{\zeta }^2}{2m_\pi ^2m_V^2}\mathrm{cos}(2z^{})V_{1k}=0.$$ (43) Now, the parametric resonance occurs at $`k=\omega _\zeta `$ with a growth factor $`f^{}=e^{2\mu ^{}z^{}}`$, where $`\mu ^{}e^2\lambda _V^2\overline{\zeta }^2\omega _\zeta ^2/(8m_\pi ^2m_V^2)`$. This growth explains the peak at $`k=2.7\mathrm{fm}^1`$ in Fig. 2. Taking $`\overline{\zeta }=0.8\mathrm{fm}^1`$ and $`t10\mathrm{fm}`$, the ratio of their growth rates is given by $`\dot{f}^{}/\dot{f}0.5`$. This means that the height of the $`2.7\mathrm{fm}^1`$ peak is about one half of the $`1.35\mathrm{fm}^1`$ peak as we can see in Fig. 2. We then compare our results with the thermal photon emitted from a quark-gluon plasma and a hadron gas. In Fig. 2, the invariant photon production rate for the quark-gluon plasma is drawn using the parameters given in Ref. . For the hadron gas, we have used the rates for the most important scattering and decay processes . It is shown that the $`1.35\mathrm{fm}^1`$ peak and the $`2.7\mathrm{fm}^1`$ peak is about an order of magnitude larger than the thermal photons. Therefore, we can come to the conclusion that these non-thermal photons can be regarded as a distinct signature of non-equilibrium DCCs. In conclusion, we have studied the production of photons through the non-equilibrium relaxation of a disoriented chiral condensate within which the chiral order parameter initially has a non-vanishing expectation value along the $`\pi ^0`$ direction . Under the “quench” approximation, the invariant production rate for non-equilibrium photons driven by the oscillation of the $`\pi ^0`$ field due to parametric amplification is given, which exceeds that for thermal photons from a thermal quark-gluon plasma or hadron gas for photon energies around $`0.20.7\mathrm{GeV}`$. These relatively high-energy non-thermal photons can be a potential test of the formation of disoriented chiral condensates in relativistic heavy-ion-collision experiments. We would like to thank D. Boyanovsky for his useful discussions. The work of D.S.L. (K.W.N.) was supported in part by the National Science Council, ROC under the Grant NSC89-2112-M-259-008-Y (NSC89-2112-M-001-001). FIGURE CAPTIONS Fig. 1 Time evolution of the mean field $`\zeta (t)`$ with initial amplitudes $`0.5\mathrm{fm}^1`$ and $`1\mathrm{fm}^1`$. Fig. 2 Lower and upper solid curves are the time-averaged invariant photon production rates for $`\zeta (0)=0.5\mathrm{fm}^1`$ and $`1\mathrm{fm}^1`$ respectively. The latter shows profuse photon production. The dot-dashed curve is the invariant photon production rate for the thermal hadron gas at $`T=220\mathrm{MeV}`$. The rate for $`T=220\mathrm{MeV}`$ quark-gluon plasma is denoted by the dashed curve. Also shown is the dotted curve which denotes the rate for $`\zeta (0)=1\mathrm{fm}^1`$ with the vector meson channel turned off, i.e., $`\lambda _V=0`$.
warning/0006/astro-ph0006319.html	ar5iv	text	# How Many Galaxies Fit in a Halo? Constraints on Galaxy Formation Efficiency from Spatial Clustering ## 1 Introduction Understanding galaxy clustering is one of the main goals of cosmology. The wealth of information provided by galaxy surveys can only be used to extract useful cosmological information if we understand the relation between galaxy and dark matter clustering—biasing. On large enough scales, galaxy biasing can be described as a local process, and so galaxy clustering can be used as a direct probe of the primordial spectrum and Gaussianity of initial conditions (Fry & Gaztañaga 1993; Frieman & Gaztañaga 1994; Fry 1994; Fry & Scherrer 1994; Gaztañaga & Mähönen 1996; Matarrese, Verde & Heavens 1997; Gaztañaga & Fosalba 1998; Frieman & Gaztañaga 1999; Scoccimarro et al. 2000; Durrer et al. 2000). On smaller scales, however, non-negligible contributions from complex astrophysical processes relevant to galaxy formation may complicate the description of galaxy biasing. Galaxy formation is not yet understood from first physical principles. However, following White & Rees (1978) and White & Frenk (1991), a number of prescriptions based on reasonable recipes for approximating the complicated physics have been proposed for incorporating galaxy formation into numerical simulations of dark matter gravitational clustering (see, e.g., Kauffmann et al. 1999, Somerville & Primack 1999 or Benson et al. 2000 for some of the most recent work). These “semianalytic galaxy formation” schemes can provide detailed predictions for galaxy properties in hierarchical structure formation models, which can then be compared with observations. The basic assumption in the semianalytic approach is that galaxy biasing can be described as a two-step process. First, the formation and clustering of dark matter halos can be modeled by neglecting non-gravitational effects.<sup>1</sup><sup>1</sup>1Halos here are defined in the sense of Press & Schechter (1974). There is not necessarily a one-to-one correspondence between halos and galaxies. This can be done reasonably accurately following the analytic results of Mo & White (1996), Mo, Jing & White (1997) and Sheth & Lemson (1999). Second, the distribution of galaxies within halos, which in principle depends on complicated physics, can be described by a number of simplifying assumptions regarding gas cooling and feedback effects from supernova. For the purposes of this paper, the main outcome of this second step is the number of galaxies that populate a halo of a given mass, $`N_{\mathrm{gal}}(m)`$. In this paper we consider the problem of galaxy clustering from a complementary point of view to semianalytic models. We construct clustering statistics from properties of dark matter halos and the $`N_{\mathrm{gal}}(m)`$ relation, and show how these simple ingredients can be put together to make reasonably accurate analytic predictions about the galaxy power spectrum, bispectrum, and higher-order moments of the galaxy field. We also consider the inverse problem: we show how measurements of galaxy clustering can constrain the $`N_{\mathrm{gal}}(m)`$ relation. We show in particular that the variance and skewness of the galaxy distribution in the APM survey provide significant constraints on the $`N_{\mathrm{gal}}(m)`$ relation. Our approach to gravitational clustering has a long history, dating back to Neyman, & Scott (1952), and then explored further by Peebles (1974), and McClelland & Silk (1977a,b;1978). These works considered perturbations described by halos of a given size and profile, but distributed at random. A complete treatment which includes the effects of halo-halo correlations was first given by Scherrer & Bertschinger (1991). Recent work has focused on applications of this formalism to the clustering of dark matter, e.g. the small-scale behavior of the two-point correlation function (Sheth & Jain 1997), the power spectrum (Seljak 2000; Peacock & Smith 2000; Ma & Fry 2000; Cooray & Hu 2000), and the bispectrum for equilateral configurations (Ma & Fry 2000; Cooray & Hu 2000). Interest in this approach has been undoubtedly sparked by recent results from numerical simulations on the properties of dark matter halos (Navarro, Frenk, & White 1996, 1997; Bullock et al. 1999; Moore et al. 1999). This paper is organized as follows. In Section 2 we review the halo model formalism for the power spectrum, bispectrum and higher-order moments of the smoothed density field, and compare the predictions with numerical simulations in Section 3. We discuss in detail the role of finite volume effects which, if neglected, can lead to incorrect conclusions regarding higher-order statistics. In Section 4, we use the $`N_{\mathrm{gal}}(m)`$ relation to make predictions for galaxy, rather than dark matter, clustering statistics (also see Jing, Mo & Börner 1998; Seljak 2000; Peacock & Smith 2000). To illustrate our approach, we use the $`N_{\mathrm{gal}}(m)`$ relation obtained from the semianalytic models of Kauffmann et al. (1999). In Section 5 we discuss the constraints on $`N_{\mathrm{gal}}(m)`$ derived from analysis of counts-in-cells of the APM survey. Section 6 summarizes our conclusions. ## 2 Dark Matter Clustering ### 2.1 Formalism In this section we follow the formalism developed by Scherrer & Bertschinger (1991). The dark matter density field is written as $$\rho (\text{x})=\underset{i}{}f(\text{x}\text{x}_i,m_i)\underset{i}{}m_iu(\text{x}\text{x}_i,m_i)=\underset{i}{}𝑑md^3x^{}\delta (mm_i)\delta ^3(\text{x}^{}\text{x}_i)mu(\text{x}\text{x}^{},m),$$ (1) where $`f`$ denotes the density profile of a halo of mass $`m_i`$ located at position $`\text{x}_i`$. The mean density is $$\overline{\rho }=\rho (\text{x})=\underset{i}{}m_iu(\text{x}\text{x}_i,m_i)=n(m)m𝑑md^3x^{}u_m(\text{x}\text{x}^{}),$$ (2) where we have replaced the ensemble average by the average over the mass function $`n(m)`$ (which gives the density of halos per unit mass) and an average over space i.e. $`_i\delta (mm_i)\delta ^3(\text{x}^{}\text{x}_i)=n(m)`$. Our normalization convention is such that $`d^3x^{}u_m(\text{x}\text{x}^{})=1`$ and $`n(m)m𝑑m=\overline{\rho }`$. The two-point correlation function can be written as $`\overline{\rho }^2\xi (\text{x}\text{x}^{})`$ $`=`$ $`{\displaystyle n(m)m^2𝑑md^3yu_m(\text{y})u_m(\text{y}+\text{x}\text{x}^{})}+{\displaystyle n(m_1)m_1𝑑m_1n(m_2)m_2𝑑m_2}`$ (3) $`\times {\displaystyle }d^3x_1u_{m_1}(\text{x}\text{x}_1){\displaystyle }d^3x_2u_{m_2}(\text{x}^{}\text{x}_2)\xi (\text{x}_1\text{x}_2;m_1,m_2),`$ where the first term describes the case where the two particles occupy the same halo, and the second term represents the contribution of particles in different halos, with $`\xi (\text{x}\text{x}^{};m_1,m_2)`$ being the two-point correlation function of halos of mass $`m_1`$ and $`m_2`$. Since we are dealing with convolutions of halo profiles, it is much easier to work in Fourier space, where expressions become multiplications over the Fourier transform of halo profiles. We use the following Fourier space conventions: $$A(\text{k})=\frac{d^3x}{(2\pi )^3}\mathrm{exp}(i\text{k}\text{x})A(\text{x}),$$ (4) and $$\delta (\text{k}_1)\delta (\text{k}_2)=\delta _\mathrm{D}(\text{k}_{12})P(k_1),$$ (5) $$\delta (\text{k}_1)\delta (\text{k}_2)\delta (\text{k}_3)=\delta _\mathrm{D}(\text{k}_{123})B_{123},$$ (6) where $`P(k)`$ and $`B_{123}B(k_1,k_2,k_3)`$ denote the power spectrum and bispectrum, respectively. Thus, the power spectrum reads $$\overline{\rho }^2P(k)=(2\pi )^3n(m)m^2𝑑m\|u_m(\text{k})\|^2+(2\pi )^6u_{m_1}(k)n(m_1)m_1𝑑m_1u_{m_2}(k)n(m_2)m_2𝑑m_2P(k;m_1,m_2),$$ (7) where $`P(k;m_1,m_2)`$ represents the power spectrum of halos of mass $`m_1`$ and $`m_2`$. Similarly, the bispectrum is given by $`\overline{\rho }^3B_{123}`$ $`=`$ $`(2\pi )^3{\displaystyle n(m)m^3𝑑m\mathrm{\Pi }_{i=1}^3u_m(\text{k}_i)}+(2\pi )^6{\displaystyle u_{m_1}(k_1)n(m_1)m_1𝑑m_1u_{m_2}(k_2)u_{m_2}(k_3)n(m_2)m_2^2𝑑m_2}`$ (8) $`\times P(k_1;m_1,m_2)+\mathrm{cyc}.+(2\pi )^9\left({\displaystyle \underset{i=1}{\overset{3}{}}}{\displaystyle }u_{m_i}(k_i)n(m_i)m_idm_i\right)B_{123}(m_1,m_2,m_3),`$ where $`B_{123}(m_1,m_2,m_3)`$ denotes the bispectrum of halos of mass $`m_1,m_2,m_3`$. So far the treatment has been completely general. To make the model quantitative, we must specify the halo profile $`u_m(\text{x})`$, the halo mass function $`n(m)`$ and the halo-halo correlations encoded in $`P(k;m_1,m_2)`$, $`B_{123}(m_1,m_2,m_3)`$, etc. ### 2.2 Halo Profiles For the halo profile we use (Navarro, Frenk & White 1997; hereafter NFW) $$u_R(r)=\frac{fc^3}{4\pi R_{vir}^3}\frac{1}{cr/R_{vir}(1+cr/R_{vir})^2},$$ (9) where $`f=1/[\mathrm{ln}(1+c)c/(1+c)]`$, $`R_{vir}`$ is the virial radius of the halo, related to its mass by $`m=(4\pi R_{vir}^3/3)\mathrm{\Delta }\overline{\rho }`$, where $`\mathrm{\Delta }=200,340`$ for an $`\mathrm{\Omega }=1,0.3`$ universe, respectively. We will also use the Lagrangian radius $`R`$ (the initial radius where the mass $`m`$ came from) to specify halo sizes; $`R=R_{vir}\mathrm{\Delta }^{1/3}`$. It is convenient to work in units of the characteristic non-linear mass $`m_{}`$ or the equivalent scale $`R_{}`$ (defined such that $`\sigma (R_{})=\delta _c`$; note that $`m_{}=(4\pi R_{}^3/3)\overline{\rho }`$). Since $`m=1.16\times 10^{12}\mathrm{\Omega }(R\mathrm{h}/\mathrm{Mpc})^3M_{\mathrm{}}`$/h, for $`\mathrm{\Lambda }`$CDM ($`\mathrm{\Omega }=0.3`$, $`\mathrm{\Omega }_\mathrm{\Lambda }=0.7`$) with $`\sigma _8=0.90`$, $`R_{}=3.135`$ Mpc/h, so $`m_{}=1.07\times 10^{13}M_{\mathrm{}}`$/h. The Fourier transform of the halo profile reads: $$u_R(\text{k})=\frac{d^3x}{(2\pi )^3}\mathrm{exp}(i\text{k}\text{x})u_R(r)\frac{1}{(2\pi )^3}u(\widehat{k},y),$$ (10) where $`y=R/R_{}`$, $`\widehat{k}=kR_{}\mathrm{\Delta }^{1/3}`$, and $$u(\widehat{k},y)=f\left[\mathrm{sin}\kappa \left(\mathrm{Si}[\kappa (1+c)]\mathrm{Si}(\kappa )\right)+\mathrm{cos}\kappa \left(\mathrm{Ci}[\kappa (1+c)]\mathrm{Ci}(\kappa )\right)\frac{\mathrm{sin}(\kappa c)}{\kappa (1+c)}\right],$$ (11) where $`\kappa \widehat{k}y/c`$, $`\mathrm{Si}(x)=_0^x𝑑t\mathrm{sin}(t)/t`$ is the sine integral and $`\mathrm{Ci}(x)=_x^{\mathrm{}}𝑑t\mathrm{cos}(t)/t`$ is the cosine integral function. The concentration parameter quantifies the transition from the inner to the outer slope in the NFW profile. For the concentration parameter of halos, we use the result (Bullock et al. 1999) $$c(m)9\left(\frac{m}{m_{}}\right)^{0.13}.$$ (12) Note that halos defined as above are somewhat different from the prescription in NFW, which defines $`R_{vir}`$ as the scale within which the mean enclosed density is 200 times the critical density, independent of cosmology. Both approaches agree for $`\mathrm{\Omega }=1`$, whereas for the model we use $`\mathrm{\Omega }=0.3`$ and thus our virial radius is defined at the scale where the mean enclosed density density is $`340\times 0.3100`$ times the critical density. Thus, our characteristic density is smaller than NFW’s by a factor of two, and our virial radius is correspondingly larger. These two effects partially cancel and lead to a very similar prediction for halo profiles (taking also into account that the concentration parameters are slightly different as well). ### 2.3 Mass Function The mass function in normalized units reads $$n(m)mdm\overline{\rho }\frac{dy}{y}\stackrel{~}{n}(y)=\overline{\rho }\frac{dy}{y}\gamma A\sqrt{\frac{\alpha \nu ^3}{2\pi }}\left(1+(\alpha \nu ^2)^p\right)\mathrm{exp}(\alpha \nu ^2/2),$$ (13) where $`\nu \delta _c/\sigma `$ with $`\delta _c=1.68`$ the colapse threshold given by the spherical collapse model, $`A=0.5,0.322`$, $`p=0,0.3`$ and $`\alpha =1,0.707`$ for the PS (Press & Schechter 1974) and ST (Sheth & Tormen 1999) mass function, respectively (see Jenkins et al. 2000 for a recent comparison of these mass functions against N-body simulations). Note that in this formula the linear variance is $`\sigma ^2=\sigma _L^2(R_{}y)`$, and $`\gamma (R)d\mathrm{ln}\sigma _L^2(R)/d\mathrm{ln}R`$ is the logarithmic slope of the linear variance as a function of scale. ### 2.4 Halo-Halo Correlations Following Mo & White (1996) (see also Mo, Jing & White (1997); Sheth & Lemson (1999); Sheth & Tormen (1999) for extensions), halo-halo correlations are described by non-linear perturbation theory plus a halo biasing prescription obtained from the spherical collapse model<sup>2</sup><sup>2</sup>2A treatment of halo biasing beyond the spherical collapse approximation using perturbation theory is given in Catelan et al. (1998). For the PS and ST mass functions, we will need $$b_1(m)=1+ϵ_1+E_1,$$ (14) $$b_2(m)=2(1+a_2)(ϵ_1+E_1)+ϵ_2+E_2,$$ (15) $$b_3(m)=6(a_2+a_3)(ϵ_1+E_1)+3(1+2a_2)(ϵ_2+E_2)+ϵ_3+E_3,$$ (16) $$b_4(m)=24(a_3+a_4)(ϵ_1+E_1)+12\left[a_2^2+2(a_2+a_3)\right](ϵ_2+E_2)+4(1+3a_2)(ϵ_3+E_3)+ϵ_4+E_4,$$ (17) where $`ϵ_1`$ $`=`$ $`{\displaystyle \frac{\alpha \nu ^21}{\delta _c}},ϵ_2={\displaystyle \frac{\alpha \nu ^2}{\delta _c^2}}(\alpha \nu ^23),ϵ_3={\displaystyle \frac{\alpha \nu ^2}{\delta _c^3}}(\alpha ^2\nu ^46\alpha \nu ^2+3),`$ $`ϵ_4`$ $`=`$ $`\left({\displaystyle \frac{\alpha \nu ^2}{\delta _c^2}}\right)^2(\alpha ^2\nu ^410\alpha \nu ^2+15),`$ $`E_1`$ $`=`$ $`{\displaystyle \frac{2p/\delta _c}{1+(\alpha \nu ^2)^p}},{\displaystyle \frac{E_2}{E_1}}=\left({\displaystyle \frac{1+2p}{\delta _c}}+2ϵ_1\right){\displaystyle \frac{E_3}{E_1}}=\left({\displaystyle \frac{4(p^21)+6p\alpha \nu ^2}{\delta _c^2}}+3ϵ_1^2\right),`$ $`{\displaystyle \frac{E_4}{E_1}}`$ $`=`$ $`{\displaystyle \frac{2\alpha \nu ^2}{\delta _c^2}}\left(2{\displaystyle \frac{\alpha ^2\nu ^4}{\delta _c}}15ϵ_1\right)+2{\displaystyle \frac{(1+p)}{\delta _c^2}}\left({\displaystyle \frac{4(p^21)+8(p1)\alpha \nu ^2+3}{\delta _c}}+6\alpha \nu ^2ϵ_1\right)`$ $`a_2`$ $`=`$ $`17/21,a_3=341/567,\mathrm{and}a_4=55805/130977.`$ (18) All the $`E_n`$’s are zero, and $`\alpha =1`$, if $`n(m)`$ is given by the PS formula. In this case, our formulae reduce to those in Mo, Jing & White (1997), although our expression for $`b_4(m)`$ corrects a typographical error in their equation (15c). Halo-halo correlations read $$P(k;m_1,m_2)=b_1(m_1)b_1(m_2)P_L(k),$$ (19) $$B_{123}(m_1,m_2,m_3)=b_1(m_1)b_1(m_2)b_1(m_3)B_{123}^{\mathrm{PT}}+b_1(m_1)b_1(m_2)b_2(m_3)P_L(k_1)P_L(k_2)+\mathrm{cyc}.,$$ (20) and similarly for higher-order moments \[see Eqs.(44-45)\]. The symbol $`P_L(k)`$ and $`B_{123}^{\mathrm{PT}}`$ denotes respectively the linear power spectrum and the second-order perturbative bispectrum (Fry 1984) $$B_{123}^{\mathrm{PT}}=2F_2(\text{k}_1,\text{k}_2)P_L(k_1)P_L(k_2)+\mathrm{cyc}.,$$ (21) where $`F_2(\text{k}_1,\text{k}_2)=5/7+1/2\mathrm{cos}\theta _{12}(k_1/k_2+k_2/k_1)+2/7\mathrm{cos}^2\theta _{12}`$, with $`\text{k}_1\text{k}_2=k_1k_2\mathrm{cos}\theta _{12}`$. By construction, the bias parameters obey ($`n=2,3,\mathrm{}`$) $$\frac{dy}{y}\stackrel{~}{n}(y)b_1(y)=1,\frac{dy}{y}\stackrel{~}{n}(y)b_n(y)=0.$$ (22) ### 2.5 Results Using the ingredients above, we can rewrite the power spectrum and bispectrum as $$P(k)=\left[M_{11}(\widehat{k})\right]^2P_L(k)+M_{02}(\widehat{k},\widehat{k}),$$ (23) $`B_{123}`$ $`=`$ $`\left({\displaystyle \underset{i=1}{\overset{3}{}}}M_{11}(\widehat{k}_i)\right)B_{123}^{\mathrm{PT}}+(M_{11}(\widehat{k}_1)M_{11}(\widehat{k}_2)M_{21}(\widehat{k}_3)P_L(k_1)P_L(k_2)+\mathrm{cyc}.)`$ (24) $`+(M_{11}(\widehat{k}_1)M_{12}(\widehat{k}_2,\widehat{k}_3)P_L(k_1)+\mathrm{cyc}.)+M_{03}(\widehat{k}_1,\widehat{k}_2,\widehat{k}_3)`$ where ($`b_01`$) $$M_{ij}(\widehat{k}_1,\mathrm{},\widehat{k}_j)\frac{dy}{y}\stackrel{~}{n}(y)b_i(y)[u(\widehat{k}_1,y)\mathrm{}u(\widehat{k}_j,y)]\left(\frac{R_{}^3y^3}{6\pi ^2}\right)^{j1}.$$ (25) It is convenient to define the reduced bispectrum $`Q_{123}`$, $$Q_{123}\frac{B_{123}}{P_1P_2+P_2P_3+P_3P_1},$$ (26) which shows a much weaker scale dependence than the bispectrum itself, since at large scales PT predicts $`BP^2`$, and at small scales the hierarchical ansatz also predicts such a behavior. We can also obtain the one-point moments smoothed at scale $`R`$ from Fourier space correlations by integrating with a top-hat window function in Fourier space, $`W(kR)`$. For example, from Eq. (23), the variance is $$\sigma ^2(R)=d^3kP(k)W(kR)^2\sigma _L^2(R)+\frac{dy}{y}\stackrel{~}{n}(y)y^3\overline{u^2}(R,y),$$ (27) where $$\overline{u^m}(R,y)=\frac{2\mathrm{\Delta }}{3\pi }\widehat{k}^2𝑑\widehat{k}[u(\widehat{k},y)]^mW^2(kR),$$ (28) and we have assumed that $`M_{11}^2(\widehat{k})P_L(k)d^3kW(kR)^2\sigma _L^2(R)`$ since $`M_{11}(\widehat{k})1`$ as $`k0`$, and at smaller scales the power spectrum is dominated by the second term in Eq. (23). Similarly the third moment reads ($`W_iW(k_iR)`$), $`\delta ^3(R)`$ $`=`$ $`{\displaystyle d^3k_1d^3k_2d^3k_3\delta _D(\text{k}_{123})B_{123}W_1W_2W_3}`$ (29) $``$ $`S_3^{\mathrm{PT}}\sigma _L^4(R)+3\sigma _L^2(R){\displaystyle \frac{dy}{y}\stackrel{~}{n}(y)b_1(y)y^3\overline{u^2}(R,y)}+{\displaystyle \frac{dy}{y}\stackrel{~}{n}(y)y^6\overline{u}(R,y)\overline{u^2}(R,y)}.`$ There are several approximations involved in this result. First, we take the large-scale limit $`M_{11}1`$, $`M_{21}0`$, valid to a good approximation because of the consistency conditions, Eq. (22). In addition, we assume that the configuration dependence of the 1-halo and 2-halo terms in Eq.(24) can be neglected (this holds very well for the 2-halo term and approximately for the 1-halo term, as we shall discuss below; e.g. see bottom right panel in Fig. 4). We can thus evaluate these terms for equilateral configurations, and simplify the angular integration by further assuming $`W_1W_2W_{12}W_1^2W_2^2`$, the leading-order term in the multipolar expansion. With similar approximations, we can derive higher-order connected moments. Define $$A_{ij}(R)\frac{dy}{y}\stackrel{~}{n}(y)b_i(y)y^{3(j+1)}[\overline{u}(R,y)]^j\overline{u^2}(R,y),$$ (30) so that $`\sigma ^2=\sigma _L^2+A_{00}`$ and $`\delta ^3=S_3^{\mathrm{PT}}\sigma _L^4+3\sigma _L^2A_{10}+A_{01}`$. Then it follows that $$\delta ^4_c=S_4^{\mathrm{PT}}\sigma _L^6+6\frac{S_3^{\mathrm{PT}}}{3}\sigma _L^4A_{10}+7\frac{4\sigma _L^2}{7}A_{11}+A_{02},$$ (31) $$\delta ^5_c=S_5^{\mathrm{PT}}\sigma _L^8+10\frac{S_4^{\mathrm{PT}}}{16}\sigma _L^6A_{10}+25\frac{3S_3^{\mathrm{PT}}}{5}\sigma _L^4A_{11}+15\frac{\sigma _L^2}{3}A_{12}+A_{03},$$ (32) where the terms in $`\delta ^n_c`$ are ordered from $`n`$-halo to 1-halo contributions. The coefficient of an $`m`$-halo contribution to $`\delta ^n_c`$ is given by $`s(n,m)`$ (e.g. $`6`$ and $`7`$ in the second and third terms of Eq. ), the Stirling number of second kind, which is the number of ways of putting $`n`$ distinguishable objects ($`\delta `$) into $`m`$ cells (halos), with no cells empty (Scherrer & Bertschinger 1991). Thus, in general we can write $$\delta ^n_c=S_n^{\mathrm{PT}}\sigma _L^{2(n1)}+\underset{m=2}{\overset{n1}{}}s(n,m)\alpha _{nm}S_m^{\mathrm{PT}}\sigma _L^{2(m1)}A_{1nm1}+A_{0n2},$$ (33) where the first term in Eq. (33) represents the $`n`$halo term, the second the contributions from $`m`$-halo terms, and the last is the 1-halo term. The coefficients $`\alpha _{nm}`$ measure how many of the terms contribute as $`A_{1nm1}`$, the other contributions being subdominant. For example, in Eq. (31) the 2-halo term has a total contribution of 7 terms, 4 of them contain 3 particles in one halo and 1 in the other, and 3 of them contain 2 particles in each. The factor $`4/7`$ is included to take into account that the $`31`$ amplitude dominates over the $`22`$ amplitude. Note that in these results we neglected all the contributions from the non-linear biasing parameters in view of the consistency conditions, Eq. (22). When neglecting halo-halo correlations, Eq.(33) reduces to those in Sheth (1996) in the limit that halos are point-size objects ($`u(\widehat{k},y)=1`$). For the perturbative values, we use (Bernardeau 1994) $$S_3^{\mathrm{PT}}=\frac{34}{7}\gamma ,S_4^{\mathrm{PT}}=\frac{60712}{1323}\frac{62}{3}\gamma +\frac{7}{3}\gamma ^2,$$ (34) $$S_5^{\mathrm{PT}}=\frac{200575880}{305613}\frac{1847200}{3969}\gamma +\frac{6940}{63}\gamma ^2\frac{235}{27}\gamma ^3,$$ (35) where for simplicity we neglect derivatives of $`\gamma `$ with respect to scale, which is a good approximation for $`R\begin{array}{c}<\hfill \\ \hfill \end{array}20`$ Mpc/h. Before we compare these predictions for dark matter clustering with numerical simulations, it is important to note that, within this framework, there are many ingredients which can be adjusted to improve agreement with simulations. Rather than exploring all possible variations, we have chosen to always use the NFW halo profile and the dependence of the concentration parameter on mass given earlier, and only change the mass function between PS and ST; it turns out that these two models usually bracket the results of numerical simulations. Other choices are considered in Seljak (2000), Ma & Fry (2000), Cooray & Hu (2000). The sensitivity of the results to these choices reflects the underlying uncertainty in this type of calculation. As numerical simulation results converge on the different ingredients, however, the predictive power of this method will increase. ## 3 Comparison with Numerical Simulations We have run two sets of N-body simulations using the adaptive P<sup>3</sup>M code Hydra (Couchman, Thomas, & Pearce 1995). Both have $`128^3`$ particles and correspond to a $`\mathrm{\Lambda }`$CDM model ($`\mathrm{\Omega }=0.3`$, $`\mathrm{\Omega }_\mathrm{\Lambda }=0.7`$) with $`\sigma _8=0.9`$. The first set contains 14 realizations of a box-size 100 Mpc/h, and softening length $`l_{\mathrm{soft}}=100`$ kpc/h. The second set has 4 realizations of a box-size 300 Mpc/h, and $`l_{\mathrm{soft}}=250`$ kpc/h, which allows us to check for finite volume effects. We have also studied the effects of changing the softening, number of time-steps and $`\mathrm{\Omega }`$ as described below. ### 3.1 Bispectrum Measurements: Finite Volume Effects Figure 1 shows the results on the reduced bispectrum for equilateral triangles as a function of scale. The square symbols show the measurements from the “large” box ($`L_{\mathrm{box}}=300`$ Mpc/h) whereas the triangle symbols show the measurements from the “small” box ($`L_{\mathrm{box}}=100`$ Mpc/h). Error bars are obtained from the scatter among 4 and 14 realizations, respectively. The disagreement between the results of the large and small boxes is a result of finite volume effects; the bispectrum is much more sensitive to the presence or absence of massive halos than the power spectrum (we will quantify this below), so the smallness of the small box is important. Note that the total volume in the 14 small-box realizations only adds up to about half of the volume of a single large-box realization. This translates into a large scatter among realizations of the small box; 3 such realizations are shown as solid lines in Fig. 1. Note that not only the amplitude of $`Q_{\mathrm{eq}}`$ but also its dependence on scale fluctuates significantly from realization to realization, so one must interpret measurements made using only a small number of small volume simulations very cautiously. A similar situation holds for higher-order moments (e.g. Colombi, Bouchet & Hernquist 1996), as we shall see below. As is well known, the distribution of higher-order statistics is non-Gaussian with positive skewness (e.g. Szapudi & Colombi 1996; Szapudi et al. 1999); the mean value of a higher-order statistic is a consequence of having a few large excursions above the mean, with most values underestimating the mean. This is exactly what we see in the small box realizations: most of them are closer to the bottom solid line than the top one in Fig. 1. Even fourteen realizations of the small box are not enough to recover the correct answer given by the large-box mean (square symbols). In other words, the skewness of the $`Q`$ distribution makes convergence towards the true value much slower for the small-box simulations (Szapudi & Colombi 1996; see also Scoccimarro 2000 for the bispectrum case). Notice that this is not bias in a statistical sense: given sufficient number of realizations, the mean will always converge to the true value; it is just that the convergence is slow. It is also important to note that when measuring $`Q`$ from multiple realizations, one should always obtain the average of $`B`$ and the average of $`P`$ separately from the realizations, and only at the end divide to obtain $`Q`$ (which is what we have done in making Fig. 1). Otherwise, a “ratio” bias would result (Hui & Gaztañaga 1999), and the skewness measurements from the small box simulations would be lower than are shown in Fig. 1. Such an estimator bias will certainly affect measurements of $`Q`$ from, say, a single realization of a size similar to our small box. Figure 1 also shows the predictions of (tree-level) PT, which agree very well with the large-box results at large scales, as well as the predictions of hyperextended PT (HEPT; Scoccimarro & Frieman 1999), which has been proposed as a description of clustering in the non-linear regime ($`k\begin{array}{c}>\hfill \\ \hfill \end{array}1`$ h/Mpc). The agreement with HEPT is good up to the resolution scale of our simulations, which we estimate as $`k4`$ h/Mpc. It is not straightforward to assign a resolution scale in Fourier space (i.e. it is not just $`2\pi /l_{\mathrm{soft}}`$, since a given Fourier mode has contribution from a range of scales. Two-body relaxation causes the two-point correlation function to be underestimated at scales comparable to $`l_{\mathrm{soft}}`$, which in turn implies an overestimate of the reduced bispectrum $`Q`$. To illustrate this, we have run the same realization after halving $`l_{\mathrm{soft}}`$ to $`50`$ Kpc/h (dashed line in Fig. 1); this shows that beyond $`k4`$ h/Mpc the bispectrum results are sensitive to the resolution, so we only plot the small-box results up to this scale. Similarly, we only show results for the large box up to $`k2`$ h/Mpc. For our particle number, $`l_{\mathrm{soft}}`$ cannot be pushed too much smaller than the values we used, else there would be not enough particles in a cell of radius $`l_{\mathrm{soft}}`$ to satisfy the fluid limit. We have also checked the sensitivity of our results to changes in the number of time steps used in the N-body integrator and found no difference. Changing the density parameter $`\mathrm{\Omega }`$ leads to extremely small differences in the reduced bispectrum $`Q`$, we thus present results only for $`\mathrm{\Lambda }`$CDM. This is true not only in the weakly non-linear regime, but also in the non-linear regime, as expected from the general nature of the $`\mathrm{\Omega }`$ dependence in the equations of motion (Scoccimarro et al. 1998). Recently Ma & Fry (2000) claimed that the hierarchical ansatz is not obeyed in N-body simulations. They based their claim on analysis of one single realization—the equivalent to just one of our small boxes. Their measurement approximately follows the lower solid line in Fig. 1, which, as we have shown, is seriously affected by finite volume effects (we will quantify these effects shortly). To reliably test the hierarchical ansatz at smaller scales than probed here, one must resort to higher resolution simulations, preferably keeping the box size as large as possible to avoid finite volume effects. For example, a 300 Mpc/h box $`512^3`$ particle simulation would be able to probe up to $`k10`$ h/Mpc reliably. ### 3.2 Comparison with Predictions The top panel in Fig. 2 shows the ratio of the power spectrum in our two models (PS and ST mass functions) to the power spectrum fitting formula (Hamilton et al. 1991; Jain, Mo & White 1995; Peacock & Dodds 1996) as a function of scale $`k`$. The dashed (dotted) lines show the contributions to the 1-halo term in the PS (ST) case from halos having masses in the range $`10<m/m_{}<100`$, $`1<m/m_{}<10`$, and $`0.1<m/m_{}<1`$, from left to right ($`m_{}=1.07\times 10^{13}M_{\mathrm{}}`$/h). As the PS mass function has more halos than the ST one when $`m\begin{array}{c}<\hfill \\ \hfill \end{array}40m_{}`$, the 1-halo term is enhanced. Note the dip in both predictions at $`k0.5`$ h/Mpc, where the amplitude of 1-halo and 2-halo terms are comparable. This is due to our treatment of the 2-halo term; we approximate it by simply using linear PT. In practice, non-linear corrections enhance this term at scales smaller than the non-linear scale, $`k0.3`$ h/Mpc. However, when including this term one must also take into account exclusion effects (halos cannot be closer than their typical size), otherwise the power spectrum at intermediate scales would be overestimated. Since exclusion effects are non-trivial to compute (though Sheth & Lemson 1999 suggest how one might do so), the simplest solution is to ignore these effects, because they approximately cancel each other. This is a reasonable approximation because at the scales where exclusion effects become important, 1-halo contributions dominate. The bottom panel in Fig. 2 shows the prediction of halo models for the reduced bispectrum for equilateral configurations as a function of scale (solid lines). For the ST case we also show the partial contributions from 1-halo, 2-halo and 3-halo terms in dashed lines, which dominate at small, intermediate and large scales, respectively. For the PS case we show in dotted lines the contributions to the 1-halo term in $`Q`$ when the bispectrum is restricted to the mass range $`10<m/m_{}<100`$ (which dominates at all scales shown in the plot) and $`1<m/m_{}<10`$. In this case, when taking the ratio in Eq. (26), we have used the full power spectrum. As expected, comparing the two panels we see that at a given scale the bispectrum is dominated by larger mass halos than the power spectrum. For the bispectrum at $`k1`$h/Mpc, this implies that halos with $`m>40m_{}`$ contribute more significantly, thus leading to a higher $`Q`$. At smaller scales, say $`k10`$h/Mpc, the PS mass function has more halos of the relevant masses ($`m<40m_{}`$), so the bispectrum is larger for PS than ST (by a factor slightly smaller than the ratio of power spectra), thus the reduced bispectrum $`Q`$ is higher again for the ST case. We have also varied the concentration parameter to test the sensitivity of our results. Doubling the concentration parameter (with the same mass dependence) leads to a significant increase of the power spectrum at small scales (this consistent with Seljak 2000) and increases $`Q`$ by about 10% at small scales. On the other hand, changing the scaling of the concentration parameter by a factor of two to $`c(m)=9(m/m_{})^{0.26}`$, decreases (increases) the power spectrum at scales where $`m/m_{}>1`$ ($`m/m_{}<1`$) contributes, as expected. For the bispectrum, larger concentration leads to higher $`Q`$, although at a given scale larger masses contribute than for the power spectrum, so the effects are shifted in scale with respect to the power spectrum case. Figure 3 compares these results with the measurements in the numerical simulations presented in Fig. 1. We see that generally there is good agreement between predictions and the simulations; the simulations seem to be roughly in between the PS and ST predictions. At small scales, the halo models predict that $`Q_{eq}`$ increases rapidly with $`k`$; the limited resolution of our simulations prevents us from testing this particular prediction reliably. As we discussed above, finite volume effects can be significant when dealing with the bispectrum. To quantify this, we have calculated the halo model predictions for cases when the maximum halo mass is set to $`m_{\mathrm{max}}=5.9\times 10^{14}M_{\mathrm{}}`$/h and $`m_{\mathrm{max}}=6.8\times 10^{14}M_{\mathrm{}}`$/h for PS and ST respectively (dot-dashed lines) and $`m_{\mathrm{max}}=10^{14}M_{\mathrm{}}`$/h (dashed lines). These values are those for which the mass functions would predict just one halo with mass larger than $`m_{\mathrm{max}}`$ in a $`(100\mathrm{M}\mathrm{p}\mathrm{c}/\mathrm{h})^3`$ volume; but since these are cumulative numbers and both mass functions actually overestimate the number of halos when compared to simulations (more so PS), a smaller number, such as $`m_{\mathrm{max}}=10^{14}M_{\mathrm{}}`$/h is perhaps a more reasonable cutoff. In any case, we see that the predictions change significantly; in particular, introducing such a cutoff makes the scale dependence of $`Q`$ much more like that seen in most of the realizations of the small box (bottom solid line in Fig. 1). One key element in the halo model is that we are using the spherical average (rather than the actual shapes) of halo profiles. On the other hand, it is well known that halos found in N-body simulations are not spherical, but rather triaxial (Barnes & Efstathiou 1987; Frenk et al. 1988; Zurek, Quinn & Salmon 1988). The bispectrum is the lowest-order statistic which is sensitive to the shapes of structures, so one expects to find differences for the bispectrum as a function of triangle shape at small scales where halo profiles (1-halo terms) determine correlation functions. Figure 4 shows such a comparison at different scales, for triangles where $`k_2=2k_1`$, as a function of angle $`\theta `$ between $`\text{k}_1`$ and $`\text{k}_2`$. The top left panel shows that, at large scales, the bispectrum agrees reasonably well with simulations; this is of course by construction, since non-linear PT holds. At smaller scales (top right panel), however, the predictions become independent of triangle shape at scales where there is still noticeable configuration dependence. In fact, this is understood from the bottom right panel which shows the partial contributions for the ST case. We see that the 1-halo term (which is determined by the halo profiles) has the opposite configuration dependence than the 3-halo term, which comes from non-linear PT. The fact that $`Q_{1h}`$ is convex can be understood from the spherical approximation. If halos were exactly spherical and $`Q`$ were scale-independent, then one would expect the maximum of $`Q`$ to occur for equilateral configurations. When $`k_2=2k_1`$ the closest configurations to equilaterals are isosceles triangles with $`\theta 0.6\pi `$. Aside from an overall slight scale dependence ($`\theta =0`$ configurations are somewhat more non-linear than $`\theta =\pi `$), we see that this is indeed the case. Notice also that, if the contribution $`Q_{1h}`$ were flat, the residual configuration coming from $`Q_{3h}`$ would be enough to produce agreement with the N-body simulations. At even smaller scales (bottom left panel), the numerical simulation results become approximately flat, but the halo models predict a convex configuration dependence due to the fact that $`Q_{1h}`$ dominates. From these results we conclude that although halo models predict bispectrum amplitudes which are in reasonable agreement with simulations, the configuration dependence is in qualitative disagreement with simulations. Of course, if we knew the actual halo shapes, then they could be incorporated into the models (at the expense of complicating the calculations!). Finally, in Fig. 5, we compare counts-in-cells measurements of the higher-order moments of the smoothed density field in our simulations with the predictions of halo models. Symbols and error bars are as in Fig.1: the top (bottom) solid line in each case corresponds to the ST (PS) prediction. The dashed lines show the predictions of HEPT (Scoccimarro & Frieman 1999), and the vertical lines show the softening scale of the large and small box. The disagreement of the average of 14 small-box measurements with the large-box average is, again, a manifestation of finite volume effects. As expected, the difference becomes increasingly important for the higher order moments. Despite the many approximations made in the calculations of $`S_p`$ parameters in halo models, the agreement with simulations is quite good. We also see a very good agreement with the HEPT predictions, and that the scales where halo models predict a strong scale dependence are beyond the limits of our resolution. This also confirms that our prescription for the resolution limit in Fourier space was reasonably accurate. Thus, contrary to Ma & Fry (2000), we conclude that higher-resolution simulations in bigger boxes are essential if one is to test models of the higher-order correlations reliably. ## 4 Galaxy Clustering We now turn to a discussion of how to use the halo models described above to predict the clustering of galaxies. Our treatment follows ideas present in the semianalytic galaxy formation models (Benson et al. 2000; Kauffmann et al. 1999) and has been also explored by Seljak (2000) and Peacock & Smith (2000) for the case of the power spectrum. ### 4.1 Galaxy Correlation Functions To describe galaxy clustering, we need to know the distribution, the mean and the higher-order moments, of the number of galaxies which can inhabit a halo of mass $`m`$. In addition, we need to know the spatial distribution of galaxies within their parent halo. To illustrate our model predictions, in what follows we will assume that the galaxies follow the dark matter profile (we will discuss what happens if we change this requirement shortly). This implies that Eq. (7) for galaxies reads $`\overline{n}_g^2P_g(k)`$ $`=`$ $`(2\pi )^3{\displaystyle n(m)N_{\mathrm{gal}}^2(m)dm\|u_m(\text{k})\|^2}+`$ (36) $`(2\pi )^6{\displaystyle u_{m_1}(k)n(m_1)N_{\mathrm{gal}}(m_1)dm_1u_{m_2}(k)n(m_2)N_{\mathrm{gal}}(m_2)dm_2P(k;m_1,m_2)},`$ where the mean number density of galaxies is $$\overline{n}_g=n(m)N_{\mathrm{gal}}(m)dm.$$ (37) Thus, knowledge of the number of galaxies per halo moments $`N_{\mathrm{gal}}^n(m)`$ as a function of halo mass gives a complete description of the galaxy clustering statistics within this framework. Note that when the mean number of galaxies per halo drops below unity, one must use $`u_m(\text{k})=1`$, the point-size halo limit, since in this case there is at most a single galaxy (which we assume to be at the center of the halo). The results for galaxy power spectrum and bispectrum follow those of the dark matter in Eqs.(23-24), after changing $`M_{ij}`$ in Eq. (25) to $`G_{ij}`$, where $$G_{ij}(\widehat{k}_1,\mathrm{},\widehat{k}_j)\frac{1}{\overline{n}_g^j}\frac{dy}{y}\stackrel{~}{n}(y)b_i(y)[u(\widehat{k}_1,y)\mathrm{}u(\widehat{k}_j,y)]\left(\frac{R_{}^3y^3}{6\pi ^2}\right)^{j1}\frac{N_{\mathrm{gal}}^j_c}{m^j}.$$ (38) Note that in the large-scale limit, the galaxy bias parameters are $$b_i=G_{i1}\frac{1}{\overline{n}_g}\frac{dy}{y}\stackrel{~}{n}(y)b_i(y)\frac{N_{\mathrm{gal}}}{m}.$$ (39) Similarly, the galaxy one-point connected moments satisfy $$\sigma _g^2=(\sigma _L^2)_{\mathrm{gal}}+B_{00},\delta _g^3_c=(S_3^{\mathrm{PT}})_{\mathrm{gal}}(\sigma _L^4)_{\mathrm{gal}}+3(\sigma _L^2)_{\mathrm{gal}}B_{10}+B_{01},$$ (40) $$\delta _g^4_c=(S_4^{\mathrm{PT}})_{\mathrm{gal}}(\sigma _L^6)_{\mathrm{gal}}+2S_3^{\mathrm{hh}}(\sigma _L^4)_{\mathrm{gal}}B_{10}+4(\sigma _L^2)_{\mathrm{gal}}B_{11}+B_{02},$$ (41) and $$\delta _g^5_c=(S_5^{\mathrm{PT}})_{\mathrm{gal}}(\sigma _L^8)_{\mathrm{gal}}+\frac{5}{8}S_4^{\mathrm{hh}}(\sigma _L^6)_{\mathrm{gal}}B_{10}+15S_3^{\mathrm{hh}}(\sigma _L^4)_{\mathrm{gal}}B_{11}+5(\sigma _L^2)_{\mathrm{gal}}B_{12}+B_{03},$$ (42) where $$B_{ij}(R)\frac{1}{b_i\overline{n}_g^{j+2}}\frac{dy}{y}\stackrel{~}{n}(y)b_i(y)y^{3(j+1)}[\overline{u}(R,y)]^j\overline{u^2}(R,y)\frac{N_{\mathrm{gal}}^{j+2}}{m^{j+2}},$$ (43) and the perturbative moments are given by their local bias counterparts (Fry & Gaztañaga 1993) $$(\sigma _L^2)_{\mathrm{gal}}=b_1^2\sigma _L^2,(S_3^{\mathrm{PT}})_{\mathrm{gal}}=\frac{1}{b_1}\left(S_3^{\mathrm{PT}}+3c_2\right),(S_4^{\mathrm{PT}})_{\mathrm{gal}}=\frac{1}{b_1^2}\left(S_4^{\mathrm{PT}}+12c_2S_3^{\mathrm{PT}}+4c_3+12c_2^2\right),$$ (44) and $$(S_5^{\mathrm{PT}})_{\mathrm{gal}}=\frac{1}{b_1^3}\left(S_5^{\mathrm{PT}}+20c_2S_4^{\mathrm{PT}}+15c_2(S_3^{\mathrm{PT}})^2+(30c_3+120c_2^2)S_3^{\mathrm{PT}}+5c_4+60c_2c_3+60c_2^3\right),$$ (45) where $`c_ib_i/b_1`$ and $`b_i`$ are the effective bias parameters in Eq. (39). The halo-halo skewness and kurtosis are given by these expressions upon replacing $`c_i`$ by $`c_iB_{i0}/B_{10}`$. ### 4.2 Galaxies As a first example, we use the results of the semi-analytic models of Kauffmann et al. (1999); these N-body simulations, halo and galaxy catalogues are publically available. Sheth & Diaferio (2000) show that in these catalogues, the mean number of galaxies $`N_{\mathrm{gal}}`$ per halo of mass $`m`$ are well fit by $$N_{\mathrm{gal}}=N_B+N_R,N_B=0.7(m/m_B)^{\alpha _B},N_R=(m/m_R)^{\alpha _R},$$ (46) where $`N_B`$ and $`N_R`$ represent the number of blue and red galaxies per halo of mass $`m`$, and $`\alpha _B=0`$ for $`10^{11}M_{\mathrm{}}/hmm_B`$, $`\alpha _B=0.8`$ for $`m>m_B`$, $`m_B=4\times 10^{12}M_{\mathrm{}}/h`$, $`\alpha _R=0.9`$, and $`m_R=2.5\times 10^{12}M_{\mathrm{}}/h`$ (no lower mass cut-off for $`R`$). The physical basis for this relation is as follows. At large masses, the gas cooling time becomes larger than the Hubble time, so galaxy formation is suppressed in large-mass halos, therefore $`N_{\mathrm{gal}}`$ increases less rapidly than the mass. In small-mass halos, however, effects such as supernova winds can blow away the gas from halos, also suppressing galaxy formation, thus the cutoff at small masses. To calculate the power spectrum and higher-order statistics we also need the second and higher-order moments of $`N_{\mathrm{gal}}`$. The second moment is also obtained from the semi-analytic models, and obeys $$N_{\mathrm{gal}}(N_{\mathrm{gal}}1)\alpha ^2(m)N_{\mathrm{gal}}\stackrel{2}{},$$ (47) where the function $`\alpha (m)`$ quantifies deviations from Poisson statistics $`\alpha (m)\mathrm{log}\sqrt{m/m_{11}}`$ ($`m_{11}10^{11}M_{\mathrm{}}/h`$) for $`m<10^{13}M_{\mathrm{}}/h`$ and $`\alpha (m)=1`$ otherwise; that is, for large masses the scatter about the mean number of galaxies is Poisson, whereas for small masses it is sub-Poisson. To model the higher-order moments we will assume that the number of galaxies in a halo of mass $`m`$ follows a binomial distribution: $$p(N_{\mathrm{gal}}=n\|m)=\left(\genfrac{}{}{0pt}{}{𝒩_m}{n}\right)p_m^n(1p_m)^{𝒩_mn}.$$ (48) The binomial distribution is characterized by two parameters, $`𝒩_m`$ and $`p_m`$, which we set by requiring that the first two moments of the distribution equal those from the semianalytics. Specifically, the first and second factorial moments are $`𝒩_mp_m`$ and $`𝒩_mp_m(𝒩_mp_mp_m)`$, and we require that they equal $`N_{\mathrm{gal}}`$ and $`N_{\mathrm{gal}}(N_{\mathrm{gal}}1)`$, respectively. One can think of $`𝒩_m`$ as the maximum number of galaxies which can be formed with the available mass $`m`$, and of $`p_m`$ as the probability of actually forming a galaxy. For a constant $`𝒩_mp_m`$, the small $`p_m`$ limit gives a Poisson distribution. $`𝒩_m`$ is an increasing function of mass, whereas $`p_m`$ peaks at $`m10^{12}M_{\mathrm{}}/h`$ with $`p_m0.8`$. The higher-order factorial moments are completely determined once the first two moments have been specified; they obey $$N_{\mathrm{gal}}(N_{\mathrm{gal}}1)\mathrm{}(N_{\mathrm{gal}}j)=\alpha ^2(2\alpha ^21)\mathrm{}(j\alpha ^2j+1)N_{\mathrm{gal}}\stackrel{j+1}{}.$$ (49) In this model, all the moments become Poisson-like at the same mass scale, i.e. when $`\alpha (m)=1`$, all the factorial moments become Poisson, $`N_{\mathrm{gal}}(N_{\mathrm{gal}}1)\mathrm{}(N_{\mathrm{gal}}j)=N_{\mathrm{gal}}^{j+1}`$. However, at small scales, where small halos contribute, the galaxy counts per halo are significantly sub-Poisson. Our binomial model provides a simple way of accounting for this. To correct the power spectrum and bispectrum for shot noise we use the same form as in the Poisson case (Peebles 1980): $$P^\mathrm{c}(k)=P(k)\epsilon ,B_{123}^\mathrm{c}=B_{123}\epsilon (P_1^\mathrm{c}+P_2^\mathrm{c}+P_3^\mathrm{c})\epsilon ^2,$$ (50) but where the parameter $`\epsilon `$ is set to $`\epsilon P(k\mathrm{})`$, to avoid making the corrected power spectrum negative at small scales. In the Poisson case, $`\epsilon ^1=(2\pi )^3\overline{n}_g`$, we find that in our prescription $`\epsilon `$ can be smaller than the Poisson value by almost a factor of two. Although this model is somewhat arbitrary, our results are insensitive to shot noise substraction for $`k\begin{array}{c}<\hfill \\ \hfill \end{array}5`$h/Mpc and smoothing scales $`R\begin{array}{c}>\hfill \\ \hfill \end{array}1`$Mpc/h. Figure 6 shows the resulting galaxy correlation functions. The top panel shows the predictions of the ST (dot-dashed) and PS (solid) mass functions for galaxies using the relations given above. For comparison, we also show the mass power spectrum predicted by the fitting formula of Peacock & Dodds (1996). Note how the galaxy power spectrum is well approximated by a power law, even though the dark matter spectrum is not. This is due to the fact that galaxy formation is inefficient in massive halos; this suppresses the 1-halo term compared to the dark matter case. In addition, at small scales the sub-Poisson statistics of galaxy counts per halo suppresses the galaxy spectrum relative to the dark matter. The dotted line in the top panel shows how the predictions change for the ST model when the low-mass cutoff in the $`N_{\mathrm{gal}}(m)`$ relation is raised from $`m_{\mathrm{cut}}=10^{11}M_{\mathrm{}}`$/h to $`m_{\mathrm{cut}}=10^{11.5}M_{\mathrm{}}`$/h. At large scales, suppressing low-mass halos leads to an increase of the bias factor from $`b_1=0.86`$ to $`b_1=1.12`$. At small scales, since these low-masses do not contribute significantly, the overall amplification of the 1-halo term is due to the lower galaxy number density, which decreases by almost a factor of two. Therefore, our galaxy clustering predictions are quite sensitive to the low-mass cutoff for galaxy formation. The bottom panel in Fig. 6 shows the galaxy reduced bispectrum $`Q_{\mathrm{gal}}`$ for equilateral configurations as a function of scale (solid lines), compared to the dark matter value (dashed) for the ST mass function. At large scales, the halo models predict a negative quadratic bias, which suppresses the bispectrum. At smaller scales, both the power spectrum and bispectrum are suppressed, but at a given scale the bispectrum is sensitive to larger mass halos than the power spectrum, so $`Q_{\mathrm{gal}}`$ rises more gradually than $`Q_{\mathrm{dm}}`$. At small scales $`k\begin{array}{c}>\hfill \\ \hfill \end{array}1`$h/Mpc, the different mass weighing of the galaxy bispectrum leads to a suppression of the scale dependence of $`Q`$. The dot-dashed curve shows again the sensitivity to the low-mass cutoff ($`m_{\mathrm{cut}}=10^{11.5}M_{\mathrm{}}`$/h); as expected, the distribution at small scales is more biased. To be more quantitative, let’s note that at small scales, where 1-halo terms dominate, the scaling of the $`p`$-point spectrum is $$T_p(k)n(m)m^p[u_m(k)]^p\frac{N_{\mathrm{gal}}^p}{m^p}𝑑m,$$ (51) and at small masses $`mm_{}`$, $`n(m)m^2\nu ^a(m)`$, $`c(m)m^b`$ and $`u_m(k)[\mathrm{sin}\kappa \mathrm{Sic}(\kappa )\mathrm{cos}\kappa \mathrm{Ci}(\kappa )]/\mathrm{ln}c`$, where $`\mathrm{Sic}(\kappa )\pi /2\mathrm{Si}(\kappa )`$. This expression for the profile follows when $`c1`$, at large $`\kappa `$, $`u_m(k)(\kappa \mathrm{ln}c)^1`$. Furthermore, if $`\nu (m)m^{(n+3)/6}`$ as in the scale-free case, and $`N_{\mathrm{gal}}^pm^{p(1ϵ)}`$, changing variable from $`m`$ to $`\kappa `$, we have $$T_p(k)k^{[6(1p+pϵ)(n+3)a]/[2(3b+1)]},$$ (52) where we have neglected the weak logarithmic dependence of the profile on the concentration (which leads to additional suppresion at small scales) and used that the integral over $`\kappa `$ converges. This means that the reduced spectra $`Q_p(k)T_p(k)/[P(k)]^{p1}`$ scale as $`Q_p(k)k^{\gamma _p}`$ with $$\gamma _p=(p2)\frac{a(n+3)6ϵ}{2(3b+1)}.$$ (53) This generalizes the derivation in Ma & Fry (2000b) for galaxies. The validity of the hierarchical ansatz, $`\gamma _p0`$, thus depends on the low-mass behavior of the concentration parameter, mass function and $`N_{\mathrm{gal}}`$. For scale-free initial conditions, the validity of the hierarchical ansatz for the mass correlation functions is linked to that of stable clustering (Peebles 1980), although for higher-order correlation functions stable clustering takes a different form than the usual two-point requirement that pairwise peculiar velocities cancel the Hubble flow (Jain 1997). We see that for $`p=3`$ (the bispectrum), $`a=0.4`$ (ST mass function), $`ϵ=0.1`$, $`n_{\mathrm{eff}}2.5`$ ($`k=3`$ h/Mpc), and $`b=0.13`$, $`\gamma _30.3`$, which agrees approximately with the behavior of $`Q_{\mathrm{gal}}`$ in Fig. 6. This is only qualitative, due to the many approximations involved. On the other hand, it captures the general behavior of mass weighing, for $`b>0`$, supressing contributions from massive halos ($`ϵ>0`$) preferentially places galaxies in more concentrated halos, thus at a given $`k`$ one is probing outer regions of the NFW profile compared to the mass case. Since in the outer regions $`u(r)r^3`$, $`Q_{\mathrm{gal}}`$ is less scale dependent than $`Q`$. Figure 7 shows the $`S_p`$ parameters as a function of smoothing scale $`R`$ for the mass (dashed; same as ST in Fig 5), the galaxies with $`m_{\mathrm{cut}}=10^{11}M_{\mathrm{}}`$/h (dot-dashed) and the galaxies with $`m_{\mathrm{cut}}=10^{11.5}M_{\mathrm{}}`$/h (solid). Although we see the same general behavior as in the bispectrum case, it is interesting that the galaxy $`S_p`$ parameters are smaller than the dark matter ones at small scales, which is similar to the trend seen in comparisons of dark matter predictions with real galaxy catalogs. Both galaxy plots assume that the galaxy per halo moments obey Eq. (49). We have repeated the calculation assuming Poisson statistics ($`\alpha (m)=1`$) and found that the results are the same for scales $`R5`$ Mpc/h, and that at $`R=1`$ Mpc/h the Poisson values are about 15% below those shown in Fig. 7. The sensitivity of the clustering to the details of the relation of the number of galaxies as a function of halo mass can be used to probe aspects of galaxy formation, as we now discuss. ## 5 Comparison with APM Survey: Constraints on Galaxy Formation Measurements of two-point and higher order moments of the galaxy field in the APM survey (Maddox et al. 1990) provide important constraints on models of galaxy clustering. Here we use the measurements of counts-in-cells, deprojected into three dimensions, by Gaztañaga (1994,1995) to constrain the $`N_{\mathrm{gal}}(m)`$ relation. As discussed above, galaxy clustering at large scales is given by the standard local-bias model, with bias parameters obtained from Eq.(39). To constrain the $`N_{\mathrm{gal}}(m)`$ relation, we use the parametrized form $$N_{\mathrm{gal}}=(m/m_0)^{a_1},m_{\mathrm{cut}}mm_0,N_{\mathrm{gal}}=(m/m_0)^{a_2},mm_0,$$ (54) with $`N_{\mathrm{gal}}=0`$ for $`m<m_{\mathrm{cut}}`$ and the second moment obeys Eq. (47) with $$\alpha (m)=\frac{\mathrm{log}(m/m_{\mathrm{cut}})}{\mathrm{log}(m_0/m_{\mathrm{cut}})},$$ (55) for $`mm_0`$ and $`\alpha (m)=1`$ for $`mm_0`$. For the higher-order moments we adopt the binomial model in Eq.(49). Requiring that $`p_m`$ in the binomial model to be positive implies that $`a_10`$. Note that in Eq. (54) we have set $`N_{\mathrm{gal}}=1`$ at $`m=m_0`$ since clustering statistics do not depend on the overall number density of galaxies; however, constraints such as the luminosity function and the Tully-Fisher relation are sensitive to the overall amplitude of the $`N_{\mathrm{gal}}(m)`$ relation. For the measured values in APM at large scales, we use that $`\sigma _g^2=0.167\pm 0.021`$ at $`R=20`$ Mpc/h, and for the higher-order moments we use $`(S_3)_{\mathrm{gal}}=3.3\pm 0.5`$ and $`(S_4)_{\mathrm{gal}}=15\pm 4`$ at $`R=20`$ Mpc/h. The latter are fiducial values obtained by averaging over the large scale ($`R>10`$) skewness and kurtosis, rather than the value at a particular scale. The skewness at large scales is rather flat so averaging is reasonable (see Fig. 10), for the kurtosis the large scale limit is not so well defined, but in practice this constraint is not very important because it comes with large error bars. The constraint on the variance at large scales sets the linear bias parameter, $`1\begin{array}{c}<\hfill \\ \hfill \end{array}b_1\begin{array}{c}<\hfill \\ \hfill \end{array}1.15`$, whereas the skewness also depends on the non-linear bias $`b_2`$. In halo models, $`b_1`$ and $`b_2`$ are not independent—for a given mass function they have a specific relation as a function of halo mass, Eqs. (14-15), shown in Fig.8 in terms of the threshold parameter $`\nu =\delta _c/\sigma (m)`$. As a result of this relation, it turns out to be non-trivial to satisfy both $`\sigma _g^2`$ and $`(S_3)_{\mathrm{gal}}`$ constraints simultaneously. Essentially, since galaxies in cluster normalized $`\mathrm{\Lambda }`$CDM are constrained by the APM variance to be almost unbiased at large scales ($`b_11`$), a high skewness (as high as the mass skewness, shown as dashed lines in Fig. 10) requires that $`b_20`$, which is not easy to obtain if galaxy formation is inefficient at small and large halo masses (the latter is required to suppress the 1-halo term contribution to the variance and match the observations at small scales). To quantify constraints on the $`N_{\mathrm{gal}}(m)`$ relation, we run a Monte Carlo with varying parameters for the $`N_{\mathrm{gal}}(m)`$ relation, $$10^9M_{\mathrm{}}/hm_{\mathrm{cut}}10^{13}M_{\mathrm{}}/h,m_{\mathrm{cut}}m_0m_{\mathrm{cut}}\times 10^4,1a_14,0a_21.5,$$ (56) and use the bias parameters from Eq.(39) in Eq.(44) to decide whether a given model is accepted. We considered both PS and ST mass functions. For the mass, we use that at $`R=20`$ Mpc/h, $`\sigma ^2=0.145`$, $`S_3=2.9`$, and $`S_4=14.6`$. Note that the inferred deprojected variance of the APM corresponds to a median redshift $`\overline{z}=0.15`$, so we extrapolate the predictions from $`\mathrm{\Lambda }`$CDM $`\sigma _8=0.90`$ to this redshift. If we impose no further constraint on the high-mass slope $`a_2`$, we find that the maximum skewness (at $`R=20`$Mpc/h) is $`S_3=3`$ for the ST mass function (with $`a_2=1`$) and $`S_3=3.1`$ for the PS mass function (with $`a_2=1.1`$). However, such a high value for $`a_2`$ means that 1-halo terms are not suppressed with respect to the mass, and thus the variance and skewness at scales $`R15`$Mpc/h are much larger than observed. If we restrict $`a_2\begin{array}{c}<\hfill \\ \hfill \end{array}0.9`$, we find that the maximum skewness for the PS mass function becomes $`S_3=2.4`$, uncomfortably small for APM galaxies (but see below for discussion of APM deprojection issues). For the ST mass function we find that values as high as $`S_3=2.64`$ are possible (with $`S_4=12.6`$), this requires in addition that $`a_1a_2=0.9`$ and $`m_{\mathrm{cut}}\begin{array}{c}<\hfill \\ \hfill \end{array}10^{10}M_{\mathrm{}}/h`$, so galaxy formation is relatively efficient in small-mass halos. This values are insensitive to $`m_0`$, as $`a_1a_2`$ and the large-scale clustering is insensitive to the distribution of galaxies within halos. Essentially, in this model galaxies trace as much as possible the dark matter. However, as shown in Figs. (9-10) in solid lines ($`m_{\mathrm{cut}}=8\times 10^9M_{\mathrm{}}/h`$, $`m_0=6\times 10^{10}M_{\mathrm{}}/h`$, $`a_1=1.2`$, $`a_2=0.9`$), the small-scale variance and skewness are overestimated in this model. So, further suppression of galaxy formation in high-mass halos is required, $`a_2<0.9`$. Similarly, the galaxy model of Eq.(46) (dot-dashed lines in Figs. (9-10)) suffers from the same problem for the skewness. Before we turn to constraints derived from small-scale clustering, we should note that these depend on at least two additional assumptions (rather than just the $`N_{\mathrm{gal}}(m)`$ relation). First, we are assuming that galaxies trace the dark matter profile. Fig. 2 in Diaferio et al. (1999) shows that this cannot be true for both red and blue galaxies. The blue semianalytic galaxies, which should be more like the ones in the APM survey, are preferentially located in the outer regions of their parent halos. In the semianalytic models, this happens because, in the time it takes for a galaxy’s orbit to decay (by dynamical friction) from the edge of its parent halo to the centre, its stars age, so its colour changes from blue to red. Blue galaxies on approximately radial orbits which might pass close to the halo centre spend most of their time far from the centre anyway. As a result, most galaxies near the halo centre are red, and those further out are blue. To mimic this effect, we have studied what happens to our model predictions if we decrease the concentration parameter by a factor of two; as explained above, this decreases the variance but it does not change the ratio of moments such as the skewness appreciably, so our results seem robust to this effect. Second, recall that we are assuming that halo-halo correlations are well described by leading order PT. In the case of the clustering of dark matter, this was well justified because at scales where exclusion effects become important (invalidating the extrapolation from PT), 1-halo terms dominate over halo-halo correlation contributions. For galaxies this may not be true anymore, particularly since many small mass halos host at most one galaxy, so the 1-halo term from these halos is suppressed. For example, we find that at 3 Mpc/h, the contributions of 1-halo and 2-halo terms to the variance and the third moment of the galaxy counts are comparable, whereas this scale is about 5 Mpc/h for the dark matter. If one assumes that exclusion effects suppress the contribution of 2-halo terms (see e.g. Fig. 5 in Mo & White 1996, or the analytic treatment of exclusion effects in Sheth & Lemson 1999), one might conclude that the skewness is higher than what we get by including 2-halo contributions using PT, since these affect more the square of the variance than the third moment. On the other hand, Mo, Jing & White (1997) show that, on scales smaller than the non-linear scale, our formulae for the 3-halo and 4-halo terms significantly overestimate the skewness and kurtosis of the haloes in their simulations (see the bottom right panels of their Figs. 3 and 4). Therefore, although these exclusion effects may conspire to approximately cancel out in the end, we should bear in mind that non-trivial behavior from exclusion effects can invalidate our conclusions from clustering statistics at small scales. Modulo these caveats, if we impose the additional constraint that at small scales, e.g. $`R=1`$Mpc/h, $`(S_3)_{\mathrm{gal}}\begin{array}{c}<\hfill \\ \hfill \end{array}6`$, we find models with parameters $`m_{\mathrm{cut}}`$ $`=`$ $`4\times 10^9M_{\mathrm{}}/h,m_0=8\times 10^{11}M_{\mathrm{}}/h,a_1=1,a_2=0.8,`$ (57) $`m_{\mathrm{cut}}`$ $`=`$ $`2.5\times 10^{10}M_{\mathrm{}}/h,m_0=10^{12}M_{\mathrm{}}/h,a_1=0.8,a_2=0.8,`$ (58) $`m_{\mathrm{cut}}`$ $`=`$ $`6\times 10^{10}M_{\mathrm{}}/h,m_0=1.2\times 10^{12}M_{\mathrm{}}/h,a_1=0.6,a_2=0.8,`$ (59) the first of which is shown in Figs. 9-10 as dotted lines (the others have very similar behavior). However, all these models predict a small scale variance which is too large; in fact in Fig. 9 we have used a concentration parameter a factor of two smaller than Eq.(12) to decrease the small-scale variance . We were unable to find a model which matched both the variance and skewness of the APM survey at all scales. Therefore, we conclude that the skewness provides a stringent constraint on models of galaxy formation. In particular, the relatively large skewness at large scales and relatively small skewness at small scales provide opposite requirements on the number of galaxies per halo for massive halos. The “large” value of the skewness at large scales requires that galaxies trace mass; however the small value of the skewness at small scales requires that galaxy formation be suppressed in massive halos. In deprojecting from angular to three-dimensional space, Gaztañaga (1994,1995) assumed the validity of the hierarchical ansatz for the three- and higher-order correlation functions. At large scales, however, PT predicts that the hierarchy of correlation functions is not a simple hierarchical model with constant amplitudes, but rather the amplitudes depend strongly on the shape of the configuration (i.e. the bispectrum depends on the triangle configuration). This can affect the deprojection (Bernardeau 1995; Gaztañaga & Bernardeau 1998); in particular it can lower the three-dimensional skewness and higher-order moments deduced from the angular data, perhaps by as much as 20% at $`R\begin{array}{c}>\hfill \\ \hfill \end{array}10`$Mpc/h (Gaztañaga, private communication). At large scales, at least, this would improve the agreement with halo-model predictions. ## 6 Conclusions We used the formalism of Scherrer & Bertschinger (1991) to construct an analytic model of the dark matter and of galaxies. For the dark matter, we find that the predictions are in good agreement with numerical simulations, except for the configuration dependence of the bispectrum at small scales. This (numerically small) disagreement can be traced to the assumption that halo profiles are spherically symmetric; in reality the halos generically found in CDM simulations are triaxial. In general, halo models provide accuracy no better than $`20\%`$ when compared to simulations. However, as N-body results converge on the values of the ingredients of halo models (profiles, mass functions, etc.), their predictions will improve. We showed how the finite volume of the simulation box can significantly affect the results of higher-order statistics, due to the fact that small boxes have a deficit of massive halos. In particular, we showed that, by making suitable cuts in halo mass function, we were able to reproduce the observed behavior of the bispectrum in small-box (100 Mpc/h) simulations. At small scales, halo models predict a significant departure from the hierarchical scaling, unless the low-mass dependence of the concentration parameter, the mass function, and the small-scale slope of the halo profile are different from the currently accepted values. Unfortunately, the limited resolution of our simulations cannot test these predictions. We caution that Ma & Fry’s (2000) conclusion about the breakdown of the hierarchical ansatz in numerical simulations is premature as their results are likely to suffer from finite volume effects and inadequate resolution. If galaxies in individual dark matter halos trace the dark matter profiles, galaxy clustering is completely determined within halo models by specifying the moments of galaxy counts as a function of halo mass. In general, suppression of galaxy formation in large-mass halos leads to a power-law like behavior for the galaxy power spectrum and higher-order moments which are smaller than for the dark matter. This is similar to what is observed in galaxy surveys. However, a quantitative comparison with counts-in-cells statistics in the APM survey puts stringent constraints on the galaxy counts as a function of halo mass. At large scales, these require that galaxies trace the mass as closely as possible, implying that galaxy formation is relatively efficient even in small-mass halos. In addition, the small-scale behavior of the skewness requires a high-mass slope for the $`N_{\mathrm{gal}}(m)`$ relation of about $`a_2=0.8`$, although we found no model which simultaneously fits the small scale value of the second moment. The parameters of our “best fit models” are given in Eqs. (57-59). These constraints are independent of those derived from the luminosity function and Tully-Fisher relation which are sensitive to the overall amplitude of the galaxy counts as a function of halo mass. Clearly, halo models provide a useful framework within which to address many interesting questions about galaxy clustering, and also related topics such as galaxy-galaxy and quasar-galaxy lensing. Our treatment should be of particular interest for the interpretation of clustering in future galaxy surveys, such as SDSS and 2dF. In these cases, however, redshift distortions of clustering must also be taken into account. We plan to address this issue and others relevant to upcoming galaxy surveys in the near future. ###### Acknowledgements. We thank Antonaldo Diaferio for helpful discussions about the semianalytic models. We thank Enrique Gaztañaga for making available the data shown in Figs. 9-10, for discussions on higher-order statistics from the APM survey, and useful comments on an earlier version of this paper. We also thank Uros Seljak for discussions about galaxy clustering. The N-body simulations generated for this work were produced using the Hydra $`N`$-body code (Couchman, Thomas, & Pearce 1995). We thank R. Thacker with help regarding the use of Hydra. Special thanks are due to the Halo Pub for providing much needed diversions. This collaboration was started in 1998 during the German-American Young Scholars Institute in Astroparticle Physics, at the Aspen Center for Physics and MPI. We thank Simon White for discussions and encouragement. L.H. and R. Scoccimarro thank Fermilab and R. Sheth thanks IAS for hospitality, where parts of this work were done. L.H. is supported by the NASA grant NAG5-7047, the NSF grant PHY-9513835 and the Taplin Fellowship.B.J. is supported by an LTSA grant from NASA. R. Scoccimarro is supported by endowment funds from the Institute for Advanced Study. R. Sheth is supported by the DOE and NASA grant NAG 5-7092 at Fermilab.
warning/0006/math0006137.html	ar5iv	text	# Rigidity for quasi-Möbius group actions ## 1. Introduction It has been known since the time of Poincaré that the limit set of a subgroup of $`\mathrm{PSL}(2,)`$ obtained by a small deformation of a discrete cocompact subgroup of $`\mathrm{PSL}(2,)\mathrm{PSL}(2,)`$ will be a nowhere differentiable curve unless it is round. Much later R. Bowen made this more precise by proving that such a limit curve is either a round circle or has Hausdorff dimension strictly greater than 1. The group $`\mathrm{PSL}(2,)`$ is isomorphic to the group of orientation preserving isometries of hyperbolic $`3`$-space. Therefore, it is a natural question whether similar results hold for subgroups of the isometry group $`\mathrm{Isom}(^{n+1})`$ of hyperbolic $`(n+1)`$-space when $`n2`$, or, what is the same, for groups of Möbius transformations acting on the standard $`n`$-sphere $`𝕊^n`$. Rigidity results in this vein were obtained by Sullivan \[11, p. 69\] and Yue \[14, Theorem 1.5\]. In the present paper we generalize these results further by considering uniformly quasi-Möbius group actions on compact metric spaces $`Z`$ that induce cocompact actions on the space $`\mathrm{Tri}(Z)`$ of distinct triples of $`Z`$. The following theorem is our main result. ###### Theorem 1.1. Let $`n`$, and let $`Z`$ be a compact, Ahlfors $`n`$-regular metric space of topological dimension $`n`$. Suppose $`GZ`$ is a uniformly quasi-Möbius action of a group $`G`$ on $`Z`$, where the induced action $`G\mathrm{Tri}(Z)`$ is cocompact. Then $`GZ`$ is quasi-symmetrically conjugate to an action of $`G`$ on the standard sphere $`𝕊^n`$ by Möbius transformations. The terminology will be explained in the body of the paper. Note that part of the conclusion is that $`Z`$ is homeomorphic to $`𝕊^n`$. When $`G`$ is a hyperbolic group, the boundary $`_{\mathrm{}}G`$ carries a metric $`d`$ unique up to quasi-symmetry, with respect to which the canonical action $`G_{\mathrm{}}G`$ is uniformly quasi-Möbius. In this case the induced action on $`\mathrm{Tri}(_{\mathrm{}}G)`$ is discrete and cocompact, so Theorem 1.1 may be applied if $`(_{\mathrm{}}G,d)`$ is quasi-symmetric to an Ahlfors $`n`$-regular space whose topological dimension is equal to $`n`$. Note that $`(_{\mathrm{}}G,d)`$ will always be Ahlfors $`Q`$-regular for some $`Q>0`$, but in general $`Q`$ will exceed the topological dimension of $`_{\mathrm{}}G`$. In order to state our next result, we recall (see the discussion in Section 7) that if $`X`$ is a $`\mathrm{CAT}(1)`$-space, then any point $`pX`$ determines a canonical metric on $`_{\mathrm{}}X`$, and any two such metrics are bi-Lipschitz equivalent by the identity map. In particular, we may speak of the Hausdorff dimension of any subset of $`_{\mathrm{}}X`$, since this number is independent of the choice of the canonical metric. We then have the following corollary of Theorem 1.1 which generalizes a result by Bourdon \[2, 0.3 Théorème ($`^n`$ case)\]. ###### Theorem 1.2. Suppose $`n`$, $`n2`$. Let $`GX`$ be a properly discontinuous, quasi-convex cocompact, and isometric action on a $`\mathrm{CAT}(1)`$-space $`X`$. If the Hausdorff dimension and topological dimension of the limit set $`\mathrm{\Lambda }(G)_{\mathrm{}}X`$ are both equal to $`n`$, then $`X`$ contains a convex, $`G`$-invariant subset $`Y`$ isometric to $`^{n+1}`$ on which $`G`$ acts cocompactly. The terminology and the notation will be explained in Section 7. Note that the ineffective kernel $`N`$ of the induced action $`GY`$ is finite, and $`G/N`$ is isomorphic to a uniform lattice in $`\mathrm{Isom}(^{n+1})`$. In contrast to Theorem 1.1 where the case $`n=1`$ is allowed, we assume $`n>1`$ in the previous theorem, in order to be able to apply Bourdon’s result. It is an interesting question whether the statement is also true for $`n=1`$. See the discussion in Section 7. The proof of Theorem 1.1 can be outlined as follows. First, we use the dimension assumption to get a Lipschitz map $`f:Z𝕊^n`$ such that the image of $`f`$ has positive Lebesgue measure. According to a result by David and Semmes one can rescale $`f`$ and extract a limit mapping $`\varphi :X^n`$ defined on a weak tangent space of $`Z`$ which has bounded multiplicity, i.e. point inverses $`\varphi ^1(y)`$ have uniformly bounded cardinality. We then show that $`\varphi `$ is locally bi-Lipschitz somewhere, and as a consequence some weak tangent of $`Z`$ is bi-Lipschitz to $`^n`$. The assumptions on the group action can then be used to prove that $`Z`$ is quasi-symmetric to $`𝕊^n`$. Once this is established, the theorem follows from a result by Tukia. Our method of proving Theorem 1.1 can also be applied in other contexts. In \[8, Question 5\] Heinonen and Semmes ask whether every linearly locally contractible Ahlfors $`n`$-regular metric $`n`$-sphere $`Z`$ that is quasi-symmetrically three point homogeneous is quasi-symmetrically equivalent to the standard $`n`$-sphere $`𝕊^n`$. One can show that the answer to this question is positive, if we make the stronger assumption that $`Z`$ is three point homogeneous by uniform quasi-Möbius homeomorphisms. (see the discussion in Section 6). Acknowledgement. A previous version of this paper was based on some rather deep results on the uniform rectifiability of metric spaces satisfying some topological nondegeneracy assumptions. The statements we needed are implicitly contained in the works of David and Semmes, but not stated explicitly. The approach taken in this version uses a much more elementary result by David and Semmes. The authors are indebted to Stephen Semmes for conversations about these issues and thank him especially for directing their attention to the results in Chapter 12 of . Notation. The following notation will be used throughout the paper. Let $`Z`$ be a metric space. The metric on $`Z`$ will be denoted by $`d_Z`$, and the open and the closed ball of radius $`r>0`$ centered at $`aZ`$ by $`B_Z(a,r)`$ and $`\overline{B}_Z(a,r)`$, respectively. We will drop the subscript $`Z`$ if the space $`Z`$ is understood. If $`AZ`$ and $`d=d_Z`$, then $`d\|_A`$ is the restriction of the metric $`d`$ to $`A`$. We use $`\mathrm{diam}(A)`$ for the diameter, $`\overline{A}`$ for the closure, and $`\mathrm{\#}A`$ for the cardinality of a set $`AZ`$. If $`zZ`$ and $`A,BZ`$, then $`\mathrm{dist}(z,A)`$ and $`\mathrm{dist}(A,B)`$ are the distances of $`z`$ and $`A`$ and of $`A`$ and $`B`$, respectively. If $`AZ`$ and $`r>0`$, then we let $`N_r(A):=\{zZ:\mathrm{dist}(z,A)<r\}`$. The Hausdorff distance of two sets $`A,BZ`$ is defined by $$\mathrm{dist}_H(A,B):=\mathrm{max}\{\underset{aA}{sup}\mathrm{dist}(a,B),\underset{bA}{sup}\mathrm{dist}(b,A)\}.$$ Suppose $`X`$ and $`Y`$ are metric spaces. If $`f:XY`$ is a map, then we let $`\mathrm{Im}(f):=\{f(x):xX\}`$. If $`AX`$, then $`f\|_A`$ denotes the restriction of the map $`f`$ to $`A`$. If $`g:XY`$ is another map, we let $$\mathrm{dist}(f,g):=\underset{xX}{sup}\mathrm{dist}(f(x),g(x)).$$ The identity map on a set $`X`$ will be denoted by $`\mathrm{id}_X`$. ## 2. Quasi-Möbius maps and group actions Let $`(Z,d)`$ be a metric space. The cross-ratio of a four-tuple of distinct points $`(z_1,z_2,z_3,z_4)`$ in $`Z`$ is the quantity $$[z_1,z_2,z_3,z_4]:=\frac{d(z_1,z_3)d(z_2,z_4)}{d(z_1,z_4)d(z_2,z_3)}.$$ Suppose $`X`$ and $`Y`$ are metric spaces. Suppose $`\eta :[0,\mathrm{})[0,\mathrm{})`$ is a homeomorphism, and let $`f:XY`$ be an injective map. The map $`f`$ is an $`\eta `$-quasi-Möbius map if for every four-tuple $`(x_1,x_2,x_3,x_4)`$ of distinct points in $`X`$, we have $$[f(x_1),f(x_2),f(x_3),f(x_4)]\eta ([x_1,x_2,x_3,x_4]).$$ Note that by exchanging the roles of $`x_1`$ and $`x_2`$, one gets the lower bound $$\eta ([x_1,x_2,x_3,x_4]^1)^1[f(x_1),f(x_2),f(x_3),f(x_4)].$$ Hence $`f`$ is a homeomorphism onto its image $`f(X)`$, and the inverse map $`f^1:f(X)X`$ is also quasi-Möbius. The map $`f`$ is $`\eta `$-quasi-symmetric if $$\frac{d_Y(f(x_1),f(x_2))}{d_Y(f(x_1),f(x_3))}\eta \left(\frac{d_X(x_1,x_2)}{d_X(x_1,x_3)}\right)$$ for every triple $`(x_1,x_2,x_3)`$ of distinct points in $`X`$. Finally, $`f`$ is called bi-Lipschitz if there exists a constant $`L1`$ (the bi-Lipschitz constant of $`f`$) such that $$(1/L)d_X(x_1,x_2)d_Y(f(x_1),f(x_2))Ld_X(x_1,x_2),$$ whenever $`x_1,x_2X`$. We mention some basic properties of these maps. (1) The post-composition of an $`\eta _1`$-quasi-Möbius map by an $`\eta _2`$-quasi-Möbius map is an $`\eta _2\eta _1`$-quasi-Möbius map. Similar statements are true for quasi-symmetric maps and bi-Lipschitz maps. (2) A bi-Lipschitz map is quasi-symmetric and quasi-Möbius. A quasi-symmetric map is quasi-Möbius. A quasi-Möbius map defined on a bounded space is quasi-symmetric. (3) Let $`X`$ and $`Y`$ be compact metric spaces, and suppose $`f_k:XY`$ is an $`\eta `$-quasi-Möbius map for $`k`$. Then we have that (a) the sequence $`(f_k)`$ subconverges uniformly to an $`\eta `$-quasi-Möbius map, or (b) there is a point $`x_0X`$ so that the sequence $`(f_k\|_{X\{x_0\}})`$ subconverges uniformly on compact subsets of $`X\{x_0\}`$ to a constant map. The alternative (b) can be excluded by a normalization condition; namely, that each map $`f_k`$ maps a uniformly separated triple of points in $`X`$ to a uniformly separated triple in $`Y`$. We will need the following extension of property (3). ###### Lemma 2.1. Suppose $`(X,d_X)`$ and $`(Y,d_Y)`$ are compact metric spaces, and let $`f_k:D_kY`$ for $`k`$ be an $`\eta `$-quasi-Möbius map defined on a subset $`D_k`$ of $`X`$. Suppose $$\underset{k\mathrm{}}{lim}\mathrm{dist}_H(D_k,X)=0,$$ and that for $`k`$ there exist triples $`(x_k^1,x_k^2,x_k^3)`$ and $`(y_k^1,y_k^2,y_k^3)`$ of points in $`D_k`$ and $`Y`$, respectively, such that $$f_k(x_k^i)=y_k^i\text{for}k,i\{1,2,3\},$$ $$d_X(x_k^i,x_k^j)\delta \text{and}d_Y(y_k^i,y_k^j)\delta \text{ for }k,i,j\{1,2,3\},ij,$$ where $`\delta >0`$ is independent of $`k`$. Then the sequence $`(f_k)`$ subconverges uniformly to a quasi-Möbius map $`f:XY`$, i.e. there exists a monotonic sequence $`(k_\nu )`$ in $``$ such that $$\underset{\nu \mathrm{}}{lim}\mathrm{dist}(f_{k_\nu },f\|_{D_{k_\nu }})=0.$$ Suppose in addition that $$\underset{k\mathrm{}}{lim}\mathrm{dist}_H(f_k(D_k),Y)=0.$$ Then the sequence $`(f_k)`$ subconverges uniformly to quasi-Möbius homeomorphism $`f:XY`$. The lemma says that a sequence $`(f_k)`$ of uniformly quasi-Möbius maps defined on denser and denser subsets of a space $`X`$ and mapping into the same space $`Y`$ subconverges to a quasi-Möbius map defined on the whole space $`X`$, if each map $`f_k`$ maps a uniformly separated triple in $`X`$ to a uniformly separated triple in $`Y`$. Moreover, a surjective limiting map can be obtained if the images of the maps $`f_k`$ Hausdorff converge to the space $`Y`$. ###### Proof. The assumptions imply that the functions $`f_k`$ are equicontinuous (cf. \[13, Thm. 2.1\]). The proof of the first part of the lemma then follows from standard arguments based on the Arzelà-Ascoli theorem, and we leave the details to the reader. To prove the second part, note that according to the first part, by passing to a subsequence if necessary, we may assume that $$\mathrm{dist}(f_k,f\|_{D_k})0\text{for}k\mathrm{}.$$ Let $`D_k^{}:=f_k(D_k)`$ and $`g_k:=f_k^1:D_k^{}X`$. The maps $`g_k`$ are uniformly quasi-Möbius. Hence, by our additional assumption we can apply the first part of the lemma to the sequence $`(g_k)`$. Again by selecting a subsequence of $`(g_k)`$ if necessary, we may assume that $$\mathrm{dist}(g_k,g\|_{D_k^{}})0\text{for}k\mathrm{},$$ where $`g:YX`$ is a quasi-Möbius map. Since $`g_kf_k=\mathrm{id}_{D_k}`$ and $`f_kg_k=\mathrm{id}_{D_k^{}}`$, we obtain from the uniform convergence of the sequences $`(f_k)`$ and $`(g_k)`$ that $`gf=\mathrm{id}_X`$ and $`gf=\mathrm{id}_Y`$. Hence $`f`$ is a bijection and therefore a quasi-Möbius homeomorphism. ∎ Let $`Z`$ be an unbounded locally compact metric space with metric $`d=d_Z`$, let $`pZ`$ be a base point, and let $`\widehat{Z}=Z\{\mathrm{}\}`$ be the one-point compactification of $`Z`$. In order to define a metric on $`\widehat{Z}`$ associated with the pointed space $`(Z,p)`$ let $`h_p:\widehat{Z}[0,\mathrm{})`$ be given by $$h_p(z):=\{\begin{array}{cc}\frac{1}{1+d(z,p)}\hfill & \text{for}zZ,\hfill \\ 0\hfill & \text{for}z=\mathrm{}.\hfill \end{array}$$ Moreover, let $$\rho _p(x,y)=h_p(x)h_p(y)d(x,y)\text{for}x,yZ,$$ $`\rho _p(x,\mathrm{})=\rho _p(\mathrm{},x)=h_p(x)`$ for $`xZ`$, $`\rho _p(\mathrm{},\mathrm{})=0`$. Note that if an argument of the functions $`h_p`$ and $`\rho _p`$ is the point at infinity, the corresponding value can be obtained as a limiting case of values at arguments in $`Z`$. Essentially, the function $`\rho _p`$ is the metric on $`\widehat{Z}`$ that we are looking for. This distance function is an analog of the chordal metric on the Riemann sphere. Unfortunately, $`\rho _p`$ will not satisfy the triangle inequality in general. We remedy this problem by a standard procedure. If $`x,y\widehat{Z}`$ we define $$\widehat{d}_p(x,y):=inf\underset{i=0}{\overset{k1}{}}\rho _p(x_i,x_{i+1}),$$ where the infimum is taken over all finite sequence of points $`x_0,\mathrm{},x_k\widehat{Z}`$ with $`x_0=x`$ and $`x_k=y`$. ###### Lemma 2.2. The function $`\widehat{d}_p`$ is a metric on $`\widehat{Z}`$ whose induced topology agrees with the topology of $`\widehat{Z}`$. The identity map $`\mathrm{id}_Z:(Z,d)(Z,\widehat{d}_p\|_Z)`$ is an $`\eta `$-quasi-Möbius homeomorphism where $`\eta (t)=16t`$. ###### Proof. The first part of the lemma immediately follows if we can show that (2.3) $$\frac{1}{4}\rho _p(x,y)\widehat{d}_p(x,y)\rho _p(x,y)\text{for}x,y\widehat{Z}.$$ The second part also follows from this inequality by observing that if $`(z_1,z_2,z_3,z_4)`$ is a four-tuple of distinct points in $`Z`$, then $$\frac{\widehat{d}_p(z_1,z_3)\widehat{d}_p(z_2,z_4)}{\widehat{d}_p(z_1,z_4)\widehat{d}_p(z_2,z_3)}16\frac{\rho _p(z_1,z_3)\rho _p(z_2,z_4)}{\rho _p(z_1,z_4)\rho _p(z_2,z_3)}=16\frac{d(z_1,z_3)d(z_2,z_4)}{d(z_1,z_4)d(z_2,z_3)}.$$ The right hand inequality in (2.3) follows from the definition of $`\widehat{d}_p`$. In order to prove the left hand inequality, we may assume $`h_p(x)h_p(y)`$ without loss of generality. Moreover, we may assume $`xZ`$ and so $`h_p(x)>0`$, because otherwise $`x=y=\mathrm{}`$ and the inequality is true. If $`x_0,\mathrm{},x_k`$ is an arbitrary sequence with $`x_0=x`$ and $`x_k=y`$, we consider two cases: If $`h_p(x_i)\frac{1}{2}h_p(x)>0`$ for all $`i\{0,\mathrm{},k\}`$, then $`x_iZ`$, and the triangle inequality applied to $`d`$ gives $`{\displaystyle \underset{i=0}{\overset{k1}{}}}\rho _p(x_i,x_{i+1})`$ $``$ $`{\displaystyle \frac{1}{4}}h_p(x)^2{\displaystyle \underset{i=0}{\overset{k1}{}}}d(x_i,x_{i+1})`$ $``$ $`{\displaystyle \frac{1}{4}}d(x,y)h_p(x)h_p(y)={\displaystyle \frac{1}{4}}\rho _p(x,y).`$ Suppose there exists $`j\{0,\mathrm{},k\}`$ such that $`h_p(x_j)<\frac{1}{2}h_p(x)`$. Note that that it follows from the definitions that $`\|h_p(u)h_p(v)\|\rho _p(u,v)`$ for $`u,v\widehat{Z}`$. Moreover, since $`h_p(y)h_p(x)`$ we have $`d(x,p)d(y,p)`$ in case $`yZ`$. This implies $$\frac{d(x,y)}{1+d(y,p)}2\frac{d(y,p)}{1+d(y,p)}2,$$ which leads to $`\rho _p(x,y)2h_p(x)`$. This is also true if $`y=\mathrm{}`$. We arrive at (2.5) $$\underset{i=0}{\overset{k1}{}}\rho _p(x_i,x_{i+1})\underset{i=0}{\overset{k1}{}}\|h_p(x_i)h_p(x_{i+1})\|\frac{1}{2}h_p(x)\frac{1}{4}\rho _p(x,y).$$ The desired inequality follows from (2) and (2.5). ∎ Let $`(Z,d)`$ be a metric space. We write $`GZ`$, if $`G`$ is a group that acts on $`Z`$ by homeomorphisms. The image of a point $`zZ`$ under the group element $`g`$ is denoted by $`g(z)`$. The action $`GZ`$ is called faithful if the only element in $`G`$ that acts as the identity on $`Z`$ is the unit element. If $`\eta :[0,\mathrm{})[0,\mathrm{})`$ is a homeomorphism, then an action $`GZ`$ is an $`\eta `$-quasi-Möbius action if each $`gG`$ induces an $`\eta `$-quasi-Möbius homeomorphism of $`Z`$. An action $`GZ`$ is uniformly quasi-Möbius if it is $`\eta `$-quasi-Möbius for some homeomorphism $`\eta :[0,\mathrm{})[0,\mathrm{})`$. If $`Z`$ is locally compact, then the action $`GZ`$ is called cocompact if there exists a compact set $`KZ`$ such that $$Z=\underset{gG}{}g(K).$$ We denote by $$\mathrm{Tri}(Z):=\{(z_1,z_2,z_3)Z^3:z_1z_2z_3z_1\}$$ the space of distinct triples in $`Z`$. If $`GZ`$ is a group action, then there is a natural induced action $`G\mathrm{Tri}(Z)`$ defined by $$g(z_1,z_2,z_3):=(g(z_1),g(z_2),g(z_3))$$ for $`gG`$ and $`(z_1,z_2,z_3)\mathrm{Tri}(Z)`$. Suppose $`GZ`$ is an action on a compact space $`Z`$. Then the induced action $`G\mathrm{Tri}(Z)`$ is cocompact if and only if there exists $`\delta >0`$ such that for every triple $`(z_1,z_2,z_3)\mathrm{Tri}(Z)`$ there exists a group element $`gG`$ such that $$d(g(z_i),g(z_j))\delta \text{for}i,j\{1,2,3\},ij.$$ This condition means that every triple in $`\mathrm{Tri}(Z)`$ can be mapped to a uniformly separated triple by some map $`gG`$. ## 3. Maps of bounded multiplicity The goal of this section is to study continuous maps of bounded multiplicity between a space of topological dimension $`n`$ and $`^n`$. The main result is Theorem 3.4 which may be of independent interest. ###### Definition 3.1. If $`f:XY`$ is a continuous map between metric spaces $`X`$ and $`Y`$, then $`yY`$ is a stable value of $`f`$ if there is $`ϵ>0`$ such that $`y\mathrm{Im}(g)`$ for every continuous map $`g:XY`$ with $`\mathrm{dist}(f,g)<ϵ`$. Note that the set of stable values of a map $`f:X^n`$ is an open subset of $`^n`$. Recall that a map is light if all point inverses are totally disconnected. We will prove the following proposition. ###### Proposition 3.2. Let $`X`$ be a compact metric space of topological dimension at least $`n`$, and let $`f:X^n`$ be a light continuous map. Then $`f`$ has stable values. As we will see, the proof is a slight amplification of the well-known argument that such a map $`f`$ cannot decrease topological dimension. ###### Definition 3.3. A map $`f:XY`$ between two spaces has bounded multiplicity if there is a constant $`N`$ such that $`\mathrm{\#}f^1(y)N`$ for all $`yY`$. Using Proposition 3.2 we will prove: ###### Theorem 3.4. Suppose $`X`$ is a compact metric space, every nonempty open subset of $`X`$ has topological dimension at least $`n`$, and $`f:X^n`$ is a continuous map of bounded multiplicity. Then there is an open subset $`V\mathrm{Im}(f)`$ with $`\overline{V}=\mathrm{Im}(f)`$, such that $`U:=f^1(V)`$ is dense in $`X`$ and $`f\|_U:UV`$ is a covering map. In particular, there exist nonempty open sets $`U_1X`$ and $`V_1^n`$ such that $`f\|_{U_1}`$ is a homeomorphism of $`U_1`$ onto $`V_1`$. It is in this form that we will use Theorem 3.4 in the proof of Theorem 1.1. Let $`X`$ be a topological space, and let $`𝒰=\{U_i:iI\}`$ be a cover of $`X`$ by open subsets $`U_i`$ indexed by some set $`I`$. The nerve of $`𝒰`$, denoted by $`\mathrm{Ner}(𝒰)`$, is a simplicial complex whose simplices corresponds to the subsets $`I^{}I`$ for which $$U_I^{}:=\underset{iI^{}}{}U_i\mathrm{}.$$ The order of $`𝒰`$ is the supremum of all numbers $`\mathrm{\#}I^{}`$ such that $`U_I^{}\mathrm{}`$. We denote the topological dimension of $`X`$ by $`\mathrm{dim}_{\mathrm{top}}(X)`$ (cf. \[9, Def. I.4\]). A compact metric space $`X`$ has topological dimension at most $`n`$, if and only if open covers of order at most $`n+1`$ are cofinal in the family of all open covers of $`X`$, i.e., every open cover has an open refinement which has order at most $`n+1`$. The order of an open cover $`𝒰`$ is equal to $`\mathrm{dim}_{\mathrm{top}}(\mathrm{Ner}(𝒰))+1`$. In order to prove Proposition 3.2 we discuss a general construction that associates a fine cover with a light continuous map $`f:XY`$ from a compact metric space $`X`$ to a separable metric space $`Y`$. Pick $`ϵ>0`$. If $`yY`$, then $`f^1(y)`$ is compact and totally disconnected, so the diameter of connected components of $`N_\delta (f^1(y))`$ tends to zero as $`\delta 0`$. Hence there is a number $`r_y>0`$ such that $`N_{r_y}(f^1(y))`$ can be decomposed as a finite disjoint union of open sets with diameter less than $`ϵ`$; moreover, there is a number $`s_y>0`$ such that $`f^1(B(y,s_y))N_{r_y}(f^1(y))`$. Let $``$ be a finite cover of $`\mathrm{Im}(f)`$ by balls of the form $`B(y,s_y)`$. Suppose $`𝒰=\{U_i:iI\}`$ is a cover of $`\mathrm{Im}(f)`$ by open subsets of $`Y`$. Let $`I^{}:=\{iI:U_i\mathrm{Im}(f)\mathrm{}\}`$, and assume that $`𝒰^{}:=\{U_i:iI^{}\}`$ refines $``$. Then $`f^1(𝒰^{}):=\{f^1(U_i):iI^{}\}`$ is an open cover of $`X`$ such that for all $`iI^{}`$, we have $`f^1(U_i)N_{r_y}(f^1(y))`$ for some $`yY`$, which implies that $`f^1(U_i)`$ may be written as a finite disjoint union of open subsets with diameter less than $`ϵ`$. Choosing such a decomposition of $`f^1(U_i)`$ for each $`iI^{}`$ yields a collection of open sets $`𝒱=\{V_j:jJ\}`$ which covers $`X`$, and a map $`\alpha :JI^{}I`$ such that $`V_j`$ is an open set appearing in the decomposition of $`f^1(U_{\alpha (j)})`$. Note that $`\alpha `$ induces a simplicial map $`\varphi :\mathrm{Ner}(𝒱)\mathrm{Ner}(𝒰)`$ since $$V_{j_1}\mathrm{}V_{j_k}\mathrm{}f^1(U_{\alpha (j_1)})\mathrm{}f^1(U_{\alpha (j_k)})\mathrm{}$$ $$U_{\alpha (j_1)}\mathrm{}U_{\alpha (j_k)}\mathrm{}.$$ In fact, $`\varphi `$ is injective on simplices, since if $`j,j^{}J`$ are distinct and $`\alpha (j)=\alpha (j^{})`$, then $`V_j`$ and $`V_j^{}`$ are disjoint fragments of the same open set $`f^1(U_{\alpha (j)})=f^1(U_{\alpha (j^{})})`$, and so $`V_jV_j^{}=\mathrm{}`$. In particular, we have $`\mathrm{dim}_{\mathrm{top}}(\mathrm{Ner}(𝒱))\mathrm{dim}_{\mathrm{top}}(\mathrm{Ner}(𝒰))`$. Suppose $`\{\rho _i:iI\}`$ is a partition of unity in $`Y`$ subordinate to $`𝒰`$. Here and in the following we interpret subordination in the sense that $`\{\rho _i0\}U_i`$ for all $`iI`$. We can produce a partition of unity $`\{\nu _j:jJ\}`$ in $`X`$ subordinate to $`𝒱`$ as follows: let $`\nu _j:=\chi _{_{V_j}}\left(\rho _{\alpha (j)}f\right)`$, where $`\chi _{_{V_j}}`$ is the characteristic function of $`V_j`$. Using the functions $`\{\rho _i:iI\}`$ as barycentric coordinates in $`\mathrm{Ner}(𝒰)`$, and the functions $`\{\nu _j:jJ\}`$ as barycentric coordinates in $`\mathrm{Ner}(𝒱)`$, we obtain induced continuous maps $`\rho :Y\mathrm{Ner}(𝒰)`$ and $`\nu :X\mathrm{Ner}(𝒱)`$ such that $`\varphi \nu =\rho f`$. We note that since $`ϵ>0`$ was chosen arbitrarily, if we have a cofinal family of covers $`𝒰^{}`$ of $`\mathrm{Im}(f)`$ of order at most $`N`$, then the corresponding family of covers $`𝒱`$ of $`X`$ will be cofinal and its members will have order at most $`N`$; this implies that $`\mathrm{dim}_{\mathrm{top}}(Y)\mathrm{dim}_{\mathrm{top}}(\mathrm{Im}(f))\mathrm{dim}_{\mathrm{top}}(X)`$. Proof of Proposition 3.2. For $`ϵ>0`$ we now apply the construction above in the special case that $`Y=^n`$, $`\mathrm{dim}_{\mathrm{top}}(X)n`$, and the open cover $`𝒰=\{U_i:iI\}`$ of $`^n`$ is the open star cover associated with a triangulation of $`^n`$. Since $`f(X)`$ is compact, the associated cover $`𝒰^{}`$ will refine a given cover of $`f(X)`$ if the triangulation of $`^n`$ is chosen fine enough. We have a homeomorphism $`\rho :^n\mathrm{Ner}(𝒰)`$ (we conflate simplicial complexes with their geometric realizations), and an induced partition of unity $`\{\rho _i:iI\}`$ coming from the barycentric coordinate functions of the map $`\rho `$. Since the family of open covers of $`X`$ induced by our construction is cofinal in the family of all open covers of $`X`$, we can choose $`ϵ>0`$ small enough so that the induced cover $`𝒱`$ of $`X`$ does not admit an open refinement $`𝒲`$ of order at most $`n`$. ###### Lemma 3.5. Some $`n`$-simplex $`\sigma `$ of $`\mathrm{Ner}(𝒱)`$ has an interior point $`\xi `$ which is a stable value of $`\nu :X\mathrm{Ner}(𝒱)`$. ###### Proof. Suppose not. Then we may form a set $`S`$ by choosing one interior point from each $`n`$-simplex of $`\mathrm{Ner}(𝒱)`$, and perturb $`\nu `$ slightly on a small neighborhood of $`\nu ^1(S)`$ to get a map $`\nu ^{}:X\mathrm{Ner}(𝒱)`$ such that its barycentric coordinate functions are subordinate to $`𝒱`$, and $`\mathrm{Im}(\nu ^{})S=\mathrm{}`$. (See the first part of the proof of Lemma 3.7 for the idea of how to construct this perturbation.) Then we may compose $`\nu ^{}`$ with the “radial projection” in each $`n`$-simplex to get a map $`\nu ^{\prime \prime }`$ that maps $`\mathrm{Ner}(𝒱)S`$ to the $`(n1)`$-skeleton $`[\mathrm{Ner}(𝒱)]_{n1}`$ of $`\mathrm{Ner}(𝒱)`$ and whose barycentric coordinates are subordinate to $`𝒱`$; pulling back the open star cover of $`\mathrm{Ner}(𝒱)`$ by $`\nu ^{\prime \prime }`$, we get a refinement of $`𝒱`$ of order at most $`n`$, which is a contradiction. ∎ If $`\xi `$ is as in the lemma, then $`\varphi (\xi )\mathrm{Ner}(𝒰)`$ is clearly a stable value of $`\varphi \nu :X\mathrm{Ner}(𝒰)`$; but $`f=\rho ^1\varphi \nu `$ where $`\rho ^1`$ is a homeomorphism, so $`\rho ^1(\varphi (\xi ))`$ is a stable value of $`f`$. This completes the proof of Proposition 3.2. ∎ ###### Definition 3.6. Let $`X`$ be a topological space, and $`f:X^n`$ be a map. Then $`xX`$ is a stable point of $`f`$ if $`f(x)`$ is a stable value of $`f\|_U`$ for every neighborhood $`U`$ of $`x`$. ###### Lemma 3.7. Suppose $`X`$ is metric space, and $`f:X^n`$ is a continuous map. Then $`y^n`$ is a stable value of $`f`$ if and only if $`y`$ is a stable value of $`f\|_{f^1(W)}`$ for every neighborhood $`W`$ of $`y`$. When $`X`$ is a compact metric space and $`f^1(y)`$ is totally disconnected, then $`y`$ is a stable value of $`f`$ if and only if the fiber $`f^1(y)`$ contains a stable point. ###### Proof. We will only prove the “only if” implications; the other implications are immediate. Suppose $`W^n`$ is an open neighborhood of $`y`$, and $`y`$ is an unstable value of $`f\|_U`$, where $`U:=f^1(W)`$. Choose $`\delta >0`$ such that $`\overline{B}(y,\delta )W`$, and let $`V:=f^1(^n\overline{B}(y,\delta ))`$. Pick $`ϵ>0`$. As $`y`$ is an unstable value of $`f\|_U`$, we can find a map $`g_U:U^n`$ such that $`\mathrm{dist}(g_U,f\|_U)<\mathrm{min}(ϵ,\delta )`$ and $`y\mathrm{Im}(g_U)`$. Define $`g_V:V^n`$ to be the restriction of $`f`$ to $`V`$. Combining $`g_U`$ and $`g_V`$ using a partition of unity subordinate to the cover $`\{U,V\}`$, we get a continuous map $`g:X^n`$ such that $`\mathrm{dist}(g,f)<ϵ`$ and $`g^1(y)=\mathrm{}`$. Since $`ϵ>0`$ was arbitrary, we have shown that $`y`$ is not a stable value of $`f`$. Now suppose $`X`$ is compact, $`f^1(y)`$ is totally disconnected, and every point $`xf^1(y)`$ is unstable. By the compactness of $`f^1(y)`$ we can find a finite cover $`=\{B(x_1,r_1),\mathrm{},B(x_k,r_k)\}`$ of $`f^1(y)`$ by balls where $`x_if^1(y)`$ and $`y`$ is an unstable value of $`f\|_{B(x_i,r_i)}`$ for each $`1ik`$. When $`\delta >0`$ is sufficiently small, then $`f^1(B(y,\delta ))`$ can be decomposed into a disjoint union of open sets $`U_1,\mathrm{},U_j`$ so that the cover $`\{U_i\}`$ of $`f^1(y)`$ refines $``$. This means that $`y`$ is an unstable value of $`f\|_{U_i}`$ for each $`i`$, which implies that $`y`$ is an unstable value of $`f\|_{f^1(B(y,\delta ))}`$. This is a contradiction to what we proved in the first part of the proof. ∎ Now let $`X`$ be a compact metric space such that $`\mathrm{dim}_{\mathrm{top}}(U)n`$ for all nonempty open subsets $`UX`$, and $`f:X^n`$ be a continuous map of bounded multiplicity. ###### Lemma 3.8. For all $`y^n`$ and all $`ϵ>0`$, there is $`\delta >0`$ such that for all $`y^{}B(y,\delta )`$ and all stable points $`xf^1(y)`$, there is a stable point in $`f^1(y^{})B(x,ϵ)`$. ###### Proof. Let $`\{x_1,\mathrm{},x_k\}`$ be the stable points in $`f^1(y)`$ and pick $`i\{1,\mathrm{},k\}`$. Since $`x_i`$ is stable point, $`y`$ is a stable value of $`f\|_{B(x_i,ϵ)}`$. So any $`y^{}`$ sufficiently close to $`y`$ is also a stable value of $`f\|_{B(x_i,ϵ)}`$ and by Lemma 3.7 for such $`y^{}`$ we will have a stable point in $`f^1(y^{})B(x_i,ϵ)`$. This holds for all $`i`$, so the lemma follows. ∎ We define the stable multiplicity function $`\mu :^n`$ by letting $`\mu (y)`$ be the number of stable points in $`f^1(y)`$. ###### Lemma 3.9. If $`\mu `$ is locally maximal at $`y^n`$, then every $`xf^1(y)`$ is stable. ###### Proof. Let $`U^n`$ be a neighborhood of $`y`$ such that $`\mu (y^{})\mu (y)`$ for all $`y^{}U`$. Let $`x_1,\mathrm{},x_k`$ be the stable points in $`f^1(y)`$, and suppose $`xf^1(y)\{x_1,\mathrm{},x_k\}`$. Pick $`ϵ>0`$ such that the balls $`B(x,ϵ),B(x_1,ϵ),\mathrm{},B(x_k,ϵ)`$ are disjoint. Choose $`\delta >0`$ as in the previous lemma. Let $`y^{}`$ be a stable value of $`f\|_{B(x,ϵ)}`$ lying in $`UB(y,\delta )`$; such a $`y^{}`$ exists since by Proposition 3.2 stable values of $`f\|_{B(x,ϵ)}`$ are dense in $`\mathrm{Im}(f\|_{B(x,ϵ)})`$. Then $`f^1(y^{})`$ has a stable point in each of the balls $`B(x,ϵ),B(x_1,ϵ),\mathrm{},B(x_k,ϵ)`$, so $`\mu (y^{})k+1`$; this is a contradiction. ∎ Proof of Theorem 3.4. Let $`V\mathrm{Im}(f)^n`$ be the set where the stable multiplicity function $`\mu `$ is locally maximal; clearly $`V`$ is dense in $`\mathrm{Im}(f)`$. By Lemma 3.8, $`V`$ is an open subset of $`^n`$, and $`\mu `$ is locally constant on $`V`$. By Lemma 3.9, the map $`y\mathrm{\#}f^1(y)`$ is a locally constant function on $`V`$. It is therefore clear by Lemma 3.8 that $`f`$ is locally injective near any $`xU:=f^1(V)`$, and hence $`f\|_U`$ is a covering map. If $`W`$ is a nonempty open set in $`X`$, then $`f(W)`$ has nonempty interior by Proposition 3.2. Hence $`f(W)`$ meets $`V`$, since $`V`$ is dense in $`\mathrm{Im}(f)`$. It follows that $`W`$ meets $`U=f^1(V)`$. This implies that $`U`$ is dense in $`X`$. ∎ ## 4. Weak Tangents In this section we briefly review some results on weak tangents. For more details see and . A pointed metric space is a pair $`(Z,p)`$, where $`Z`$ is a metric space (with metric $`d_Z`$) and $`pZ`$. A sequence $`(Z_k,p_k)`$ of pointed metric spaces is said to converge to a pointed metric space $`(Z,p)`$, if for every $`R>0`$ and for every $`ϵ>0`$ there exist $`N`$, a subset $`MB_Z(p,R)`$, subsets $`M_kB_{Z_k}(R)`$ and bijections $`f_k:M_kM`$ such that for $`kN`$ * $`pM`$, $`p_kM_k`$, and $`f_k(p_k)=p`$, * the set $`M`$ is $`ϵ`$-dense in $`B_Z(p,R)`$, and the sets $`M_k`$ are $`ϵ`$-dense in $`B_{Z_k}(p_k,R)`$, * $`\|d_{Z_k}(x,y)d_Z(f_k(x),f_k(y))\|<ϵ`$ whenever $`x,yM_k`$. The definitions for pointed space convergence given in and are different, but equivalent. A complete metric space $`S`$ is called a weak tangent of the metric space $`Z`$, if there exist a sequence of numbers $`\lambda _k>0`$ with $`\lambda _k\mathrm{}`$ for $`k\mathrm{}`$ and points $`qS`$, $`p_kZ`$ such that the sequence of pointed spaces $`(\lambda _kZ,p_k)`$ converges to the pointed space $`(S,q)`$. Here we denote by $`\lambda Z`$ for $`\lambda >0`$ the metric space $`(Z,\lambda d_Z)`$. In other words, $`\lambda Z`$ agrees with $`Z`$ as a set, but is equipped with the metric obtained by rescaling the original metric by the factor $`\lambda >0`$. The set of all weak tangents of a metric space $`Z`$ is denoted by $`\mathrm{WT}(Z)`$. If $`X`$, $`Y`$, $`Z`$ are metric spaces, and $`X`$ is a weak tangent of $`Y`$ and $`Y`$ is a weak tangent of $`Z`$, then $`X`$ is a weak tangent of $`Z`$, i.e., $`X\mathrm{WT}(Y)`$ and $`Y\mathrm{WT}(Z)`$ imply $`X\mathrm{WT}(Z)`$. A metric space $`Z`$ is called uniformly perfect if there exists a constant $`\lambda 1`$ such that for every $`zZ`$ and $`0<R\mathrm{diam}(Z)`$ we have $`\overline{B}(z,R)B(z,R/\lambda )\mathrm{}`$. For $`Q>0`$ we denote by $`^Q`$ the $`Q`$-dimensional Hausdorff measure on a metric space $`Z`$. A complete metric space $`Z`$ of positive diameter is called Ahlfors $`Q`$-regular, where $`Q>0`$, if there exists a constant $`C1`$ such that $$\frac{1}{C}R^Q^Q(B(z,R))CR^Q,$$ whenever $`zZ`$ and $`0<R\mathrm{diam}(Z)`$. A metric space $`Z`$ is called doubling, if there exists a number $`N`$ such that every open ball of radius $`R`$ in $`Z`$ can be covered by at most $`N`$ open balls of radius $`R/2`$. The space $`Z`$ is called proper, if closed balls in $`Z`$ are compact. Every Ahlfors regular space is uniformly perfect and doubling. A complete doubling space is proper. If $`Z`$ is a compact metric space that is uniformly perfect and doubling, and $`X\mathrm{WT}(Z)`$, then $`X`$ is an unbounded doubling metric space. Since $`X`$ is also complete by definition, this space will be proper. Suppose $`f:XY`$ is a map between a metric space $`X`$ and a doubling metric space $`Y`$. The map is called regular if it is Lipschitz and there exists a constant $`N`$ such that the inverse image of every open ball $`B`$ in $`Y`$ can be covered by at most $`N`$ open balls in $`X`$ with the same radius as $`B`$. Note that this last condition implies that $`f`$ is of bounded multiplicity. Indeed, we have $`\mathrm{\#}f^1(y)N`$ for $`yY`$. For suppose that there are $`N+1`$ distinct points $`x_1,\mathrm{},x_{N+1}f^1(y)`$. Let $`ϵ>0`$ be the minimum of the distances $`d_X(x_i,x_j)`$ for $`ij`$. Consider the ball $`B=B(y,ϵ/2)`$. By our assumption on $`f`$ the preimage $`f^1(B)f^1(y)`$ can be covered by $`N`$ open balls $`B_1,\mathrm{},B_NX`$ of radius $`ϵ/2`$. But this is impossible, because each ball $`B_i`$ can contain at most one of the points $`x_1,\mathrm{},x_{N+1}`$. The proof of the following proposition can be found in \[6, Prop. 12.8\]. ###### Proposition 4.1. Let $`X`$ and $`Y`$ be metric spaces, and $`f:XY`$ be a Lipschitz map. Suppose that $`X`$ is compact and Ahlfors $`Q`$-regular, where $`Q>0`$, $`Y`$ is complete and doubling, and $`^Q(f(X))>0`$. Then there exist weak tangents $`S\mathrm{WT}(X)`$, $`T\mathrm{WT}(Y)`$, and a regular map $`g:ST`$. We will need the following lemmas. ###### Lemma 4.2. Suppose $`X`$ is a metric space, and $`f:X^n`$ is regular. Assume that there is an open ball $`B^n`$ and a set $`Uf^1(B)`$ such that the map $`g:=f\|_U:UB`$ is a homeomorphism. Then $`g`$ is a bi-Lipschitz map. It is understood that $`U`$ is equipped with the restriction of the metric $`d_X`$ to $`U`$, and $`B`$ with the Euclidean metric. ###### Proof. Since $`f`$ is Lipschitz, the map $`g`$ is also Lipschitz. It remains to obtain an upper bound for $`d_X(x,y)`$ in terms of $`\|f(x)f(y)\|`$, whenever $`x,yU`$, $`xy`$. Let $`R:=2\|f(x)f(y)\|>0`$, $`B^{}:=B(x,R)`$ and $`SB^{}B`$ be the Euclidean line segment connecting $`f(x)`$ and $`f(y)`$. Then $`E:=g^1(S)`$ is a compact connected set in $`U`$ containing $`x`$ and $`y`$. On the other hand, $`Ef^1(B^{})`$. If $`N`$ is associated with $`f`$ as in the definition of a regular map, then it follows that $`E`$ can be covered by $`N`$ open balls of radius $`R`$. Now we invoke the following elementary fact whose proof is left to the reader: If $`E`$ is a compact connected set in a metric space covered by open balls, then the diameter of $`E`$ is at most twice the sum of the radii of the balls. In our situation we get the estimate $$d_X(x,y)\mathrm{diam}(E)2NR=4N\|f(x)f(y)\|,$$ which proves that $`g`$ is a bi-Lipschitz homeomorphism. ∎ ###### Lemma 4.3. Suppose $`X`$ and $`Y`$ are complete doubling metric spaces. Suppose there exists a point $`xX`$, a neighborhood $`U`$ of $`x`$ and a bi-Lipschitz map $`f:UV:=f(U)`$ such that $`V`$ is a neighborhood of $`y:=f(x)`$. Then there exist $`S\mathrm{WT}(X)`$, $`T\mathrm{WT}(Y)`$, and a bi-Lipschitz homeomorphism $`g:ST`$. The lemma says that under the given hypotheses the spaces $`X`$ and $`Y`$ have bi-Lipschitz equivalent weak tangents. ###### Proof. For $`\lambda >0`$ consider the pointed metric spaces $`(\lambda U,x)`$ and $`(\lambda V,y)`$, where $`\lambda U`$ and $`\lambda V`$ denote the metric spaces whose underlying sets are $`U`$ and $`V`$ equipped with the restrictions of the metric $`d_X`$ and $`d_Y`$, respectively, rescaled by the factor $`\lambda >0`$. The map $`f`$ considered as a map between $`(\lambda U,x)`$ and $`(\lambda V,y)`$ preserves base points and is bi-Lipschitz with a constant independent of $`\lambda `$. Since $`X`$ and $`Y`$ are complete and doubling, it follows that in the terminology of David and Semmes \[6, Sect. 8.5\] the mapping packages $`f:(\lambda U,x)(\lambda V,y)`$ subconverge for $`\lambda \mathrm{}`$ to a mapping $`g:ST`$. Here $`S`$ and $`T`$ are limits of the pointed spaces $`(\lambda _kU,x)`$ and $`(\lambda _kV,y)`$, respectively, where $`\lambda _k`$ is a sequence of positive numbers with $`\lambda _k\mathrm{}`$ as $`k\mathrm{}`$. Since $`U`$ and $`V`$ are neighborhoods of $`x`$ and $`y`$, respectively, it follows that $`S\mathrm{WT}(X)`$ and $`Y\mathrm{WT}(Y)`$ (cf. \[6, Lem. 9.12\]). Moreover, since the bi-Lipschitz constant of $`f:(\lambda U,x)(\lambda V,y)`$ is independent of $`\lambda `$, the map $`g`$ will be bi-Lipschitz. There is a slight problem here, because it is not clear whether $`g`$ will be surjective. This problem can be addressed similarly as in the second part of the proof of Theorem 2.1. We may assume that the sequence $`\lambda _k`$ is such that not only the mapping packages $`f:(\lambda _kU,x)(\lambda _kV,y)`$ converge, but also the mapping packages $`f^1:(\lambda _kV,y)(\lambda _kU,x)`$, to $`h:TS`$, say. Then $`gh=\mathrm{id}_T`$ which implies that $`g`$ is onto, and hence a bi-Lipschitz homeomorphism. ∎ ## 5. Weak tangents and quasi-Möbius actions In this section we study weak tangents of compact metric spaces which admit a uniformly quasi-Möbius action for which the induced action $`G\mathrm{Tri}(Z)`$ is cocompact. As the reader will notice, all the results in this section remain true under the weaker assumption that every triple of distinct points in $`Z`$ can be blown up to a uniformly separated triple by a uniform quasi-Möbius homeomorphism of $`Z`$, i.e., an $`\eta `$-quasi-Möbius homeomorphism with $`\eta `$ independent of the triple. ###### Lemma 5.1. Suppose $`Z`$ is a uniformly perfect compact metric space, and $`GZ`$ is an $`\eta `$-quasi-Möbius action. * Suppose that for each $`k`$ we are given a set $`D_k`$ in a ball $`B_k=B(p_k,R_k)Z`$ that is $`(ϵ_kR_k)`$-dense in $`B_k`$, where $`ϵ_k>0`$, distinct points $`x_k^1,x_k^2,x_3^kB(p_k,\lambda _kR_k)`$, where $`\lambda _k>0`$, with $$d_Z(x_k^i,x_k^j)>\delta _kR_k\text{for}i,j\{1,2,3\},ij,$$ where $`\delta _k>0`$, and group elements $`g_kG`$ such that for $`y_k^i:=g_k(x_k^i)`$ we have $$d_Z(y_k^i,y_k^j)>\delta ^{}\text{for}i,j\{1,2,3\},ij,$$ where $`\delta ^{}>0`$ is independent of $`k`$. Let $`D_k^{}:=g_k(D_k)`$, and suppose $`\lambda _k0`$ for $`k\mathrm{}`$ and that the sequence $`(ϵ_k/\delta _k^2)`$ is bounded. Then $$\mathrm{dist}_H(D_k^{},Z)0\text{for}k\mathrm{}.$$ * Suppose in addition that $`G\mathrm{Tri}(Z)`$ is cocompact. If $`UZ`$ is a nonempty open set, then there exists a sequence $`(g_k)`$ in $`G`$ such that $$\mathrm{diam}(Zg_k(U))0\text{for}k\mathrm{}.$$ In plain words (i) essentially says that if we blow up a triple $`(x^1,x^2,x^3)`$ that lies in a ball $`B`$ to a uniformly separated triple, then a set $`D`$ in $`B`$ will be blown up to a rather dense set in $`Z`$, if the triple $`(x^1,x^2,x^3)`$ lies deep inside $`B`$ and its separation is much larger than $`\mathrm{dist}_H(D,B)`$. Proof of (i). Let $`d=d_Z`$. Consider fixed $`k`$ and drop the subscript $`k`$ for simplicity. The image of a point $`zZ`$ under $`g=g_k`$ will be denoted by $`z^{}:=g(z)`$. Pick an arbitrary point in $`Z`$, and write it in the form $`x^{}=g(x)`$ where $`xZ`$. We have to find a point in $`D^{}`$ close to $`x^{}`$. Case 1: $`xB(p,R)`$. There is a point $`yDB`$ with $`d(x,y)ϵR`$. Since the minimal distance between the points $`x_1,x_2,x_3`$ is at least $`\delta R`$, we can find two of them, call them $`a`$ and $`b`$, so that $`d(y,a)\delta R/2`$ and $`d(x,b)\delta R/2`$. Hence $$\frac{d(x^{},y^{})d(a^{},b^{})}{d(x^{},b^{})d(a^{},y^{})}\eta \left(\frac{d(x,y)d(a,b)}{d(x,b)d(a,y)}\right)\eta (8ϵ\lambda /\delta ^2).$$ Rearranging factors, this implies that $$d(x^{},y^{})\mathrm{diam}(Z)^2\eta (8ϵ\lambda /\delta ^2)/\delta ^{}C_1\eta (C_2\lambda ).$$ The last expression becomes uniformly small as $`\lambda 0`$. Case 2: $`xB(p,R)`$. Since $`ϵ\delta ^2\lambda ^2`$, we may assume that $`ϵ>0`$ is small. Then by the uniform perfectness of $`Z`$ and the $`(ϵR)`$-density of $`D`$ in $`B`$, we can find a point $`yDB`$ so that $`d(y,p)/R`$ is uniformly bounded away from zero, $`d(y,p)/Rc_0>0`$ say. Note that $`c_0`$ does not depend on $`k`$. We may assume that $`\lambda <c_0/21/2`$. Then setting $`a=x^1`$ and $`b=x^2`$ we get $`{\displaystyle \frac{d(x^{},y^{})d(a^{},b^{})}{d(x^{},b^{})d(a^{},y^{})}}`$ $``$ $`\eta \left({\displaystyle \frac{d(x,y)d(a,b)}{d(x,b)d(a,y)}}\right)`$ $``$ $`\eta \left({\displaystyle \frac{4\lambda d(x,p)}{(d(x,p)\lambda R)(c_0\lambda )}}\right)`$ $``$ $`\eta (16\lambda /c_0).`$ Rearranging factors, this implies that $$d(x^{},y^{})\mathrm{diam}(Z)^2\eta (16\lambda /c_0)/\delta ^{}C_3\eta (C_4\lambda ).$$ Again the last expression becomes uniformly small as $`\lambda 0`$. Since $`y^{}D^{}`$, the first part of the lemma follows. Proof of (ii). Let $`B=B(p,R)`$ be a ball in $`U`$ with small radius $`R(0,1/2]`$. By the uniform perfectness of $`Z`$ we can find a triple $`(x^1,x^2,x^3)`$ of distinct points in $`B(p,R^2)`$ whose separation is comparable to $`R^2`$. Now use the cocompactness of $`G\mathrm{Tri}(Z)`$ to find $`gG`$ mapping $`(x^1,x^2,x^3)`$ to a uniformly separated triple. Arguing as in Case 2 above, we find that whenever $`x^{}`$ and $`y^{}`$ are points in $`Zg(B(p,R))`$, then $`d_Z(x^{},y^{})\eta (CR).`$ Hence $`\mathrm{diam}(Zg(U))\eta (CR)`$, and the claim follows by making $`R`$ arbitrarily small. ∎ Before we state the next lemma we recall that in Section 2 we have defined a metric $`\widehat{d}_p`$ on the one-point compactification $`\widehat{X}`$ of an unbounded locally compact pointed metric space $`(X,p)`$ associated with the metric $`d=d_X`$ and the base point $`p`$. ###### Lemma 5.2. Suppose $`Z`$ is a compact metric space that is uniformly perfect and doubling, and $`GZ`$ is a uniformly quasi-Möbius action for which the induced action $`G\mathrm{Tri}(Z)`$ is cocompact. If $`(S,p)\mathrm{WT}(Z)`$, then there exist a quasi-Möbius homeomorphism $`h:(\widehat{S},\widehat{d}_p)Z`$. Moreover, $`h\|_S:SZ\{h(\mathrm{})\}`$ is also a quasi-Möbius homeomorphism. In other words, up to quasi-Möbius homeomorphism the space $`Z`$ is equivalent to the one-point compactification $`\widehat{S}`$ of a weak tangent $`(S,p)`$ of $`Z`$ if we equip $`\widehat{S}`$ with the canonical metric $`\widehat{d}_p`$. Conversely, up to quasi-Möbius homeomorphism any weak tangent of $`Z`$ is equivalent to $`Z`$ with one point removed. ###### Proof. Note that as a weak tangent of a uniformly perfect doubling metric space, $`S`$ is unbounded and proper. From the definition of pointed space convergence it follows that for $`k`$ there exist subsets $`\stackrel{~}{D}_kB_S(p,k)S`$ that are $`(1/k)`$-dense in $`B_S(p,k)`$, numbers $`\lambda _k>0`$ with $`\lambda _k\mathrm{}`$, points $`p_kZ`$, sets $`D_kB_{\lambda _kZ}(p_k,k)\lambda _kZ`$ that are $`(1/k)`$-dense in $`B_{\lambda _kZ}(p_k,k)`$ with respect to the metric $`d_{\lambda _kZ}=\lambda _kd_Z`$ and bijections $`f_k:\stackrel{~}{D}_kD_k`$ such that (5.3) $$\frac{1}{2}d_S(x,y)\lambda _kd_Z(f_k(x),f_k(y))2d_S(x,y)\text{for}x,y\stackrel{~}{D}_k.$$ Moreover, it can be arranged that each set $`\stackrel{~}{D}_k`$ contains the points of a fixed triple $`(q_1,q_2,q_3)\mathrm{Tri}(S)`$. Let $`x_k^i:=f_k(q_i)`$ for $`i\{1,2,3\}`$ and $`k`$. Since the action $`G\mathrm{Tri}(Z)`$ is cocompact, for $`k`$ we can find $`g_kG`$ such that the triples $$(y_k^1,y_k^2,y_k^3):=g_k(x_k^1,x_k^2,x_k^3)\mathrm{Tri}(Z)$$ are uniformly separated. The density condition for the sets $`D_k`$ rephrased in terms of the metric $`d_Z`$ says that $`D_k`$ is $`(\lambda _k/k)`$-dense in $`B_Z(p_k,\lambda _kk)`$ with respect to $`d_Z`$. Moreover, in terms of the metric $`d_Z`$, the triple $`(x_k^1,x_k^2,x_k^3)`$ has separation comparable to $`\lambda _k`$ and is contained in a ball centered at $`p_k`$ whose radius is also comparable to $`\lambda _k`$. It follows from Lemma 5.1 that for $`D_k^{}:=g_k(D_k)`$ we have (5.4) $$\underset{k\mathrm{}}{lim}\mathrm{dist}_H(D_k^{},Z)=0,$$ where $`\mathrm{dist}_H`$ refers to the Hausdorff distance in $`Z`$. The density condition for the sets $`\stackrel{~}{D}_kS\widehat{S}`$ and the inequality (2.3) for the metric $`\widehat{d}_p`$ imply that (5.5) $$\underset{k\mathrm{}}{lim}\mathrm{dist}_H(\stackrel{~}{D}_k,\widehat{S})=0,$$ where $`\mathrm{dist}_H`$ refers to the Hausdorff distance in $`(\widehat{S},\widehat{d}_p)`$. Consider the maps $`h_k:(\stackrel{~}{D}_k,\widehat{d}_p\|_{\stackrel{~}{D}_k})Z`$ defined by $`h_k(x)=g_k(f_k(x))`$ for $`x\stackrel{~}{D}_k`$. Note that it follows from Lemma 2.2, inequality (5.3) and the fact that the action $`GZ`$ is uniformly quasi-Möbius that the maps $`h_k`$ are $`\eta `$-quasi-Möbius with $`\eta `$ independent of $`k`$. Moreover, each map $`h_k`$ maps the triple $`(q_1,q_2,q_3)`$ to the uniformly separated triple $`(y_k^1,y_k^2,y_k^3)`$. Finally, $`D_k^{}=h_k(\stackrel{~}{D}_k)`$ and so by (5.4) and (5.5) we can apply Lemma 2.1. It follows that the sequence $`(h_k)`$ subconverges to a quasi-Möbius homeomorphism $`h:(\widehat{S},\widehat{d}_p)Z`$. The second part of the lemma follows by observing $`h\|_S:SZ\{f(\mathrm{})\}`$ is quasi-Möbius, since this map the composition of the maps $`\mathrm{id}_S:S(S,\widehat{d}_p\|_S)`$ which is quasi-Möbius by Lemma 2.2 and the map $`h\|_S:(S,\widehat{d}_p\|_S)Z\{h(\mathrm{})\}`$ which is quasi-Möbius by the first part of the proof. ∎ ###### Lemma 5.6. Suppose $`Z`$ is a compact metric space that is uniformly perfect and doubling, and $`GZ`$ is a uniformly quasi-Möbius action for which the induced action $`G\mathrm{Tri}(Z)`$ is cocompact. If $`\mathrm{dim}_{\mathrm{top}}(Z)=n`$, then $`\mathrm{dim}_{\mathrm{top}}(U)=n`$ whenever $`U`$ is a nonempty open subset of $`Z`$ or of any weak tangent of $`Z`$. ###### Proof. If $`UZ`$ is a nonempty open set, we can find a nonempty open set $`V`$ with $`\overline{V}U`$. By Lemma 5.1 there is a sequence $`(g_k)`$ in $`G`$ such that $`\mathrm{diam}(Zg_k(\overline{V}))0`$ for $`k\mathrm{}`$. Hence the complement of $`_{kN}g_k(\overline{V})`$ in $`Z`$ can contain at most one point. Topological dimension is invariant under homeomorphisms, and and does not increase under a countable union of closed sets (cf. \[9, Thm. II. 1\]). So we get $`\mathrm{dim}_{\mathrm{top}}(Z)\mathrm{dim}_{\mathrm{top}}(\overline{V})\mathrm{dim}_{\mathrm{top}}(U)\mathrm{dim}_{\mathrm{top}}(Z)`$. If $`U`$ is a nonempty open subset of any weak tangent $`S`$ of $`Z`$, then $`U`$ is also an open subset of the one-point compactification of $`S`$. Hence by Lemma 5.2, the set $`U`$ is homeomorphic to a nonempty open subset of $`Z`$. Therefore $`\mathrm{dim}_{\mathrm{top}}(U)=\mathrm{dim}_{\mathrm{top}}(Z)`$ by the first part of the proof. ∎ ###### Lemma 5.7. Suppose $`X`$ and $`Y`$ are compact metric spaces that are uniformly perfect and doubling, and suppose $`GZ`$ and $`HX`$ are uniformly quasi-Möbius actions for which the induced actions $`G\mathrm{Tri}(X)`$, $`H\mathrm{Tri}(Y)`$ are cocompact. If there exist $`S\mathrm{WT}(X)`$ and $`T\mathrm{WT}(Y)`$ and a quasi-symmetric homeomorphism $`f:ST`$, then there exists a quasi-Möbius homeomorphism $`g:XY`$. So if $`X`$ and $`Y`$ have weak tangents that are quasi-symmetrically equivalent, then $`X`$ and $`Y`$ are equivalent up to a quasi-Möbius homeomorphism. ###### Proof. Let $`p`$ and $`q`$ be the base points in $`S`$ and $`T`$, respectively, and consider the one-point compactifications $`(\widehat{S},\widehat{d}_p)`$ and $`(\widehat{T},\widehat{d}_q)`$. If we define $`\widehat{f}(x)=f(x)`$ for $`xX`$, and $`\widehat{f}(\mathrm{})=\mathrm{}`$, then (2.3) implies that $`\widehat{f}:(\widehat{S},\widehat{d}_p)(\widehat{T},\widehat{d}_q)`$ is a quasi-Möbius homeomorphism. Since $`(\widehat{S},\widehat{d}_p)`$ is equivalent to $`X`$ and $`(\widehat{T},\widehat{d}_q)`$ is equivalent to $`Y`$ up to quasi-Möbius homeomorphisms by Lemma 5.2, the claim follows. ∎ ## 6. Proof of Theorem 1.1 Let $`Z`$ and $`GZ`$ be as in the statement of Theorem 1.1. We are given that $`\mathrm{dim}_{\mathrm{top}}(Z)=n`$. This implies \[9, Thm. III. 1\] that there is a continuous map $`f_0:Z𝕊^n`$ with a stable value $`y𝕊^n`$; in fact any continuous map $`f_1:Z𝕊^n`$ for which $`\mathrm{dist}(f_0,f_1)`$ is sufficiently small will also have $`y`$ as a stable value. Every continuous function $`g_0:Z`$ can be approximated by a Lipschitz function $`g_1:Z`$ such that $`\mathrm{dist}(g_0,g_1)`$ is arbitrarily small. This standard fact can be established by using Lipschitz partitions of unity in $`Z`$ subordinate to a cover of $`Z`$ by small balls with controlled overlap. We apply this to the $`n+1`$ coordinate functions of the map $`f_0:Z𝕊^n^{n+1}`$ to obtain Lipschitz maps on $`Z`$ which are arbitrarily close to $`f_0`$ and map $`Z`$ into small neighborhoods of $`𝕊^n`$ in $`^{n+1}`$. Composing these maps with the radial projection from the origin in $`^{n+1}`$ to $`𝕊^n`$, we can find Lipschitz maps from $`Z`$ into $`𝕊^n`$ arbitrarily close to $`f_0`$. In particular, there exists a Lipschitz map $`f:Z𝕊^n`$ such that $`y`$ is a stable value of $`f`$. Then $`\mathrm{Im}(f)`$ is a neighborhood of $`y`$, and so $`^n(\mathrm{Im}(f))>0`$. We now apply Proposition 4.1 to obtain a weak tangent $`S`$ of $`Z`$, a weak tangent $`T`$ of $`𝕊^n`$ and a regular map $`\varphi :ST`$. Note that every weak tangent of $`𝕊^n`$ is isometric to $`^n`$, and so $`T=^n`$. As we have seen, the fact that $`\varphi `$ is regular implies that $`\varphi `$ has bounded multiplicity. By Lemma 5.6, every nonempty open subset of $`S`$ has topological dimension $`n`$. Therefore, by Theorem 3.4 (applied to the closure of the some bounded nonempty open set in $`S`$ as the space $`X`$) there is a nonempty open subset $`US`$ such that $`\psi :=\varphi \|_U`$ is a homeomorphism onto an open subset of $`^n`$. Shrinking the open set $`U`$ if necessary, we may assume that $`\psi `$ is a homeomorphism onto an open ball $`B`$ in $`^n`$. Now Lemma 4.2 shows that $`\psi `$ is bi-Lipschitz. Choosing $`xU`$ and setting $`y:=\psi (x)`$ we are in the situation of Lemma 4.3. We conclude that $`S`$ has a weak tangent bi-Lipschitz equivalent to a weak tangent of $`^n`$. Since the weak tangents of $`S`$ are also weak tangents of $`Z`$, and all weak tangents of $`^n`$ are isometric to $`^n`$, we see that $`Z`$ and $`𝕊^n`$ have bi-Lipschitz equivalent weak tangents. Since the group of Möbius transformations induces a uniformly quasi-Möbius action on $`𝕊^n`$ and a cocompact action on $`\mathrm{Tri}(𝕊^n)`$, Lemma 5.7 implies that there exists a quasi-Möbius homeomorphism $`h:Z𝕊^n`$. As a quasi-Möbius homeomorphism between bounded spaces, the map $`h`$ will also be quasi-symmetric. Conjugating the uniformly quasi-Möbius action $`GZ`$ by $`h`$, we get a uniformly quasi-Möbius action $`G𝕊^n`$ such that the induced action $`G\mathrm{Tri}(𝕊^n)`$ is cocompact. By a result of Tukia \[12, Cor. G(a)\], this action is conjugate by a quasiconformal homeomorphism to an action by Möbius transformations. Since quasiconformal homeomorphisms of $`𝕊^n`$ onto itself are quasi-symmetric, Theorem 1.1 follows. ∎ The method of proving Theorem 1.1 also leads to the following result. ###### Theorem 6.1. Let $`n`$, and let $`Z`$ be a compact, Ahlfors $`n`$-regular metric space of topological dimension $`n`$. Suppose every triple of distinct points in $`Z`$ can be mapped to a uniformly separated triple by a uniform quasi-Möbius homeomorphism of $`Z`$. Then $`Z`$ is quasi-symmetrically equivalent to the standard sphere $`𝕊^n`$. ###### Proof. In the same way as in the proof of Theorem 1.1, we see that $`Z`$ has a weak tangent bi-Lipschitz equivalent to $`^n`$. As we remarked in the beginning of Section 5, the results in this section remain true if the assumption on the group action is replaced by the assumption that every triple of distinct points in the space under consideration can be mapped to a uniformly separated triple by a uniform quasi-Möbius homeomorphism. So by the analog of Lemma 5.7, we again obtain a quasi-Möbius, and hence quasi-symmetric, homeomorphism $`h:Z𝕊^n`$. ∎ This theorem justifies the remark in the introduction about the question of Heinonen and Semmes—recall that quasi-Möbius homeomorphisms of compact metric spaces are quasi-symmetric. We see that the three point homogeneity condition can be relaxed to a “cocompact on triples” condition, at the cost of requiring the homeomorphisms to be uniformly quasi-Möbius. ## 7. $`\mathrm{CAT}(1)`$-spaces and isometric group actions We refer the reader to for general background on Gromov hyperbolic spaces. A metric space $`X`$ is called geodesic, if any two points $`x,yX`$ can be joined by a geodesic segment in $`X`$, i.e., a curve whose length is equal to the distance of $`x`$ and $`y`$. In the following we will always assume that $`X`$ is proper and geodesic. Let $`X`$ be a Gromov hyperbolic space, and $`_{\mathrm{}}X`$ be its boundary at infinity. There is a natural topology on $`X_{\mathrm{}}X`$ making this union compact. If $`pX`$, $`a,b_{\mathrm{}}X`$, we let $`[a,b]_p`$ denote the Gromov product of $`a,b_{\mathrm{}}X`$ with respect to the base point $`p`$. When $`c>0`$ is sufficiently small, the function (7.1) $$d(a,b):=\mathrm{exp}(c[a,b]_p)$$ is equivalent up to a multiplicative factor to a metric on $`_{\mathrm{}}X`$; any two metrics of this type are quasi-symmetrically equivalent by the identity map. Fix one such metric on $`_{\mathrm{}}X`$. If we denote the group of isometries of $`X`$ by $`\mathrm{Isom}(X)`$, then we get an induced action $`\mathrm{Isom}(X)_{\mathrm{}}X`$ which is a uniformly quasi-Möbius action, \[10, Prop. 4.5\]. In fact, every quasi-isometry $`f:XX`$ induces an $`\eta `$-quasi-Möbius homeomorphism $`_{\mathrm{}}X_{\mathrm{}}X`$ where $`\eta `$ depends only the parameters of the quasi-isometry and the hyperbolicity constant of $`X`$. Now suppose that $`X`$ is a $`\mathrm{CAT}(1)`$-space (see for more details on the topics discussed in the following). Then for every $`pX`$ we get a canonical metric on $`_{\mathrm{}}X`$ as follows. For every point $`a_{\mathrm{}}X`$, there is a unique geodesic ray $`\overline{pa}`$ starting at $`p`$ whose asymptotic class represents $`a`$. Let $`a,b_{\mathrm{}}X`$, and consider points $`x\overline{pa}`$, $`y\overline{pb}`$. Let $`\mathrm{\Delta }\stackrel{~}{p}\stackrel{~}{x}\stackrel{~}{y}`$ be a comparison triangle (in the hyperbolic plane) for the triangle $`\mathrm{\Delta }pxy`$, and let $`\stackrel{~}{\mathrm{}}_p(x,y)`$ denote the angle at $`\stackrel{~}{p}`$. When $`x`$ and $`y`$ tend to infinity along the rays $`\overline{pa}`$ and $`\overline{pb}`$, respectively, the comparison angle $`\stackrel{~}{\mathrm{}}_p(x,y)`$ has a limit, which we define to be the distance between $`a`$ and $`b`$. This metric agrees up to a bounded factor with the expression in (7.1) when $`c=1`$. Suppose $`GX`$ is an isometric action of a group on a $`\mathrm{CAT}(1)`$-space $`X`$. If $`xX`$, then we denote its orbit under $`G`$ by $$Gx:=\{g(x):gG\}.$$ The limit set $`\mathrm{\Lambda }(G)_{\mathrm{}}X`$ of $`G`$ is by definition the set of all accumulation points of an orbit $`Gx`$ on $`_{\mathrm{}}X`$. This set is independent of $`xX`$. The group action $`GX`$ is called properly discontinuous if $$\{gG:g(K)K\mathrm{}\}$$ is finite for every compact subset $`K`$ of $`X`$. A subset $`YX`$ is quasi-convex if there is a constant $`C`$ such that any geodesic segment with endpoints in $`Y`$ lies in the $`C`$-neighborhood of $`Y`$. The action $`GX`$ is quasi-convex cocompact if there is a $`G`$-invariant quasi-convex subset $`YX`$ on which $`G`$ acts with compact quotient $`Y/G`$. The group $`G`$ is quasi-convex cocompact if and only if all orbits $`Gx`$ are quasi-convex. We will need the following result due to Bourdon \[2, 0.3 Théorème ($`^n`$ case)\]. ###### Theorem 7.2. Let $`n2`$, $`G`$ be a group, and $`X`$ a $`\mathrm{CAT}(1)`$-space. Suppose we have isometric group actions $`GX`$ and $`G^{n+1}`$ which are properly discontinuous. Suppose that $`GX`$ is quasi-convex cocompact and $`G^{n+1}`$ is cocompact. If the Hausdorff dimension of $`\mathrm{\Lambda }(G)_{\mathrm{}}X`$ is equal to $`n`$, then there exists a $`G`$-equivariant isometry of $`^{n+1}`$ onto a convex, $`G`$-invariant set $`YX`$. Actually, Bourdon proved this under the additional assumption that the group action $`G^{n+1}`$ is faithful. In this case $`G`$ is isomorphic to a uniform lattice in $`\mathrm{Isom}(^{n+1})`$. The proof of the above more general version is the same as the proof of his original result. Proof of Theorem 1.2. Consider the induced actions $`G\mathrm{\Lambda }(G)`$ and $`G\mathrm{Tri}(\mathrm{\Lambda }(G))`$. Since $`GX`$ is isometric, $`G\mathrm{\Lambda }(G)`$ is uniformly quasi-Möbius. Since the action $`GX`$ is properly discontinuous, the same is true for $`G\mathrm{Tri}(\mathrm{\Lambda }(G))`$. Moreover, since $`GX`$ is quasi-convex cocompact, $`G\mathrm{Tri}(\mathrm{\Lambda }(G))`$ is cocompact. Since the Hausdorff dimension of $`\mathrm{\Lambda }(G)`$ is $`n`$, this space will actually be Ahlfors $`n`$-regular (cf. \[5, Section 7\]). Now $`n`$ is also the topological dimension of $`\mathrm{\Lambda }(G)`$ by assumption. By Theorem 1.1, the action $`G\mathrm{\Lambda }(G)`$ is quasi-symmetrically conjugate to an action $`G𝕊^n`$ by Möbius transformations. The action $`G\mathrm{Tri}(𝕊^n)`$ is properly discontinuous and cocompact. This implies that there is a properly discontinuous, cocompact, and isometric action $`G^{n+1}`$ which induces the action $`G𝕊^n=_{\mathrm{}}^{n+1}`$. Since $`n2`$ we can apply Bourdon’s theorem, and conclude that there exists a $`G`$-equivariant isometric embedding of $`^{n+1}`$ onto a convex, $`G`$-invariant set $`YX`$ on which $`G`$ acts cocompactly. The result follows. ∎ As the proof shows, $`n2`$ is only used in the last step. In particular, even in the case $`n=1`$ we can still conclude that $`\mathrm{\Lambda }(G)`$ is quasi-symmetrically equivalent to $`𝕊^1`$, and that there is an action $`G^2`$ which isometric, properly discontinuous and cocompact.
warning/0006/astro-ph0006227.html	ar5iv	text	# Soft state of Cygnus X-1: stable disk and unstable corona ## 1 Introduction A well known characteristic of accreting stellar mass black holes is the presence of two drastically different spectral states, first discovered in Cygnus X-1 by Tananbaum et al. 1972 (see Tanaka and Shibazaki 1996 for review). In the Soft spectral state luminosity peaks at around 1 keV, while in the Hard state luminosity is dominated by photons with the energy of the order of 100 keV. This bimodality is believed to be related to very different regimes of the accretion flow in the vicinity of the black hole. Soft radiation is interpreted as a multicolor black body emission originating from the optically thick (geometrically thin) disk (Shakura, Sunyaev 1973), while hard emission, having a nearly power law shape at low energies and a cutoff above $`100`$ keV, should come from an optically thin and hot medium where Comptonization of soft seed photons by the hot electrons plays an important role (e.g. Sunyaev and Trümper 1979). One of the popular models assumes that an optically thick disk is truncated at some distance from the black hole and followed by an optically thin and hot flow (see e.g. Thorne and Price 1975, Liang and Price 1977, Esin, McClintock and Narayan 1997, Meyer, Liu and Meyer-Hofmeister 2000). The hard and soft spectral states of the source may then correspond to the situation when an optically thick disk is truncated far from or close to the black hole respectively. Another important property of the X–ray emission from black hole candidates is a strong aperiodic variability on time scales longer than 10 ms (see e.g. van der Klis 1994). The power density spectra are very different during different spectral states suggesting that the variability and spectral properties are closely linked. Cygnus X–1 is the best studied accreting black hole in our Galaxy. Due to its brightness and persistent nature it was observed virtually by every X–ray observatory flown to date. The source was observed in different spectral states, also having very different properties of the short time scale variability. We discuss below qualitative model aimed to explain the changes in short time scale variability correlated with changes in the spectral shape. ## 2 Variability of the disk and corona ### 2.1 Constant and variable spectral components The state of the black hole candidates, when the spectrum contains a strong soft component, are usually called “High/Soft” or “Very High” states (e.g. Tanaka and Shibazaki 1996). This soft spectral component has a shape resembling multicolor black body emission and is believed to be produced by the standard optically thick (geometrically thin) disk of Shakura and Sunyaev (1973) type. Along with this “black body” emission a harder component is often present in the spectrum, with an approximately power law spectrum. Study of the variability properties of these two components led to the conclusion that most of the variability is associated with the power law component and not with the “black body” emission (see e.g. Miyamoto et al. 1994 for the GINGA observations of Nova Musca 1991). The same behavior have been observed for various sources manifested by the increase of the fractional RMS with energy. For the RXTE \[Brandt, Rotschild & Swank 1996\] observations of Cygnus X–1 in the soft state in June 1996 Gilfanov, Churazov and Revnivtsev (2000) found that on the time scales shorter than 100 seconds the amplitude of the soft component variations is at least an order of magnitude lower than that of the harder component. For illustration we plot in Fig.1a the PCA/RXTE count rate in the soft band $`S(t)=R(t,E<3.3keV)`$ as a function of the count rate in the harder band $`H(t)=R(t,E>9.4keV)`$. Here $`R(t,E)`$ is the observed (background subtracted) light curve in a given energy band. The data points are the 16 s averaged values of the count rate from the “Standard Mode 2” format of PCA. The observations were performed in 1996 on June 4 and 16. From Fig.1a one can see that (i) relative amplitude of variations in the soft band is a factor of $`2`$ smaller than in the hard band and (ii) the correlation can be reasonably well approximated by a linear relation $`S(t)=A+BH(t)`$, where $`A>0`$. This relation is shown in Fig.1a with a straight line. Similarly good linear relation exists between the count rates in any pair of the PCA/RXTE channels. Should the observed spectrum vary in intensity only and not in shape, then one would expect linear relation and $`A=0`$. The fact that the relation between the count rates in two energy bands is close to linear, but $`A`$ is not zero, means that additional stable component contributes to one or both energy bands. For any two energy bands above $`5`$ keV the count rate in one band is approximately proportional to the count rate in another band, i.e. $`A`$ is close to zero. Very significant deviations of $`A`$ from zero level appear if one of the selected energy bands is below 5 keV. This suggests that stable component is present mostly at low energies. We then repeat the same procedure of fitting the linear relation between $`S(t)`$ and $`H(t)`$ for every energy channel setting $`S(t)`$ to the count rate in this channel and always choosing $`H(t)`$ as a count rate above 9 keV. Thus $`S(t,E)=A(E)+B(E)H(t)`$, where $`S(t,E)=R(t,E)`$ and $`H(t)=R(t,E>9)`$ are the observed light curves. The $`H(t)`$ therefore serves as a “reference” light curve while $`A(E)`$ and $`B(E)`$ characterize respectively the contribution of the stable component to a given channel and the coefficient of proportionality between the variations of the count rate in this channel and the variations of the count rate above 9 keV. For the energy channels above 9 keV there should be additional intrinsic correlation between $`S(t,E)`$ and $`H(t)`$ because $`H(t)`$ contains contribution from $`S(t,E)`$, but experiments with various choices of the reference light curve $`H(t)`$ (e.g. using only narrow energy range instead of all counts above 9 keV) proved that resulting $`A(E)`$ and $`B(E)`$ vectors are relatively insensitive to the choice of $`H(t)`$ as long as $`H(t)`$ contains only contributions from energy channels above $``$ 5 keV. The resulting vectors $`A(E)`$ and $`B(E)`$ may be interpreted as the spectra (in units of $`\mathrm{counts}\mathrm{s}^1\mathrm{per}\mathrm{channel}`$) of stable and variable components. If the stable component is indeed present only at low energies then with our choice of the $`H(t)=R(t,E>9)`$ the $`A(E)`$ will reproduce both the shape and the normalization of the stable component, while $`B(E)`$ will recover only the shape of the variable component. The normalization of $`B(E)`$ depends on the particular choice of the ”reference” light curve $`H(t)`$. These $`A(E)`$ and $`B(E)`$ spectra have been approximately unfolded using the XSPEC v10 \[Arnaud 1996\] command eeufspec and assuming a power law model with a photon index of $``$2.5. This procedure simply divides the observed count rate in each channel by the effective area in this channel, calculated for the assumed spectral model. The photon index of 2.5 approximately corresponds to the shape of the power law tail in the source spectrum during June 1996 observations (Gierliński et al. 1999, Gilfanov et al. 2000). The spectra of constant and variable components unfolded that way are shown in Fig.1b. The stable component $`A(E)`$ has a very soft spectrum (open circles in Fig.1b). For comparison the light grey line shows the spectrum of the multicolor black body disk emission with the characteristic temperature $`T0.5`$ keV. The “variable” component $`B(E)`$ has a much harder spectrum (filled circles in Fig.1b) and does not contain a strong soft component (see Gilfanov et al. 2000 for details). Note that although a good linear relation between count rates in any pair of energy channels means that deconvolution in two components is accurate enough, these two spectral components may not necessarily have direct physical meaning. However the fact that stable component closely reproduces the multicolor black body disk emission both in terms of shape and normalization (Gilfanov et al. 2000) strongly suggests that stable component obtained from the above analysis simply coincides with the multicolor black body disk emission. Finally the two upper spectra shown in Fig.1b with solid squares were obtained averaging the observed spectra over the periods of time when the count rate above 9 keV was high and low respectively. These spectra contain data points scattered over a period of time of more than 10 days when intensity of the source in the hard band vary by at least a factor of $``$4 (see Fig. 1a). The thick grey lines show that these spectra can be reasonably well (within 10–15%) approximated by a model $`M(E)=A(E)+IB(E)`$ consisting from the above obtained stable and variable spectral components where $`I`$ (the normalization of the variable component) is the only free parameter. Thus from this analysis one can conclude that all spectra observed by RXTE on 1996, June 4,16 during individual 16 seconds exposures can be reasonably well approximated by a combination of a constant soft component and a harder component which vary strongly in amplitude, but not much in shape. ### 2.2 Power density spectrum in the soft state The typical power density spectrum (PDS) of the X–ray flux from Cygnus X-1 (in the 6–13 keV energy range) is shown in Fig.2. The PDS is calculated in units of squared fractional RMS per Hz, corrected for the Poissonian noise contribution. In softer energy bands the PDS has similar shape, but lower normalization, because of the larger contribution of the stable soft component to the source flux. The energy spectrum of Cygnus X-1 in the soft state is discussed in details in Gierliński et al. 1999 (see also Dotani et al., 1997 and Zhang et al., 1997). The strong soft component was present in the Cygnus X-1 spectrum during these observations (even in the RXTE band above $``$3 keV). The characteristic temperature of the black body component is $``$0.5 keV (Gierliński et al. 1999) and this component provides more luminosity than the power law tail. Assuming that the black body component is due to an optically thick disk and that no strong advection is present in the optically thin flow one can conclude that the inner radius of the disk is rather close to the black hole. Accurate determination of the disk inner radius from the 1996 June 4,16 RXTE spectral data is difficult because of the poor RXTE spectral response below 3 keV, but the analysis of simultaneous RXTE and ASCA 1996 May 30 data (Dotani et al. 1997, Gierliński et al. 1999) indeed indicates that the inner radius of the disk is close to the black hole. We make a conservative assumption that the inner edge of the accretion disk $`R_{in}`$ is within $`20GM/c^2`$, where most of the gravitational energy of the accreting matter is released. The PDS of X–ray flux variations in this state (Fig.2) holds the same shape ($`f^1`$ – flicker noise) from few $`10^4`$ Hz up to 10 Hz, suggesting that the same physical mechanism is responsible for the flux variations at all frequencies in this range. Since these variations are associated with the power law spectral component they presumably originate from an optically thin region. Taking into account that $`f^1`$ slope of the PDS holds down to the frequencies of few $`10^4`$ Hz it is difficult to imaging that observed flux variations over this extremely broad dynamic range of time scales (at least 4–5 orders of magnitude) can be provided by instabilities developing in the innermost region within $`R_{in}`$. More promising seems the assumption that the observed variability is due to instabilities occurring at different distances (much larger than $`R_{in}`$) from the black hole and then propagating into the innermost region, where the energy is released and X–ray photons are produced. In particular Lyubarskii (1997) considered the fluctuations of mass accretion rate in the innermost region associated with the fluctuations of the viscosity parameter $`\alpha `$ in the accretion flow at much larger radii. If the amplitude of $`\alpha `$ fluctuations at any radius is the same then variations of the mass accretion rate through the boundary, placed at much smaller radius, will have an $`f^1`$ power density spectrum. Thus the mass accretion rate is modulated at large distances from the black hole, but the observed (modulated) X–ray flux is coming from the innermost region. The broad dynamic range of the variability time scales in the model of Lyubarskii (1997) can be provided by the broad range of radii at which the viscosity is fluctuating. Thus on one hand a stable optically thick disk extends down to a very small radii $`R_{in}`$ (as indicated by the strong and stable soft component) and on the other hand prominent variations of the harder component are present in a broad range of time scales (up to at least $`10^3`$$`10^4`$ s – see Fig.2), which are likely to be associated with instabilities occurring at much larger radii than $`R_{in}`$. The simplest explanation required to combine these two facts together is the assumption that along with a stable optically thick accretion disk a variable (optically thin) corona is present, which extends in radial direction up to large distances from the black hole. The large extent of the corona in radial direction is required in order to provide broad dynamic range of the variability time scales. Various models involving optically thin corona have been discussed in the literature (e.g. Bisnovatyi–Kogan and Blinnikov 1976, Liang and Price 1977, Galeev, Rosner and Vaiana 1979, Haardt and Maraschi 1991, Esin, McClintock and Narayan 1997, Esin et al. 1998, Gierliński et al. 1999, see Poutanen 1998 for recent review). The configuration of the accretion flow we adopted is schematically shown in Fig.3a. Here the solid black slab shows the optically thick accretion disk, which is assumed to be stable, sandwiched by an optically thin corona which is shown as a grey shaded region. It is further assumed that instabilities are operating in the corona which modulates the mass accretion rate flowing through given radius. The ”sine wave” with varying period schematically shows that the time scales of modulations in the coronal flow increase with the radius. These modulations of the mass accretion rate are propagated down to the inner region of the main energy release (shown by the thin box near the black hole) where the observed X–ray emission is produced. Thus the variations of the observed X–ray flux coming from the inner region of the main energy release reflect the modulations of the mass accretion rate at much larger radii. In this picture one would then expect to observe the spectrum consisting of two components (soft stable component due to the disk emission and harder variable component due to Comptonization in the corona). The relative contribution of these two components to the luminosity of an averaged spectrum would then reflect the ratio of the energy releases in the disk and corona (or mass accretion rates if no strong advection takes place in the corona). The PDS of the harder component may then have the same shape over broad range of frequencies as indeed observed (Fig.2). The relative amplitude of the X–ray flux variations should be lower at low energies where stable multicolor black body component provides dominant contribution the observed flux. ### 2.3 Power density spectrum in the hard state Let us now consider what kind of PDS we can expect in the hard state. In the hard state the soft (black body) component is weak or absent. We assume below that that the optically thick disk is truncated at a larger distance from the black hole (so that emission from the disk falls below X–ray regime). The adopted configuration of the accretion flow is schematically shown in Fig.3a. Here the optically thick (stable) disk ends at some radius and it is followed by an optically thin flow which joins the coronal flow, which is present above the disk. We assume that properties of this inner optically thin flow in terms of amplitude and characteristic time scales of modulations of the mass accretion rate are similar to those of the corona. We further assume that above the disk truncation radius larger fraction of the mass accretion rate $`\dot{M}_d`$ is flowing through the thin disk rather then through the corona $`\dot{M}_c`$. I.e. $`\dot{M}_c\dot{M}_d`$. The total mass accretion rate in the optically thin flow below the disk truncation radius is $`\dot{M}_t=\dot{M}_d+\dot{M}_c`$. The PDS (the black solid line in Fig.3b) is then expected to have several distinct regions over frequency. These regions are schematically shown by the vertical lines in the Fig.3b labeled as $`f_1`$, $`f_2`$, $`f_3`$. The corresponding geometrical regions in the accretion flow are marked with the arrows in Fig.3a. At high frequencies ($`ff_3`$ in Fig.3b) there is a turnover of the PDS which may be due to the same reason as the turnover in the soft state PDS (Fig.2). The discussion of this turnover is beyond the scope of this paper and we only briefly speculate on it in Section 3. Detailed analysis of the high frequency part of the Cygnus X–1 PDS is given in Revnivtsev et al., 2000. The range of frequencies from $`f_2`$ through $`f_3`$ is associated with the variability scales corresponding to the optically thin region of the flow below the disk truncation radius (Fig.3a). In this region we might expect the flow to be similar to the corona flow in the soft state and as a result the PDS should roughly reproduce the PDS in the soft state (i.e. $`Powerf^1`$ for $`f_2<f<f_3`$). The only difference is that in the soft state additional soft component is contribution to the observed flux. This soft component does not contribute much at the energies higher than 5 keV and we therefore can directly compare the shape and the normalization of the PDS in the hard and soft state for the higher energy bands (Fig.3c). Here $`f_2`$ is a characteristic frequency of the modulations introduced by instabilities operating in the optically thin flow at the truncation radius of the disk. Below this frequency only a small fraction of accreting matter contributes to variability – the fraction of matter which goes through the corona. As a result normalization of the power density spectrum, associated with the viscosity fluctuations in this region should drop by a factor of $`\left(\dot{M}_c/\dot{M}_t\right)^2`$. This component should appear in the power density spectra as a $`f^1`$ component at very low frequencies as shown in Fig.3b. The frequency below which this component is dominating the PDS is marked as $`f_1`$. There is also a transition region between frequencies $`f_1`$ and $`f_2`$. One can expect the PDS to be flat in this frequency range. Indeed, the variability of the X–ray flux in this range of time scales is not associated with the “locally” induced fluctuations of the accretion flow, which are suppressed by the factor $`\left(\dot{M}_c/\dot{M}_t\right)^21`$, but rather with the stochastic superposition of the modulations of the accretion rate occurring at smaller radii. The frequency $`f_1`$, below which the PDS switches from flat to $`f^1`$ dependence can then be expresses as $`f_1=f_2\times \left(\dot{M}_c/\dot{M}_t\right)^2`$. Thus the assumption of the variable corona sandwiching the stable disk (as inspired by the soft state data – Fig.2) leads to a prediction of a specific shape of the PDS in the hard state. For comparison observed PDS in the hard state (for two RXTE observation in March 1996) are shown in Fig.3c. Using the above arguments on the relative normalization of the two $`f^1`$ regions of the PDS one can estimate that in Cygnus X-1 the fraction of mass accretion rate going through the corona above the disk is $``$ 20%. Variations in the PDS shape (in particular the shift of the break frequency) is then interpreted as the change of the disk truncation radius and the related change of the characteristic frequency. The expected change of the PDS caused by inward shift of the disk radius is shown by the dashed line in Fig.3b. Similar behavior of the PDS (correlated change of the break frequency and normalization of the band limited noise) was first reported for Cyg X-1 by Belloni & Hasinger (1990). When the disk truncation radius extends well down to the innermost region the PDS switches from the “3-breaks” shape to the “1-break” shape as observed in the soft state. ## 3 Discussion Described above is a qualitative picture inspired by the variability of the source during soft state. The suggested model is a phenomenological one and we speculate below on the possible underlying physics. The first important question is why the mass accretion rate in the thin disk would be stable, while in the corona it is variable. Note that we do not address here the question of the accretion flow stability (e.g. against thermal and viscous instabilities in the radiation-pressure-dominated part of the disc)<sup>1</sup><sup>1</sup>1Gierliński et al. 1999 argued that the disk was stable during 1996 soft state of the source. Instead one can think of the effect on the mass accretion rate of the magneto-hydrodynamic turbulence, which presumably serves as a source of the viscosity in the accretion flow through the fluctuating magnetic stresses (e.g. Hawley, Gammie and Balbus 1995, Brandenburg, Nordlund, Stein and Torkelsson 1995). Lyubarskii (1997) considered the power density spectrum arising from fluctuations of viscosity at different radii which causes fluctuations of the mass accretion rate. Fluctuations at one radius are related to the fluctuations at smaller radii through the Green function of the diffusion equation (Lynden–Bell & Pringle 1974, Lyubarskii 1997). In his picture fluctuations of viscosity at a given radius on the viscous time scales $`t_{visc}\frac{1}{\mathrm{\Omega }_K\alpha (H/R)^2}`$ causes fluctuations of the mass accretion rate at all smaller radii. Here $`\mathrm{\Omega }_K`$ is a Keplerian angular frequency at a given radius $`R`$, $`\alpha `$ is viscosity parameter of Shakura & Sunyaev 1973, $`H`$ is the half thickness of the disk. However because of the diffusive nature of the disk accretion any fluctuations of the mass accretion rate on time scales much shorter than the diffusion time scale will not propagate towards much lower radii (see Appendix), but instead will vanish in amplitude very close to the radius at which they originated. E.g. if we assume that actual fluctuations at a given radius are occurring at a time scales $`t_f`$, comparable with the dynamical time scales $`t_d\frac{1}{\mathrm{\Omega }_K}`$ or thermal time scales $`t_{th}\frac{1}{\mathrm{\Omega }_K\alpha }`$, then in the standard thin disk, where $`H/R1`$, we will always have $`t_ft_{visc}`$. Therefore such fluctuations will never propagate down to much smaller radii. Even if we consider the fluctuations occurring in the inner zone of the geometrically thin disk, which is emitting in X–rays (i.e. multicolor black body component directly observed by X–ray telescopes) we can easily show that the amplitude of fluctuations on a time scale $`t_f`$ will be significantly suppressed after propagating a distance $`\mathrm{\Delta }R`$ in a radial direction such as: $`\frac{\mathrm{\Delta }R}{R}\sqrt{\frac{t_f}{t_{visc}}}`$. For larger $`\frac{\mathrm{\Delta }R}{R}`$ the amplitude of the mass accretion rate fluctuations will vanish. E.g. for fluctuations on the thermal scales $`\frac{\mathrm{\Delta }R}{R}\frac{H}{R}10^2`$ ($`H/R10^2`$ is a typical value for the standard geometrically thin disk, dominated by a gas pressure). Therefore $`N\frac{R}{H}100`$ different (“incoherent”) region over radius will contribute to the observed flux, effectively suppressing the fluctuations by a factor of $`\frac{1}{\sqrt{N}}10^1`$. Thus for the geometrically thin disk fluctuations of $`\alpha `$ (or mass accretion rate) on the dynamical of thermal time scales will not cause very prominent variations in the observed flux. On the other hand geometrically thick disks (e.g. ADAF flows) are much more transparent for the high frequency oscillations. E.g. the fluctuation of the viscosity ($`\alpha `$ parameter) at some radius (at the dynamical or thermal time scales) will affect the mass accretion rate at all smaller radii and thus may provide fluctuations of observed flux coming from the innermost region of the accretion disk. Thus qualitatively the apparent stability of the disk compared to the corona could be understood as the result of a much longer diffusion time in the disk, which suppresses propagation of fluctuations. In the above model the characteristic frequencies are related to the position of the disk truncation radius: the smaller the truncation radius the higher the characteristic frequencies (in particular the break frequency). At least qualitatively this trend is consistent with correlation of the spectral and timing parameters observed in the black hole candidates. E.g. for Cygnus X–1 and GX 339–4 the increase of the characteristic frequencies correlates with the steepening of the spectra and the increase of the reflected component (Gilfanov et al., 1999, Revnivtsev et al., 2000), which may be related to the increase of the cooling of the Comptonization region by the soft photons from the disk and the increase of the fraction of the hard flux intercepted by the thin disk as it approaches black hole. In GRS1915+105 and XTE J1550–564 the QPO frequency, which in turn correlates with the break frequency, is well correlated with the soft component flux (e.g. Trudolyubov et al. 1999, Muno et al. 1999). Of course the above representation of the PDS as a 3-break function is a gross oversimplification. In reality the shape of the PDS will be much more complex. E.g. broad humps may appear near the break frequency because the geometrically thin disk at the truncation radius supplies mass at a steady rate to the “unstable” inner geometrically thick region. In such conditions any increase of the accretion rate in the optically thin region must be followed by the decrease of the accretion rate at later moments of times (since total mass supply rate by the thin disk is constant). As a result a broad QPO–like hump may appear in the power density spectrum (Vikhlinin, Churazov, Gilfanov, 1994). The truncation radius of the disk may fluctuate with time and affect the observed X–ray flux. Therefore even if the thin disk does not propagate the fluctuations of the mass accretion rate (at the frequencies higher than diffusion time) we may see fluctuations of the soft flux due to fluctuations of the disk truncation radius. The only case when we should expect the soft component to be very stable is when the disk extends all the way down to the marginally stable orbit at $`3R_g`$ (i.e. in the genuine soft state). In the “transition” state (i.e. when the disk is close enough to the black hole) fluctuations of the soft component due to disk truncation radius can be observed directly. In the hard state (when the disk is presumably truncated at a large distance from the compact source) emission of the thin disk is almost outside the X–ray band and variations of the soft disk flux can be observed indirectly through the influence of the soft flux on the Comptonization region. E.g. variations of the soft flux entering the Comptonization region with a given optical depth and energy release to the electrons will result in variations of both the flux and slope of the Comptonized spectrum. The high frequency turnover of the PDS (at about 10 Hz) may be related to the instabilities operating in the region of the main energy release. Part of the gravitational energy has already been released (and emitted) at larger radii. Therefore the amplitude of X–ray flux variations associated with the mass accretion rate fluctuations added to the flow in the inner region may be suppressed. Note that in the case of accretion onto a neutron star a large fraction of energy is released at the neutron star surface. Therefore this turnover may be absent in the power density spectra of the accreting neutron stars. ## 4 Conclusions In the soft spectral state of Cygnus X-1, observed by RXTE in June 1996, the black body component was remarkably stable while the harder (power law like) component varied strongly on the frequency scales from 10 Hz down to few $`10^4`$ Hz. We suggest that such behavior is due to presence of an optically thin corona above the optically thick disk, which extends up to a large distance from the black hole. The variations of the mass accretion rate (or viscosity) occurring at a large distance from the compact object are propagated down to the region of the main energy release. The reason for different variability properties of the disk and corona (namely stable disk and unstable corona) may be due to the fact that in the optically thick (geometrically thin) disk any fluctuations at time scales shorter than the diffusion time scales $`t_{visc}\frac{1}{\mathrm{\Omega }_K\alpha (H/R)^2}`$ are effectively dampened and are not propagated down to small radii. The assumption that in the hard state the disk is truncated at some distance from the black hole (larger than the last marginally stable orbit) then naturally lead to an explanation of the overall shape of the power density spectra of black hole candidates in this spectral state. ## acknowledgments We are grateful to Philip Armitage, Yura Lyubaskii, Friedrich Meyer, Henk Spruit and Rashid Sunyaev for useful discussions, Andrzej Zdziarski and anonymous referee for helpful comments. This research has made use of data obtained through the High Energy Astrophysics Science Archive Research Center Online Service, provided by the NASA/Goddard Space Flight Center. The work was done in the context of the research network ”Accretion onto black holes, compact objects and protostars” (TMR Grant ERB-FMRX-CT98-0195 of the European Commission). M.Revnivtsev acknowledges partial support by RBRF grant 97-02-16264 and INTAS grant 93–3364–ext. ## Appendix A Dampening the variations in the geometrically thin disk In this appendix we formally demonstrate the natural fact that in a geometrically thin disk variations of the viscosity at some radius on a time scale shorter than the diffusion time scale causes negligible variations of the mass accretion rate at smaller radii. Consider for simplicity a geometrically thin (gas pressure dominated) disk with the constant ratio $`\frac{H}{R}`$, where $`H`$ is a half thickness of the disk and $`R`$ is the distance from the compact object. Let us assume that viscosity ($`\alpha `$ parameter) suddenly increases in a narrow ring at some distance $`R_1`$ from the center. Following Lyubarskii (1997) the deviation of the mass accretion rate from the steady state value at the radius $`R=rR_1`$ is: $`\dot{m}(r,t){\displaystyle \frac{C^2}{t^2}}\sqrt{r}e^{\frac{C}{4t}(r^{3/2}+1)}\times `$ $`\left[I_{2/3}\left({\displaystyle \frac{Cr^{3/4}}{2t}}\right)rI_{1/3}\left({\displaystyle \frac{Cr^{3/4}}{2t}}\right)\right]`$ (1) where time $`t`$ is expressed in units of $`\frac{1}{\mathrm{\Omega }_K}`$ (here $`\mathrm{\Omega }_K=\sqrt{\frac{GM}{R_1^3}}`$ is a Keplerian frequency at the radius $`R_1`$), $`C\frac{1}{\alpha (\frac{H}{R})^2}`$, $`I_\nu (x)`$ is the Bessel function of imaginary argument. The factor $`C`$ is of the order of $`10^4`$$`10^6`$ for the standard geometrically thin (optically thick) gas pressure dominated disk and $`C`$ decreases when the thickness of the disk increases. In the limit of $`r1`$ (i.e. at the radii much smaller than the radius $`R_1`$ where $`\alpha `$ is changing) the variations of the mass accretion rate is obviously: $`\dot{m}(t){\displaystyle \frac{C^{4/3}}{t^{4/3}}}e^{\frac{C}{4t}}`$ (2) The power density spectra associated with the variability in the form (2) are shown in Fig.4. Here the dotted curve corresponds to the case of $`C=10^4`$ (i.e. the typical value in the standard geometrically thin disk). One can see that (as expected) virtually no variability is present at high frequencies comparable to $`\mathrm{\Omega }_K`$. For comparison the solid line shows the power density spectrum formally calculated for $`C=1`$<sup>2</sup><sup>2</sup>2Note that $`C1`$ necessarily means that disk is geometrically thick and the above equations, derived in the limit of a geometrically thin disk, are not applicable. Here significant variability is present up to high frequencies.
warning/0006/hep-ph0006265.html	ar5iv	text	# TOWARDS A THEORY OF HADRONIC 𝑩 DECAYS ## 1 Introduction The theoretical description of hadronic weak decays is difficult due to nonperturbative strong-interaction dynamics. This will affect the interpretation of the data collected at the $`B`$ factories, including studies of CP violation and searches for New Physics. If these strong-interaction effects could be computed in a model-independent way, this would enhance our ability to uncover the origin of CP violation. The complexity of the problem is illustrated in the cartoon on the left-hand side of Fig. 1. It is well known how to control the effects of hard gluons with virtuality between the electroweak scale $`M_W`$ and the scale $`m_B`$ characteristic to the decays of interest. They can be dealt with by constructing a low-energy effective weak Hamiltonian $$_{\mathrm{eff}}=\frac{G_F}{\sqrt{2}}\underset{i}{}\lambda _i^{\mathrm{CKM}}C_i(M_W/\mu )O_i(\mu ),$$ (1) where $`\lambda _i^{\mathrm{CKM}}`$ are products of CKM matrix elements, $`C_i(M_W/\mu )`$ are calculable short-distance coefficients, and $`O_i(\mu )`$ are local operators renormalized at a scale $`\mu =𝒪(m_B)`$. The challenge is to calculate the hadronic matrix elements of these operators with controlled theoretical uncertainties, using a systematic approximation scheme. Previous field-theoretic attempts to evaluate these matrix elements have employed dynamical schemes such as lattice field theory, QCD sum rules, or the hard-scattering approach. The first two have great difficulties in accounting for final-state rescattering, which however is very important for predicting direct CP asymmetries. The hard-scattering approach misses the leading soft contribution to the $`\overline{B}\text{meson}`$ transition form factors and thus falls short of reproducing the correct magnitude of the decay amplitudes. In view of these difficulties, most previous analyses of hadronic decays have employed phenomenological models such as “naive” or “generalized factorization”, in which the complicated matrix elements of four-quark operators in the effective weak Hamiltonian are replaced (in an ad hoc way) by products of current matrix elements. Corrections to this approximation are accounted for by introducing a set of phenomenological parameters $`a_i`$. A different strategy is to classify nonleptonic decay amplitudes according to flavor topologies (“trees” and “penguins”), which can be decomposed into SU(3) or isospin amplitudes. This leads to relations between different decay amplitudes in the flavor-symmetry limit. No attempt is made, however, to compute these amplitudes from first principles. ## 2 QCD Factorization Formula Here we summarize recent progress in the theoretical understanding of nonleptonic decay amplitudes in the heavy-quark limit.$`^{\mathrm{?},\mathrm{?}}`$ The underlying idea is to exploit the presence of a large scale, i.e., the fact that $`m_b\mathrm{\Lambda }_{\mathrm{QCD}}`$. In order to disentangle the physics associated with these two scales, we factorize and compute hard contributions to the decay amplitudes arising from gluons with virtuality of order $`m_b`$, and parameterize soft and collinear contributions. Considering the cartoon in Fig. 1, we denote by $`M_1`$ the meson that absorbs the spectator quark of the $`B`$ meson, and by $`M_2`$ the meson at the upper vertex, to which we refer as the “emission particle”. We find that nonleptonic decay amplitudes simplify in the heavy-quark limit if $`M_2`$ is a light meson. Then at leading power in $`\mathrm{\Lambda }_{\mathrm{QCD}}/m_b`$ all long-distance contributions to the matrix elements can be factorized into semileptonic form factors and meson light-cone distribution amplitudes, which are much simpler quantities than the nonleptonic amplitudes themselves. (Light-cone distribution amplitudes enter because the partons in the emission particle carry large energy and are almost collinear.) “Nonfactorizable” effects connecting the partons of the emission particle with the rest of the diagram are dominated by hard gluon exchange and can be computed using perturbation theory. A graphical representation of the resulting “factorization formula” is shown on the right-hand side in Fig. 1. The physical picture underlying factorization is color transparency.$`^{\mathrm{?},\mathrm{?}}`$ If the emission particle is a light meson, its constituents carry large energy of order $`m_b`$ and are nearly collinear. Soft gluons coupling to this system see only its net zero color charge and hence decouple. Interactions with the color dipole of the small $`q\overline{q}`$-pair are power suppressed in the heavy-quark limit. For $`B`$ decays into final states containing a heavy charm meson and a light meson $`L`$, the factorization formula takes the form $$D^{()+}L^{}\|O_i(\mu )\|\overline{B}_d=\underset{j}{}F_j^{\overline{B}D^{()}}\underset{0}{\overset{1}{}}\text{d}uT_{ij}^\mathrm{I}(u,\mu )\mathrm{\Phi }_L(u,\mu )+𝒪\left(\frac{\mathrm{\Lambda }_{\mathrm{QCD}}}{m_b}\right),$$ (2) where $`O_i`$ is an operator in the effective weak Hamiltonian (1), $`F_j^{\overline{B}D^{()}}`$ are transition form factors, $`\mathrm{\Phi }_L`$ is the leading-twist light-cone distribution amplitude of the light meson, and $`T_{ij}^\mathrm{I}`$ are process-dependent hard-scattering kernels. For decays into final states containing two light mesons there is a second type of contribution to the factorization formula, which involves a hard interaction with the spectator quark in the $`B`$ meson. It is contained in the second graph on the right-hand side in Fig. 1. Below we focus on $`\overline{B}DL`$ decays, where this second term is power suppressed and can be neglected. Decays into two light final-state mesons are more complicated $`^\mathrm{?}`$ and have been discussed elsewhere.$`^\mathrm{?}`$ In order to prove factorization one must first separate hard from infrared (soft and collinear) contributions to the decay amplitudes. This is done at the level of Feynman diagrams. One must then show that “nonfactorizable contributions”, i.e., contributions not associated with $`\overline{B}M_1`$ form factors or meson wave functions, are dominated by hard gluon exchange. This amounts to showing that the soft and collinear singularities, which are present in individual Feynman diagrams, cancel in the sum of all contributions. For the case of decays into a heavy–light final state this cancellation has been demonstrated by an explicit two-loop analysis.$`^\mathrm{?}`$ General arguments support factorization to all orders of perturbation theory. The fact that these cancellations occur is far from trivial, given that by power counting the $`\overline{B}M_1`$ form factors (both for a heavy and a light final-state meson) are dominated by soft gluon exchange. To complete the proof of factorization one must also show that contributions from transverse momenta of the partons in the final-state mesons, from asymmetric parton configurations where one (or several) partons are soft, and from non-valence Fock states (containing additional hard or soft partons) are power suppressed, and that competing flavor topologies such as weak annihilation are power suppressed, too. All this is discussed in detail in our recent work.$`^\mathrm{?}`$ The factorization formula for nonleptonic decays provides a model-independent basis for the analysis of these processes in an expansion in powers and logarithms of $`\mathrm{\Lambda }_{\mathrm{QCD}}/m_b`$. At leading power, but to all orders in $`\alpha _s`$, the decay amplitudes assume the factorized form shown in (2). Having such a formalism based on power counting in $`\mathrm{\Lambda }_{\mathrm{QCD}}/m_b`$ is of great importance to the theoretical description of hadronic weak decays, since it provides a well-defined limit of QCD in which these processes admit a rigorous, theoretical description. (For instance, the possibility to compute systematically $`O(\alpha _s)`$ corrections to “naive factorization”, which emerges as the leading term in the heavy-quark limit, solves the old problem of renormalization-scale and scheme dependences of nonleptonic amplitudes.) The usefulness of this new scheme may be compared with the usefulness of the heavy-quark effective theory for the analysis of exclusive semileptonic decays of heavy mesons, or of the heavy-quark expansion for the analysis of inclusive decay rates. In all three cases, it is the fact that hadronic uncertainties can be eliminated up to power corrections in $`\mathrm{\Lambda }_{\mathrm{QCD}}/m_b`$ that has advanced our ability to control theoretical errors. However, it must be stressed that we are just beginning to explore the theory of nonleptonic $`B`$ decays. Some important conceptual problems remain to be better understood. In the next few years it will be important to further develop this novel approach. This should include proving factorization at leading power to all orders in $`\alpha _s`$, developing a formalism for dealing with power corrections to factorization, understanding the light-cone structure of heavy mesons, and understanding the relevance (or irrelevance) of Sudakov form factors.$`^\mathrm{?}`$ Also, we must gauge the accuracy of the approach by learning about the magnitude of corrections to the heavy-quark limit from extensive comparisons of theoretical predictions with data. As experience with previous heavy-quark expansions has shown, this is going to be a long route. Yet, already we have obtained important insights. Let us mention three points here: 1. Corrections to “naive factorization” (usually called “nonfactorizable effects”) are process dependent, in contrast with a basic assumption underlying models of “generalized factorization”. 2. The physics of nonleptonic decays is both rich and complicated. In general, it is characterized by an interplay of several small parameters (Wilson coefficients, CKM factors, $`1/N_c`$, etc.) in addition to the small parameter $`\mathrm{\Lambda }_{\mathrm{QCD}}/m_b`$ relevant to QCD factorization. In some cases, terms that are formally power suppressed may be enhanced by factors such as $`2m_\pi ^2/(m_u+m_d)3`$ GeV, which are larger than naive dimensional analysis would suggest.$`^\mathrm{?}`$ Finally, several not-so-well-known input parameters (e.g., heavy-to-light form factors and light-cone distribution amplitudes) introduce sizable numerical uncertainties in the predictions. 3. Strong-interaction phases arising from final-state interactions are suppressed in the heavy-quark limit. More precisely, the imaginary parts of nonleptonic decay amplitudes are suppressed by at least one power of $`\alpha _s(m_b)`$ or $`\mathrm{\Lambda }_{\mathrm{QCD}}/m_b`$. At leading power, the phases are calculable from the imaginary parts of the hard-scattering kernels in the factorization formula. Since this observation is of paramount importance to the phenomenology of direct CP violation, we will discuss it in some more detail. ## 3 Final-State Interactions and Rescattering Phases Final-state interactions are usually discussed in terms of intermediate hadronic states. This is suggested by the unitarity relation (taking $`\overline{B}\pi \pi `$ for definiteness) $$\text{Im}𝒜_{\overline{B}\pi \pi }\underset{n}{}𝒜_{\overline{B}n}𝒜_{n\pi \pi }^{}.$$ (3) However, because of the dominance of hard rescattering in the heavy-quark limit we can also interpret the sum as extending over intermediate states of partons. In the limit $`m_b\mathrm{}`$ the number of physical intermediate states is arbitrarily large. We may then argue on the grounds of parton–hadron duality that their average is described well enough (up to $`\mathrm{\Lambda }_{\mathrm{QCD}}/m_b`$ corrections, say) by a partonic calculation. This is the picture implied by the factorization formula. The hadronic language is in principle exact. However, the large number of intermediate states makes it intractable to observe systematic cancellations, which usually occur in an inclusive sum over hadronic states. A example familiar from previous applications of the heavy-quark expansion is the calculation of the inclusive semileptonic decay width of a heavy hadron. Here the leading term is given by the free quark decay, but attempts to reproduce this obvious result by summing over exclusive modes has been successful only in two-dimensional toy models,$`^{\mathrm{?},\mathrm{?}}`$ not in QCD. In many phenomenological discussions of final-state interactions it has been assumed that systematic cancellations are absent. It is then reasonable to consider the size of rescattering effects for a subset of intermediate states (such as the two-body states), assuming that this will provide a correct order-of-magnitude estimate for the total rescattering effect. This strategy underlies all estimates of final-state phases using dispersion relations and Regge phenomenology.$`^{\mathrm{?},\mathrm{?}}`$ These approaches suggest that soft rescattering phases do not vanish in the heavy-quark limit. However, they also leave open the possibility of systematic cancellations. The QCD factorization formula implies that systematic cancellations do indeed occur in the sum over all intermediate states. The underlying physical reason is that the sum over all states is accurately represented by a $`q\overline{q}`$ fluctuation in the emitted light meson of small transverse size of order $`1/m_b`$. Because the $`q\overline{q}`$ pair is small, the physics of rescattering is very different from elastic $`\pi \pi `$ scattering, and hence the Regge phenomenology applied to $`B`$ decays is difficult to justify in the heavy-quark limit. Consequently, the numerical estimates for rescattering effects and final-state phases obtained using Regge models are likely to overestimate the correct size of the effects. ## 4 Applications to $`\overline{𝑩}_𝒅\mathbf{}𝑫^{\mathbf{(}\mathbf{}\mathbf{)}\mathbf{+}}𝑳^{\mathbf{}}`$ Decays Our results for the nonleptonic $`\overline{B}_dD^{()+}L^{}`$ decay amplitudes (with $`L`$ a light meson) can be compactly expressed in terms of the matrix elements of a “transition operator” $$𝒯=\frac{G_F}{\sqrt{2}}V_{ud}^{}V_{cb}\left[a_1(DL)Q_Va_1(D^{}L)Q_A\right],$$ (4) where the hadronic matrix elements of the operators $`Q_V=\overline{c}\gamma ^\mu b\overline{d}\gamma _\mu (1\gamma _5)u`$ and $`Q_A=\overline{c}\gamma ^\mu \gamma _5b\overline{d}\gamma _\mu (1\gamma _5)u`$ are understood to be evaluated in factorized form. Eq. (4) defines the quantities $`a_1(D^{()}L)`$, which include the leading “nonfactorizable” corrections, in a renormalization-group invariant way. To leading power in $`\mathrm{\Lambda }_{\mathrm{QCD}}/m_b`$ these quantities should not be interpreted as phenomenological parameters (as is usually done), because they are dominated by hard gluon exchange and thus calculable in QCD. At next-to-leading order in $`\alpha _s`$, we obtain $`^\mathrm{?}`$ $$a_1(D^{()}L)=\overline{C}_1(m_b)+\frac{\overline{C}_2(m_b)}{N_c}\left[1+\frac{C_F\alpha _s(m_b)}{4\pi }\underset{0}{\overset{1}{}}\text{d}uF(u,\pm z)\mathrm{\Phi }_L(u)\right],$$ (5) where $`\overline{C}_i(m_b)`$ are the so-called “renormalization-scheme independent” Wilson coefficients, $`z=m_c/m_b`$, and the upper (lower) sign in the second argument of the function $`F(u,\pm z)`$ refers to a $`D`$ ($`D^{}`$) meson in the final state. An exact analytic expression for this function is known but not relevant to our discussion here. Note that the coefficients $`a_1(DL)`$ and $`a_1(D^{}L)`$ are nonuniversal, i.e., they are explicitly dependent on the nature of the final-state mesons. Politzer and Wise have computed the “nonfactorizable” vertex corrections to the ratio of the $`\overline{B}_dD^+\pi ^{}`$ and $`\overline{B}_dD^+\pi ^{}`$ decay rates.$`^\mathrm{?}`$ This requires the symmetric part (with respect to $`u1u`$) of the difference $`F(u,z)F(u,z)`$. We agree with their result. The expressions for the decay amplitudes obtained by evaluating the hadronic matrix elements of the transition operator $`𝒯`$ involve products of CKM matrix elements, light-meson decay constants, $`\overline{B}D^{()}`$ transition form factors, and the QCD parameters $`a_1(D^{()}L)`$. A numerical analysis shows that $`\|a_1\|=1.055\pm 0.025`$ for the decays considered below. Below we will use this as our central value. ### 4.1 Test of factorization A particularly clean test of our predictions is obtained by relating the $`\overline{B}_dD^+L^{}`$ decay rates to the differential semileptonic $`\overline{B}_dD^+l^{}\nu `$ decay rate evaluated at $`q^2=m_L^2`$. In this way the parameters $`\|a_1(D^{}L)\|`$ can be measured directly.$`^\mathrm{?}`$ One obtains $$\frac{\mathrm{\Gamma }(\overline{B}_dD^+L^{})}{d\mathrm{\Gamma }(\overline{B}_dD^+l^{}\overline{\nu })/dq^2\|_{q^2=m_L^2}}=6\pi ^2\|V_{ud}\|^2f_L^2\|a_1(D^{}L)\|^2.$$ (6) With our result for $`a_1`$ this relation becomes a prediction based on first principles of QCD. This is to be contrasted with the usual interpretation of this formula, where $`a_1`$ plays the role of a phenomenological parameter that is fitted from data. Using data reported by the CLEO Collaboration,$`^\mathrm{?}`$ we find $$\|a_1(D^{}\pi )\|=1.08\pm 0.07,\|a_1(D^{}\rho )\|=1.09\pm 0.10,\|a_1(D^{}a_1)\|=1.08\pm 0.11,$$ (7) in good agreement with our prediction. It is reassuring that the data show no evidence for large power corrections to our results. However, a further improvement in the experimental accuracy would be desirable in order to become sensitive to process-dependent, nonfactorizable effects. ### 4.2 Predictions for class-I decay amplitudes We now consider a larger set of so-called class-I decays of the form $`\overline{B}_dD^{()+}L^{}`$, all of which are governed by the transition operator (4). In Table 1 we compare the QCD factorization predictions with experimental data. As previously we work in the heavy-quark limit, i.e., our predictions are model independent up to corrections suppressed by at least one power of $`\mathrm{\Lambda }_{\mathrm{QCD}}/m_b`$. There is good agreement between the predictions and the data within experimental errors, which however are still large. It would be desirable to reduce these errors to the percent level. Note that we have not attempted to adjust the semileptonic form factors $`F_+^{\overline{B}D}`$ and $`A_0^{\overline{B}D^{}}`$ entering our results so as to obtain a best fit to the data. (The fact that with $`F_+(0)=A_0(0)=0.6`$ our predictions for the $`\overline{B}_dD^{()+}\pi ^{}`$ branching ratios come out higher than the central experimental results reported by the CLEO Collaboration must not be taken as evidence against QCD factorization. As we have seen above, the value of $`\|a_1(D^{}\pi )\|`$ extracted in a form-factor independent way is in good agreement with our theoretical result.) The observation that the experimental data on class-I decays into heavy–light final states show good agreement with our predictions may be taken as (circumstantial) evidence that in these decays there are no unexpectedly large power corrections. In our recent work $`^\mathrm{?}`$ we have addressed the important question of power corrections theoretically by providing estimates for two sources of power-suppressed effects: weak annihilation and nonfactorizable spectator interactions. We stress that a complete account of power corrections to the heavy-quark limit cannot be performed in a systematic way, since these effects are no longer dominated by hard gluon exchange. However, we believe that our estimates are nevertheless instructive. We parameterize the annihilation contribution to the $`\overline{B}_dD^+\pi ^{}`$ decay amplitude in terms of an amplitude $`A`$ such that $`𝒜(\overline{B}_dD^+\pi ^{})=T+A`$, where $`T`$ is the “tree topology”, which contains the dominant factorizable contribution. We find that $`A/T0.04`$, indicating that the annihilation contribution is a correction of a few percent. We have also obtained an estimate of nonfactorizable spectator interactions, which are part of the $`T`$, finding that $`T_{\mathrm{spec}}/T_{\mathrm{lead}}0.03`$. In both cases, the results exhibit the expected linear power suppression $`\mathrm{\Lambda }_{\mathrm{QCD}}/m_b`$ in the heavy-quark limit. We conclude that the typical size of power corrections to the heavy-quark limit in class-I $`B`$ decays into heavy–light final states is at the level of 10% or less, and thus our predictions for the values and the near universality of the parameters $`a_1`$ governing these decay modes appear robust. ### 4.3 Remarks on class-II and class-III decay amplitudes In the class-I decays $`\overline{B}_dD^{()+}L^{}`$ considered above, the flavor quantum numbers of the final-state mesons ensure that only the light meson $`L`$ can be produced by the $`(\overline{d}u)`$ current contained in the operators of the effective weak Hamiltonian (1). The factorization formula then predicts that the corresponding decay amplitudes are factorizable in the heavy-quark limit. It also predicts that other topologies, in which the heavy charm meson is created by a $`(\overline{c}u)`$ current, are power suppressed. To study these topologies one may consider decays with a neutral charm meson in the final state. In the class-II decays $`\overline{B}_dD^{()0}L^0`$ the only possibility is to have the charm meson as the emission particle, whereas for the class-III decays $`B^{}D^{()0}L^{}`$ both final-state mesons can be the emission particle. The factorization formula predicts that in the heavy-quark limit class-II decay amplitudes are power suppressed with respect to the corresponding class-I amplitudes, whereas class-III amplitudes should be equal to the corresponding class-I amplitudes up to power corrections. Experimental data indicate sizable corrections to these predictions, which are mainly due to significant heavy-quark scaling violations in the values of the semileptonic form factors and meson decay constants. For a detailed analysis of this problem the reader is referred to our recent work.$`^\mathrm{?}`$ Note that, whereas the QCD factorization formula (2) allows us to compute the coefficients $`a_1`$ in the heavy-quark limit, it does not allow us to compute the corresponding parameters $`a_2`$ in class-II decays. Because in these decays the emission particle is a heavy charm meson, the mechanism of color transparency is not operative. For a rough estimate of $`a_2`$ in $`\overline{B}\pi D`$ decays we have considered the limit in which the charm meson is treated as a light meson, however with a highly asymmetric distribution amplitude. In this limit we found that $`a_20.25e^{i41^{}}`$ with large theoretical uncertainties.$`^\mathrm{?}`$ Remarkably, this crude estimate indicates a significant correction to naive factorization (which gives $`a_20.12`$). It yields the right order of magnitude for $`\|a_2\|`$ and, at the same time, a large strong-interaction phase. ## 5 Summary and Outlook With the recent commissioning of the $`B`$ factories and the planned emphasis on heavy-flavor physics in future collider experiments, the role of $`B`$ decays in providing fundamental tests of the Standard Model and potential signatures of New Physics will continue to grow. In many cases the principal source of systematic uncertainty is a theoretical one, namely our inability to quantify the nonperturbative QCD effects present in these decays. This is true, in particular, for almost all measurements of direct CP violation. Our work provides a rigorous framework for the evaluation of strong-interaction effects for a large class of exclusive, two-body nonleptonic decays of $`B`$ mesons. It gives a well-founded field-theoretic basis for phenomenological studies of exclusive hadronic $`B`$ decays and a formal justification for the ideas of factorization. We hope that the factorization formula (2) and its generalization to decays into two light mesons will form the basis for future phenomenological studies of nonleptonic $`B`$ decays. We stress, however, that a considerable amount of conceptual work remains to be completed. Theoretical investigations along the lines discussed here should be pursued with vigor. We are confident that, ultimately, this research will result in a theory of nonleptonic $`B`$ decays, which should be as useful for this area of heavy-flavor physics as the large-$`m_b`$ limit and the heavy-quark effective theory were for the phenomenology of semileptonic weak decays. ## Acknowledgments It is a pleasure to thank M. Beneke, G. Buchalla and C. Sachrajda for an ongoing collaboration on the subject of this talk. This work was supported in part by the National Science Foundation. ## References
warning/0006/hep-th0006218.html	ar5iv	text	# On the cohomological derivation of topological Yang-Mills theory ## 1 Introduction The cohomological understanding of the BRST symmetry allowed, apart from proving the existence of the BRST generator for an arbitrary gauge system , a useful investigation of many interesting aspects related to perturbative renormalization problem , anomaly-tracking mechanism , simultaneous study of local and rigid invariances of a given theory , as well as to the construction of consistent interactions in gauge theories . The last topic is probably the most efficient proof of the power of cohomological BRST ideas, reformulating the classical Lagrangian problem of building consistent interactions in gauge theories in terms of precise cohomological classes of the BRST differential, which further offers a systematic search for all possible consistent interactions in the natural background of the deformation theory. Among the models of great interest in theoretical physics that have been inferred along the deformation of the master equation we mention Yang-Mills theory , the Freedman-Townsend model , the Chapline-Manton model . Also, it is important to notice the deformation results connected to Einstein’s gravity theory , four- and eleven-dimensional supergravity , $`p`$-forms or chiral forms . However, there remain some important coupled models that have not been recovered so far in the light of the deformation of the master equation, like the topological Yang-Mills theory. This is precisely the main aim of our paper, namely, to infer the four-dimensional topological coupling among Yang-Mills fields via the deformation technique. In view of this, we begin with a certain uncoupled theory in four dimensions and derive its associated BRST symmetry. Consequently, we write down the equations that should be satisfied by the deformed solution to the master equation in terms of the coupling constant, and find their consistent solutions by using the BRST symmetry for the free model. In this manner, we find a complete deformed solution, which is consistent at all orders in the coupling constant. From the analysis of the structure of this solution we observe that the resulting coupled model is nothing but the topological Yang-Mills theory. Thus, the procedure applied in our paper leads to a nice example of simultaneous deformation of the gauge transformations, gauge algebra and reducibility relations of the starting uncoupled system. ## 2 BRST symmetry for the uncoupled model Initially, we infer the antifield-BRST symmetry for an uncoupled model, described by the Lagrangian action $$S_0^L\left[A_\mu ^a\right]=\frac{1}{4}d^4x\epsilon _{\mu \nu \lambda \rho }F_a^{\mu \nu }F^{a\lambda \rho }.$$ (1) The field strength is defined by $`F_a^{\mu \nu }=^\mu A_a^\nu ^\nu A_a^\mu ^{[\mu }A_a^{\nu ]}`$, while $`\epsilon _{\mu \nu \lambda \rho }`$ denotes the completely antisymmetric four-dimensional symbol. Action (1) is invariant under the gauge transformations $$\delta _ϵ\mathrm{\Phi }^{\alpha _0}=Z_{\alpha _1}^{\alpha _0}ϵ^{\alpha _1}\delta _ϵA_\mu ^a=_\mu ϵ^a+ϵ_\mu ^a,$$ (2) with $$\mathrm{\Phi }^{\alpha _0}A_\mu ^a,ϵ^{\alpha _1}\left(\begin{array}{c}ϵ^b\hfill \\ ϵ_\nu ^b\hfill \end{array}\right),Z_{\alpha _1}^{\alpha _0}(\delta _b^a_\mu ,\delta _b^a\delta _\mu ^\nu ),$$ (3) which are first-stage reducible. Indeed, if we take $`ϵ^a=\theta ^a,`$ $`ϵ_\mu ^a=_\mu \theta ^a`$, then the gauge transformations (2) vanish identically, $`\delta _ϵA_\mu ^a=0`$. Consequently, the reducibility relations can be written like $$Z_{\alpha _1}^{\alpha _0}Z_{\alpha _2}^{\alpha _1}=0,$$ (4) with the first-stage reducibility matrix given by $$Z_{\alpha _2}^{\alpha _1}\left(\begin{array}{c}\delta _c^b\\ \delta _c^b_\nu \end{array}\right).$$ (5) Accordingly, the solution to the master equation of the uncoupled model is expressed by $$S=S_0^L\left[A_\mu ^a\right]+d^4x\left(A_a^\mu \left(_\mu C^a+C_\mu ^a\right)+C_a^{}\eta ^aC_a^\mu _\mu \eta ^a\right),$$ (6) where $`C^a`$ and $`C_\mu ^a`$ stand for the fermionic ghost number one ghosts, and $`\eta ^a`$ denote the bosonic ghost number two ghosts required by the reducibility. The star variables $`A_a^\mu `$, $`C_a^{}`$, $`C_a^\mu `$ and $`\eta _a^{}`$ represent the antifields of the corresponding fields/ghosts. The antifields $`A_a^\mu `$ are fermionic with ghost number minus one, $`C_a^{}`$ and $`C_a^\mu `$ are bosonic with ghost number minus two, while $`\eta _a^{}`$ are fermionic and display ghost number minus three. The ghost number is defined in the standard manner like the difference between pure ghost number ($`\mathrm{pgh}`$) and antighost number ($`\mathrm{antigh}`$), with $$\mathrm{pgh}\left(A_\mu ^a\right)=\mathrm{pgh}\left(A_a^\mu \right)=\mathrm{pgh}\left(C_a^{}\right)=\mathrm{pgh}\left(C_a^\mu \right)=\mathrm{pgh}\left(\eta _a^{}\right)=0,$$ (7) $$\mathrm{pgh}\left(C^a\right)=\mathrm{pgh}\left(C_\mu ^a\right)=1,\mathrm{pgh}\left(\eta ^a\right)=2,$$ (8) $$\mathrm{antigh}\left(A_\mu ^a\right)=\mathrm{antigh}\left(C^a\right)=\mathrm{antigh}\left(C_\mu ^a\right)=\mathrm{antigh}\left(\eta ^a\right)=0,$$ (9) $$\mathrm{antigh}\left(A_a^\mu \right)=1,\mathrm{antigh}\left(C_a^\mu \right)=\mathrm{antigh}\left(C_a^{}\right)=2,\mathrm{antigh}\left(\eta _a^{}\right)=3.$$ (10) The antifield BRST differential $`s=(,S)`$ of the free model splits as $$s=\delta +\gamma ,$$ (11) where $`\delta `$ is the Koszul-Tate differential, and $`\gamma `$ denotes the longitudinal exterior derivative along the gauge orbits. The symbol $`(,)`$ signifies the antibracket in the antifield formalism. Consequently, we find that $$\delta A_\mu ^a=0,\gamma A_\mu ^a=_\mu C^a+C_\mu ^a,$$ (12) $$\delta C^a=0,\gamma C^a=\eta ^a,$$ (13) $$\delta C_\mu ^a=0,\gamma C_\mu ^a=_\mu \eta ^a,$$ (14) $$\delta \eta ^a=0,\gamma \eta ^a=0,$$ (15) $$\delta A_a^\mu =0,\gamma A_a^\mu =0,$$ (16) $$\delta C_a^{}=_\mu A_a^\mu ,\gamma C_a^{}=0,$$ (17) $$\delta C_a^\mu =A_a^\mu ,\gamma C_a^\mu =0,$$ (18) $$\delta \eta _a^{}=\left(C_a^{}+_\mu C_a^\mu \right),\gamma \eta _a^{}=0.$$ (19) The above formulas will be employed in the next section at the deformation of the solution (6) in a cohomological context. ## 3 Deformation procedure A consistent deformation of action (1) and of its gauge invariances defines a deformation of the solution to the master equation that preserves both the master equation and the field/antifield spectra . This means that if $$S_0^L\left[A_\mu ^a\right]+gd^4x\alpha _0+g^2d^4x\beta _0+O\left(g^3\right),$$ (20) is a consistent deformation of action (1), with deformed gauge transformations $$\overline{\delta }_ϵA_\mu ^a=_\mu ϵ^a+ϵ_\mu ^a+g\lambda _\mu ^a+O\left(g^2\right),$$ (21) then the deformed solution to the master equation $$\overline{S}=S+gd^4x\alpha +g^2d^4x\beta +O\left(g^3\right)=S+gS_1+g^2S_2+O\left(g^3\right),$$ (22) should satisfy $$(\overline{S},\overline{S})=0,$$ (23) where $$\alpha =\alpha _0+A_a^\mu \overline{\lambda }_\mu ^a+\mathrm{`}\mathrm{`}\mathrm{more}\mathrm{"}.$$ (24) The master equation (23) splits according to the deformation parameter $`g`$ as $$s\alpha =_\mu j^\mu ,$$ (25) $$s\beta +\frac{1}{2}\omega =_\mu \theta ^\mu ,$$ (26) $$\mathrm{}$$ for some local $`j^\mu `$ and $`\theta ^\mu `$, with $$(S_1,S_1)=d^4x\omega .$$ (27) We omitted the zeroth order equation in the coupling constant corresponding to the (23) as this is automatically verified. From (25) we read that the first-order non-trivial consistent deformations belong to $`H^0\left(s\|d\right)`$, where $`d`$ is the exterior space-time derivative. In the situation where $`\alpha `$ is a coboundary modulo $`d`$ ($`\alpha =s\lambda +_\mu \pi ^\mu `$), the corresponding deformation is trivial (it can be eliminated by a redefinition of the fields). In order to solve equation (25), we expand $`\alpha `$ accordingly the antighost number $$\alpha =\alpha _0+\alpha _1+\mathrm{}+\alpha _I,\mathrm{antigh}\left(\alpha _K\right)=K,$$ (28) where the last term in (28) can be assumed to be annihilated by $`\gamma `$. Since $`\mathrm{antigh}\left(\alpha _I\right)=I`$ and $`\mathrm{gh}\left(\alpha _I\right)=0`$, it follows that $`\mathrm{pgh}\left(\alpha _I\right)=I`$. Therefore, we can represent $`\alpha _I`$ under the form $$\alpha _I=\mu _{a_1\mathrm{}a_Mb_1\mathrm{}b_N}\eta ^{a_1}\mathrm{}\eta ^{a_M}\rho ^{b_N}\mathrm{}\rho ^{b_1},$$ (29) where $`N`$ and $`M`$ are some nonnegative integers satisfying $`3N+2M=I`$, and $`\mu _{a_1\mathrm{}a_Mb_1\mathrm{}b_N}`$ stand for some $`\gamma `$-invariant functions with $`\mathrm{antigh}\left(\mu _{a_1\mathrm{}a_Nb_1\mathrm{}b_M}\right)=3N+2M`$. In (28), we used the notation $$\rho ^a=f_{bc}^a\eta ^bC^c,$$ (30) with $`f_{bc}^a`$ some constants that are antisymmetric in the lower indices, $`f_{bc}^a=f_{cb}^a`$. The antisymmetry of $`f_{bc}^a`$ is implied by the $`\gamma `$-invariance of $`\rho ^a`$. Thus, the general form of $`\mu _{a_1\mathrm{}a_Mb_1\mathrm{}b_N}`$ is given by $$\mu _{a_1\mathrm{}a_Mb_1\mathrm{}b_N}=()^N\eta _{b_1}^{}\mathrm{}\eta _{b_N}^{}\left(\underset{k=0}{\overset{M}{}}C_{a_1}^{}\mathrm{}C_{a_{Mk}}^{}\left(_{\mu _1}C_{a_{Mk+1}}^{\mu _1}\right)\mathrm{}\left(_{\mu _k}C_{a_M}^{\mu _k}\right)\right),$$ (31) so $$\alpha _I=\rho ^N\underset{k=0}{\overset{M}{}}\lambda ^{Mk}\sigma ^k,$$ (32) where $$\rho =\eta _a^{}\rho ^a,\lambda =C_a^{}\eta ^a,\sigma =\left(_\mu C_a^\mu \right)\eta ^a.$$ (33) Taking into account the formulas (12)–(19) and the above form of $`\alpha _I`$, we obtain $`\delta \alpha _I=\gamma ((\rho ^N{\displaystyle \underset{k=0}{\overset{M}{}}}k\lambda ^{Mk}\sigma ^{k1}(Mk)\lambda ^{Mk1}\sigma ^k)A_b^\mu C_\mu ^b+`$ $`N\rho ^{N1}\left({\displaystyle \underset{k=0}{\overset{M}{}}}\lambda ^{Mk}\sigma ^k\right)({\displaystyle \frac{1}{2}}C_a^{}f_{bc}^aC^bC^c+C_a^\mu f_{bc}^a(C^bC_\mu ^c+\eta ^bA_\mu ^c)))+`$ $`_\mu ((\rho ^N{\displaystyle \underset{k=0}{\overset{M}{}}}k\lambda ^{Mk}\sigma ^{k1}(Mk)\lambda ^{Mk1}\sigma ^k)A_b^\mu \eta ^b+`$ $`N\rho ^{N1}\left({\displaystyle \underset{k=0}{\overset{M}{}}}\lambda ^{Mk}\sigma ^k\right)C_a^\mu f_{bc}^aC^b\eta ^c)`$ $`A_b^\mu \eta ^b_\mu \left(\rho ^N{\displaystyle \underset{k=0}{\overset{M}{}}}k\lambda ^{Mk}\sigma ^{k1}\left(Mk\right)\lambda ^{Mk1}\sigma ^k\right)`$ $`C_a^\mu f_{bc}^aC^b\eta ^c_\mu \left(N\rho ^{N1}{\displaystyle \underset{k=0}{\overset{M}{}}}\lambda ^{Mk}\sigma ^k\right).`$ (34) On the other hand, equation (25) at antighost number $`\left(I1\right)`$ takes the form $$\delta \alpha _I+\gamma \alpha _{I1}=_\mu m^\mu ,$$ (35) for some $`m^\mu `$. The equations (3) and (35) have to be compatible. This happens if and only if $`M=0`$ and $`N=1`$, such that $`I=3`$. In this way, we inferred that the last term in (28) is given precisely by $$\alpha _3=\rho =\eta _a^{}f_{bc}^a\eta ^bC^c.$$ (36) Now, from (3) restricted to $`M=0`$ and $`N=1`$, we find $`\delta \alpha _3=\gamma \left({\displaystyle \frac{1}{2}}C_a^{}f_{bc}^aC^bC^c+C_a^\mu f_{bc}^a\left(C^bC_\mu ^c+\eta ^bA_\mu ^c\right)\right)+`$ $`_\mu \left(C_a^\mu f_{bc}^aC^b\eta ^c\right),`$ (37) such that $$\alpha _2=\frac{1}{2}C_a^{}f_{bc}^aC^bC^cC_a^\mu f_{bc}^a\left(C^bC_\mu ^c+\eta ^bA_\mu ^c\right).$$ (38) With $`\alpha _2`$ at hand, we determine $`\alpha _1`$ as solution to the equation $$\delta \alpha _2+\gamma \alpha _1=_\mu n^\mu .$$ (39) On behalf of (38), we get $$\delta \alpha _2=\frac{1}{2}\left(_\mu A_a^\mu \right)f_{bc}^aC^bC^cA_a^\mu f_{bc}^a\left(C^bC_\mu ^c+\eta ^bA_\mu ^c\right).$$ (40) Then, the solution to (39) is expressed by $$\alpha _1=A_a^\mu f_{bc}^aA_\mu ^cC^b,$$ (41) which yields to $$\delta \alpha _2+\gamma \alpha _1=_\mu \left(\frac{1}{2}A_a^\mu f_{bc}^aC^bC^c\right).$$ (42) By projecting (25) on antighost number one, we deduce the relation $$\delta \alpha _1+\gamma \alpha _0=_\mu v^\mu .$$ (43) In the meantime, as $`\delta \alpha _1=0`$, we arrive at $$\alpha _0=\frac{1}{2}\epsilon _{\mu \nu \lambda \rho }f_{bc}^aF_a^{\mu \nu }A^{\lambda b}A^{\rho c},$$ (44) that further leads to $$\gamma \alpha _0=_\mu \left(\epsilon ^{\mu \nu \lambda \rho }f_{bc}^a\left(C_{\rho a}A_\nu ^bA_\lambda ^c+C_a_\rho \left(A_\nu ^bA_\lambda ^c\right)\right)\right).$$ (45) Putting together the results expressed by (36), (38), (41) and (44), it results that the complete first-order deformation reads as $`S_1={\displaystyle }d^4x({\displaystyle \frac{1}{2}}\epsilon _{\mu \nu \lambda \rho }f_{bc}^aF_a^{\mu \nu }A^{\lambda b}A^{\rho c}+A_a^\mu f_{bc}^aA_\mu ^cC^b`$ $`{\displaystyle \frac{1}{2}}C_a^{}f_{bc}^aC^bC^cC_a^\mu f_{bc}^a(C^bC_\mu ^c+\eta ^bA_\mu ^c)\eta _a^{}f_{bc}^a\eta ^bC^c).`$ (46) Until now we proved the existence of $`\alpha `$ as solution to the equation (25), which is equivalent with the consistency of the interaction to order $`g`$. The interaction is also consistent to order $`g^2`$ if and only if equation (26) possesses solution (with respect to $`\beta `$), hence if and only if $`\omega `$, introduced through (27), is $`s`$-exact modulo $`d`$. By direct computation, we infer $`(S_1,S_1)=f_{[bc}^af_{de]}^c{\displaystyle }d^4x(\eta _a^{}C^bC^e\eta ^d+C_a^\mu C^bC^dC_\mu ^e`$ $`2C_a^\mu C^d\eta ^bA_\mu ^e+{\displaystyle \frac{1}{3}}C_a^{}C^bC^dC^e+\epsilon ^{\mu \nu \lambda \rho }A_\nu ^bA_\rho ^eF_a^{\mu \nu }C^d)+`$ $`2f_{bc}^af_{ade}\epsilon ^{\mu \nu \lambda \rho }{\displaystyle d^4xA_\lambda ^bA_\rho ^cA_\nu ^e_\mu C^d}{\displaystyle d^4x\omega }.`$ (47) From (3) we find that $`\omega `$ is $`s`$-exact modulo $`d`$ if and only if the constants $`f_{bc}^a`$ fulfill the Jacobi identity $$f_{[bc}^af_{de]}^c=0.$$ (48) Consequently, it follows that $$\beta =\frac{1}{4}f_{bc}^af_{ade}\epsilon ^{\mu \nu \lambda \rho }A_\mu ^bA_\nu ^cA_\lambda ^dA_\rho ^e,$$ (49) which gives the piece of order $`g^2`$ from the deformed solution to the master equation under the form $$S_2=\frac{1}{4}f_{bc}^af_{ade}d^4xA_\mu ^bA_\nu ^cA_\lambda ^dA_\rho ^e.$$ (50) By direct computation we find that $`(S_2,S_2)=0`$, such that the higher-order equations in the deformation parameter are satisfied under the choice $$S_3=S_4=\mathrm{}=0.$$ (51) By virtue of the above results, we can conclude that the complete solution to the master equation (23) defining our deformation problem is expressed by $`\overline{S}={\displaystyle }d^4x({\displaystyle \frac{1}{4}}\epsilon _{\mu \nu \lambda \rho }H_a^{\mu \nu }H^{a\lambda \rho }+A_a^\mu (\left(D_\mu \right)_b^aC^b+C_\mu ^a){\displaystyle \frac{1}{2}}gC_a^{}f_{bc}^aC^bC^c`$ $`gC_a^\mu f_{bc}^aC^bC_\mu ^c+C_a^{}\eta ^aC_a^\mu \left(D_\mu \right)_b^a\eta ^bg\eta _a^{}f_{bc}^a\eta ^bC^c),`$ (52) where the notation $`\left(D_\mu \right)_b^a`$ stands for the covariant derivative $$\left(D_\mu \right)_b^a=\delta _b^a_\mu +gf_{bc}^aA_\mu ^c,$$ (53) while the deformed field strength $`H^{a\mu \nu }`$ is given by $$H^{a\mu \nu }=F^{a\mu \nu }gf_{bc}^aA^{\mu b}A^{\nu c}.$$ (54) Let us analyze now the deformed theory, described by (52). We observe that the antifield-independent piece in (52) $$\overline{S}_0=\frac{1}{4}d^4x\epsilon _{\mu \nu \lambda \rho }H_a^{\mu \nu }H^{a\lambda \rho },$$ (55) describes nothing but the topological coupling between the vector potentials $`A_\mu ^a`$, known as topological Yang-Mills theory. The structure of the terms linear in the antifields $`A_a^\mu `$ shows that our procedure deforms also the gauge transformations $$\overline{\delta }_ϵA_\mu ^a=\left(D_\mu \right)_b^aϵ^b+ϵ_\mu ^a.$$ (56) Moreover, from the terms $`\frac{1}{2}gC_a^{}f_{bc}^aC^bC^cgC_a^\mu f_{bc}^aC^bC_\mu ^c`$ we learn that the resulting gauge algebra is deformed, while the presence of $`C_a^{}\eta ^aC_a^\mu \left(D_\mu \right)_b^a\eta ^b`$ indicates that the reducibility functions are also deformed $$\overline{Z}_{\alpha _2}^{\alpha _1}=(\delta _b^a,\left(D_\mu \right)_b^a).$$ (57) In conclusion, the deformation problem studied in this paper generates the deformations of the gauge transformations, gauge algebra and reducibility relations with respect to the starting uncoupled model. ## 4 Conclusion To conclude with, in this paper we have investigated the consistent interaction that can be introduced among a set of topologically coupled free vector fields. Starting with the BRST differential for the free theory, $`s=\delta +\gamma `$, we initially compute the consistent first-order deformation with the help of some cohomological arguments related to the free model. Next, we prove that the deformation is also second-order consistent and, moreover, matches the higher-order deformation equations. As a result, we are led precisely to the topological Yang-Mills theory, that implies the deformation of the gauge transformations, their algebra and of the accompanying reducibility relations.
warning/0006/hep-th0006111.html	ar5iv	text	# Distribution of the k-th smallest Dirac operator eigenvalue ## Abstract Based on the exact relationship to Random Matrix Theory, we derive the probability distribution of the $`k`$-th smallest Dirac operator eigenvalue in the microscopic finite-volume scaling regime of QCD and related gauge theories. preprint: TIT-HEP-446 While index theorems have for long been known to relate the number of exact zero modes of the Dirac operator to gauge field topology, it is only during the 1990’s that it has been realized how much further one can push such exact predictions. When the gauge theory in question is in a phase with spontaneously broken chiral symmetry, Goldstone’s Theorem allows for much more detailed statements, beyond the zero modes. The bridge between the Dirac operator spectrum and the Goldstone degrees of freedom is the effective partition function of the associated chiral Lagrangian . The infinite-volume chiral condensate will be denoted by $`\mathrm{\Sigma }`$. By considering the theory at finite four-volume $`V`$, one can choose a microscopic scaling regime in which this volume is sent to infinity at a rate correlated with the chiral limit $`m0`$ such that $`\mu \mathrm{\Sigma }Vm`$ is kept fixed. Then exact statements can be made for an infinite sequence of Dirac operator eigenvalues that accumulate towards the origin. This realization was first made on the basis of a universal Random Matrix Theory reformulation of the problem , but it has since then also been established directly at the level of the effective Lagrangian . Conventionally, the exact analytical statements that can be made about this infrared region of the Dirac operator spectrum in finite-volume gauge theories have been phrased in terms of the microscopic spectral $`n`$-point functions, and in particular the microscopic spectral density $`\rho _S(\zeta ;\{\mu \})`$ itself (here $`\zeta \mathrm{\Sigma }V\lambda `$ is the microscopically rescaled Dirac operator eigenvalue $`\lambda `$) . Also the exact distribution of just the lowest Dirac operator eigenvalue has been derived on the basis of the relationship to Random Matrix Theory . In fact also the distribution of the second-smallest eigenvalue in what corresponds to the massless limit of $`SU(N_c3)`$ gauge theories with fermions in the fundamental representation can be extracted from the work of Forrester and Hughes . In this paper, we push these computations one step further and provide analytical expressions for both the joint probability distribution of the first $`k`$ eigenvalues and the distribution of the $`k`$-th eigenvalue. We do so for the chiral unitary ($`\beta =2`$), orthogonal ($`\beta =1`$, corresponding to $`SU(2)`$ gauge theories with fundamental fermions), and symplectic ensembles ($`\beta =4`$, corresponding to $`SU(N_c2)`$ gauge theories with adjoint fermions). We will treat the most general case of massive fermions, and (with one exception noted below) a sector of arbitrary topological charge $`\nu `$. In the microscopic scaling limit this can be done to arbitrarily high order $`k`$ as long as the volume $`V`$ is taken large enough. This gives us an infinite sequence of distributions of Dirac operator eigenvalues that all, on the macroscopic scale, build up the spectral density at the origin $`\rho (0)`$. We stress that there is much more information in these individual eigenvalue distributions than in the summed-over microscopic spectral density $`\rho _S(\zeta ;\{\mu \})`$ itself. In particular, from the point of view of lattice gauge theory simulations it is far more convenient to be able to perform comparisons with individual eigenvalue distributions than with just the average eigenvalue density. There are by now detailed analytical predictions for the microscopic spectral densities of the Dirac operator for all three universality classes. These microscopic spectral densities show a typical oscillatory structure, which clearly is closely connected to the individual eigenvalue peaks at the microscopic scale where units are given by the average eigenvalue spacing. We thus expect that the distribution of the $`k`$-th smallest Dirac operator eigenvalue corresponds closely to the $`k`$-th peak in the microscopic eigenvalue density, a feature that indeed had already been noticed in the case of just the smallest eigenvalue . In particular, we expect that the $`k`$-th eigenvalue distribution as computed in the framework of Random Matrix Theory is universal, which indeed turns out to be the case (see below). Of course, as one further additional check, the sequential summing-up of the individual eigenvalue distributions should simply build up the full microscopic eigenvalue densities, which are now known in closed analytical form. The chiral Random Matrix Theory ensembles are defined by : $$Z_\nu ^{(\beta )}(m_1,\mathrm{},m_{N_f})=𝑑W\mathrm{e}^{\beta \mathrm{tr}v(W^{}W)}\underset{i=1}{\overset{N_f}{}}det\left(\begin{array}{cc}m_i& W\\ W^{}& m_i\end{array}\right),$$ (1) where the integrals are over complex, real, and quaternion real $`(N+\nu )\times N`$ matrices $`W`$ for $`\beta =2,1,4`$, respectively. These chiral random matrix ensembles provide exactly equivalent descriptions of the effective field theory partition functions in the microscopic finite-volume scaling regime . Moreover, all microscopic spectral properties of the Dirac operator coincide exactly with the corresponding microscopically rescaled Random Matrix Theory eigenvalues . This means that either formulation can be used to derive identical results, and in the case of the individual distributions of the smallest Dirac operator eigenvalues it is presently more simple to use the Random Matrix Theory formulation. Since the results turn out to be universal, $`i.e.`$ independent of the detailed form of the Random Matrix Theory potential $`v(W^{}W)`$ , it suffices for us to concentrate on Gaussian ensembles with $`v(x)=x`$. This choice leads to Wigner’s semi-circle law $`\rho (\lambda )=(2/\pi )\sqrt{2N\lambda ^2}`$. The partition functions (1) of such chiral Gaussian ensembles corresponding to $`N_f`$ massive flavors and topological charge $`\nu `$ can then be written in terms of eigenvalues $`\{x_i\}`$ of the positive-definite Wishart matrices $`W^{}W`$, $$Z_\nu ^{(\beta )}(m_1,\mathrm{},m_{N_f})=\left(\underset{i=1}{\overset{N_f}{}}m_i\right)^\nu _0^{\mathrm{}}\mathrm{}_0^{\mathrm{}}\underset{i=1}{\overset{N}{}}\left(dx_ix_i^{\beta (\nu +1)/21}\mathrm{e}^{\beta x_i}\underset{j=1}{\overset{N_f}{}}(x_i+m_j^2)\right)\underset{i>j}{\overset{N}{}}\|x_ix_j\|^\beta ,$$ (2) up to an overall irrelevant factor which is independent of the $`m`$’s. Because everything will be symmetric under $`\nu \nu `$, we for convenience take $`\nu `$ to be non-negative. In the following, we impose the one single technical restriction that for $`\beta =1`$ the topological charge $`\nu `$ be odd. The unnormalized joint probability distributions for $`N`$ eigenvalues $`\{0x_1\mathrm{}x_N\}`$ in the above Random Matrix Theory ensembles take the form $$\rho _N^{(\beta )}(x_1,\mathrm{},x_N;\{m^2\})=\underset{i=1}{\overset{N}{}}\left(x_i^{\beta (\nu +1)/21}\mathrm{e}^{\beta x_i}\underset{j=1}{\overset{N_f}{}}(x_i+m_j^2)\right)\underset{i>j}{\overset{N}{}}\|x_ix_j\|^\beta .$$ (3) The joint probability distribution of the $`k`$ smallest eigenvalues $`\{0x_1\mathrm{}x_{k1}x_k\}`$ can be written as (the order of $`x_1,\mathrm{},x_{k1}`$ can be relaxed): $`\mathrm{\Omega }_{N,k}^{(\beta )}(x_1,\mathrm{},x_{k1},x_k;\{m^2\}){\displaystyle \frac{1}{\mathrm{\Xi }_N^{(\beta )}(\{m^2\})}}{\displaystyle \frac{1}{(Nk)!}}{\displaystyle _{x_k}^{\mathrm{}}}𝑑x_{k+1}\mathrm{}{\displaystyle _{x_k}^{\mathrm{}}}𝑑x_N\rho _N^{(\beta )}(x_1,\mathrm{},x_N;\{m^2\})`$ (4) $`={\displaystyle \frac{1}{\mathrm{\Xi }_N^{(\beta )}(\{m^2\})}}{\displaystyle \underset{i=1}{\overset{k}{}}}\left(x_i^{\beta (\nu +1)/21}\mathrm{e}^{\beta x_i}{\displaystyle \underset{j=1}{\overset{N_f}{}}}(x_i+m_j^2)\right){\displaystyle \underset{i>j}{\overset{k}{}}}\|x_ix_j\|^\beta `$ (5) $`\times {\displaystyle \frac{1}{(Nk)!}}{\displaystyle _{x_k}^{\mathrm{}}}𝑑x_{k+1}\mathrm{}{\displaystyle _{x_k}^{\mathrm{}}}𝑑x_N{\displaystyle \underset{i=k+1}{\overset{N}{}}}\left(x_i^{\beta (\nu +1)/21}\mathrm{e}^{\beta x_i}{\displaystyle \underset{j=1}{\overset{N_f}{}}}(x_i+m_j^2){\displaystyle \underset{j=1}{\overset{k}{}}}(x_ix_j)^\beta \right){\displaystyle \underset{i>jk+1}{\overset{N}{}}}\|x_ix_j\|^\beta ,`$ (6) where $`\mathrm{\Xi }_N^{(\beta )}`$ stands for the normalizing integral $$\mathrm{\Xi }_N^{(\beta )}(\{m^2\})=\frac{1}{N!}_0^{\mathrm{}}𝑑x_1\mathrm{}_0^{\mathrm{}}𝑑x_N\rho _N^{(\beta )}(x_1,\mathrm{},x_N;\{m^2\}).$$ (7) We now shift $`x_ix_i+x_k`$ in the integrand of (6): $`\mathrm{\Omega }_{N,k}^{(\beta )}(x_1,\mathrm{},x_{k1},x_k;\{m^2\})={\displaystyle \frac{e^{(Nk)\beta x_k}}{\mathrm{\Xi }_N^{(\beta )}(\{m^2\})}}{\displaystyle \frac{1}{(Nk)!}}{\displaystyle \underset{i=1}{\overset{k}{}}}\left(x_i^{\beta (\nu +1)/21}\mathrm{e}^{\beta x_i}{\displaystyle \underset{j=1}{\overset{N_f}{}}}(x_i+m_j^2)\right){\displaystyle \underset{i>j}{\overset{k}{}}}\|x_ix_j\|^\beta `$ (8) $`\times {\displaystyle _0^{\mathrm{}}}{\displaystyle \underset{i=k+1}{\overset{N}{}}}\left(dx_i\mathrm{e}^{\beta x_i}x_i^\beta (x_i+x_k)^{\beta (\nu +1)/21}{\displaystyle \underset{j=1}{\overset{N_f}{}}}(x_i+m_j^2+x_k){\displaystyle \underset{j=1}{\overset{k1}{}}}(x_i+x_kx_j)^\beta \right){\displaystyle \underset{i>jk+1}{\overset{N}{}}}\|x_ix_j\|^\beta .`$ (9) To get the probability distributions of the Dirac operator eigenvalues we must change the picture back to chiral Gaussian ensembles, and take the microscopic limit $$\begin{array}{c}x_i0\hfill \\ m_j^20\hfill \end{array},N\mathrm{},\text{with the rescaled variables}\begin{array}{cc}\zeta _i=\pi \rho (0)\sqrt{x_i}\hfill & =\sqrt{8Nx_i}\hfill \\ \mu _j=\pi \rho (0)m_j\hfill & =\sqrt{8N}m_j\hfill \end{array}\mathrm{kept}\mathrm{fixed}.$$ (10) In this large-$`N`$ limit the difference between partition functions based on $`Nk`$ and $`N`$ eigenvalues becomes insignificant. Moreover, one notices that the new terms in the integrand of (9) can be interpreted as arising from new additional fermion species, with the partition function now being evaluated in a fixed topological sector of effective charge $`\nu =1+2/\beta `$. Taking into account the definition (2), we then get, with $`𝒵_\nu ^{(\beta )}(\{\mu \})`$ denoting the partition functions in the microscopic limit, $`\omega _k^{(\beta )}(\zeta _1,\mathrm{},\zeta _k;\{\mu \})=\underset{N\mathrm{}}{lim}\left({\displaystyle \underset{i=1}{\overset{k}{}}}{\displaystyle \frac{\|\zeta _i\|}{8N}}\right)\mathrm{\Omega }_{N,k}^{(\beta )}({\displaystyle \frac{\zeta _1^2}{8N}},\mathrm{},{\displaystyle \frac{\zeta _k^2}{8N}};\{{\displaystyle \frac{\mu ^2}{8N}}\})`$ (11) $`=\mathrm{const}.\mathrm{e}^{\beta \zeta _k^2/8}\zeta _k^{\beta \frac{\nu +1}{2}\nu 1+\frac{2}{\beta }}{\displaystyle \underset{j=1}{\overset{N_f}{}}}(\mu _j^2+\zeta _k^2)^{\frac{1}{2}\frac{1}{\beta }}{\displaystyle \underset{i=1}{\overset{k1}{}}}\left(\zeta _i^{\beta (\nu +1)1}(\zeta _k^2\zeta _i^2)^{\frac{\beta }{2}1}{\displaystyle \underset{j=1}{\overset{N_f}{}}}(\zeta _i^2+\mu _j^2)\right){\displaystyle \underset{i>j}{\overset{k1}{}}}(\zeta _i^2\zeta _j^2)^\beta {\displaystyle \underset{j=1}{\overset{N_f}{}}}\mu _j^\nu `$ (12) $`\times {\displaystyle \frac{𝒵_{1+2/\beta }^{(\beta )}(\sqrt{\mu _1^2+\zeta _k^2},\mathrm{},\sqrt{\mu _{N_f}^2+\zeta _k^2},\stackrel{\beta }{\stackrel{}{\sqrt{\zeta _k^2\zeta _1^2},\mathrm{},\sqrt{\zeta _k^2\zeta _1^2}}},\mathrm{},\stackrel{\beta }{\stackrel{}{\sqrt{\zeta _k^2\zeta _{k1}^2},\mathrm{},\sqrt{\zeta _k^2\zeta _{k1}^2}}},\stackrel{\beta (\nu +1)/21}{\stackrel{}{\zeta _k,\mathrm{},\zeta _k}})}{𝒵_\nu ^{(\beta )}(\mu _1,\mathrm{},\mu _{N_f})}}.`$ (13) This is the main result of our paper. It shows that the joint probability distribution of the first $`k`$ eigenvalues is given, apart from the relatively simple prefactor, by a ratio of finite-volume partition functions. The new partition function that enters in the numerator of Eq.(13) has the $`N_f`$ original fermion masses shifted according to $`\mu _i\sqrt{\mu _i^2+\zeta _k^2}`$, contains $`\beta (k1)`$ new fermions of masses $`\sqrt{\zeta _k^2\zeta _1^2},\mathrm{},\sqrt{\zeta _k^2\zeta _{k1}^2}`$ (each mass $`\beta `$-fold degenerate), $`\beta (\nu +1)/21`$ additional degenerate fermion species of common mass $`\zeta _k`$, and this whole partition function is evaluated in a sector of fixed topological charge $`\nu =1+2/\beta `$. While this topological index is fractional for $`\beta =4`$, there is no difficulty with the evaluation of the pertinent partition function. (Indeed, it can alternatively be viewed as a partition function in a sector of topological charge $`\nu =0`$ and 3 additional massless fermions.) This expression entirely in terms of the effective field theory partition functions strongly suggests that it should be possible to derive these analytical expressions starting directly from the effective field theory, perhaps partially quenched as in Ref.. The proportionality constant in Eq.(13) depends on the normalization conventions of the involved partition functions. We fix this numerical factor uniquely by the requirement that the total probability of finding any given eigenvalue is normalized to unity. Correlation functions of the rescaled eigenvalues $`\{\zeta _{k_1},\mathrm{},\zeta _{k_{p1}},\zeta _k\}`$ are obtained from $`\omega _k^{(\beta )}(\zeta _1,\mathrm{},\zeta _k;\{\mu \})`$ by integrating out the remaining eigenvalues in a cell $`0\zeta _1\mathrm{}\zeta _k`$. In particular, the distribution of the $`k`$-th smallest eigenvalue $`\zeta `$, $`p_k^{(\beta )}(\zeta ;\{\mu \})`$, is given by $$p_k^{(\beta )}(\zeta ;\{\mu \})=_0^\zeta 𝑑\zeta _1_{\zeta _1}^\zeta 𝑑\zeta _2\mathrm{}_{\zeta _{k2}}^\zeta 𝑑\zeta _{k1}\omega _k^{(\beta )}(\zeta _1,\mathrm{},\zeta _{k1},\zeta ;\{\mu \}).$$ (14) We note that this gives a very simple representation of the probability distribution of the $`k`$-th smallest Dirac operator eigenvalue. In particular, already for the most elementary case of just the lowest Dirac operator eigenvalue in the $`\beta =2`$ universality class we obtain a very simple expression for an arbitrary topological sector $`\nu `$. In the normalization convention of, $`e.g.`$, , $$p_1^{(2)}(\zeta ,\{\mu \})=\frac{\zeta }{2}\mathrm{e}^{\zeta ^2/4}\left(\underset{j=1}{\overset{N_f}{}}\mu _j\right)^\nu \frac{𝒵_2(\sqrt{\mu _1^2+\zeta ^2},\mathrm{},\sqrt{\mu _{N_f}^2+\zeta ^2},\stackrel{\nu }{\stackrel{}{\zeta ,\mathrm{},\zeta }})}{𝒵_\nu (\mu _1,\mathrm{},\mu _{N_f})},$$ (15) a more compact and convenient expression than the one provided in Ref.. For example, in the quenched case of $`N_f=0`$ it yields the simple relation $$p_1^{(2)}(\zeta )=\frac{\zeta }{2}\mathrm{e}^{\zeta ^2/4}det[I_{2+ij}(\zeta )],$$ (16) where the determinant is over a matrix of size $`\nu \times \nu `$. It is worth pointing out that also the corresponding quenched distributions for $`\beta =1`$ become exceedingly simple: $$p_1^{(1)}(\zeta )=\mathrm{const}.\zeta ^{(3\nu )/2}\mathrm{e}^{\zeta ^2/8}\text{Pf}[(ij)I_{i+j+3}(\zeta )],$$ (17) where the indices $`i`$ and $`j`$ run between $`\nu /2+1`$ and $`\nu /21`$, and the Pfaffian is thus taken over a matrix of size $`(\nu 1)\times (\nu 1)`$ . For example, for $`\nu =1`$ this formula gives $$p_1^{(1)}(\zeta )=\frac{\zeta }{4}\mathrm{e}^{\zeta ^2/8},$$ (18) for $`\nu =3`$ we obtain $$p_1^{(1)}(\zeta )=\frac{1}{2}\mathrm{e}^{\zeta ^2/8}I_3(\zeta ),$$ (19) while for $`\nu =5`$ it gives $$p_1^{(1)}(\zeta )=\frac{1}{\zeta }\mathrm{e}^{\zeta ^2/8}\left(3I_3(\zeta )^24I_2(\zeta )I_4(\zeta )+I_1(\zeta )I_5(\zeta )\right),$$ (20) all of these being correctly normalized. By now, the effective finite-volume partition functions are known in analytically closed forms for $`\beta =2`$ and $`\beta =1`$ . They are also known for a general even number of pairwise degenerate fermions for $`\beta =4`$ (this is a technical restriction that we expect to be lifted eventually). We shall here for convenience provide the precise detailed expressions for all these known cases. In exhibiting explicit forms of $`\omega _k^{(\beta )}(\zeta _1,\mathrm{},\zeta _k;\{\mu \})`$ by substituting these expressions, we choose to set $`\nu =2/\beta 1`$ in Eq.(2) and introduce additional $`\beta (\nu +1)/21`$ massless flavors instead. The number of flavors in this alternative picture, $`N_f+\beta (\nu +1)/21`$, will be denoted by $`n`$. For the $`\beta =4`$ case, we thus consider here only the case with an odd number of massless flavors, so that the ‘effective’ number of massless flavors is even, $`n2a`$. We then get $`\omega _k^{(2)}(\zeta _1,\mathrm{},\zeta _k;\mu _1,\mathrm{},\mu _n)`$ $`=`$ $`\mathrm{const}.\mathrm{e}^{\zeta _k^2/4}{\displaystyle \underset{i=1}{\overset{k}{}}}\|\zeta _i\|{\displaystyle \frac{_{j=1}^{k1}(\zeta _k^2\zeta _j^2)^2_{l=1}^n(\zeta _k^2+\mu _l^2)}{_{i>j}^{k1}(\zeta _i^2\zeta _j^2)^2_{j=1}^{k1}_{l=1}^n(\zeta _j^2+\mu _l^2)}}{\displaystyle \frac{det[B^{(2)}]}{det[A^{(2)}]}},`$ (22) $`\omega _k^{(1)}(\zeta _1,\mathrm{},\zeta _k;\mu _1,\mathrm{},\mu _n)`$ $`=`$ $`\mathrm{const}.\mathrm{e}^{\zeta _k^2/8}{\displaystyle \underset{i=1}{\overset{k}{}}}\|\zeta _i\|{\displaystyle \underset{j=1}{\overset{k1}{}}}(\zeta _k^2\zeta _j^2){\displaystyle \underset{l=1}{\overset{n}{}}}(\zeta _k^2+\mu _l^2){\displaystyle \frac{\mathrm{Pf}[B^{(1)}]}{\mathrm{Pf}[A^{(1)}]}},`$ (23) $`\omega _k^{(4)}(\zeta _1,\mathrm{},\zeta _k;\mu _1,\mu _1,\mathrm{},\mu _a,\mu _a)`$ $`=`$ $`\mathrm{const}.\mathrm{e}^{\zeta _k^2/2}{\displaystyle \underset{i=1}{\overset{k}{}}}\|\zeta _i\|{\displaystyle \underset{j=1}{\overset{k1}{}}}(\zeta _k^2\zeta _j^2)^4{\displaystyle \underset{l=1}{\overset{a}{}}}(\zeta _k^2+\mu _l^2)^2{\displaystyle \frac{\mathrm{Pf}[B^{(4)}]}{\mathrm{Pf}[A^{(4)}]}},`$ (24) where the matrices $`A^{(\beta )}`$ and $`B^{(\beta )}`$ are given by ($`\stackrel{~}{\zeta }_i\sqrt{\zeta _k^2\zeta _i^2})`$, $`\stackrel{~}{\mu }_i\sqrt{\zeta _k^2+\mu _i^2}`$) $`A^{(2)}`$ $`=`$ $`\left[\mu _i^{j1}I_{j1}(\mu _i)\right]_{i,j=1,\mathrm{},n},`$ (26) $`B^{(2)}`$ $`=`$ $`\left[\left[\stackrel{~}{\mu }_i^{j3}I_{j3}(\stackrel{~}{\mu }_i)\right]_{\genfrac{}{}{0pt}{}{i=1,\mathrm{},n}{j=1,\mathrm{},n+2k2}}\left[\stackrel{~}{\zeta }_i^{j3}I_{j3}(\stackrel{~}{\zeta }_i)\right]_{\genfrac{}{}{0pt}{}{i=1,\mathrm{},k1}{j=1,\mathrm{},n+2k2}}\left[\stackrel{~}{\zeta }_i^{j4}I_{j4}(\stackrel{~}{\zeta }_i)\right]_{\genfrac{}{}{0pt}{}{i=1,\mathrm{},k1}{j=1,\mathrm{},n+2k2}}\right],`$ (27) $`A^{(1)}`$ $`=`$ $`\{\begin{array}{cc}\left[D_0(\mu _i,\mu _j)\right]_{i,j=1,\mathrm{},n}\hfill & (n:\text{even}),\hfill \\ \left[\begin{array}{cc}\left[D_0(\mu _i,\mu _j)\right]_{i,j=1,\mathrm{},n}\hfill & \left[R_0(\mu _j)\right]_{j=1,\mathrm{},n}\hfill \\ \left[R_0(\mu _i)\right]_{i=1,\mathrm{},n}\hfill & 0\hfill \end{array}\right]\hfill & (n:\text{odd}),\hfill \end{array}`$ (32) $`B^{(1)}`$ $`=`$ $`\{\begin{array}{cc}\left[\begin{array}{cc}\left[D_1(\stackrel{~}{\mu }_i,\stackrel{~}{\mu }_j)\right]_{i,j=1,\mathrm{},n}\hfill & \left[D_1(\stackrel{~}{\zeta }_i,\stackrel{~}{\mu }_j)\right]_{\genfrac{}{}{0pt}{}{i=1,..,k1}{j=1,\mathrm{},n}}\hfill \\ \left[D_1(\stackrel{~}{\mu }_i,\stackrel{~}{\zeta }_j)\right]_{\genfrac{}{}{0pt}{}{i=1,\mathrm{},n}{j=1,\mathrm{},k1}}\hfill & \left[D_1(\stackrel{~}{\zeta }_i,\stackrel{~}{\zeta }_j)\right]_{i,j=1,\mathrm{},k1}\hfill \end{array}\right]\hfill & (n+k:\text{odd}),\hfill \\ \left[\begin{array}{ccc}\left[D_1(\stackrel{~}{\mu }_i,\stackrel{~}{\mu }_j)\right]_{i,j=1,\mathrm{},n}\hfill & \left[D_1(\stackrel{~}{\zeta }_i,\stackrel{~}{\mu }_j)\right]_{\genfrac{}{}{0pt}{}{i=1,..,k1}{j=1,\mathrm{},n}}\hfill & \left[R_1(\stackrel{~}{\mu }_j)\right]_{j=1,\mathrm{},n}\hfill \\ \left[D_1(\stackrel{~}{\mu }_i,\stackrel{~}{\zeta }_j)\right]_{\genfrac{}{}{0pt}{}{i=1,\mathrm{},n}{j=1,\mathrm{},k1}}\hfill & \left[D_1(\stackrel{~}{\zeta }_i,\stackrel{~}{\zeta }_j)\right]_{i,j=1,\mathrm{},k1}\hfill & \left[R_1(\stackrel{~}{\zeta }_j)\right]_{j=1,\mathrm{},k1}\hfill \\ \left[R_1(\stackrel{~}{\mu }_i)\right]_{i=1,\mathrm{},n}\hfill & \left[R_1(\stackrel{~}{\zeta }_i)\right]_{i=1,\mathrm{},k1}\hfill & 0\hfill \end{array}\right]\hfill & (n+k:\text{even}),\hfill \end{array}`$ (41) $`D_\alpha (\zeta ,\zeta ^{})={\displaystyle _0^1}𝑑tt^2\left({\displaystyle \frac{I_{2\alpha }(t\zeta )}{\zeta ^{2\alpha }}}{\displaystyle \frac{I_{2\alpha +1}(t\zeta ^{})}{\zeta ^{}^{2\alpha +1}}}{\displaystyle \frac{I_{2\alpha +1}(t\zeta )}{\zeta ^{2\alpha +1}}}{\displaystyle \frac{I_{2\alpha }(t\zeta ^{})}{\zeta ^{}^{2\alpha }}}\right),R_\alpha (\zeta )={\displaystyle \frac{I_{2\alpha +1}(\zeta )}{\zeta ^{2\alpha +1}}},`$ $`A^{(4)}`$ $`=`$ $`\{\begin{array}{cc}\left[I_0(\mu _i,\mu _j)\right]_{i,j=1,\mathrm{},a}\hfill & (a:\text{even}),\hfill \\ \left[\begin{array}{cc}\left[I_0(\mu _i,\mu _j)\right]_{i,j=1,\mathrm{},a}\hfill & \left[Q_0(\mu _j)\right]_{j=1,\mathrm{},a}\hfill \\ \left[Q_0(\mu _i)\right]_{i=1,\mathrm{},a}\hfill & 0\hfill \end{array}\right]\hfill & (a:\text{odd}),\hfill \end{array}`$ (46) $`B^{(4)}`$ $`=`$ $`\{\begin{array}{cc}\left[\begin{array}{ccc}\left[I_4(\stackrel{~}{\mu }_i,\stackrel{~}{\mu }_j)\right]_{i,j=1,\mathrm{},a}\hfill & \left[I_4(\stackrel{~}{\zeta }_i,\stackrel{~}{\mu }_j)\right]_{\genfrac{}{}{0pt}{}{i=1,..,k1}{j=1,\mathrm{},a}}\hfill & \left[S_4(\stackrel{~}{\zeta }_i,\stackrel{~}{\mu }_j)\right]_{\genfrac{}{}{0pt}{}{i=1,..,k1}{j=1,\mathrm{},a}}\hfill \\ \left[I_4(\stackrel{~}{\mu }_i,\stackrel{~}{\zeta }_j)\right]_{\genfrac{}{}{0pt}{}{i=1,\mathrm{},a}{j=1,\mathrm{},k1}}\hfill & \left[I_4(\stackrel{~}{\zeta }_i,\stackrel{~}{\zeta }_j)\right]_{i,j=1,\mathrm{},k1}\hfill & \left[S_4(\stackrel{~}{\zeta }_i,\stackrel{~}{\zeta }_j)\right]_{i,j=1,..,k1}\hfill \\ \left[S_4(\stackrel{~}{\mu }_i,\stackrel{~}{\zeta }_j)\right]_{\genfrac{}{}{0pt}{}{i=1,\mathrm{},a}{j=1,\mathrm{},k1}}\hfill & \left[S_4(\stackrel{~}{\zeta }_i,\stackrel{~}{\zeta }_j)\right]_{i,j=1,\mathrm{},k1}\hfill & \left[\overline{D}_4(\stackrel{~}{\zeta }_i,\stackrel{~}{\zeta }_j)\right]_{i,j=1,..,k1}\hfill \end{array}\right]\hfill & (a:\text{even}),\hfill \\ \left[\begin{array}{cccc}\left[I_4(\stackrel{~}{\mu }_i,\stackrel{~}{\mu }_j)\right]_{i,j=1,\mathrm{},a}\hfill & \left[Q_4(\stackrel{~}{\mu }_i)\right]_{i=1,\mathrm{},a}\hfill & \left[I_4(\stackrel{~}{\zeta }_i,\stackrel{~}{\mu }_j)\right]_{\genfrac{}{}{0pt}{}{i=1,..,k1}{j=1,\mathrm{},a}}\hfill & \left[S_4(\stackrel{~}{\zeta }_i,\stackrel{~}{\mu }_j)\right]_{\genfrac{}{}{0pt}{}{i=1,..,k1}{j=1,\mathrm{},a}}\hfill \\ \left[Q_4(\stackrel{~}{\mu }_j)\right]_{j=1,\mathrm{},a}\hfill & 0\hfill & \left[Q_4(\stackrel{~}{\zeta }_j)\right]_{j=1,\mathrm{},k1}\hfill & \left[O_4(\stackrel{~}{\zeta }_j)\right]_{j=1,\mathrm{},k1}\hfill \\ \left[I_4(\stackrel{~}{\mu }_i,\stackrel{~}{\zeta }_j)\right]_{\genfrac{}{}{0pt}{}{i=1,\mathrm{},a}{j=1,\mathrm{},k1}}\hfill & \left[Q_4(\stackrel{~}{\zeta }_i)\right]_{i=1,\mathrm{},k1}\hfill & \left[I_4(\stackrel{~}{\zeta }_i,\stackrel{~}{\zeta }_j)\right]_{i,j=1,\mathrm{},k1}\hfill & \left[S_4(\stackrel{~}{\zeta }_i,\stackrel{~}{\zeta }_j)\right]_{i,j=1,..,k1}\hfill \\ \left[S_4(\stackrel{~}{\mu }_i,\stackrel{~}{\zeta }_j)\right]_{\genfrac{}{}{0pt}{}{i=1,\mathrm{},a}{j=1,\mathrm{},k1}}\hfill & \left[O_4(\stackrel{~}{\zeta }_i)\right]_{i=1,\mathrm{},k1}\hfill & \left[S_4(\stackrel{~}{\zeta }_i,\stackrel{~}{\zeta }_j)\right]_{i,j=1,\mathrm{},k1}\hfill & \left[\overline{D}_4(\stackrel{~}{\zeta }_i,\stackrel{~}{\zeta }_j)\right]_{i,j=1,..,k1}\hfill \end{array}\right]\hfill & (a:\text{odd}),\hfill \end{array}`$ (60) $`I_\alpha (\zeta ,\zeta ^{})={\displaystyle _0^1}𝑑tt{\displaystyle _0^1}𝑑u\left({\displaystyle \frac{I_{\alpha 1}(2t\zeta )}{\zeta ^{\alpha 1}}}{\displaystyle \frac{I_{\alpha 1}(2tu\zeta ^{})}{\zeta ^{}^{\alpha 1}}}{\displaystyle \frac{I_{\alpha 1}(2tu\zeta )}{\zeta ^{\alpha 1}}}{\displaystyle \frac{I_{\alpha 1}(2t\zeta ^{})}{\zeta ^{}^{\alpha 1}}}\right),Q_\alpha (\zeta )={\displaystyle _0^1}𝑑t{\displaystyle \frac{I_{\alpha 1}(2t\zeta )}{\zeta ^{\alpha 1}}},`$ $`S_\alpha (\zeta ,\zeta ^{})={\displaystyle _0^1}𝑑tt^2{\displaystyle _0^1}𝑑u\left({\displaystyle \frac{I_{\alpha 1}(2t\zeta )}{\zeta ^{\alpha 1}}}u{\displaystyle \frac{I_\alpha (2tu\zeta ^{})}{\zeta ^{}^\alpha }}{\displaystyle \frac{I_{\alpha 1}(2tu\zeta )}{\zeta ^{\alpha 1}}}{\displaystyle \frac{I_\alpha (2t\zeta ^{})}{\zeta ^{}^\alpha }}\right),O_\alpha (\zeta )={\displaystyle _0^1}𝑑tt{\displaystyle \frac{I_\alpha (2t\zeta )}{\zeta ^\alpha }},`$ $`\overline{D}_\alpha (\zeta ,\zeta ^{})={\displaystyle _0^1}𝑑tt^3{\displaystyle _0^1}𝑑uu\left({\displaystyle \frac{I_\alpha (2t\zeta )}{\zeta ^\alpha }}{\displaystyle \frac{I_\alpha (2tu\zeta ^{})}{\zeta ^{}^\alpha }}{\displaystyle \frac{I_\alpha (2tu\zeta )}{\zeta ^\alpha }}{\displaystyle \frac{I_\alpha (2t\zeta ^{})}{\zeta ^{}^\alpha }}\right).`$ In all cases the normalization constants are fixed uniquely by the requirement that the probabilities sum up to unity. By construction, the individual distributions $`p_k^{(\beta )}(\zeta ;\{\mu \})`$ sum up to the microscopic spectral density $`\rho _S^{(\beta )}(\zeta ;\{\mu \})`$: $$\rho _S^{(\beta )}(\zeta ;\{\mu \})=\underset{k=1}{\overset{\mathrm{}}{}}p_k^{(\beta )}(\zeta ;\{\mu \}).$$ (61) To illustrate this, we plot in Fig.1 $`p_k^{(2)}(\zeta )`$ for $`k=1,\mathrm{},4`$, their sum, and $`\rho _S^{(2)}(\zeta )=\|\zeta \|\left(J_0^2(\zeta )+J_1^2(\zeta )\right)/2`$ for the quenched ($`N_f=0`$) chiral unitary ensemble with $`\nu =0`$. One clearly sees how the microscopical spectral density gradually builds up from the individual eigenvalue distributions. We finally turn to the issue of universality. It was proven in Refs. that the diagonal elements of the quaternion kernels $`K^{(1,4)}(\zeta ,\zeta ^{};\{\mu \})`$ for the orthogonal and symplectic ensembles can be constructed from the scalar kernel $`K^{(2)}(\zeta ,\zeta ^{};\{\mu \})`$ of a unitary ensemble with a related weight function. As the scalar kernel in the microscopic limit (10) is insensitive to the details of the potential $`v(x)`$ either in the absence or in the presence of finite and non-zero masses $`\mu `$ , so are the corresponding quaternion kernels. Furthermore, $`p_k^{(\beta )}(\zeta ;\{\mu \})`$ can be expressed in terms of the Fredholm determinant of $`K^{(\beta )}(\zeta ,\zeta ^{};\{\mu \})`$ : $$p_k^{(\beta )}(\zeta ;\{\mu \})=\frac{(1)^k}{(k1)!}\frac{}{\zeta }\left(\frac{}{t}\right)^{k1}det(1t\widehat{K}_\zeta ^{(\beta )})\|_{t=1}.$$ (62) Here $`\widehat{K}_\zeta ^{(\beta )}`$ stand for the integral operators with convoluting kernels $`K^{(\beta )}(\varsigma ,\varsigma ^{};\{\mu \})`$ over an interval $`0\varsigma ,\varsigma ^{}\zeta `$. The universality of the probability distribution $`p_k^{(\beta )}(\zeta ;\{\mu \})`$ is hence guaranteed. It is nevertheless instructive to see how this manifests itself in our explicit computation. For a generic Random Matrix Theory potential the exponential factor $`\mathrm{e}^{\beta (Nk)x_k}`$ which is produced by the shift $`x_ix_i+x_k`$ is simply replaced by $`\mathrm{exp}\left((\beta /8)\left(\pi \rho (0)\right)^2x_k\left(1+𝒪(1/N)\right)\right)`$, and thus yields an identical factor $`\mathrm{e}^{\beta \zeta _k^2/8}`$ in the microscopic limit (10) . Based on the universality theorems in Refs. one readily establishes that also the remaining ratio of partition functions, and in particular the full expression (13), is universal. PHD would like to thank the Institute for Nuclear Theory at the University of Washington for its hospitality and DOE for partial support during the completion of this work. We thank R. Niclasen for help with the figure preparation. The work of PHD was supported in part by EU TMR Grant no. ERBFMRXCT97-0122 and the work of SMN was supported in part by JSPS, and by Grant-in-Aid no. 411044 from the Ministry of Education, Science, and Culture, Japan.
warning/0006/gr-qc0006093.html	ar5iv	text	# Null limits of the C-metric ## 1 Introduction The vacuum $`C`$-metric is a well-known solution of Einstein’s equations. It is described by the line element $$\mathrm{d}s^2=A^2(x+y)^2\left(F^1\mathrm{d}y^2+G^1\mathrm{d}x^2+G\mathrm{d}\varphi ^2F\mathrm{d}t^2\right),$$ (1) where $$F=1+y^22mAy^3,G=1x^22mAx^3,$$ (2) and $`A,m`$ are arbitrary constants. Kinnersley and Walker (see also ) showed that this may represent two black holes, each of mass $`m`$, that have uniform acceleration $`A`$ in opposite directions. The acceleration is caused either by a strut between the black holes or by two semi-infinite strings connecting them to infinity. The radiative properties of this space-time were investigated by Farhoosh and Zimmerman , and its asymptotic properties by Ashtekar and Dray . A transformation of the line element (1) into a form that explicitly exhibits its boost-rotation symmetry , and which facilitates its physical interpretation was achieved by Bonnor . To maintain the signature in (1), $`F`$ and $`G`$ are required to be positive. Assuming the condition that $$0\|mA\|<\frac{1}{3\sqrt{3}},$$ (3) the expressions in (2) have three real roots. This gives rise to four possible space-times according to different ranges of the coordinates $`x`$ and $`y`$. This has been discussed by Cornish and Uttley . However, in a recent review of these solutions, Pravda and Pravdová have clarified that only three of these represent space-times with accelerated sources. The purpose of the present paper is to investigate the null limits of these solutions as $`A\mathrm{}`$. ## 2 The explicit solutions Particular solutions for the C-metric depend on the roots of the cubic $$2A^4z^3A^2z^2+m^2=0,$$ (4) which is related to the cubics in (2) by $`z=\frac{m}{A}y`$ or $`z=\frac{m}{A}x`$. The roots of (4) are given by $`z_1`$ $`=`$ $`\frac{1}{6}A^2\left[\mathrm{\hspace{0.17em}1}+2\mathrm{cos}(\phi +\frac{2}{3}\pi )\right],`$ $`z_2`$ $`=`$ $`\frac{1}{6}A^2\left[\mathrm{\hspace{0.17em}1}+2\mathrm{cos}(\phi +\frac{4}{3}\pi )\right],`$ (5) $`z_3`$ $`=`$ $`\frac{1}{6}A^2\left[\mathrm{\hspace{0.17em}1}+2\mathrm{cos}\phi \right],`$ where $`\phi =\frac{1}{3}\mathrm{arccos}(154m^2A^2)`$. These roots satisfy $`z_1z_2<z_3`$ for all values of $`mA`$ in the permitted range (3) which corresponds to $`\phi [\mathrm{\hspace{0.17em}0},\frac{1}{3}\pi )`$. In coordinates adapted to the boost-rotation symmetry , the line element (1) takes the form $$\mathrm{d}s^2=\mathrm{e}^\lambda \mathrm{d}\rho ^2\rho ^2\mathrm{e}^\mu \mathrm{d}\varphi ^2+(\zeta ^2\tau ^2)^1\left[\mathrm{e}^\mu (\zeta \mathrm{d}\tau \tau \mathrm{d}\zeta )^2\mathrm{e}^\lambda (\zeta \mathrm{d}\zeta \tau \mathrm{d}\tau )^2\right],$$ (6) in which $`\mu `$ and $`\lambda `$ are specific functions of $`\rho ^2`$ and $`\zeta ^2\tau ^2`$ (see ). For convenience of presenting explicit solutions, let us define the following expressions $`Z_1=z_1z_3=\frac{1}{\sqrt{3}}A^2\mathrm{sin}(\phi +\frac{1}{3}\pi ),`$ $`Z_2=z_2z_3=\frac{1}{\sqrt{3}}A^2\mathrm{sin}(\phi +\frac{2}{3}\pi ),`$ $`R=\frac{1}{2}(\zeta ^2\tau ^2+\rho ^2),`$ $`R_1=\sqrt{(R+Z_1)^22Z_1\rho ^2},R_2=\sqrt{(R+Z_2)^22Z_2\rho ^2},`$ (7) $`S_1=R(R+Z_1+R_1)Z_1\rho ^2,S_2=R(R+Z_2+R_2)Z_2\rho ^2,`$ $`S_{12}=(R+Z_1)(R+Z_2)+R_1R_2(Z_1+Z_2)\rho ^2.`$ Slightly modifying the notation of , the three cases that are of physical interest (denoted by $`𝒜`$, $``$ and $`𝒟`$) are now given by $`\mathrm{e}_𝒜^\mu =a{\displaystyle \frac{(R+Z_1+R_1\rho ^2)(R+Z_2+R_2\rho ^2)}{(\zeta ^2\tau ^2)^2}},`$ $`\mathrm{e}_𝒜^\lambda ={\displaystyle \frac{a}{2}}{\displaystyle \frac{S_1S_2}{R_1R_2S_{12}}},`$ (8) $`\mathrm{e}_{}^\mu =a{\displaystyle \frac{R+Z_1+R_1\rho ^2}{R+Z_2+R_2\rho ^2}},`$ $`\mathrm{e}_{}^\lambda ={\displaystyle \frac{a}{2}}{\displaystyle \frac{S_2S_{12}}{R_1R_2S_1}},`$ (9) $`\mathrm{e}_𝒟^\mu =a{\displaystyle \frac{R+Z_2+R_2\rho ^2}{R+Z_1+R_1\rho ^2}},`$ $`\mathrm{e}_𝒟^\lambda ={\displaystyle \frac{a}{2}}{\displaystyle \frac{S_1S_{12}}{R_1R_2S_2}},`$ (10) where $`a`$ is a positive constant. The condition that the metric is regular on the “roof” $`\zeta ^2\tau ^2=0`$ has already been inserted. The physical interpretation of all these cases is described in . The case $`𝒜`$ describes two uniformly accelerated black holes with a curvature singularity between them. In general, there is a conical singularity on the axis $`\rho =0`$ extending from the black holes to infinity. However, this is absent when $`a=1`$. The physically most interesting case $``$, which has been widely considered in the literature, describes two uniformly accelerated black holes connected to conical singularities. The axis is regular between the particles when $`a=Z_1/Z_2=2\left[\mathrm{\hspace{0.17em}1}+\sqrt{3}\mathrm{cot}(\phi +\frac{1}{3}\pi )\right]^1`$. In this case, the black holes can be considered to be accelerated by two strings connecting them to infinity. Alternatively, the axis is regular outside the particles if $`a=1`$, in which case the black holes are accelerated by a strut between them. The case $`𝒟`$ also has similar conical singularities either between the sources or connecting them to infinity, but the sources are now different types of curvature singularities whose interpretation is unclear. In this case, the axis is regular between the singularities when $`a=Z_2/Z_1`$, or is regular outside them if $`a=1`$. ## 3 Null limits The purpose of this paper is to investigate the limits of the above solutions as $`A\mathrm{}`$. To maintain the inequality (3), it is necessary to simultaneously scale the parameter $`m`$ to zero such that $`mA`$ remains constant. The parameter $`\phi `$ is unchanged by this scaling. However, the parameters $`Z_1`$ and $`Z_2`$ become zero in these limits, but their ratio remains a finite constant, and all the regularity conditions are thus preserved. Let us first consider the above null limit for the more familiar case $``$. In this case, we find (expanding to terms in $`Z_i^2`$) that the limits of (9) are $$\mathrm{e}_{}^\mu a,\mathrm{everywhere};\mathrm{e}_{}^\lambda \{\begin{array}{cc}a,& \mathrm{outside}\mathrm{the}\mathrm{null}\mathrm{cone}.\\ \\ a\left(\frac{Z_2}{Z_1}\right)^2,& \mathrm{inside}\mathrm{the}\mathrm{null}\mathrm{cone}.\end{array}$$ (11) Thus $`\mathrm{e}_{}^\mu `$ is constant everywhere, but there is a discontinuity in $`\mathrm{e}_{}^\lambda `$ on the null cone $`\rho ^2+\zeta ^2\tau ^2=0`$. This corresponds to the presence of a spherical impulsive gravitational wave exactly as described in a different context in the previous paper . Also, there is generally a conical singularity on the axis of symmetry $`\rho =0`$. However, this can be removed either inside or outside the null cone by an appropriate choice of the constant $`a`$. For the choice $`a=Z_1/Z_2`$, the axis is regular inside the null cone, but a conical singularity appears on the axis outside it. This situation can be considered to describe the “snapping” of a cosmic string with deficit angle $`(1\beta )2\pi `$, where $$\beta =Z_2/Z_1=\frac{1}{2}\left[\mathrm{\hspace{0.17em}1}+\sqrt{3}\mathrm{cot}(\phi +\frac{1}{3}\pi )\right],$$ (12) so that $`\beta (0,1]`$. Alternatively, for the choice $`a=1`$, the axis is regular outside the null cone, but there is a conical singularity on the axis inside. This describes a strut, or a conical singularity with excess angle $`(1\beta ^1)2\pi `$, whose length is increasing in both directions at the speed of light. The null limit for the case $`𝒟`$ is, in fact, exactly equivalent to that of the previous case $`𝒞`$. In this case, the null limits of (10) are $$\mathrm{e}_𝒟^\mu a,\mathrm{everywhere};\mathrm{e}_𝒟^\lambda \{\begin{array}{cc}a,& \mathrm{outside}\mathrm{the}\mathrm{null}\mathrm{cone}.\\ \\ a\left(\frac{Z_1}{Z_2}\right)^2,& \mathrm{inside}\mathrm{the}\mathrm{null}\mathrm{cone}.\end{array}$$ (13) Again $`\mathrm{e}_𝒟^\mu `$ is constant everywhere, but there is a discontinuity in $`\mathrm{e}_𝒟^\lambda `$ on the null cone corresponding to the presence of a spherical impulsive gravitational wave. For the choice $`a=Z_2/Z_1`$, the axis is regular inside the null cone, but there is a conical singularity on the axis outside corresponding to a snapped strut which has an excess angle $`(1\beta ^1)2\pi `$. Alternatively, for the choice $`a=1`$, the axis is regular outside the null cone, but there is a conical singularity on the axis inside, corresponding to an expanding cosmic string with deficit angle $`(1\beta )2\pi `$. In the above limit for the remaining case $`𝒜`$, the metric functions become $$\mathrm{e}_𝒜^\mu \{\begin{array}{c}a,\\ \\ a\frac{\rho ^4}{(\zeta ^2\tau ^2)^2},\end{array}\mathrm{e}_𝒜^\lambda \{\begin{array}{cc}a,& \mathrm{outside}\mathrm{the}\mathrm{null}\mathrm{cone}.\\ \\ b\frac{\rho ^4(\zeta ^2\tau ^2)^2}{(\rho ^2+\zeta ^2\tau ^2)^8},& \mathrm{inside}\mathrm{the}\mathrm{null}\mathrm{cone}.\end{array}$$ (14) Thus, the region outside the null cone reduces to part of Minkowski space, which is regular on the axis if $`a=1`$ (otherwise a conical singularity remains). However, the equivalent limit for $`\mathrm{e}_𝒜^\lambda `$ inside the null cone vanishes. In fact, a curvature singularity appears on the null cone and the space-times in the two regions cannot be connected. In order to obtain a finite limit for $`\mathrm{e}_𝒜^\lambda `$ inside the null cone, it is necessary to rescale the parameter $`a`$ in this component as $`a=b(4Z_1Z_2)^2=9bA^8(4\mathrm{cos}^2\phi 1)^2`$, where $`b`$ is held constant. The resulting space-time in this region also contains a curvature singularity on the axis of symmetry. This limit, and indeed the general case $`𝒜`$, is not physically significant. ## 4 Discussion The null limits of the cases $``$ and $`𝒟`$ described in the previous section are together identical to the equivalent null limit of the Bonnor–Swaminarayan solution which is described in the previous paper . In that paper, we give the transformation of the metric to appropriate continuous forms that are more appropriate for its physical interpretation as a spherical impulsive gravitational wave generated by a snapping or expanding cosmic string (with a deficit or excess angle). Using the transformations (22) and (24) in , we obtain the continuous metric in the Gleiser–Pullin form $$\mathrm{d}s^2=4\mathrm{d}𝒰\mathrm{d}𝒱\left(𝒱P𝒰\right)^2\mathrm{d}\varphi ^2\left(𝒱+P𝒰\right)^2\mathrm{d}\psi ^2,$$ (15) where, for case $``$ $$P=\{\begin{array}{ccc}\mathrm{\Theta }(𝒰)+\beta ^2\mathrm{\Theta }(𝒰)& \mathrm{for}a=\beta ^1& :\mathrm{snapping}\mathrm{string}\\ \\ \beta ^2\mathrm{\Theta }(𝒰)+\mathrm{\Theta }(𝒰)& \mathrm{for}a=1& :\mathrm{expanding}\mathrm{strut}\end{array}$$ (16) The equivalent metric for case $`𝒟`$ for a snapping strut or an expanding string is obtained by replacing $`\beta `$ by $`\beta ^1`$ above. It is also of interest to contrast the solution described here with that of Aichelburg and Sexl in which a single Schwarzschild black hole is boosted to the relativistic limit. In that case, a plane impulsive gravitational wave is generated by a single null particle (the Ricci tensor has a singular point on the wave surface). By contrast in this case, the structure of the two black holes in the C-metric vanishes in the null limit (the Ricci tensor vanishes everywhere on the null cone). However, the strings remain, and the motion of their end points generates impulsive spherical gravitational waves. ## Acknowledgements This work was supported by a visiting fellowship from the Royal Society and, in part, by the grant GACR-202/99/0261 of the Czech Republic.
warning/0006/cond-mat0006043.html	ar5iv	text	# Adsorption on a periodically corrugated substrate ## Abstract Abstract. Mean field analysis of the effective interfacial Hamiltonian shows that with increasing temperature the adsorption on a periodically corrugated substrate can proceed in two steps: first, there is the filling transition in which the depressions of the substrate become partially or completely filled; then there is the wetting transition at which the substrate as a whole becomes covered with a macroscopically thick wetting layer. The actual order and location of both transitions are related to the wetting properties of the corresponding planar substrate and to the form of corrugation. Certain morphological properties of the liquid-vapor interface in the case of a saw-like corrugated substrate are discussed analytically. PACS numbers : 68.45.Gd, 68.35.Md, 68.35.Rh I. Introduction Although the wetting of homogeneous and planar substrates is nowadays a relatively well understood phenomenon \[1-3\] its counterpart corresponding to the adsorption on corrugated substrates still poses many questions which remain unanswered in spite of much recent experimental and theoretical work \[4-19\] devoted to these systems. Different apects of wetting on a corrugated substrate, e.g. the order of the wetting transition, the location of the wetting point on the thermodynamic phase diagram, and the structure of the emerging liquid-vapor interface have been usually refered to the wetting properties of the corresponding planar substrate which indeed serves as the natural reference system. However, recent work on the special type of non-planar substrate - the infinitely extended wedge-like substrate \[20-23\] - points at a novel type of transition characteristic for this system. This is so-called filling transition which - in our opinion - becomes also relevant in the case of adsorption on a periodically corrugated substrate. It takes place at the bulk liquid-vapor coexistence and at a temperature that is lower than the wetting temperature of the corresponding planar substrate. In the course of the filling transition the width od the wetting film becomes macroscopically thick in the center of the wedge and it remains thin far away from the wedge center; there the interface locally interacts with the planar substrate only which at the filling transition remains nonwet. Our mean-field analysis of adsorption on a periodically corrugated substrate aims at showing that the filling transition mentioned above can be also relevant in this case and precedes the wetting transition . Thus two kinds of transitions, i.e. the filling and the wetting transition can be present in the scenario of adsorption on the corrugated substrate. In Chapter II we introduce the system and present the thermodynamic analysis of the problem. It shows which properties of the substrate’s shape are relevant for the filling transition. We also comment on the phenomenological Wenzel’s law locating the wetting temperature for a corrugated substrate. Chapter III contains the analysis of the adsorption in the case when the corrugation of the substrate has the special saw-like form. This analysis is based on rather general considerations using the concept of the effective interfacial Hamiltonian. They allow us to extract information not only about the order of the filling and the wetting transitions but also point at certain structural properties of the liquid-vapor interface. Chapter IV contains analytic discussion of the above issues. In this case the shape of the interface can be obtained explicitely and its scaling properties in different temperature regimes can be transparently presented. In Chapter V we summarize our results. II. Thermodynamic description We consider a substrate which is periodically corrugated in the x-direction and translationally invariant in the y-direction. It’s shape is described by the function $`z=b(x)`$ with period $`2a`$, i.e. $`b(a)=b(a)`$. Moreover, we assume that $`b(x)=b(x)`$ and that $`b(x)`$ is monotonically increasing for $`0<x<a`$; $`b(x)`$ has the minimum at $`x=0`$ and the maximum at $`x=a`$. The space above the substrate is occupied by the inhomogeneous fluid and the thermodynamic conditions are chosen such that for $`z\mathrm{}`$ the bulk vapor is the stable thermodynamic phase. Close to the substrate, due to its preference for a liquid phase a liquidlike layer is formed which separates the vapor from the substrate. The knowledge of the shape of the liquid-vapor interface $`z=f(x)`$ and the width of the liquid-like layer $`l(x)=f(x)b(x)`$ as function of the thermodynamic state of the system allows one to discuss the possible filling and the wetting transition taking place in this system. We do not put any constraints on the amount of liquid adsorbed on the substrate. Such contraints might lead to the interfacial configurations which break the substrate symmetry ; this is not the case in our analysis. In this Chapter we analyse the problem thermodynamically by considering macroscopic configurations of the interface and evaluating the corresponding surface free energies. In order to make the notation consistent with that employed later within the effective Hamiltonian approach (Chapters III and IV) we denote the vapor phase and the liquid phase as phases $`\alpha `$ and $`\beta `$, respectively. We assume that the substrate imposes its periodicity on the allowed interfacial configurations and thus our analysis is reduced to a single subtrate’s depression extending on the segment $`[a,a]`$. Moreover, due to the substrate’s symmetry $`b(x)=b(x)`$ it is enough to concentrate on the segment $`[0,a]`$. One takes into account two types of competing interfacial configurations: the first corresponds to the partial filling of the depression, Fig.1a, and the second corresponds to the interface located above or exactly at the top of the substrate, i.e. $`f(x)b(a)`$, see Fig.1b. The free energy of the depression filled completely with the phase $`\alpha `$ serves as the reference point. Then the excess surface free energies corresponding to the above two cases have the following form $`\mathrm{\Delta }F_1(x_1)=2x_1\sigma _{\alpha \beta }+L(x_1)(\sigma _{w\beta }\sigma _{w\alpha })=`$ $`=\sigma _{\alpha \beta }[2x_1L(x_1)\mathrm{cos}\theta ],`$ (2.1) $`\mathrm{\Delta }F_2=\sigma _{\alpha \beta }[2aL(a)\mathrm{cos}\theta ],`$ (2.2) respectively. $`x_1`$ denotes the value of the abscissa at which the planar segment of the $`\alpha `$-$`\beta `$ interface makes the contact with the substrate, i.e. $`f(x_1)=b(x_1)`$. $`\sigma _{\alpha \beta }`$, $`\sigma _{w\alpha }`$, $`\sigma _{w\beta }`$ are the $`\alpha `$-$`\beta `$, substrate-phase $`\alpha `$, substrate-phase $`\beta `$ surface tensions, and $`L(x_1)={\displaystyle \underset{x_1}{\overset{x_1}{}}}𝑑x\sqrt{1+b_x^2(x)}`$ (2.3) is the length of the substrate-phase $`\beta `$ interface. In Eqs.(2.1-2.2) the Young equation has been used and $`\theta `$ denotes the planar substrate contact angle. The equilibrium interfacial configuration corresponds to the value $`\overline{x}_1`$ of the contact point abscissa which minimizes the excess free energy. It solves the following equation $`0=\mathrm{\Delta }F_{1,x}(\overline{x}_1)=\mathrm{\hspace{0.17em}2}\sigma _{\alpha \beta }\left(1\sqrt{1+b_x^2(\overline{x}_1)}\mathrm{cos}\theta \right)=`$ $`2\sigma _{\alpha \beta }\left(1{\displaystyle \frac{\mathrm{cos}\theta }{\mathrm{cos}\psi (\overline{x}_1)}}\right),`$ (2.4) where $`\psi (\overline{x}_1)`$ denotes the actual contact angle on the corrugated substrate shown in Fig.1a. Thus the surface free energy has an extremum for such value of $`\overline{x}_1`$ that the corresponding contact angle $`\psi (\overline{x}_1)`$ becomes equal to the contact angle $`\theta `$ on the planar substrate. The actual minimum is located by inspecting the second derivative of the excess free energy $`\mathrm{\Delta }F_{1,xx}(\overline{x}_1)=2\sigma _{\alpha \beta }{\displaystyle \frac{b_x(\overline{x}_1)b_{xx}(\overline{x}_1)}{\sqrt{1+b_x^2(\overline{x}_1)}}}\mathrm{cos}\theta .`$ (2.5) For substrates under consideration one has $`b_x>0`$ for $`0<x<a`$ and the sign of $`\mathrm{\Delta }F_{1,xx}(\overline{x}_1)`$ is determined by the sign of $`b_{xx}(\overline{x}_1)`$, i.e. by the curvature of the substrate. $`\overline{x}_1`$ corresponds to the excess free energy minimum if the substrate is convex at the corresponding point $`\overline{x}_1`$ (i.e. $`b_{xx}(\overline{x}_1)<0`$ and $`b(x)`$ is concave at $`\overline{x}_1`$). On the other hand if the substrate is concave at $`\overline{x}_1`$ (i.e. $`b_{xx}(\overline{x}_1)>0`$) then the excess free energy has maximum. For an arbitrary substrate shape $`b(x)`$ with several inflection points there may be many competing equilibrium states leading to a rather complicated phase diagram. For periodic substrates with a single inflection point $`x_{inf}[0,a]`$ the situation is more transparent. An example of such a substrate is given by $`b(x)=a(1\mathrm{cos}(x\pi /a))`$ for which one has $`b_x(0)=b_x(a)=0`$ and $`x_{inf}=a/2`$. For appropriate range of values of the contact angle $`\theta `$ the excess free energy has both maximum and minimum located at $`x_{max}`$ and $`x_{min}`$, respectively. Upon increasing the temperature $`\theta `$ decreases, $`x_{max}`$ decreases, and $`x_{min}`$ increases. The limiting value $`\theta _0`$ such that for $`\theta <\theta _0`$ these two extrema of the excess free energy exist is determined by the shape of the substrate: $`\theta _0=\psi (x_{inf})`$. For temperatures below $`T_0`$ such that $`\theta (T_0)=\theta _0`$ the depression remains filled with the bulk phase $`\alpha `$. This case is called the empty depression and $`\overline{x}_1=0`$ . For $`T>T_0`$ the depression may be partially filled with (unstable in the bulk) phase $`\beta `$; $`\overline{x}_1=x_{min}[x_{inf},a]`$. The equilibrium configuration is selected by the excess free energy balance, Fig.2. The transition from the empty to the partially filled configuration which takes place at $`T_f`$ is first-order. The equilibrium value $`\overline{x}_1`$ changes discontinuously from $`0`$ to $`\overline{x}_{1f}`$ which is the smallest value of $`x_{min}`$ such that $`\mathrm{\Delta }F_1(\overline{x}_{1f})0`$. We call it the filling transition. The corresponding value $`\theta _f`$ of the contact angle is given by $`\mathrm{cos}\theta _f={\displaystyle \frac{2\overline{x}_{1f}}{L(\overline{x}_{1f})}}.`$ (2.6) Upon further increase of the temperature $`x_{min}`$ increases towards $`a`$; this limiting value of $`\overline{x}_1`$ at which the whole depression is filled with the phase $`\beta `$ is achieved for $`\theta =0`$, i.e. at the planar substrate wetting temperature $`T_w`$. Still further increase of the temperature does not change the excess free energy balance and the whole substrate remains covered by the $`\beta `$-like layer of growing width. However, the analysis of this further growth is beyond the present thermodynamic description. The above analysis shows that the very existence of a nontrivial filling transition depends substantially on the substrate’s shape. If each depression is strictly concave (i.e. $`b_{xx}(x)>0,x(a,a)`$) then the thermodynamic argument points at non-existence of the filling transition leading to a partially filled depression. For example, when the periodic piecewise concave substrate consists of the arcs of circles of radius $`R`$ then $`\mathrm{\Delta }F(x_1)=\mathrm{\hspace{0.17em}2}R\sigma _{\alpha \beta }\left[x_1/R\mathrm{arcsin}(x_1/R)\mathrm{cos}\theta \right],`$ (2.7) see Fig.3. Upon increasing the temperature the depression remains empty until the contact angle reaches the value $`\theta _f`$ such that $`\mathrm{cos}\theta _f=\mathrm{sin}\delta /\delta `$ at which the whole depression becomes filled with the $`\beta `$-phase and $`\overline{x}_1=a`$. In this case the circle’s arc forming the depression is tangent to the $`x`$-axis at $`x=0`$ and $`\pi 2\delta `$ denotes the angle between the two arcs meeting at $`x=a`$. On the contrary, for piecewise strictly convex substrate (i.e. $`b_{xx}(x)<0`$ for $`x[a,0)`$ and $`x(0,a]`$) the filling of the depression starts at its center and proceeds continuously upon increasing the temperature up to the point $`x_1=a`$. For example, when the periodic piecewise convex substrate consists of the arcs of circles of radius $`R`$ then $`\mathrm{\Delta }F(x_1)=\mathrm{\hspace{0.17em}2}R\sigma _{\alpha \beta }\left[x_1/R\left(\delta \mathrm{arcsin}(\mathrm{sin}\delta x_1/R)\right)\mathrm{cos}\theta \right],`$ (2.8) see Fig.4. In this case the tangent to each of the two circle arcs forming the depression at $`x[a,a]`$ is horizontal at $`x=\pm a`$ and $`\pi 2\delta `$ denotes the angle between the two arcs meeting at $`x=0`$. In this case the depression becomes completely filled at $`\theta =0`$, i.e. at $`T=T_w`$. The above macroscopic discussion also sheds light on the phenomenological Wenzel’s criterion locating the wetting temperature $`T_r`$ for a rough substrate. Accordingly, if one compares two interfacial configurations corresponding to the depression either completely filled with the $`\alpha `$-phase (the so-called empty depression) or completely filled with the $`\beta `$-phase then equating their free energies leads to the following equation for $`T_r`$ $`\mathrm{cos}\theta (T_r)={\displaystyle \frac{2a}{L(a)}}.`$ (2.9) The inverse of the r.h.s. of the above equation is the so-called roughness factor which measures the ratio of the actual corrugated surface area to its projection on the plane. Eq.(2.9) determines - according to the Wenzel’s criterion - the wetting temperature of the rough substrate as compared to the planar substrate case for which $`\theta (T_w)=0`$. However, this phenomelogical criterion disregards the partially filled configurations and the transitions leading to them which may actually preempty the transition to a completely filled depression. In addition, this criterion does not distinguish transitions to the completely filled depression and those to the state in which the interface is removed macroscopically far away from the substrate as a whole. On the other hand if one looks at the filling transition for an infinitely extended wedge - which is the special limiting case of the substrates we consider here - then the filling transition temperature is correctly given by the Wenzel’s rule. The same holds true for the special kind of concave substrate whose free energy is described by Eqs.(2.7). In the case of the periodic saw-like substrate, i.e. $`b(x)=\|x\|\mathrm{cot}\phi `$, where $`\phi `$ denotes half of the saw opening angle the above thermodynamic arguments point at the problems which need to be resolved at the more microscopic level. The excess free energy $`\mathrm{\Delta }F(x_1)=\mathrm{\hspace{0.17em}2}\sigma _{\alpha \beta }x_1\left(1\mathrm{cos}\theta /\mathrm{sin}\phi \right)`$ (2.10) is linear function of $`x_1`$. The positive values of the coefficient $`(1\mathrm{cos}\theta /\mathrm{sin}\phi )`$ correspond to the empty depression and the negative values to the completely filled case. At the transition temperature $`T_\phi `$ such that $`\mathrm{cos}\theta (T_\phi )=\mathrm{sin}\phi `$ no $`\overline{x}_1`$-value is distinguished by the present macroscopic argument. This corresponds to a degenerate case in which each configuration with $`\overline{x}_1[0,a]`$ has the same value of the surface free energy. One certainly needs a more microscopic approach to discuss this case and to distinguish between the different interfacial configurations with the same surface energy. This approach, in addition to the surface contributions to the free energy should involve the analysis of the line contributions as well. The next chapter is devoted to this problem. III. The interfacial configurations In this chapter we analyze the interfacial configurations in the presence of the periodic saw-shaped substrate introduced above. We restrict our analysis to a single section $`x[a,a]`$ in which the substrate is described by $`z=b(x)=\|x\|\mathrm{cot}\phi `$. Our mean-field approach is based on the effective Hamiltonian description which has been rather succesfully employed in discussing various interfacial problems \[2,3,15-19,22,23\]. IIIa. The effective Hamiltonian The effective Hamiltonian has the following form $`[f]={\displaystyle \underset{a}{\overset{a}{}}}𝑑x\left\{{\displaystyle \frac{\sigma _{\alpha \beta }}{2}}\left[\left({\displaystyle \frac{df(x)}{dx}}\right)^2\mathrm{cot}^2\phi \right]+{\displaystyle \frac{V(l(x))}{\mathrm{sin}\phi }}\right\},`$ (3.1) where the film thickness $`l(x)=f(x)\|x\|\mathrm{cot}\phi `$ is measured along the z-axis. The form of the effective potential $`V(l)`$ which desribes the interaction of the interface with the substrate \[1-3,15-19,22\] will be specified later depending on the order of the wetting transition on the planar substrate that we want to refer to. The above form of the effective Hamiltonian is valid for not too rough substrate, i.e. for $`\phi `$ close to $`\pi /2`$ or $`\mathrm{cos}^2\phi 1`$. The equilibrium interfacial configuration $`\overline{f}`$ minimizes $`[f]`$ and solves the equation $`\mathrm{sin}\phi \sigma _{\alpha \beta }{\displaystyle \frac{d^2\overline{f}(x)}{dx^2}}=V^{}(\overline{l}(x))`$ (3.2) supplemented by the boundary conditions $`\overline{f}^{}(0)=\overline{f}^{}(a)=0`$ . (As before, due to the symmetry of the problem we restrict our analysis to the segment $`[0,a]`$.) Integrating Eq.(3.2) one obtains $`{\displaystyle \frac{\sigma _{\alpha \beta }}{2}}\mathrm{sin}\phi \left[\left({\displaystyle \frac{d\overline{l}}{dx}}\right)^2\left({\displaystyle \frac{d\overline{l}}{dx}}\right)^2\|_{x=0}\right]=V(\overline{l}(x))V_1,`$ (3.3) where $`\overline{l}_1=\overline{l}(0)`$ and $`V_1=V(\overline{l}_1)`$. Since $`\overline{l}^{}(0^+)=\overline{l}^{}(a^{})=\mathrm{cot}\phi `$ it follows from Eq.(3.3) that $`V(\overline{l}_1)=V(\overline{l}_2)=V_1`$, where $`\overline{l}_2=\overline{l}(a)`$. The equilibrium solution of Eq.(3.3) $`\overline{l}(x)`$ fulfills the constraint $`a=\sqrt{{\displaystyle \frac{\mathrm{sin}\phi }{2}}}{\displaystyle \underset{\overline{l}_2}{\overset{\overline{l}_1}{}}}𝑑l\left[\sigma _{\alpha \beta }^1\mathrm{\Delta }V(l)\sigma _{\alpha \beta }^1\mathrm{\Delta }V_1+v(\phi )\right]^{\frac{1}{2}},`$ (3.4) where $`\mathrm{\Delta }V(l)=V(l)V(l_\pi )`$, $`\mathrm{\Delta }V_1=V_1V(l_\pi )`$, and $`v(\phi )=\frac{1}{2}\mathrm{cot}^2\phi \mathrm{sin}\phi `$. $`l_\pi `$ is the equilibrium thickness of the wetting layer on the planar substrate and corresponds to the global minimum of $`V(l)`$. Eq.(3.4) together with the condition $`V(\overline{l}_1)=V(\overline{l}_2)=V_1`$ allows one to find the pair $`(\overline{l}_1,\overline{l}_2)`$ which characterizes the equilibrium interfacial configuration, see Figs 5 and 6. IIIb. The free energy decomposition The free energy of the system is obtained from the Hamiltonian in Eq.(3.1) evaluated at the equilibrium interfacial configuration $`\overline{f}`$ : $`[\overline{f}]={\displaystyle \frac{2a\sigma _{\alpha \beta }}{\mathrm{sin}\phi }}\left(\sigma _{\alpha \beta }^1\mathrm{\Delta }V_1v(\phi )\right)+`$ $`2\sigma _{\alpha \beta }\sqrt{{\displaystyle \frac{2}{\mathrm{sin}\phi }}}{\displaystyle \underset{\overline{l}_2}{\overset{\overline{l}_1}{}}}𝑑l\left\{\sqrt{\sigma _{\alpha \beta }^1\mathrm{\Delta }V(l)\sigma _{\alpha \beta }^1\mathrm{\Delta }V_1+v(\phi )}\sqrt{v(\phi )}\right\}.`$ (3.5) Our purpose is to extract the line and the surface contributions to the free energy in Eq.(3.5) in the limit of large $`a`$ and to discuss their nonanalyticities corresponding to the transitions taking place in the system. This can be - at least partially - achieved via the graphical analyses presented below. Figures 5 and 6 display the potential difference $`\sigma _{\alpha \beta }^1\mathrm{\Delta }V(l)`$ in the case of the first-order (Figs 5a, 6a) and continuous (Figs 5b, 6b) transitions. Figures 5a,b correspond to $`\mathrm{cos}\mathrm{\Theta }<\mathrm{sin}\phi `$, i.e. $`T<T_\phi `$, where $`\theta (T_\phi )=\frac{\pi }{2}\phi `$. $`T_\phi `$ is thus identified as the filling temperature for a wedge with the opening angle $`2\phi `$ . Figures 6a,b correspond to $`T>T_\phi `$ . The dotted line represents $`\sigma _{\alpha \beta }^1\mathrm{\Delta }V_1`$; its intersections with the plot of $`\sigma _{\alpha \beta }^1\mathrm{\Delta }V(l)`$ determine, together with Eq.(3.4), the equilibrium values of $`l_1`$ and $`l_2`$. We start with the first-order transition case for $`T<T_\phi `$ (Fig.5a) and consider the special limit $`a\mathrm{}`$ in which the integral on the r.h.s. of Eq.(3.4) diverges. This divergence occurs either because the integrand diverges or because the upper limit $`\overline{l}_1`$ of integration in Eq.(3.4) diverges. For $`T<T_\phi `$ only the first possibility can be realized; it happens for $`\sigma _{\alpha \beta }^1\mathrm{\Delta }V_1v(\phi )`$. Then the second term of the r.h.s. of Eq.(3.5) remains finite. The first term is a product of two factors; the first factor grows linearly with $`a`$ and the second one decreases to zero. Thus the first term gives no contribution to the surface free energy; both terms contribute to the line free energy. It is clear from Fig.5b that similar behavior will be observed for the second-order transition as well. The situation changes for $`T>T_\phi `$, Figs 6a,b. In the case of the first-order transition (Fig.6a) there is a competition between two solutions corresponding to $`(\overline{l}_1,\overline{l}_2)`$ and $`(\stackrel{~}{l}_1,\stackrel{~}{l}_2)`$. Note that since both solutions fulfill the constraint given in Eq.(3.4) the values of $`\mathrm{\Delta }V(\overline{l}_1)=\mathrm{\Delta }V(\overline{l}_2)`$ and $`\mathrm{\Delta }V(\stackrel{~}{l}_1)=\mathrm{\Delta }V(\stackrel{~}{l}_2)`$ denoted as $`\mathrm{\Delta }V_1`$ and $`\mathrm{\Delta }\stackrel{~}{V}_1`$, respectively are different. The solution $`(\stackrel{~}{l}_1,\stackrel{~}{l}_2)`$ and the corresponding free energy share the features discussed previously for the case $`TT_\phi `$ and $`a\mathrm{}`$. In particular, the free energy contains only the line contribution. The solution $`(\overline{l}_1,\overline{l}_2)`$ and the corresponding free energy behave differently; in this case the divergence of the integral on the r.h.s. of Eq.(3.4) is provided by the diverging upper limit of integration. The first term on the r.h.s. of Eq.(3.5) can be rewritten (up to the $`(\pi /2\phi )^2`$ terms) as $`2a\sigma _{\alpha \beta }\left\{{\displaystyle \frac{1}{\mathrm{sin}\phi }}\left[\sigma _{\alpha \beta }^1\mathrm{\Delta }V_1(1\mathrm{cos}\theta )\right]+\left[1\mathrm{cos}\theta /\mathrm{sin}\phi \right]\right\}.`$ (3.6) Thus for large $`a`$ the first term in the above expression ceases to be linear in $`a`$ while the second term remains negative and proportional to $`a`$. The integrand in the second term on the r.h.s. of Eq.(3.5) also remains finite in this limit. For $`T>T_\phi `$ the free energy corresponding to the solution $`(\overline{l}_1,\overline{l}_2)`$ contains an additional negative surface contribution. Due to this term the solution $`(\overline{l}_1,\overline{l}_2)`$ corresponds to the actual equilibrium configuration. Since both solutions $`(\overline{l}_1,\overline{l}_2)`$ and $`(\stackrel{~}{l}_1,\stackrel{~}{l}_2)`$ correspond to the same value of the parameter $`a`$ one has $`\mathrm{\Delta }\stackrel{~}{V}_1>\mathrm{\Delta }V_1`$. For certain range of not too small $`a`$-values the difference $`[\stackrel{~}{f}][\overline{f}]`$ may change sign depending on the temperature. This marks the existence of the filling temperature $`T_\phi (a)`$ such that $`T_\phi (a)>T_\phi (\mathrm{})=T_\phi `$ at which the transition between the two solutions takes place. The difference $`T_\phi (a)T_\phi `$ decreases for $`a\mathrm{}`$; this behaviour may be looked upon as the analog of the Kelvin law for the capillary condensation problem. In order to determine the $`a`$-dependence of $`T_\phi (a)T_\phi `$ one has to perform the model dependent numerical analysis which is postponed to future publication. Similar kind of qualitative analysis shows that in the opposite limit, i.e. for $`a0`$ one has $`T_\phi (a)T_w`$. For small enough values of parameter $`a`$ the $`(\overline{l}_1,\overline{l}_2)`$ solution ceases to exist and only the solution $`(\stackrel{~}{l}_1,\stackrel{~}{l}_2)`$ remains. There is no filling transition in this case. For a continuous transition, Fig.6b there is only one solution $`(\overline{l}_1,\overline{l}_2)`$. The corresponding free energy contains for large $`a`$ the negative surface contribution similarly as for the first-order case discussed above. The above results agree qualitatively with the conclusions of our thermodynamic analysis in Chapter II. At $`T=T_\phi `$ the surface contributions to the free energy are nonanalytical. They are given by $`\frac{2a}{\mathrm{sin}\phi }\sigma _{w\alpha }`$ for $`TT_\phi `$ and by $`\frac{2a}{\mathrm{sin}\phi }\left[\sigma _{w\alpha }+\sigma _{\alpha \beta }(\mathrm{sin}\phi \mathrm{cos}\mathrm{\Theta })\right]`$ for $`T>T_\phi `$, see Eq.(2.10). Now we see that also the line contribution which is absent in the thermodynamic analysis turns out to be nonanalytical at $`T=T_\phi (a)`$. Thus to discuss the line contributions which determine - among others - the interfacial shape one must go beyond the thermodynamic analysis. This will be done in Chapter IV. IIIc. The wetting transition In order to discuss the wetting transition it is necessary to compare the free energy $`F[\overline{f}]`$ corresponding to the finite solution with the free energy $`F_{\mathrm{}}`$ corresponding to the interface removed infinitely far away from the substrate. This difference is equal $`F[\overline{f}]F_{\mathrm{}}={\displaystyle \underset{a}{\overset{a}{}}}𝑑x\left[{\displaystyle \frac{1}{2}}\sigma _{\alpha \beta }\left({\displaystyle \frac{df}{dx}}\right)^2+{\displaystyle \frac{\omega (l)}{\mathrm{sin}\phi }}\right],`$ (3.7) where $`\omega (l)=V(l)\sigma _{w\beta }\sigma _{\alpha \beta }`$. It can be rewritten with the help of Eq.(3.3) as $`F[\overline{f}]F_{\mathrm{}}={\displaystyle \frac{2a}{\mathrm{sin}\phi }}\omega (\overline{l}_1)+`$ $`2\sigma _{\alpha \beta }\sqrt{{\displaystyle \frac{2}{\mathrm{sin}\phi }}}{\displaystyle \underset{\overline{l}_2}{\overset{\overline{l}_1}{}}}𝑑l\left\{\sqrt{\sigma _{\alpha \beta }^1V(l)\sigma _{\alpha \beta }^1V(\overline{l}_1)+v(\phi )}\sqrt{v(\phi )}\right\}.`$ (3.8) In the case of the first-order potential $`\omega (l)`$ both contributions to the free energy difference in Eq.(3.7) are positive at $`T_w`$ which means that the infinite solution is the stable one. At $`T_\phi `$ both contributions to the free-energy difference in Eq.(3.8) are negative and so the finite solution is the stable one. Thus the wetting transition temperature $`T_w(a,\phi )`$ is shifted from $`T_w`$ towards $`T_\phi `$. The magnitude of this shift depends on parameters $`a`$ and $`\phi `$, and the following inequality holds $`T_\phi <T_w(a,\phi )<T_w.`$ (3.9) The above result - although derived for the saw-shaped substrate - should also hold for the first-order transitions on other types of periodic and weakly corrugated substrates described by the Hamiltonian in Eq.(3.1). One should also pay attention to the possibility that the first-order wetting transition on the planar substrate turns into critical filling on the corrugated substrate. This happens for ”strongly” corrugated substrate so that the filling temperature $`T_\phi (a)`$ lies below the spinodal temperature $`T_s`$ at which the potential barrier in $`\omega (l)`$ dissappears. The presence of this mechanism leading to the change of the order of the transition - which was pointed out in in the context of adsorption on the wedge-shaped substrate - depends on the actual form of the effective potential $`\omega (l)`$. For certain models of $`\omega (l)`$ it may be also realized in the case of adsorption on the saw-shaped substrate. The above reasoning is not valid for the effective potential $`V(l)`$ exhibiting the continuous transition. The continuous wetting occurs at the same temperature as for the planar case. When $`TT_w`$ then $`\overline{l}_2`$, $`\overline{l}_1`$, $`l_\pi `$ increase indefinitely and $`\omega (l_\pi )0`$. In consequence one can neglect the potential terms in Eq.(3.4) and derive the relation $`a(\overline{l}_1\overline{l}_2)\mathrm{tan}\phi .`$ (3.10) This relation becomes exact at $`T=T_w`$. At this temperature the interface is flat and situated infinitely far away from the substrate. IV. Analytic results for continuous filling In this chapter we discuss the case when the effective potential $`V(l)`$ corresponds to the critical wetting on the planar substrate $`V(l)=\sigma _{w\beta }+\sigma _{\alpha \beta }+W_0\tau \mathrm{exp}(l/\xi )+U_0exp(2l/\xi ),`$ (4.1) where the parameter $`\tau 0`$ measures the distance from the planar substrate wetting point $`\tau _w=0`$, and the constants $`W_0,U_0`$ are positive. The solution of Eq.(3.2) has the following form $`\overline{l}(x)=l_0+\xi \mathrm{ln}[1+A\mathrm{exp}(\lambda x)+B\mathrm{exp}(\lambda x)],`$ (4.2) where the constants $`l_0,\lambda ,A,B`$ are determined by requiring that $`\overline{l}(x)`$ fulfills Eq.(3.2) and the boundary conditions $`\overline{l}^{}(0^+)=\overline{l}^{}(a^{})=\mathrm{cot}\phi `$. The solution $`\overline{l}(x)`$ can be conveniently rewritten using the following dimensionless variables $`y=\lambda \xi /\mathrm{cot}\phi `$, $`t=\tau /\tau _\phi `$, $`\tau _\phi =\sqrt{2U_0\sigma _{\alpha \beta }W_{0}^{}{}_{}{}^{2}\mathrm{sin}^1\phi }\mathrm{cos}\phi `$, $`\overline{a}=a\mathrm{cot}\phi /\xi `$, $`\chi =x\mathrm{cot}\phi /\xi `$. $`\overline{a}`$ measures the dimensionless depth of the depression at its center and $`\tau _\phi <0`$ denotes a characteristic temperature for the adsorption on the saw-like substrate. For large opening angles considered in this paper $`\tau _\phi `$ coincides with the wedge filling temperature up to the terms $`0(\pi /2\phi )^2`$. $`t`$ measures the dimensionless temperature: $`t>1`$ corresponds to temperature below the characteristic temperature $`\tau _\phi `$ . Then $`(y^21)(y^2t^2)=t^2\mathrm{cosh}^2(y\overline{a}/2),`$ (4.3) $`\overline{l}(x)=l_0+\xi \mathrm{ln}[1{\displaystyle \frac{y\mathrm{cosh}(y\chi )\mathrm{sinh}(y\chi )}{(y^21)\mathrm{sinh}(y\overline{a})}}+`$ $`+{\displaystyle \frac{y\mathrm{cosh}(y(\chi \overline{a}))\mathrm{sinh}(y(\chi \overline{a}))}{(y^21)\mathrm{sinh}(y\overline{a})}}],`$ (4.4) and $`l_0=l_\pi \mathrm{\hspace{0.17em}2}\xi \mathrm{ln}\left({\displaystyle \frac{y}{t}}\right),`$ (4.5) where $`l_\pi =\xi \mathrm{ln}\left(t\mathrm{cos}\phi \sqrt{\frac{\sigma _{\alpha \beta }}{2U_0\mathrm{sin}\phi }}\right)`$. The solutions of Eq.(4.3) - which serve as the input to Eq.(4.4) - are parametrized by the temperature $`t`$ and the geometry of the substrate, i.e. $`a`$ and $`\phi `$. The shape of the emerging interface is shown on Fig.7 for different temperatures. Fig.8 shows $`\overline{l}_1`$ and $`\overline{l}_2`$ as functions of the reduced temperature; especially pronounced is the sharp increase of $`\overline{l}_1`$ upon crossing the wedge filling temperature $`t=1`$. This means that the trace of the filling transition chracteristic for the adsorption in the wedge is also present for the saw-shaped substrate, although not in such a singular form as for the wedge. Also the width of the adsorbed layer at $`x=a`$, i.e. $`\overline{l}_2`$ does not exhibit any nonanalytic behavior near $`t=1`$; see Fig.8. A straightforward calculation shows that the free energy $`F[\overline{f}]`$ evaluated at $`t=1`$ tends to a constant for $`a\mathrm{}`$; under the same conditions the first derivative of $`F[\overline{f}]`$ with respect to the temperature grows linearly with $`a`$. This behaviour of the free energy in the limit $`a\mathrm{}`$ is compatible with our previous mean-field results obtained for the wedge . On the other hand, upon approaching the planar substrate wetting temperature $`t=0`$ both $`\overline{l}_1`$ and $`\overline{l}_2`$ grow indefinitly which reflects the wetting transition taking place on this periodically corrugated substrate. An interesting insight into the structure of the interfacial profile $`\overline{f}(x)`$ can be obtained by analyzing the scaling properties of $`\overline{l}(x)`$ in the limit of large $`\overline{a}`$ for different temperature regimes. It follows from Eq.(4.4) that the film thicknesses $`\overline{l}_1`$ and $`\overline{l}_2`$ are given by $`\overline{l}_1=l_0+\xi \mathrm{ln}\left[{\displaystyle \frac{y\left[y+\mathrm{tanh}(\frac{y\overline{a}}{2})\right]}{(y^21)}}\right]`$ (4.6) and $`\overline{l}_2=l_0+\xi \mathrm{ln}\left[{\displaystyle \frac{y\left[y\mathrm{tanh}(\frac{y\overline{a}}{2})\right]}{(y^21)}}\right],`$ (4.7) where the value of parameter $`y(t,\overline{a})`$ is obtained by solving Eq.(4.3). After substituting the relevant solutions into Eq.(4.4) one obtains $`\overline{l}_1l_\pi +\{\begin{array}{ccc}\xi \mathrm{ln}(\frac{t}{t1})& for& t>1\hfill \\ \overline{a}\xi /2& for& t=1\hfill \\ \overline{a}\xi +\xi \mathrm{ln}(\frac{1t^2}{2})& for& t<1,\hfill \end{array}`$ (4.11) where the expressions in Eq.(4.8) hold for $`t\overline{a}\mathrm{exp}(t\overline{a})(t^21)`$, ($`t>1`$), and $`t\overline{a}\mathrm{exp}(\overline{a})(1t^2)`$, ($`t<1`$), respectively. Thus for $`\overline{a}\mathrm{}`$ the scaling behavior of $`\overline{l}_1`$ depends on the chosen temperature regime. For $`t>1`$ the value of $`\overline{l}_1`$ approaches the width of the adsorbed layer in the wedge. For $`t1`$ the value of $`\overline{l}_1`$ grows linearly with $`\overline{a}`$; the slope of this linear increase is $`\frac{1}{2}`$ for $`t=1`$, and $`1`$ for $`t<1`$. This change of slope is visible in Fig.9 which illustrates the scaling properties of $`\overline{l}_1`$ for different temperatures. The scaling properties of $`\overline{l}_2`$ are different from those of $`\overline{l}_1`$. For $`t0`$$`\overline{l}_2l_\pi `$ and $`l_\pi `$ itself increases logarithmically. Thus for $`t0`$ both $`\overline{l}_1`$ and $`\overline{l}_2`$ approach $`l_\pi `$; $`\overline{l}_1\overline{l}_2\xi \overline{a}`$, i.e. $`\overline{f}(0)\overline{f}(a)0`$. The interface becomes flat and the system undergoes the continuous wetting transition. V. The summary Our main conclusion is that the complete scenario of adsorption on a corrugated substrate contains both the filling and the wetting transition. The filling transition corresponds to either partial or complete filling of the substrate’s depressions. Then follows the wetting transition at which the whole substrate becomes covered by a macroscopically thick layer of the adsorbed phase. The detailed scenario of the filling transition depends on the substrate’s convexity properties. Thermodynamic considerations show that for periodic substrates which are piecewise convex, i.e. convex except for isolated points at which the substrate shape is nonanalytic, one has continuous growth of the adsorbed phase which - with increasing temperature - fills the substrate’s depressions starting from its bottom and terminating at its top. The substrate’s top position, i.e $`z=b(a)`$ is reached by the $`\alpha `$-$`\beta `$ interface at the wetting temperature $`T_w`$. On the other hand, for periodic substrates which are piecewise concave one has discontinuous growth. The $`\alpha `$-$`\beta `$ interface jumps to the position at the top of the substrate at the temperature $`T_f<T_w`$. For periodic substrate shapes like $`b(x)=a[1\mathrm{cos}(\pi x/a)]`$ which within each section contain both concave and convex parts the filling scenario corresponds to the jump of the interface to the position where it makes contact with the convex part of the substrate. Upon further increase of the temperature this jump is then followed by a continuous growth of the interfacial position until the whole depression becomes filled. An interesting situation appears when - within each section of the substrate - there are more than one inflection point. This corresponds to varying convexity properties of the substrate which are then reflected in the course of the filling transition. It consists of jumps followed by continuous growth after which another jump comes etc. This highly nonuniversal scenario requires a detailed analyses which is postponed to future publication. As far as the wetting transition is concerned we argue that its order is the same as in the case of the corresponding planar substrate. The mesoscopic part of our analysis is focused on adsorption on a saw-like substrate which is the borderline case between piecewise convex and piecewise concave substrate shapes. When the substrate is chosen in such a way that in the planar case it corresponds to the critical wetting then the filling transition can be discussed to much extend analytically. Especially we analyze the behavior of the interfacial shape in the vicinity of the wedge filling temperature $`T_\phi `$ and we point at a very sharp but smooth changes of the interfacial shape near this temperature. We also derive the scaling behavior of $`\overline{l}_1`$ with respect to increasing depression size for temperatures below and above this special temperature. When the substrate is chosen such that in the planar case it corresponds to the first-order wetting then we show that the filling transition on the periodically corrugated substrate is also first-order but shifted to a higher temperature $`T_\phi (a)`$: $`T_\phi T_\phi (a)`$. This scenario holds unless it is preempted by a continuous adsorption which may take place on the saw-shaped substrate when the filling transition temperature $`T_\phi (a)`$ is shifted below the spinodal temperature $`T_s`$. We also observe that it is actually the line contribution to the free energy that becomes nonanalytic at $`T_\phi (a)`$. On the contrary, the shift of the saw-shaped substrate wetting temperature $`T_w(a,\phi )`$ with respect to the wedge wetting temperature $`T_w`$ is such that $`T_w(a,\phi )<T_w`$. Thus one has $`T_\phi <T_\phi (a)<T_w(a,\phi )<T_w`$. ACKNOWLEDGEMENTS The authors gratfully acknowledge the discusssions with Siegfried Dietrich and Andrew Parry, and the support by the Foundation for German-Polish Collaboration under Grant. No. 3269/97/LN. Referrences P.G. de Gennes, Rev.Mod.Phys. 57, 827 (1985). S. Dietrich, in Phase Transitions and Critical Phenomena, edited by C. Domb and J.L. Lebowitz (Academic, London, 1988), Vol.12, p. 1. M. 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Dietrich, in Proceedings of the NATO-ASI New Approaches to Old and New Problems in Liquid State Theory - Inhomogeneities and Phase Separation in Simple, Complex and Quantum Fluids, Vol.C529 of NATO Advanced Study Institute, Messina, Italy, 1998, edited by C. Caccamo (Kluwer, Dordrecht,1999), p.197. C. Rascón, A.O. Parry, and A. Sartori, preprint cond-mat/9902070 Y. Pomeau, J. Coll. Interf. Sci. 113, 5 (1985). E.H. Hauge, Phys. Rev. A 46, 4944 (1992). K.Rejmer, S.Dietrich, and N.Napiórkowski, Phys. Rev. E 60, 4027 (1999). A.O. Parry, C. Rascón, and A.J. Wood, preprint (1999). R.N. Wenzel, J. Phys. Colloid Chem. 53, 11466 (1949); Ind. Eng. Chem. 28, 988 (1936). P.S. Swain, R. Lipowsky, Langmuir 14, 6772 (1998). P. Lenz and R. Lipowsky, Phys. Rev. Lett. 80, 1920 (1998). Figure captions Fig.1. Schematic configurations of the $`\alpha `$-$`\beta `$ interface at the depression extending for $`x[a,a]`$. $`x_1`$ is the abscissa’s value at which the interface makes contact with the substrate; $`\psi `$ denotes the actual contact angle. (a) the partial filling of the depression, (b) the interface located above the substrate. Fig.2. Plots of the excess free energy $`\mathrm{\Delta }F(x_1)`$ corresponding to the substrate’s shape $`b(x)=a(1\mathrm{cos}(\pi x/a))`$ for different values of the temperature. The curve in the middle corresponds to the temperature $`T=T_f`$ at which the first-order transition from the so-called empty depression, i.e. $`\overline{x}_1=0`$ to a partially filled depression with $`\overline{x}_1=\overline{x}_{1f}<a`$ takes place. Fig.3. Schematic plots of the excess free energy $`\mathrm{\Delta }F(x_1)`$ corresponding to piecewise concave substrate for different temperatures. An example of such $`\mathrm{\Delta }F(x_1)`$ is given in Eq.(2.7). The curve in the middle corresponds to the temperature at which the whole depression becomes filled at the first-order filling transition. Fig.4. Schematic plots of the excess free energy $`\mathrm{\Delta }F(x_1)`$ corresponding to piecewise convex substrate for different temperatures. An example of such $`\mathrm{\Delta }F(x_1)`$ is given in Eq.(2.8). The filling of the depression proceeds continuously and terminates at the planar substrate wetting temperature $`T_w`$ at which the whole depression becomes filled. This corresponds to the lower curve which minimum is located at $`x_1=a`$. Fig.5. The shape of the effective interface potential $`\sigma _{\alpha \beta }^1\mathrm{\Delta }V(l)`$ for $`T<T_\phi `$ in the case of the first-order wetting transition on the corresponding planar substrate (a), and in the case of the continuous wetting transition on the corresponding planar substrate (b). The dashed lines denote the function $`v(\phi )`$, the dotted lines - $`\sigma _{\alpha \beta }^1\mathrm{\Delta }V_1`$. $`\overline{l}_1`$ and $`\overline{l}_2`$ are the equilibrium values of the width of the absorbed layer at $`x=0`$ and $`x=a`$, respectively. $`1\mathrm{cos}\theta `$ is the limiting value of $`\sigma _{\alpha \beta }^1\mathrm{\Delta }V(l)`$ for $`l\mathrm{}`$ and is denoted by thin dashed lines. $`\sigma _{\alpha \beta }^1\mathrm{\Delta }V(l_\pi )=0`$; the value of $`l_\pi `$ which gives the equilibrium width of the wetting layer on the corresponding planar substrate is not marked on this figure. The dotted line approaches the dashed line for $`TT_\phi `$. Fig.6. The shape of the effective interface potential $`\sigma _{\alpha \beta }^1\mathrm{\Delta }V(l)`$ for $`T>T_\phi `$ in the case of the first-order wetting transition on the corresponding planar substrate (a), and in the case of the continuous wetting transition on the corresponding planar substrate (b). The notation is the same as in Fig.5. In the case of the first-order wetting there exist two solutions described in the text as $`(\stackrel{~}{l}_1,\stackrel{~}{l}_2)`$ and $`(\overline{l}_1,\overline{l}_2)`$. For clarity reasons only $`\stackrel{~}{l}_1`$ is marked on Fig.6a; $`\stackrel{~}{l}_2`$ practically coincides with $`\overline{l}_2`$. For the same reasons we have not plotted separately horizontal dotted lines corresponding to $`\mathrm{\Delta }\stackrel{~}{V}_1`$ and $`\mathrm{\Delta }V_1`$ although they differ in values. For $`TT_\phi `$ the dotted line approaches the asymptote $`1\mathrm{cos}\theta `$ while $`\overline{l}_1\mathrm{}`$. Fig.7. The shapes of the $`\alpha `$-$`\beta `$ interface for different dimensionless temperatures approaching the temperature $`t=1`$ which corresponds to the critical filling transition on the saw-shaped substrate. The three curves, in increasing order, correspond to the temperatures $`t=1.2`$, $`t=1`$, and $`t=0.9`$, respectively. Fig.8. The widths of the adsorbed layer $`\overline{l}_1`$ and $`\overline{l}_2`$ as functions of the dimensionless temperature $`t`$. For $`t0`$ both $`\overline{l}_1`$ and $`\overline{l}_2`$ tend to $`\mathrm{}`$ with their difference kept constant and equal to $`a`$; on this figure $`\overline{a}=10`$. Fig.9. The scaling behaviour of $`\overline{l}_1=\overline{f}(0)`$ as function of $`a`$ for different temperatures in the vicinity of $`t=1`$. For $`t=1`$ $`\overline{l}_1\overline{a}/2`$, for $`t<1`$ $`\overline{l}_1\overline{a}`$. For $`t>1`$ $`\overline{l}_1`$ approaches the value corresponding to the adsorption in the wedge.
warning/0006/hep-ph0006109.html	ar5iv	text	# Charmless two body hadronic decays of Λ_𝑏 baryon ## 1 Introduction The principal interest in the study of weak decays of bottom hadrons in the context of Standard Model (SM) lies in the fact that they provide valuable information on the weak rotation matrix - the Cabibbo Kobayashi and Maskawa matrix. In fact $`b`$-decays determine five of its matrix elements: $`V_{cb}`$, $`V_{ub}`$, $`V_{td}`$, $`V_{ts}`$ and $`V_{td}`$. The dominant decay modes of bottom hadrons are those involving $`bc`$ transitions. There are also rare decay modes which proceed through the CKM suppressed $`bu`$ spectator tree diagram and/or $`bs(bd)`$ penguin amplitudes with, in general, both QCD and electroweak penguins participating. The study of exclusive charmless nonleptonic bottom decays is of great interest for several reasons. First of all, they proceed in general through the $`W`$-loop diagrams, the so called penguin diagrams without CKM suppression and through the CKM suppressed spectator diagrams. Thus the salient feature in charmless bottom decays is that the loop graphs are as important as the tree graphs. In some cases the loop graphs may even be dominant over the tree graphs. Furthermore, as most of these decays proceed through more than one amplitudes with different CKM phases, there will in general be interference and so, there is an opportunity to observe direct $`CP`$ violation. Hence the analysis and measurement of charmless hadronic $`b`$-decays will enable us to understand the QCD and electroweak penguin effects as well as the origin of $`CP`$ violation in the Standard Model and provide a powerful tool of seeing physics beyond the SM. Recently, there has been a remarkable progress in the study of exclusive charmless bottom meson decays both experimentally and theoretically. Experimentally, CLEO has discovered many new two body decay modes $$B\eta ^{}K^\pm ,\eta ^{}K^0,\pi ^\pm K^{},\pi ^0K^\pm ,\rho ^0\pi ^\pm ,\omega K^\pm $$ (1) and found a possible evidence for $`B\varphi K^{}`$. Moreover, CLEO has provided new improved upper limits for many other decay modes. With $`B`$ factories Babar and Belle starting to collect data, many exciting years in the arena of $`B`$ physics and $`CP`$ violation are expected to come. Theoretically many significant improvements and developments have taken place over the past years. For example, a next-to-leading order effective Hamiltonian for current-current operators and QCD as well as electroweak penguin operators have become available. The renormalization scheme and scale problems with factorization approach for matrix elements can be circumvented by employing scale- and scheme-independent Wilson coefficients. Incorporating all these improved results, the exclusive two body charmless hadronic decays of $`B`$ mesons and their CP asymmetries have been extensively studied in Refs. \[2-6\]. It is also interesting to study the charmless nonleptonic decays of bottom baryon system. Recently some data on bottom baryon $`\mathrm{\Lambda }_b`$ have appeared. For instance, OPAL has measured its lifetime and the production branching ratio for the inclusive semileptonic decay . Furthermore, measurements of the nonleptonic decay $`\mathrm{\Lambda }_b\mathrm{\Lambda }J/\psi `$ has also been reported . Certainly we expect more data in the bottom baryon sector in the near future. In this paper we would like to study the charmless hadronic decays of $`\mathrm{\Lambda }_b`$ baryon i.e. $`\mathrm{\Lambda }_bp(\pi /\rho ),p(K/K^{})`$ and $`\mathrm{\Lambda }_b\mathrm{\Lambda }(\pi /\rho )`$. Experimentally, only upper limits on the branching ratios for rare $`\mathrm{\Lambda }_b`$ decay modes $`\mathrm{\Lambda }_bp\pi `$ and $`\mathrm{\Lambda }_bpK`$ have been observed . The standard theoretical framework to study the nonleptonic $`\mathrm{\Lambda }_b`$ decays is based on the effective Hamiltonian approach, which allows us to separate the short- and long- distance contributions in these decays using the Wilson operator product expansion . QCD perturbation theory is then used in deriving the renormalization-group improved short distance contributions . This program has now been carried out up to and including next-to-leading order terms . But the long- distance part in the two body decays $`B_iB_fM`$ (where $`B_i(B_f)`$ are the initial(final) baryons and $`M`$ is the final pseudoscalar/vector meson) involves the transition matrix element $`B_fM\|O_i\|B_i`$, where $`O_i`$ is an operator in the effective Hamiltonian. Calculation of these matrix elements from the first principle is not yet possible and hence some approximation has to be adopted to deal with these matrix elements. The one we use here is based on the idea of factorization in which the final state interactions has to be absent and hadronic matrix elements in the $`B_iB_fM`$ transition, factorize into a product of two comparatively tractable matrix elements, one involving the form factors and the other, the decay constant. It is customarily argued that the final state interactions (FSI) are expected to play a minor role in charmless hadronic $`b`$-decays due to large energy release in these decay processes. Motivated by the phenomenological success of factorization in charmless nonleptonic $`B`$ decays \[2-6\], we would like to pursue this framework for charmless $`\mathrm{\Lambda }_b`$ decays. The renormalization scheme and scale problems with factorization approach for matrix elements can be circumvented by employing the scale and scheme independent effective Wilson coefficients. The form factors at maximum recoil have been calculated using the nonrelativistic quark model and the nearest pole dominance has been used to extrapolate them to the required $`q^2`$ point. The paper is organized as follows. The kinematics of hyperon decays is presented in section II. In section III we discuss the effective Hamiltonian together with the quark level matrix elements and the numerical values of the Wilson coefficients. Using the factorization ansatz we evaluate the matrix elements in the nonrelativistic quark model in section IV. Section V contains our results and discussions. ## 2 Kinematics of Hyperon decays In this section we have presented the kinematics of nonleptonic hyperon decays. The most general Lorentz-invariant amplitude for the decay $`\mathrm{\Lambda }_bB_fP`$ (where $`P`$ is a pseudoscalar meson) can be written as $$(\mathrm{\Lambda }_bB_fP)=i\overline{u}_f(p_f)(A+B\gamma _5)u_{\mathrm{\Lambda }_b}(p_i)$$ (2) where $`u_f`$ and $`u_{\mathrm{\Lambda }_b}`$ are the Dirac spinors for $`B_f`$ and $`\mathrm{\Lambda }_b`$ baryons; $`A`$ and $`B`$ are parity violating S-wave and parity conserving P-wave amplitudes respectively. The corresponding decay rate ($`\mathrm{\Gamma }`$) and up-down asymmetry parameter are given as $`\mathrm{\Gamma }={\displaystyle \frac{p_c}{8\pi }}\{{\displaystyle \frac{(m_i+m_f)^2m_P^2}{m_i^2}}\|A\|^2+{\displaystyle \frac{(m_im_f)^2m_P^2}{m_i^2}}\|B\|^2\}`$ $`\alpha ={\displaystyle \frac{2\kappa \text{Re}(A^{}B)}{\|A\|^2+\kappa ^2\|B\|^2}}`$ (3) where $`m_i`$, $`m_f`$ and $`m_P`$ are the masses of the initial, final baryons and pseudoscalar meson respectively, $`p_c`$ is the c.m. momentum and $`\kappa =p_c/(E_f+m_f)=\sqrt{(E_fm_f)/(E_f+m_f)}`$. For the $`\mathrm{\Lambda }_bB_fV`$ (where $`V`$ is the vector meson) decay mode, the general form for the amplitude is given as $$(\mathrm{\Lambda }_bB_fV)=\overline{u}_f(p_f)ϵ^\mu [A_1\gamma _\mu \gamma _5+A_2(p_f)_\mu \gamma _5+B_1\gamma _\mu +B_2(p_f)_\mu ]u_{\mathrm{\Lambda }_b}(p_i)$$ (4) where $`ϵ^\mu `$ is the polarization vector of the emitted vector meson. The corresponding decay rate and asymmetry parameter are given as $`\mathrm{\Gamma }={\displaystyle \frac{p_c}{8\pi }}{\displaystyle \frac{E_f+m_f}{m_i}}\{2(\|S\|^2+\|P_2\|^2)+{\displaystyle \frac{E_V^2}{m_V^2}}(\|S+D\|^2+\|P_1\|^2)\}`$ $`\alpha ={\displaystyle \frac{4m_V^2\text{Re}(S^{}P_2)+2E_V^2\mathrm{Re}(S+D)^{}P_1)}{2m_V^2(\|S\|^2+\|P_2\|^2)+E_V^2(\|S+D\|^2+\|P_1\|^2)}}`$ (5) with $`S`$ $`=`$ $`A_1`$ $`D`$ $`=`$ $`{\displaystyle \frac{p_c^2}{E_V(E_f+m_f)}}(A_1m_iA_2)`$ $`P_1`$ $`=`$ $`{\displaystyle \frac{p_c}{E_V}}({\displaystyle \frac{m_i+m_f}{E_f+m_f}}B_1+m_iB_2)`$ $`P_2`$ $`=`$ $`{\displaystyle \frac{p_c}{E_f+m_f}}B_1`$ (6) ## 3 Effective Hamiltonian The effective Hamiltonian $`_{eff}`$ for the hadronic charmless $`\mathrm{\Lambda }_b`$ decays is given as $$_{eff}=\frac{G_F}{\sqrt{2}}\{V_{ub}V_{uq}^{}[c_1(\mu )O_1^u(\mu )+c_2(\mu )O_2^u(\mu )]V_{tb}V_{tq}^{}\underset{i=3}{\overset{10}{}}c_i(\mu )O_i(\mu )\}+\mathrm{h}.\mathrm{c}.,$$ (7) where $`q=d,s`$ and $`c_i(\mu )`$ are the Wilson coefficients evaluated at the renormalization scale $`\mu `$. The operators $`O_{110}`$ are given as $`O_1^u=(\overline{u}b)_{VA}(\overline{q}u)_{VA},O_2^u=(\overline{u}_\alpha b_\beta )_{VA}(\overline{q}_\beta u_\alpha )_{VA},`$ $`O_{3(5)}=(\overline{q}b)_{VA}{\displaystyle \underset{q^{}}{}}(\overline{q}^{}q^{})_{VA(V+A)},`$ $`O_{4(6)}=(\overline{q}_\alpha b_\beta )_{VA}{\displaystyle \underset{q^{}}{}}(\overline{q}_\beta ^{}q_\alpha ^{})_{VA(V+A)},`$ $`O_{7(9)}={\displaystyle \frac{3}{2}}(\overline{q}b)_{VA}{\displaystyle \underset{q^{}}{}}e_q^{}(\overline{q}^{}q^{})_{V+A(VA)},`$ $`O_{8(10)}={\displaystyle \frac{3}{2}}(\overline{q}_\alpha b_\beta )_{VA}{\displaystyle \underset{q^{}}{}}e_q^{}(\overline{q}_\beta ^{}q_\alpha ^{})_{V+A(VA)},`$ (8) where $`O_{1,2}`$ are the tree level current-current operators, $`O_{36}`$ are the QCD and $`O_{710}`$ are the electroweak penguin operators. $`(\overline{q}_1q_2)_{(V\pm A)}`$ denote the usual $`(V\pm A)`$ currents. The sum over $`q^{}`$ runs over the quark fields that are active at the scale $`\mu =O(m_b)`$ i.e. $`(q^{}u,d,s,c,b)`$. The Wilson coefficients depend (in general ) in the renormalization scheme and the scale $`\mu `$ at which they are evaluated. In the next to leading order their values obtained in the naive dimensional regularization (NDR) scheme at $`\mu =m_b(m_b)`$ as $`c_1=1.082c_2=0.185c_3=0.014c_4=0.035`$ $`c_5=0.009c_6=0.041c_7=0.002\alpha c_8=0.054\alpha `$ $`c_9=1.292\alpha c_{10}=0.263\alpha .`$ (9) However the physical matrix elements $`B_fM\|_{eff}\|\mathrm{\Lambda }_b`$ are obviously independent of both scheme and the scale . Hence the dependence in the Wilson coefficients must be cancelled by the corresponding scheme and scale dependence of the matrix elements of the operators. However in the factorization approximation, the hadronic matrix elements are written in terms of form factors and decay constants which are scheme and scale independent. So, to achieve the cancellation the various one-loop corrections are absorbed into the effective Wilson coefficients, $`c_i^{eff}`$, which are scheme and scale independent i.e., $$q\overline{u}u\|_{eff}\|b=\underset{i,j}{}c_i^{eff}(\mu )q\overline{u}u\|O_j\|b^{tree}.$$ (10) The effective Wilson coefficients $`c_i^{eff}(\mu )`$ may be expressed as \[2-6\] $`c_1^{eff}\|_{\mu =m_b}=c_1(\mu )+{\displaystyle \frac{\alpha _s}{4\pi }}\left(\gamma ^{(0)T}\mathrm{ln}{\displaystyle \frac{m_b}{\mu }}+\widehat{r}^T\right)_{1i}c_i(\mu ),`$ $`c_2^{eff}\|_{\mu =m_b}=c_2(\mu )+{\displaystyle \frac{\alpha _s}{4\pi }}\left(\gamma ^{(0)T}\mathrm{ln}{\displaystyle \frac{m_b}{\mu }}+\widehat{r}^T\right)_{2i}c_i(\mu ),`$ $`c_3^{eff}\|_{\mu =m_b}=c_3(\mu )+{\displaystyle \frac{\alpha _s}{4\pi }}\left(\gamma ^{(0)T}\mathrm{ln}{\displaystyle \frac{m_b}{\mu }}+\widehat{r}^T\right)_{3i}c_i(\mu ){\displaystyle \frac{\alpha _s}{24\pi }}(C_t+C_p+C_g),`$ $`c_4^{eff}\|_{\mu =m_b}=c_4(\mu )+{\displaystyle \frac{\alpha _s}{4\pi }}\left(\gamma ^{(0)T}\mathrm{ln}{\displaystyle \frac{m_b}{\mu }}+\widehat{r}^T\right)_{4i}c_i(\mu )+{\displaystyle \frac{\alpha _s}{8\pi }}(C_t+C_p+C_g),`$ $`c_5^{eff}\|_{\mu =m_b}=c_5(\mu )+{\displaystyle \frac{\alpha _s}{4\pi }}\left(\gamma ^{(0)T}\mathrm{ln}{\displaystyle \frac{m_b}{\mu }}+\widehat{r}^T\right)_{5i}c_i(\mu ){\displaystyle \frac{\alpha _s}{24\pi }}(C_t+C_p+C_g),`$ $`c_6^{eff}\|_{\mu =m_b}=c_6(\mu )+{\displaystyle \frac{\alpha _s}{4\pi }}\left(\gamma ^{(0)T}\mathrm{ln}{\displaystyle \frac{m_b}{\mu }}+\widehat{r}^T\right)_{6i}c_i(\mu )+{\displaystyle \frac{\alpha _s}{8\pi }}(C_t+C_p+C_g),`$ $`c_7^{eff}\|_{\mu =m_b}=c_7(\mu )+{\displaystyle \frac{\alpha _s}{4\pi }}\left(\gamma ^{(0)T}\mathrm{ln}{\displaystyle \frac{m_b}{\mu }}+\widehat{r}^T\right)_{7i}c_i(\mu )+{\displaystyle \frac{\alpha }{8\pi }}C_e,`$ $`c_8^{eff}\|_{\mu =m_b}=c_8(\mu )+{\displaystyle \frac{\alpha _s}{4\pi }}\left(\gamma ^{(0)T}\mathrm{ln}{\displaystyle \frac{m_b}{\mu }}+\widehat{r}^T\right)_{8i}c_i(\mu ),`$ $`c_9^{eff}\|_{\mu =m_b}=c_9(\mu )+{\displaystyle \frac{\alpha _s}{4\pi }}\left(\gamma ^{(0)T}\mathrm{ln}{\displaystyle \frac{m_b}{\mu }}+\widehat{r}^T\right)_{9i}c_i(\mu )+{\displaystyle \frac{\alpha }{8\pi }}C_e,`$ $`c_{10}^{eff}\|_{\mu =m_b}=c_{10}(\mu )+{\displaystyle \frac{\alpha _s}{4\pi }}\left(\gamma ^{(0)T}\mathrm{ln}{\displaystyle \frac{m_b}{\mu }}+\widehat{r}^T\right)_{10i}c_i(\mu ).`$ (11) where $`\widehat{r}^T`$ and $`\gamma ^{(0)T}`$ are the transpose of the matrices $`\widehat{r}`$ and $`\gamma ^{(0)}`$ arise from the vertex corrections to the operators $`O_1O_{10}`$ derived in , which are explicitly given in Ref. The quantities $`C_t`$, $`C_p`$ and $`C_g`$ are arising from the penguin type diagrams of the operators $`O_{1,2}`$, the penguin type diagrams of the operators $`O_3O_6`$ and the tree level diagrams of the dipole operator $`O_g`$ respectively which are given in the NDR scheme (after $`\overline{\mathrm{MS}}`$ renormalization) by $`C_t=\left({\displaystyle \frac{\lambda _u}{\lambda _t}}\stackrel{~}{G}(m_u)+{\displaystyle \frac{\lambda _c}{\lambda _t}}\stackrel{~}{G}(m_c)\right)c_1`$ $`C_p=[\stackrel{~}{G}(m_q)+\stackrel{~}{G}(m_b)]c_3+{\displaystyle \underset{i=u,d,s,c,b}{}}\stackrel{~}{G}(m_i)(c_4+c_6)`$ $`C_g={\displaystyle \frac{2m_b}{\sqrt{k^2}}}c_g^{eff},c_g^{eff}=1.043`$ $`C_e={\displaystyle \frac{8}{9}}\left({\displaystyle \frac{\lambda _u}{\lambda _t}}\stackrel{~}{G}(m_u)+{\displaystyle \frac{\lambda _c}{\lambda _t}}\stackrel{~}{G}(m_c)\right)(c_1+3c_2)`$ $`\stackrel{~}{G}(m_q)={\displaystyle \frac{2}{3}}G(m_q,k,\mu )`$ (12) $$G(m,k,\mu )=4_0^1𝑑xx(1x)\mathrm{ln}\left(\frac{m^2k^2x(1x)}{\mu ^2}\right),$$ (13) It should be noted that the quantities $`C_t`$, $`C_p`$ and $`C_g`$ depend on the CKM matrix elements, the quark masses, the scale $`\mu `$ and $`k^2`$, the momentum transferred by the virtual particles appearing in the penguin diagrams. In the factorization approximation there is no model independent way to keep track of the $`k^2`$ dependence; the actual value of $`k^2`$ is model dependent. From simple kinematics of charmless nonleptonic $`B`$ decays one expects $`k^2`$ to be typically in the range $$\frac{m_b^2}{4}k^2\frac{m_b^2}{2}.$$ (14) Since the branching ratios depend crucially on the parameter $`k^2`$, here we would like to take a specific value for it from the above mentioned range. Here we will use for two-body penguin induced decays $`\mathrm{\Lambda }_bB_fM`$ as done for the charmless $`BPP`$ decays . Assuming that in the rest frame of the $`\mathrm{\Lambda }_b`$ baryon, the spectator diquarks both in the initial and final baryon have negligible momentum and the momentum shared equally between the two quarks of the emitted meson, the average momentum transfer for $`bqu\overline{u}`$ transitions ($`q=d`$ for $`\mathrm{\Lambda }_bp(\pi /\rho )`$ and $`q=s`$ for $`\mathrm{\Lambda }_bp(K/K^{})`$ and $`\mathrm{\Lambda }(\pi /\rho )`$ transitions) is given as $$k^2=m_b^2+m_q^22m_bE_q,$$ (15) The energy $`E_q`$ of the $`q`$\- quark in the final meson is determinable from $$E_q+\sqrt{E_q^2m_q^2+m_u^2}+\sqrt{4(E_q^2m_q^2)+m_u^2}=m_b,$$ (16) where $`m_b`$, $`m_q`$ and $`m_u`$ denote the masses of the decaying $`b`$-quark, daughter $`q`$-quark and the $`u`$-quark created as $`u\overline{u}`$ pair from the virtual gluon, photon or $`Z`$ particle in the penguin loop. For numerical calculation we have taken the CKM matrix elements expressed in terms of the Wolfenstein parameters with values $`A=0.815`$, $`\lambda =\mathrm{sin}\theta _c`$=0.2205, $`\rho =0.175`$ and $`\eta =0.37`$ . Using the mass renormalization equations with three loop $`\beta `$ function, the values of the current quark masses are evaluated at various energy scales in Ref. . Since the energy released in the decay mode $`\mathrm{\Lambda }_bp\pi ^{}`$ is of the order of $`m_b`$, we take the current quark mass values at scale $`\mu m_b`$ from as: $`m_u(m_b)`$ = 3.2 MeV, $`m_d(m_b)`$ = 6.4 MeV, $`m_s(m_b)`$ = 90 MeV, $`m_c(m_b)`$= 0.95 GeV and $`m_b(m_b)`$= 4.34 GeV. Thus we obtain $`k^2/m_b^2=0.5`$ for $`bdu\overline{u}`$ transitions and $`k^2/m_b^2=0.499`$ for $`bsu\overline{u}`$ transitions. Using these values of $`k^2`$ the estimated values of the effective renormalization scheme and scale independent Wilson coefficients for $`bd`$ and $`bs`$ transitions are given in Table-1. ## 4 Evaluation of the matrix elements After obtaining the effective Wilson coefficients now we want to calculate the matrix element $`B_fM\|O_i\|\mathrm{\Lambda }_b`$ where $`O_i`$ are the four quark current operators listed in eqn. (8), using the factorization approximation. In this approximation, the hadronic matrix elements of the four quark operators $`(\overline{u}b)_{(VA)}(\overline{q}u)_{(VA)}`$ split into the product of two matrix elements, $`M\|(\overline{q}u)_{(VA)}\|0`$ and $`B_f\|(\overline{u}b)_{(VA)}\|\mathrm{\Lambda }_b`$ where Fierz transformation has been used so that flavor quantum numbers of the currents match with those of the hadrons. Since Fierzing yield operators which are in the color singlet-singlet and octet-octet forms, this procedure results in general the matrix elements which have the right flavor quantum numbers but involve both singlet-singlet and octet-octet current operators. However, there is no experimental information available for the octet-octet part. So in the factorization approximation, one discards the color octet-octet piece and compensates this by treating $`N_c`$, the number of colors as a free parameter, and its value is extracted from the data of two body nonleptonic decays. The matrix elements of the $`(VA)(V+A)`$ operators i.e. ($`O_6\&O_8`$) can be calculated as follows. After Fierz ordering and factorization they contribute as $$B_fM\|O_6\|\mathrm{\Lambda }_b=2\underset{q^{}}{}M\|\overline{q}(1+\gamma _5)q^{}\|0B_f\|\overline{q}^{}(1\gamma _5)b\|\mathrm{\Lambda }_b$$ (17) Using the Dirac equation the matrix element can be rewritten as $$B_fM\|O_6\|\mathrm{\Lambda }_b=[R_1B_f\|V_\mu \|\mathrm{\Lambda }_bR_2B_f\|A_\mu \|\mathrm{\Lambda }_b]M\|(VA)_\mu \|0,$$ (18) with $$R_1=\frac{2m_M^2}{(m_bm_u)(m_q+m_u)},R_2=\frac{2m_M^2}{(m_b+m_u)(m_q+m_u)},$$ (19) where the quark masses are the current quark masses. The same relation works for $`O_8`$. Thus under the factorization approximation the baryon decay amplitude is governed by a decay constant and baryonic transition form factors. The general expression for the baryon transition is given as $`B_f(p_f)\|V_\mu A_\mu \|\mathrm{\Lambda }_b(p_i)`$ $`=`$ $`\overline{u}_{B_f}(p_f)\{f_1(q^2)\gamma _\mu +if_2(q^2)\sigma _{\mu \nu }q^\nu +f_3(q^2)q_\mu `$ $``$ $`[g_1(q^2)\gamma _\mu +ig_2(q^2)\sigma _{\mu \nu }q^\nu +g_3(q^2)q_\mu ]\gamma _5\}u_{\mathrm{\Lambda }_b}(p_i),`$ where $`q=p_ip_f`$. In order to evaluate the form factors at maximum momentum transfer, we have employed nonrelativistic quark model , where they are given as : $`f_1(q_m^2)/N_{fi}`$ $`=`$ $`1{\displaystyle \frac{\mathrm{\Delta }m}{2m_i}}+{\displaystyle \frac{\mathrm{\Delta }m}{4m_im_q}}\left(1{\displaystyle \frac{\mathrm{\Lambda }_b}{2m_f}}\right)(m_i+m_f\eta \mathrm{\Delta }m)`$ $``$ $`{\displaystyle \frac{\mathrm{\Delta }m}{8m_im_f}}{\displaystyle \frac{\overline{\mathrm{\Lambda }}}{m_Q}}(m_i+m_f\eta \mathrm{\Delta }m)`$ $`f_3(q_m^2)/N_{fi}`$ $`=`$ $`{\displaystyle \frac{1}{2m_i}}{\displaystyle \frac{1}{4m_im_f}}(m_i+m_f\eta \mathrm{\Delta }m){\displaystyle \frac{\overline{\mathrm{\Lambda }}}{8m_im_fm_Q}}[(m_i+m_f)\eta +\mathrm{\Delta }m]`$ $`g_1(q_m^2)/N_{fi}`$ $`=`$ $`\eta +{\displaystyle \frac{\mathrm{\Delta }m\overline{\mathrm{\Lambda }}}{4}}\left({\displaystyle \frac{1}{m_im_q}}{\displaystyle \frac{1}{m_fm_Q}}\right)\eta `$ $`g_3(q_m^2)/N_{fi}`$ $`=`$ $`{\displaystyle \frac{\overline{\mathrm{\Lambda }}}{4}}\left({\displaystyle \frac{1}{m_im_q}}{\displaystyle \frac{1}{m_fm_Q}}\right)\eta `$ (21) with $`\overline{\mathrm{\Lambda }}=m_fm_q`$, $`\mathrm{\Delta }m=m_im_f`$, $`q_m^2=\mathrm{\Delta }m^2`$, $`\eta =1`$, $`m_Q`$ and $`m_q`$ are the constituent quark masses of the interacting quarks of initial and final baryons with values $`m_u`$=338 MeV, $`m_d=322`$ MeV, $`m_s`$=510 MeV and $`m_b`$=5 GeV. $`N_{fi}`$ is the flavor factor : $$N_{fi}=_{\mathrm{flavor}\mathrm{spin}}p\|b_u^{}b_b\|\mathrm{\Lambda }_b_{\mathrm{flavor}\mathrm{spin}},$$ (22) which is equal to $`1/\sqrt{2}`$ for $`\mathrm{\Lambda }_bp`$ and $`1/\sqrt{3}`$ for $`\mathrm{\Lambda }_b\mathrm{\Lambda }`$ transitions . Since the calculation of $`q^2`$ dependence of form facors is beyond the scope of the nonrelativistic quark model we will follow the conventional practice to assume a pole dominance for the form factor $`q^2`$ behaviour as $$f(q^2)=\frac{f(0)}{(1q^2/m_V^2)^2},g(q^2)=\frac{g(0)}{(1q^2/m_A^2)^2}$$ (23) where $`m_V(m_A)`$ is the pole mass of the vector (axial vector) meson with the same quantum number as the current under consideration. The pole masses are taken as $`m_V=5.32(5.42)`$ GeV and $`m_A=5.71(5.86)`$ GeV for $`bd(bs)`$ transitions . Assuming a dipole $`q^2`$ behaviour for form factors, and taking the masses of the particles from Ref. the obtained values of the form factors at zero momentum transfer are given in Table-2. The matrix element $`M\|(VA)_\mu \|0`$ is related to the decay constants of the charged pseudoscalar and vector mesons $`f_P`$ and $`f_V`$ as $$0\|A_\mu \|P(q)=if_Pq_\mu ,0\|A_\mu \|V(ϵ,q)=f_Vm_Vϵ_\mu $$ (24) The decay constants for the neutral mesons (i.e. $`\pi ^0`$ and $`\rho ^0`$) are taken to be $`1/\sqrt{2}`$ times that of the corresponding charged mesons. Thus we obtain the transition amplitudes for various $`\mathrm{\Lambda }_bB_fP`$ decay modes as given below. ### 4.1 $`\mathrm{\Lambda }_bB_fP`$ transitions 1. $`\mathrm{\Lambda }_bp\pi ^{}`$ Since in this case the final state has isospin $`I_f=3/2,1/2`$ we have $`\mathrm{\Delta }I=3/2`$ and 1/2. From the flavor-flow topologies for $`bdu\overline{u}`$ transitions, we find that the isospin decomposition of the effective Hamiltonian as follows: the tree diagrams have $`\mathrm{\Delta }I=3/2,1/2`$, the QCD penguins $`\mathrm{\Delta }I=1/2`$ and the electroweak penguins $`\mathrm{\Delta }I=3/2,1/2`$ components. Hence both tree and penguins (QCD as well as the electroweak penguins) contribute to this channel and hence the amplitude is given as $`(\mathrm{\Lambda }_bp\pi ^{})`$ $`=`$ $`i{\displaystyle \frac{G_F}{\sqrt{2}}}f_\pi \overline{u}_p(p_f)[\{V_{ub}V_{ud}^{}a_1V_{tb}V_{td}^{}(a_4+a_{10}+(a_6+a_8)R_1)\}`$ (25) $`\times `$ $`\left(f_1(m_\pi ^2)(m_im_f)+f_3(m_\pi ^2)m_\pi ^2\right)`$ $`+`$ $`\{V_{ub}V_{ud}^{}a_1V_{tb}V_{td}^{}(a_4+a_{10}+(a_6+a_8)R_2)\}`$ $`\times `$ $`(g_1(m_\pi ^2)(m_i+m_f)g_3(m_\pi ^2)m_\pi ^2)\gamma _5]u_{\mathrm{\Lambda }_b}(p_i).`$ 2. $`\mathrm{\Lambda }_bpK^{}`$ It can be seen from the flavor-flow topologies for $`bsu\overline{u}`$ transitions that the effective Hamiltonian has isospin components as: the tree diagram with $`\mathrm{\Delta }I=1,0`$, the QCD penguins with $`\mathrm{\Delta }I=0`$ and the electroweak penguins with $`\mathrm{\Delta }I=1,0`$ components. Since the final state $`(pK)`$ has isospin 1 and 0, we have $`\mathrm{\Delta }I=1,0`$ for this process. Thus we find that tree, QCD as well as the electroweak penguins will contribute to this channel and obtain the amplitude as $`(\mathrm{\Lambda }_bpK^{})`$ $`=`$ $`i{\displaystyle \frac{G_F}{\sqrt{2}}}f_K\overline{u}_p(p_f)[\{V_{ub}V_{us}^{}a_1V_{tb}V_{ts}^{}(a_4+a_{10}+(a_6+a_8)R_1)\}`$ (26) $`\times `$ $`\left(f_1(m_K^2)(m_im_f)+f_3(m_K^2)m_K^2\right)`$ $`+`$ $`\{V_{ub}V_{us}^{}a_1V_{tb}V_{ts}^{}(a_4+a_{10}+(a_6+a_8)R_2)\}`$ $`\times `$ $`(g_1(m_K^2)(m_i+m_f)g_3(m_K^2)m_K^2)\gamma _5]u_{\mathrm{\Lambda }_b}(p_i).`$ 3. $`\mathrm{\Lambda }_b\mathrm{\Lambda }\pi ^0`$ For $`\mathrm{\Lambda }_b\mathrm{\Lambda }\pi ^0`$ we have only $`\mathrm{\Delta }I=1`$ and from the flavor-flow diagrams for $`bsu\overline{u}`$ processes, we find that only the tree and electroweak penguins will contribute to this channel. $`(\mathrm{\Lambda }_b\mathrm{\Lambda }\pi ^0)`$ $`=`$ $`i{\displaystyle \frac{G_F}{2}}f_\pi \overline{u}_\mathrm{\Lambda }(p_f)[V_{ub}V_{us}^{}a_2V_{tb}V_{ts}^{}\left({\displaystyle \frac{3}{2}}(a_9a_7)\right)]`$ (27) $`\times `$ $`\left[\right(f_1(m_\pi ^2)(m_im_f)+f_3(m_\pi ^2)m_\pi ^2)`$ $`+`$ $`(g_1(m_\pi ^2)(m_i+m_f)g_3(m_\pi ^2)m_\pi ^2)\gamma _5]u_{\mathrm{\Lambda }_b}(p_i).`$ ### 4.2 $`\mathrm{\Lambda }_bB_fV`$ transitions Here we obtain the transition amplitudes for $`\mathrm{\Lambda }_bB_fV`$ decay channels. As seen from the flavor-fow diagrams for $`\mathrm{\Lambda }_bB_fP`$ processes, in this case also the $`\mathrm{\Lambda }_bp\rho `$ and $`pK^{}`$ receive contributions from tree as well as QCD and electroweak penguins where as $`\mathrm{\Lambda }_b\mathrm{\Lambda }\rho `$ has only tree and electroweak penguin contributions. Thus we obtain the corresponding transition amplitudes as follows. 1. $`\mathrm{\Lambda }_bp\rho ^{}`$ $`(\mathrm{\Lambda }_bp\rho ^{})`$ $`=`$ $`{\displaystyle \frac{G_F}{\sqrt{2}}}f_\rho m_\rho ϵ^\mu \overline{u}_p(p_f)[\{V_{ub}V_{ud}^{}a_1V_{tb}V_{td}^{}(a_4+a_{10})\}`$ $`\times `$ $`\left\{\right(f_1(m_\rho ^2)f_2(m_\rho ^2)(m_i+m_f))\gamma _\mu +2f_2(m_\rho ^2)(p_f)_\mu `$ $``$ $`((g_1(m_\rho ^2)+g_2(m_\rho ^2)(m_im_f))\gamma _\mu +2g_2(m_\rho ^2)(p_f)_\mu )\gamma _5\}]u_{\mathrm{\Lambda }_b}(p_i).`$ 2. $`\mathrm{\Lambda }_bpK^{}`$ $`(\mathrm{\Lambda }_bpK^{})`$ $`=`$ $`{\displaystyle \frac{G_F}{\sqrt{2}}}f_K^{}m_K^{}ϵ^\mu \overline{u}_p(p_f)[\{V_{ub}V_{us}^{}a_1V_{tb}V_{ts}^{}(a_4+a_{10})\}`$ $`\times `$ $`\left\{\right(f_1(m_K^{}^2)f_2(m_K^{}^2)(m_i+m_f))\gamma _\mu +2f_2(m_K^{}^2)(p_f)_\mu `$ $``$ $`((g_1(m_K^{}^2)+g_2(m_K^{}^2)(m_im_f))\gamma _\mu +2g_2(m_K^{}^2)(p_f)_\mu )\gamma _5\}]u_{\mathrm{\Lambda }_b}(p_i).`$ 3. $`\mathrm{\Lambda }_b\mathrm{\Lambda }\rho ^0`$ $`(\mathrm{\Lambda }_b\mathrm{\Lambda }\rho ^0)`$ $`=`$ $`{\displaystyle \frac{G_F}{2}}f_\rho m_\rho ϵ^\mu \overline{u}_\mathrm{\Lambda }(p_f)[\{V_{ub}V_{us}^{}a_2V_{tb}V_{ts}^{}\left({\displaystyle \frac{3}{2}}(a_7+a_9)\right)\}`$ $`\times `$ $`\left\{\right(f_1(m_\rho ^2)f_2(m_\rho ^2)(m_i+m_f))\gamma _\mu +2f_2(m_\rho ^2)(p_f)_\mu `$ $``$ $`((g_1(m_\rho ^2)+g_2(m_\rho ^2)(m_im_f))\gamma _\mu +2g_2(m_\rho ^2)(p_f)_\mu )\gamma _5\}]u_{\mathrm{\Lambda }_b}(p_i).`$ The coefficients $`a_1,a_2\mathrm{}a_{10}`$ are combinations of the effective Wilson coefficients given as $$a_{2i1}=c_{2i1}^{eff}+\frac{1}{(N_c^{eff})}c_{2i}^{eff}a_{2i}=c_{2i}^{eff}+\frac{1}{(N_c^{eff})}c_{2i1}^{eff}i=1,2\mathrm{}5,$$ (31) where $`N_c^{eff}`$ is the effective number of colors treated as free parameter in order to model the nonfactorizable contributions to the matrix elements and its value can be extracted from the two body nonleptonic $`B`$ decays. Naive factorization implies $`N_c=3`$. A recent analysis of $`BD\pi `$ data gives $`N_c^{eff}2`$ . On the other hand Mannel et al have used $`N_c^{eff}=\mathrm{}`$ to study the nonleptonic decays of $`\mathrm{\Lambda }_b`$ baryon. So here we have taken three sets of values i.e., 2, 3 and $`\mathrm{}`$ for the effective number of colors. It should be noted from Table-1 that the dominant coefficients are $`a_1`$, $`a_2`$ for current-current amplitudes, $`a_4`$ and $`a_6`$ for QCD penguin induced amplitudes and $`a_9`$ for electroweak penguin induced amplitudes. Furthermore, it can also be seen that the coefficients $`a_1`$, $`a_4`$, $`a_6`$ and $`a_9`$ are in general $`N_c^{eff}`$ stable, whereas the others depend strongly on it. Therefore for charmless $`b`$ decays whose amplitudes depend dominantly on $`N_c^{eff}`$ stable coefficients, their decay rates can be reliably predicted within factorization approach even in the absence of information on non-factorizable effects. ### 4.3 Classification of the factorized amplitudes Applying the effective Hamiltonian (7), the factorizable decay amplitudes for $`\mathrm{\Lambda }_bB_fM`$ decay processes obtained within the generalized factorization approach are given in eqns (25-30). In general the two body charmless $`B`$ meson decays are classified into six classes: $``$ Class-I decay modes dominated by the external W-emission characterized by the parameter $`a_1`$. $``$ Class-II decay modes dominated by the color suppressed internal W-emission characterized by the paramter $`a_2`$. $``$ Class-III decays involving both external and internal W-emissions described by $`a_1+ra_2`$. $``$ Class-IV decays are dominated by the QCD penguin parameter $`a_4+Ra_6`$. $``$ Class-V modes are those whose amplitudes are governed by the effective coefficients $`a_3,a_5,a_7`$ and $`a_9`$. $``$ Class-VI modes involving the interference of $`a_{even}`$ and $`a_{odd}`$. Assuming the same classification for charmless $`\mathrm{\Lambda }_b`$ decays we now find the classes for the decay processes we are interested in: a. $`\mathrm{\Lambda }_bp(\pi /\rho )`$ These decays proceed at the tree level through $`bu\overline{u}d`$ and at the loop level via $`bd`$ penguins. Since in terms of the Wolfenstein parametrization, $$V_{ub}V_{ud}^{}A\lambda ^3(\rho i\eta ),V_{tb}V_{td}^{}A\lambda ^3(1\rho +i\eta )$$ (32) are of the same order of magnitude, it it is clear that these decays are tree dominated as the penguin contributions are suppressed by the smallness of penguin coefficients. Hence these decay modes belong to Class-I category. b. $`\mathrm{\Lambda }_bp(K/K^{})`$ These decays proceed at the tree level through $`bu\overline{u}s`$ and via $`bs`$ penguins. In this case $$V_{ub}V_{us}^{}=A\lambda ^4(\rho i\eta ),V_{tb}V_{ts}^{}=A\lambda ^2,$$ (33) the magnitude of $`V_{tb}V_{ts}^{}`$ is approximately ($`10^2`$) times larger than that of $`V_{ub}V_{us}^{}`$. Hence these processes are dominated by the QCD penguin coefficients and belong to Class-IV. c. $`\mathrm{\Lambda }_b\mathrm{\Lambda }(\pi /\rho )`$ These decays proceed at the tree level through internal $`W`$ emission $`bu\overline{u}s`$ and via $`bs`$ electroweak penguins. Since the magnitude of $`V_{tb}V_{ts}^{}`$ is larger than $`V_{ub}V_{us}^{}`$, these decays are dominated by the electroweak penguins and belong to Class-V. Since the electroweak coefficients are smaller than those of tree and QCD penguin coefficients, the branching ratios for these type transitions are in general smaller than the other decay modes that we have considered. ## 5 Results and Discussions After obtaining the transition amplitudes for various decay processes we now proceed to estimate their branching ratios and asymmetry parameters. Comparing the evaluated transition amplitudes for $`\mathrm{\Lambda }_bB_fM`$ processes (eqns. (25-30)) with the corresponding generalized amplitudes given in eqns. (2,4) one can easily determine the coefficients $`A,B,A_1,A_2,B_1`$ and $`B_2`$. Hence the branching ratios and asymmetry parameters are estimated with eqns. (3,5,6). Using the various pseudoscalar and vector meson decay constants (in MeV) as $`f_\pi =130.7`$, $`f_K=159.8`$, $`f_K^{}=221`$ and $`f_\rho =216`$, the estimated branching ratios and asymmetry parameters are presented in Tables-3 and 4 respectively for three different sets of effective number of colors. It is seen that the branching ratios are maximum for $`N_c^{eff}=\mathrm{}`$, however $`\alpha `$ is stable for all three sets. The estimated branching ratios for $`\mathrm{\Lambda }_bp\pi `$ and $`pK`$ for all three sets of $`N_c^{eff}`$ lies below the present experimental upper limt $`BR(\mathrm{\Lambda }_bp\pi /pK)<5\times 10^5`$ . It should also be noted that the decay modes $`\mathrm{\Lambda }_b\mathrm{\Lambda }(\pi /\rho )`$ have the smallest branching ratios in comparison to the others. This is so because these decay modes receive contributions from CKM as well as color suppressed tree and electroweak penguin diagrams and moreover they are dominated by the later. It is naively believed that in charmless $`b`$-decays the contributions from the electroweak penguin diagrams are negligible compared to QCD penguins because of smallness of electroweak Wilson coefficients. Thus the estimated branching ratio for $`\mathrm{\Lambda }_b\mathrm{\Lambda }(\pi /\rho )`$ are one order smaller than the $`\mathrm{\Lambda }_bp(\pi /\rho ),p(K/K^{})`$ transitions. To summarize, using the next-to-leading order QCD corrected effective Hamiltonian, we have obtained the branching ratios and asymmetry parameters for the charmless hadronic $`\mathrm{\Lambda }_b`$ decays, within the framework of generalized factorization. The nonfactorizable contributions are parametrized in terms of the effective number of colors $`N_c^{eff}`$. So in addition to the naive factorization approach ($`N_c^{eff}=3`$), here we have taken two more values for $`N_c^{eff}`$ i.e., $`N_c^{eff}=2`$ and $`\mathrm{}`$. The baryonic form factors at maximum momentum transfer ($`q_m^2`$) are evaluated using the nonrelativistic quark model and the extrapolation of the form factors from $`q_m^2`$ to the required $`q^2`$ value is done by assuming the pole dominance. The obtained branching ratios for $`\mathrm{\Lambda }_bp\pi ,pK`$ processes lie within the present experimental upper limit. Though the branching ratios for these modes are small, they could be accessible at future hadron colliders with large $`b`$-production. Furthermore, with large data on $`\mathrm{\Lambda }_b`$ baryon expected in the near future, these decay channels will serve as a testing ground to look for CP violation in and beyond Standard Model. Acknowledgements M.P.K. would like to thank Department of Science and Technology, Govt. of India, for financial support. R.M. and A.K.G. acknowledge Council of Scientific and Industrial Research, Govt. of India, for fellowships.
warning/0006/hep-ph0006101.html	ar5iv	text	# DIFFRACTIVE VECTOR MESON PRODUCTION IN A UNIFIED 𝜅-FACTORIZATION APPROACH ## 1 The vector meson production amplitude The general amplitude of diffractive production of vector meson $`V`$ is well known: the basic quantity is the cross section of $`q\overline{q}`$ color dipole interaction with the proton, which is convoluted with the initial photon and final vector meson wave function (WF). Algebraically, the amplitude in the diagrammatically straightforward $`\kappa `$-factorization approach reads: $`𝒜(x,Q^2,\stackrel{}{\mathrm{\Delta }})=is{\displaystyle \frac{c_V\sqrt{4\pi \alpha _{em}}}{4\pi ^2}}{\displaystyle _0^1}{\displaystyle \frac{dz}{z(1z)}}{\displaystyle d^2\stackrel{}{k}\psi (z,\stackrel{}{k})}`$ $`{\displaystyle }{\displaystyle \frac{d^2\stackrel{}{\kappa }}{\stackrel{}{\kappa }^4}}\alpha _S(q^2)(1+i{\displaystyle \frac{\pi }{2}}{\displaystyle \frac{}{\mathrm{log}x}})(x,\stackrel{}{\kappa },\stackrel{}{\mathrm{\Delta }})I(\gamma ^{}V)`$ This expression contains two pieces non-calculable within pQCD: the vector meson WF $`\psi (z,\stackrel{}{k})`$ and the differential gluon structure function (DGSF) $`(x,\stackrel{}{\kappa },\stackrel{}{\mathrm{\Delta }})`$. The principal novelty of this work is that DGSF is now under control. The off-forward DGSF $`(x,\stackrel{}{\kappa },\stackrel{}{\mathrm{\Delta }})`$ can be linked to the forward DGSF, which has been recently determined from experimental data on $`F_{2p}`$ in the whole $`Q^2`$ domain $`^\mathrm{?}`$. This dramatically reduces the level of ambiguity in diffractive vector meson production calculations, leaving us only with one unknown quantity — the vector meson WF. The vector meson WF involves two components: the spinorial structure of the $`q\overline{q}V`$ vertex and the radial WF $`\psi (𝐤^2)`$. In our work we consistently used the spinorial structures corresponding to $`q\overline{q}`$ pair sitting in pure $`S`$ or $`D`$ wave state $`^\mathrm{?}`$. This allows us to address production of both ground ($`1S`$) and excited ($`2S`$, $`D`$ wave) vector meson states as well as $`S/D`$ wave mixed states. For the radial WF we chose a simple soft WF Ansatz (i.e. without specific large-$`𝐤`$, or short distance, enhancement) with parameters adjusted to match the vector meson $`Ve^+e^{}`$ decay width. ## 2 Production of ground states We calculated the production rates of ground ( $`1S`$) state vector mesons $`\rho ^0,J/\psi ,\mathrm{{\rm Y}}(1S)`$ and compared predictions with the experimental data. We observed good agreement in a broad $`Q^2`$ range and confirmed the scanning phenomenon (the cross sections of different vector mesons, corrected by the flavor factor, are almost the same when expressed in terms of the scaling variable $`Q^2+m_V^2`$). We also observed that the predicted energy dependence and $`\|t\|`$-dependence are the same as inferred from the experiment (this is best illustrated by plotting the effective intercepts and effective slopes as functions of the same scaling variable). We also compared cross sections $`\sigma _L`$ and $`\sigma _T`$ in the $`\rho ^0`$ meson case with experiment. We found good description of $`\sigma _L`$ but observed a strong systematic departure of our predictions for $`\sigma _T`$ from experimental data in the high-$`Q^2`$ region: our curves go substantially lower than the data. The disagreement between predicted $`\sigma _L/\sigma _T`$ ratio and the data is, of course, the consequence of this $`\sigma _T`$ puzzle. Since the gluon density is under control, such a deviation can only be attributed to the WF Ansatz. In other words, it seems that the soft WF does not exhaust the whole physics at short distances. Another possible solution will be given later. Since in our approach we took into account all helicity amplitudes, both $`s`$-channel helicity conserving and violating ones, we have predictions for the whole set of density matrix elements. We observed that our predictions for $`\rho `$ and $`\omega `$ mesons are in agreement with experiment. ## 3 Production of excited states We calculated the cross section of $`2S`$ and $`D`$ wave vector meson production in the case of $`\rho `$-system and charmonium as functions of $`Q^2`$. These cross sections were found suppressed in comparison with $`1S`$ states, the magnitude of suppression following remarkably different $`Q^2`$ behavior for $`2S`$ and $`D`$ wave states. This difference is due to distinct mechanisms of suppression: in the case of $`2S`$ state this is the well-known node effect, while for $`D`$ wave state it comes from vanishing radial WF at origin. For illustrative purposes we also calculated ratios $`\sigma _L/\sigma _T`$ and density matrices for production of $`2S`$ and $`D`$ wave states in the $`\rho `$ system. The prominent features of $`\sigma _L/\sigma _T`$ (Fig.1) (non-monotonous $`Q^2`$ behavior for $`2S`$ state and strong, about one order of magnitude, suppression for $`D`$ wave state) should serve as very clear experimental indicators in extracting excited vector meson signal. Also, many of density matrix elements, especially helicity violating ones, are very distinct in the case of $`1S/2S/D`$ wave states. ## 4 $`S/D`$ wave mixing It is known that tensor forces, which naturally appear in quark potential models, lead to $`S/D`$ wave mixing of $`q\overline{q}`$ states. This mixing can be quite strong, which is indicated by the $`e^+e^{}`$ decay width of $`D`$-wave candidate in the charmonium spectrum $`\psi (3770)`$. As an example of effects that $`S/D`$ mixing can lead to we calculated ratio $`\sigma _L/\sigma _T`$ for $`\rho `$ meson in the presence of mixing. We saw that the above mentioned $`\sigma _L/\sigma _T`$ puzzle can be, in principle, eliminated at the expense of strong $`S/D`$ wave mixing. Further work is necessary to find out if this is the case. ## References
warning/0006/hep-ph0006167.html	ar5iv	text	# PROPOSAL FOR A VERY FORWARD PROTON SPECTROMETER IN H1 AFTER 2000 ## 1 Physics goal In recent years, due to the results obtained by the ZEUS and H1 experiments at HERA, considerable progress has been achieved in the partonic interpretations of diffractive processes, see e.g. $`^\mathrm{?}`$. However, the small cross sections involved and the difficulty in selecting clean diffractive event samples have left many basic QCD predictions untested. Therefore further progress in this field will rely on collecting large statistics in various inclusive, semi-inclusive and exclusive diffractive channels, in particular those in which a hard scale is present. Most of diffractive studies performed up to now at HERA have been based on the characteristic presence of a rapidity gap in the diffractive final state. However the only precise and unambiguous way of studying diffraction is by tagging the diffracted proton and measuring its four momentum by means of a proton spectrometer. Such devices have been used by the H1 and ZEUS Collaborations and have delivered interesting results, but their acceptances are small, with the result that the collected statistics are limited and large systematic errors affect the measurements. To fully profit from the HERA luminosity upgrade in the study of diffraction after the year 2000, a proton spectrometer which identifies and measures the momentum of the diffracted proton with a very good acceptance is thus essential. The installation of a new proton spectrometer is proposed<sup>a</sup><sup>a</sup>aAntwerp (UIA), Birmingham, Brussels (ULB-VUB), Hamburg II and Lund groups from the H1 Collaboration at 220 m downstream of the H1 main detector. In the proposed location, the strong horizontal beam bend, as shown in Fig. 1, allows scattered protons to be measured down to the lowest $`\|t\|`$ values<sup>b</sup><sup>b</sup>b$`t`$ beeing the four-momentum transfer squared at the proton vertex: $`\|t_{min}\|<\|t\|<\mathrm{\hspace{0.17em}\hspace{0.17em}0.5}`$ GeV<sup>2</sup>. The anticipated acceptance, shown in Fig. 2a) and b) as a function of $`x_{IP}`$, is above 80 % for $`5.10^3<x_{IP}<3.10^2`$. With the measurement of two impact point positions, the variables $`x_{IP}`$, $`t`$ and the azimuthal angle of the scattered proton can be determined. The resolution in $`t`$, shown in Fig. 2c), permits a measurement of 4-5 bins in $`t`$ $`^\mathrm{?}`$. The installation of the high acceptance proton spectrometer will thus provide remarkable improvements in the study of diffraction: genuine elastic events not contaminated by proton dissociation can be selected with high acceptance, in particular, for high transverse momentum jets and charm analysis. On top of that, measurements of basic importance can be performed: determination of the longitudinal cross section using the measurement of the azimuthal angle of the scattered proton and measurement of the fully differential $`F_2^{D(4)}`$structure function, including its $`t`$-dependence down to the lowest $`t`$ values. ## 2 Roman Pot detectors The proton spectrometer (PS) is a set of two “Roman pots”. Each pot consists of an insert into the beam pipe, allowing two tracking detectors equipped with scintillating fibres to be moved very close to the proton beam. The Roman pots will be installed in the “cold” part of the HERA proton ring, which is equipped with superconducting magnets. However, in order to access the beam pipe with Roman pot detectors, the proton beam line has to be at room temperature. This implies that the beam pipe has to be separated in this area from the cold elements of the drift tube, and a bypass has to be installed to transport horizontally the helium lines to the next cold section $`^\mathrm{?}`$. Many aspects of the design of the Roman pots, including the stainless plunger vessel and the scintillating fibre detectors, are adaptations of the existing proton spectrometer, FPS $`^\mathrm{?}`$, installed and operational in H1 since 1994. Both detectors of each Roman pot consists of two planes of scintillating fibres perpendicular to the beam line direction and oriented at $`\pm 45^0`$ from the horizontal direction. Each detector thus provides the reconstruction of the position of one impact point of the scattered proton trajectory with a precision of about 100 $`\mu `$m, leading (after inclusion of the beam spread effect) to the resolution shown above. The installation should take place during 2001-2002, so that data taking with the new proton spectrometer will start in 2003. ## References
warning/0006/hep-ph0006071.html	ar5iv	text	# Inhomogeneous nucleation in quark-hadron phase transition ## I Introduction The hadronization of Quark Gluon Plasma (QGP) possibly produced in the early universe or expected to be formed in relativistic heavy-ion collisions has been the focus of much attention during the past few years. However, the mechanism of hadronization (QCD phase transition) remains an open question. The prediction of lattice QCD on the order of the transition is still unclear, if physical masses for quarks are used . Quenched QCD (no dynamical quarks) shows a first-order phase transition, albeit a weak one, with small surface tension and latent heat . Assuming the transition to be first-order, homogeneous nucleation theory has been invoked extensively to study the dynamics of the quark hadron phase transition both in the context of early universe as well as for the plasma produced during relativistic heavy-ion collisions . In this picture, the transition is initiated by the nucleation of critical-size hadron bubbles from a supercooled metastable QGP phase. These hadron bubbles can grow against surface tension, converting the QGP phase into the hadron phase as the temperature drops below the critical temperature, $`T_C`$. This is indeed the case for a sufficiently strong first order transition, where the assumption of a homogeneous background of QGP is justified at the time when the nucleation begins. However, for a weak enough transition, the QGP phase may not remain in a pure homogeneous state even at $`T=T_C`$, due to pre-transitional phenomena. For temperatures much above $`T_C`$, matter is in a pure QGP phase with the effective potential exhibiting one minimum at $`\varphi `$=0. Here $`\varphi `$ is an effective scalar order parameter generally used to model the effective potential describing the dynamics of a phase transition. As the plasma expands and cools to some temperature $`T_1`$, an inflection point is developed away from the origin which on further cooling separates into a maximum at $`\varphi `$=$`\varphi _m`$ and a local minimum at $`\varphi =\varphi _h`$, corresponding to the hadron phase. At $`T=T_C`$, the potential is degenerate with a barrier separating the two phases. “Pre-transitional phenomena” refers to nonperturbative dynamical effects above $`T_C`$ in the range $`T_CTT_1`$. Such phenomena are known to occur in several areas of condensed matter physics, as in the case of isotropic to nematic phase transition in liquid crystals, and are also expected in the cosmological electroweak phase transition leading to large phase mixing at $`T=T_C`$. In such cases, the phase transition may proceed either through percolation or, if the phase mixing is below the percolation threshold, by the nucleation of critical bubbles in the background of isolated hadronic domains, which grow as $`T`$ drops below $`T_C`$. In either case, the kinetics is quite different from what is expected on the basis of homogeneous nucleation . We will argue that, for a wide range of physical parameters, a large amount of thermal phase mixing at $`T=T_C`$ is expected to occur during the quark-hadron phase transition in the early universe, as well for the plasma produced in heavy-ion collisions . For high enough temperatures and low enough cooling, large-amplitude thermal fluctuations will populate the new minimum at $`\varphi =\varphi _h`$ in the range $`T_CTT_1`$. Although these fluctuations which are in the form of subcritical hadron bubbles will shrink and finally disappear, there will always be some non-zero number density of hadron bubbles at a given temperature $`T`$. In this work, we study the equilibrium density distribution of subcritical hadron bubbles for a wide spectrum of very weak to very strong first order QCD phase transition, using the formalism developed in Refs. . It is found that the density of subcritical hadron bubbles builds up faster as the transition becomes weaker, leading, in some cases, to complete phase mixing at $`T=T_C`$. Further, using reasonable values for the surface tension and correlation length as obtained from lattice QCD calculations, we find that (although large) the amount of phase mixing remains below the percolation threshold. Therefore, the quark-hadron phase transition will begin with the nucleation of critical-size hadron bubbles from a supercooled and inhomogeneous background of quark-gluon plasma. Since the background contains subcritical hadron bubbles, the homogeneous theory of nucleation needs to be modified. In Ref. , an approximate method was suggested to incorporate this inhomogeneity by modelling subcritical bubbles as Gaussian fluctuations, resulting in a large reduction in the nucleation barrier. Here, we will study inhomogeneous nucleation in the framework of homogeneous theory, but with a reduced nucleation barrier that accounts for the inhomogeneity of the medium. Finally, we also briefly discuss possible implications of inhomogeneous nucleation to relativistic heavy-ion collisions and cosmology. The paper is organized as follows. In the next section, we begin with the discussion of a quartic double-well potential used to describe the dynamics of a first-order quark-hadron phase transition. The parameters of the potential are obtained in terms of relevant physical quantities such as critical temperature, surface tension and correlation length. In section III, we estimate the equilibrium fraction of subcritical hadron bubbles from very weak to strong first-order phase transitions. We also estimate the reduction in the nucleation barrier by incorporating the presence of subcritical bubbles in the medium. Using this reduced barrier, we study nucleation and supercooling in section IV. Finally, we present our conclusions in section V. ## II Parameterization of the effective potential We consider a general form of the potential (or equivalently, the homogeneous part of the Helmholtz free energy density) to study the quark-hadron phase transition in terms of a real scalar order parameter $`\varphi `$ given by $`V(\varphi ,T)`$ $`=`$ $`a(T)\varphi ^2bT\varphi ^3+c\varphi ^4,`$ (1) where $`b`$ and $`c`$ are positive constants. Ignatius et. al. use this parameterization to describe the phase transition from a QGP (symmetric phase) to a hadron phase (broken symmetry). The meaning of $`\varphi `$ is obvious for a symmetry-breaking transition, but the same description can be used if no symmetry is involved. The order parameter could then be related to energy or entropy density. The parameters $`a`$, $`b`$ and $`c`$ are determined in terms of surface tension $`(\sigma )`$, correlation length $`(\xi )`$ and critical temperature $`(T_C)`$. The potential has two minima, one at $`\varphi _q=0`$ and the other at $`\varphi _h=(3bT+\sqrt{9b^2T^232ac})/8c`$, which in our case will represent quark and hadron phases respectively. These phases are separated by a maximum defined by $`\varphi _m=(3bT\sqrt{9b^2T^232ac})/8c`$. At $`T=T_C`$, $`V(\varphi _q,T_C)=V(\varphi _h,T_C)=0,`$ (2) having the required degeneracy. The above condition yields, $`a(T_C)=b^2T_C^2/4c,\varphi _h(T_C)=bT_C/2c\mathrm{and}\varphi _m(T_C)=bT_C/4c.`$ (3) Using these relations, the barrier height at $`T_C`$ can be written as $`V_b=b^4T_C^4/256c^3.`$ (4) Therefore, if the parameter $`c`$ is kept fixed, $`b`$ can be varied to characterize a wide spectrum of very weak to very strong first-order phase transitions. The transition is strong enough for large $`V_b`$ and very weak or close to second order as $`V_b0`$. In the following, we relate the parameters $`b`$ and $`c`$ to the surface tension and the correlation length in the quark phase. The surface tension can be defined as the one dimensional action given by, $`\sigma ={\displaystyle 𝑑x\left[\frac{1}{2}\left(\frac{\varphi }{x}\right)^2+V(\varphi )\right]}.`$ (5) Under the thin-wall limit, $`\mathrm{\Delta }=\|V(0)V(\varphi _h)\|0`$, the surface tension can be expressed as $`\sigma `$ $`=`$ $`{\displaystyle _0^{\varphi _h}}𝑑\varphi \sqrt{2V(\varphi )},`$ (6) $`=`$ $`{\displaystyle \frac{\sqrt{2}}{48}}{\displaystyle \frac{b^3T_C^3}{c^{5/2}}}.`$ (7) Similarly, the correlation length around the quark phase is obtained using $`\xi _q=1/\sqrt{V^{\prime \prime }(\varphi )}\|_{\varphi =0}`$ $`=1/\sqrt{2a(T)}`$. At the critical temperature, using Eq. (3), we get $`\xi _q(T_C)={\displaystyle \frac{\sqrt{2c}}{bT_C}}.`$ (8) From Eqs. (6) and (8) we get $`c={\displaystyle \frac{1}{12\xi _q^3\sigma }},b^2={\displaystyle \frac{1}{6\xi _q^5\sigma T_C^2}},`$ (9) in terms of the values of $`\sigma `$ and $`\xi _q`$ at $`T_C`$. The barrier height $`V_b`$ can now be written as $`V_b={\displaystyle \frac{3}{16}}{\displaystyle \frac{\sigma }{\xi _q(T_C)}}.`$ (10) Thus, the barrier height is proportional to the ratio $`\sigma /\xi _q`$. The transition becomes very weak as $`\sigma `$ decreases and $`\xi _q`$ increases. Here, we fix $`\xi _q=0.5`$ fm at $`T=T_C`$ and vary $`\sigma `$ to investigate phase transitions with different strengths. The temperature dependence of $`a`$ is deduced by equating the depth of the second minimum with the the pressure difference $`\mathrm{\Delta }P`$ between the two phases at all temperatures. This yields an equation $`\mathrm{\Delta }P`$ $`=`$ $`p_hp_q`$ (11) $`=`$ $`V(0)V(\varphi _h)`$ (12) $`=`$ $`\left(a(T)bT\varphi _h+c\varphi _h^2\right)\varphi _h^2`$ (13) which is solved to get the parameter $`a(T)`$, giving the temperature dependence of $`\xi _q`$. The surface tension will also have small temperature dependence which we ignore, as we are not going too far from the critical temperature. Thus, we have parameterized the free-energy density in terms of the surface tension, correlation length, critical temperature and equation of state, which can be obtained from lattice QCD calculations. The bag equation of state which is a good depiction of the lattice results is used to calculate the quark/hadron pressure $`p_{q/h}`$ as follows $`p_q=a_qT^4B,p_h=a_hT^4,`$ (14) where $`B=(a_qa_h)T_C^4`$ is the bag constant. The quark phase is assumed to consist of a massless gas of $`u`$ and $`d`$ quarks and gluons, while the hadron phase contains massless pions. Thus, the coefficients $`a_q`$ and $`a_h`$ are given by $`a_q=37\pi ^2/90`$ and $`a_h=3\pi ^2/90`$. The critical temperature is taken as $`T_C=160`$ MeV. Fig. 1 shows the plot of $`V(\varphi )`$ as a function of $`\varphi `$ at three different temperatures for a typical value of $`\sigma `$ = 30 MeV/fm<sup>2</sup> and $`\xi _q(T_C)=0.5`$ fm. At $`T=T_C`$, the potential is degenerate with a large barrier that separates the two phases. Below $`T_C`$, the phase $`\varphi =\varphi _h`$ has lower free-energy density, and the QGP phase becomes metastable. Above $`T_C`$, the potential has a metastable minima at $`\varphi =\varphi _h`$ (hadron phase) as long as $`T`$ remains below $`T_1`$. The temperature $`T_1`$ \[at which $`\varphi _h=\varphi _m`$ and $`9b^2T_1^2=32a(T_1)c`$\] can be obtained analytically by solving Eq. (11) as, $`T_1=\left[{\displaystyle \frac{B}{B\frac{27}{16}V_b}}\right]^{1/4}T_C.`$ (15) It may be mentioned here that the dynamics of the phase transition has also been studied in Ref. using a different form of the potential which has been parameterized as a fourth order polynomial in the energy density . This form is unsuitable over a wide range of temperatures due to the persistence of metastability at much above and below $`T_C`$. ## III Model for large-amplitude fluctuations We closely follow the work of Refs. to estimate the equilibrium density distribution of subcritical hadron bubbles by modeling them as Gaussian fluctuations with amplitude $`\varphi _A`$ and radius $`R`$ $`\varphi _{qh}(r)=\varphi _Ae^{r^2/R^2}\mathrm{and}\varphi _{hq}(r)=\varphi _A\left(1e^{r^2/R^2}\right).`$ (16) The amplitude $`\varphi _A`$ is the value of the field at the bubble’s core away from the quark phase. For smooth interpolation between the two phases in the system, $`\varphi _A\varphi _m`$. The free energy of a given configuration can then be found by using the general formula , $`F={\displaystyle d^3r\left[\frac{1}{2}(\varphi (r))^2+V\left(\varphi (r)\right)\right]}.`$ (17) Using Eq. (16) and Eq. (1) in Eq. (17) we get $`F_{qh}F_h=\alpha _hR+\beta _hR^3\mathrm{and}F_{hq}F_q=\alpha _qR+\beta _qR^3,`$ (18) where $`\alpha _h`$, $`\beta _h`$, $`\alpha _q`$ and $`\beta _q`$ are given by $`\alpha _h=\alpha _q={\displaystyle \frac{3\sqrt{2}}{8}}\pi ^{3/2}\varphi _A^2,\beta _h=\left[{\displaystyle \frac{\sqrt{2}a}{4}}{\displaystyle \frac{\sqrt{3}bT}{9}}\varphi _A+{\displaystyle \frac{c}{8}}\varphi _A^2\right]\pi ^{3/2}\varphi _A^2`$ (19) and $`\beta _q`$ $`=`$ $`\left({\displaystyle \frac{\sqrt{2}}{4}}2\right)a\pi ^{3/2}\varphi _A^2\left({\displaystyle \frac{\sqrt{3}}{9}}3+{\displaystyle \frac{3\sqrt{2}}{4}}\right)bT\pi ^{3/2}\varphi _A^3`$ (20) $`+`$ $`\left({\displaystyle \frac{1}{8}}+{\displaystyle \frac{3\sqrt{2}}{2}}{\displaystyle \frac{4\sqrt{3}}{9}}4\right)c\pi ^{3/2}\varphi _A^4.`$ (21) It may be mentioned here that $`\alpha _h(=\alpha _q)`$ is positive and is much greater than $`\beta _{h(q)}`$. Therefore, the free energy grows linearly for small values of $`R`$. Further, hadron bubbles of all configurations will be subcritical as long as $`\beta _{h(q)}`$ is positive. At $`T=T_C`$, both $`\beta _h`$ and $`\beta _q`$ are positive for all amplitudes. However, below $`T_C`$, $`\beta _h`$ may become negative for some values of $`\varphi _A`$. For such configurations, the free energy has a maximum at $`R_m=\sqrt{\alpha _h/3\beta _h}`$ and these bubbles are not strictly subcritical. The same is true for $`\beta _q`$ above $`T_C`$. We thus restrict the amplitudes $`\varphi _A`$ to the range where $`\beta _{h(q)}`$ is positive. If not exactly the same, the limits of integration $`\varphi _{min}`$ and $`\varphi _{max}`$ for $`\varphi _A`$ are found to be quite close to $`\varphi _m`$ and $`\varphi _h`$ respectively. ### A Equilibrium fraction of subcritical bubbles There will be fluctuations from quark to hadron phase and back. To obtain the number density $`n_A`$ of subcritical bubbles, we define the distribution function $`f^2n_A/R\varphi _A`$ where $`f(R,\varphi _A,t)dRd\varphi _A`$ is the number density of bubbles with radius between $`R`$ and $`R+dR`$ and amplitude between $`\varphi _A`$ and $`\varphi _A+d\varphi _A`$ at time $`t`$. It satisfies the Boltzmann equation $`{\displaystyle \frac{f(R,\varphi _A,t)}{t}}=\|v\|{\displaystyle \frac{f}{R}}+(1\gamma )G_h\gamma G_q.`$ (22) The first term on the RHS is the shrinking term. Here, $`\|v\|`$ is the shrinking velocity, which we assume to be given by the velocity of sound ($`=1/\sqrt{3}`$) in a massless gas. The second term is the nucleation term where $`G`$ is the Gibbs distribution function defined as $`\mathrm{\Gamma }=𝑑R𝑑\varphi G`$. Here $`\mathrm{\Gamma }_h`$ is the nucleation rate per unit volume of subcritical bubbles from the quark phase to the hadron phase. Similarly $`\mathrm{\Gamma }_q`$ is the corresponding rate from the hadron phase to the quark phase. The factor $`\gamma `$ is defined as the fraction of volume in the hadron phase and is obtained by summing over subcritical bubbles of all amplitudes and radii within this phase. The Gibbs distribution function is defined as $`G_{h/q}=AT^4e^{F_{h/q}(R,\varphi _A)/T},`$ (23) where $`A`$ is of $`𝒪1`$ . If the equilibration time scale is smaller than the expansion time scale of the system, we can obtain the equilibrium number density of subcritical bubbles by solving Eq. (22) with $`f/t=0`$. Since the early universe expands at a much slower rate , the above assumption is quite reasonable in the context of the cosmological QCD phase transition. However, QGP produced during heavy ion collision may expand at a faster rate as compared to the early universe. In this case, it is possible that the density distribution of the subcritical bubbles will not attain full equilibrium. For simplicity, we will assume an equilibrium situation so that the present results on the fraction of subcritical bubbles and phase mixing can be considered as an upper limit. Using the boundary condition $`f(R\mathrm{})=0`$, we get the equilibrium distribution given by $`f(R,\varphi _A,T)=(1\gamma )W_S(R,\varphi _A,T)\gamma W_T(R,\varphi _A,T),`$ (24) where $`W_S(R,\varphi _A,T)`$ $`=`$ $`(A/\|v\|)T^4{\displaystyle _R^{\mathrm{}}}e^{(\alpha _hR^{}+\beta _hR^3)/T}𝑑R^{},`$ (25) $`W_T(R,\varphi _A,T)`$ $`=`$ $`(A/\|v\|)T^4{\displaystyle _R^{\mathrm{}}}e^{(\alpha _qR^{}+\beta _qR^3)/T}𝑑R^{}.`$ (26) The equilibrium fraction $`\gamma `$ of volume occupied by subcritical bubbles is given by, $`\gamma (\varphi _{min},\varphi _{max},R_{\mathrm{min}},R_{\mathrm{max}})`$ $`=`$ $`{\displaystyle _{\varphi _{min}}^{\varphi _{max}}}{\displaystyle _{R_{min}}^{R_{\mathrm{max}}}}{\displaystyle \frac{4\pi }{3}}R^3f(R,\varphi _A,T)𝑑R𝑑\varphi _A,`$ (27) which is solved to get $$\gamma =\frac{I_S}{1+I_S+I_T},$$ (28) where $$I_{S(T)}=_{\varphi _{min}}^{\varphi _{max}}_{R_{\mathrm{min}}}^{R_{\mathrm{max}}}\frac{4\pi }{3}R^3W_{S(T)}(R,\varphi _A,T)𝑑R𝑑\varphi _A.$$ (29) Here, $`\varphi _{min}`$ and $`\varphi _{max}`$ define the range within which both $`\beta _h`$ and $`\beta _q`$ are positive. $`R_{min}`$ is the smallest radius of the subcritical bubbles taken as $`\xi _q`$, the correlation length of the fluctuations. The $`R`$ integration should be carried out over all bubbles with radii from $`R_{min}=\xi _q`$ to $`R_{max}=\mathrm{}`$. For very weak transitions, both $`\alpha `$ and $`\beta `$ are very small and the $`R`$ integration may not have good convergence. However, we found that the $`\gamma `$ value is maximized when $`R_{max}`$ is about 3 to 4 fm. Therefore, we use $`R_{max}`$=3.5 fm. This is a reasonable choice as bubbles with $`R\xi _q`$ will be statistically dominant and larger fluctuations have larger free energy and are exponentially suppressed. Fig. 2 shows the plot of the subcritical hadron fraction $`\gamma `$ as a function of $`\sigma `$ at $`T=T_C`$ and at a fixed value of $`\xi _q(T_C)=0.5`$ fm. The fraction $`\gamma `$ has been estimated (dashed curve) assuming that, for a degenerate potential, $`G_hG_q`$, as in Ref. . This assumption is valid only for the configuration for which $`\varphi _A=\varphi _h`$. However, when we include other configurations in the range $`\varphi _{min}`$ to $`\varphi _{max}`$, the integral $`I_T`$ turns out to be always higher than $`I_S`$ at $`T_C`$. Therefore, $`\gamma `$ obtained using $`G_hG_q`$ is always lower than when the approximation $`G_h=G_q`$ is used. In both cases, the value of $`\gamma `$ increases with decreasing $`\sigma `$ i.e. when the transition becomes weak. It may be mentioned here that as per lattice QCD calculations without dynamical quarks , $`\sigma `$ lies between 2 MeV/fm<sup>2</sup> and 10 MeV/fm<sup>2</sup>. There would be $`15\%`$ to $`30\%`$ phase mixing corresponding to these $`\sigma `$ values, which is still below the percolation threshold ($`\gamma 0.3`$). If $`\gamma >0.3`$, the two phases will mix completely, the mean-field approximation for the potential breaks down, and the phase transition may proceed through percolation . However, for a surface tension in the range 2 MeV/fm$`{}_{}{}^{2}\sigma `$ 10 MeV/fm<sup>2</sup>, the phase transition will proceed through the formation of critical-size hadron bubbles from a supercooled metastable QGP phase. Since the QGP phase is no longer homogeneous, the dynamics of the phase transition will be quite different from what is expected on the basis of homogeneous nucleation theory . We refer to it as “inhomogeneous nucleation.” We would also like to mention here that the present results are in disagreement with the findings of Ref. , where a large fraction of subcritical hadron phase was found at and above $`T_C`$. This scenario is highly unrealistic and probably could be due to the choice of the potential parameterization, which shows a metastable hadron phase much above $`T_C`$. Therefore, the authors of Ref. found a finite fraction of hadron phase at temperatures as high as twice $`T_C`$. Furthermore, the value of $`\gamma `$ strongly depends on how the shrinking term is incorporated in the calculation. In our case, it is proportional to the gradient $`(f/R)`$ that appears in the kinetic equation (22) in a natural way, whereas in Ref. , a specific assumption is made to take into account the shrinking of the hadronic volume. ### B The total free energy of subcritical bubbles and the nucleation barrier The nucleation rate in the standard theory which neglects phase mixing, is given by $`IAT^4e^{F_\mathrm{C}/T}.`$ (30) Here $`F_\mathrm{C}`$ is free energy needed to form a critical bubble in the homogeneous metastable background. For an arbitrary thin-wall spherical bubble of radius $`R`$ and amplitude ϕthin< ϕhsubscriptitalic-ϕthin< subscriptitalic-ϕ\phi_{\rm thin}{\ \lower-1.2pt\vbox{\hbox{\hbox to0.0pt{$<$\hss}\lower 5.0pt\vbox{\hbox{$\sim$}}}}\ }\phi_{h}, the free energy of the bubble takes the well-known form $`F_{\mathrm{thin}}(R)`$ $`=`$ $`{\displaystyle \frac{4\pi }{3}}R^3\mathrm{\Delta }V+4\pi R^2\sigma .`$ (31) In the above, $`\mathrm{\Delta }V`$ is defined as the difference in free-energy density between the background medium and the bubble’s interior. For a homogeneous background (metastable), we can write, $`\mathrm{\Delta }V\mathrm{\Delta }V_0=V(0)V(\varphi _h).`$ (32) If there is significant phase mixing in the background metastable state, its free energy is no longer $`V(0)`$. One must also account for the free energy density of the nonperturbative large amplitude fluctuations. Following Ref. , we write the free energy density of the metastable state as $`V(0)+_{\mathrm{sc}}`$, where $`_{\mathrm{sc}}`$ is the extra free energy density which can be estimated from the density distribution of subcritical bubbles as follows: $`_{\mathrm{sc}}`$ $``$ $`{\displaystyle _{\varphi _{min}}^{\varphi _{max}}}{\displaystyle _{R_{\mathrm{min}}}^{R_{\mathrm{max}}}}F_h(R,\varphi _A,T)f(R,\varphi _A,T)𝑑R𝑑\varphi _A,`$ (33) $`=`$ $`(1\gamma ){\displaystyle _{\varphi _{min}}^{\varphi _{max}}}{\displaystyle _{R_{\mathrm{min}}}^{R_{\mathrm{max}}}}F_hW_S𝑑R𝑑\varphi _A\gamma {\displaystyle _{\varphi _{min}}^{\varphi _{max}}}{\displaystyle _{R_{\mathrm{min}}}^{R_{\mathrm{max}}}}F_hW_T𝑑R𝑑\varphi _A.`$ (34) Once we know the hadronic fraction $`\gamma `$ and the free energy $`F_h`$ for a bubble of a given radius $`R`$ and amplitude $`\varphi _A`$, we can estimate the free-energy density correction due to the presence of Gaussian subcritical bubbles. Since, for a critical size bubble, $`F/R\|_{R_C}=0`$, we can use Eq. (31) to obtain the free energy needed to form a thin-wall critical bubble in a background of subcritical bubbles, $`F_C={\displaystyle \frac{4\pi }{3}}\sigma R_C^2,R_C={\displaystyle \frac{2\sigma }{\mathrm{\Delta }V_0+_{\mathrm{sc}}}}.`$ (35) For a very strong first-order phase transition, the subcritical bubbles are suppressed $`(_{\mathrm{sc}}0)`$, and both $`F_C`$ and $`R_C`$ approach the homogeneous background expression. However, in the presence of subcritical bubbles, extra free energy becomes available in the medium, reducing the nucleation barrier. In other words, the extra background energy enhances the nucleation of critical bubbles. To illustrate this, we have plotted $`F_C/T`$ and $`\gamma `$ as a function of $`T/T_C`$ in Figs. 3 to 5 with $`\sigma `$ values of 50 MeV/fm<sup>2</sup>, 30 MeV/fm<sup>2</sup> and 10 MeV/fm<sup>2</sup>, respectively, which are widely used in the literature. As evident, with decreasing temperature, the nucleation barrier decreases and the subcritical hadron fraction $`\gamma `$ increases. The reduction in barrier height due to $`_{\mathrm{sc}}`$ (or due to $`\gamma `$ ) is more significant for lower values of $`\sigma `$, corresponding to a weaker transition. Since the height of the nucletaion barrier decreases, the nucleation rate will also be enhanced, reducing the amount of supercooling further. The time evolution of the temperature and the supercooling are discussed in the next section. ## IV Nucleation and Supercooling As mentioned before, the background metastable state is inhomogeneous due to subcritical hadron bubbles. It is now possible to study the kinetics of the nucleation of critical hadron bubbles using the corrected nucleation rate, as obtained in the previous section. In the present work, the prefactor in the nucleation rate is taken as $`AT^4`$ \[see Eq. (30)\]. In our previous work, , we have used a prefactor derived by Csernai and Kapusta for a dissipative QGP. In Ref. , Ruggeri and Friedman had derived a prefactor for a non-dissipative QGP. Recently, using a more general formalism, we have also derived a prefactor which has both dissipative and non-dissipative components corresponding to Ref. and Ref. , respectively. However, for consistency with the subcritical formalism, we use a more generic form $`I_0=AT^4`$, with $`A`$ a constant of order unity, as used in many studies of quark-hadron phase transition (see, for example, Refs. ). The question of how to estimate the prefactor appearing in the nucleation rate of subcritical bubbles remais open. Using the nucleation rate $`I(T)`$, the fraction $`h`$ of space which has been converted to hadron phase due to nucleation of critical bubbles and their growth can be calculated. If the system cools to $`T_C`$ at a proper time $`\tau _c`$, then at some later time $`\tau `$ the fraction $`h`$ is given by , $`h(\tau )={\displaystyle _{\tau _c}^\tau }𝑑\tau ^{}I\left(T(\tau ^{})\right)\left[1h(\tau ^{})\right]V(\tau ^{},\tau ).`$ (36) Here, $`V(\tau ^{},\tau )`$ is the volume of a critical bubble at time $`\tau `$ which was nucleated at an earlier time $`\tau ^{}`$; this takes into account the bubble growth. The factor $`\left[1h(\tau )\right]`$ accounts for the available space for new bubbles to nucleate. The model for bubble growth is simply taken as $`V(\tau ^{},\tau )={\displaystyle \frac{4\pi }{3}}\left(R_C(T(\tau ^{}))+{\displaystyle _\tau ^{}^\tau }𝑑\tau ^{\prime \prime }v(T(\tau ^{\prime \prime }))\right)^3,`$ (37) where $`v(T)=3[1T/T_c]^{3/2}`$ is the velocity of the bubble growth at temperature $`T`$ . The evolution of the energy density in 1+1 dimensions is given by $`{\displaystyle \frac{de}{d\tau }}+{\displaystyle \frac{\omega }{\tau }}=0.`$ (38) The energy density $`e`$, enthalpy density $`\omega `$ and the pressure $`p`$ in pure QGP and hadron phases are given by the bag model equation of state. In the transition region, the $`e`$ and $`\omega `$ at a time $`\tau `$ can be written in terms of the hadronic fraction as $`e(\tau )=e_q(T)+[e_h(T)e_q(T)]h(\tau ),`$ (39) $`\omega (\tau )=\omega _q(T)+[\omega _h(T)\omega _q(T)]h(\tau ).`$ (40) Equations (36), (38), and (39) are solved to get the temperature as a function of time in the mixed phase with the initial conditions for temperature $`T_0=250`$ MeV and proper time $`\tau _0=1`$ fm/c at $`T_C`$=160 MeV. After getting $`T`$ and $`h`$ as a function of time, the density of nucleating bubbles at a time $`\tau `$ can be obtained in our model as $`N(\tau )={\displaystyle _{\tau _c}^\tau }𝑑\tau ^{}I\left(T(\tau ^{})\right)\left[1h(\tau ^{})\right].`$ (41) The density $`N`$ would increase as the temperature drops below $`T_c`$ and would ultimately saturate as $`h`$ increases. Figure 6 shows the temperature variation as a function of proper time $`\tau `$ at $`\sigma =50`$ MeV/fm<sup>2</sup>. As the system cools below $`T_C`$, the nucleation barrier decreases and also $`\gamma `$ increases. If only homogeneous nucleation (dashed curve) is considered, the system will supercool up to 0.945 $`T_C`$. At this temperature, the hadronic fraction $`\gamma `$ has reached 10 % (See Fig. 3), which corrects the amount of supercooling (solid curve) by about $``$10 % (up to 0.95 $`T_C`$). Figure 7 shows a similar study at $`\sigma `$ = 30 MeV/fm<sup>2</sup>. Since the nucleation barrier reduces with decreasing $`\sigma `$, the system supercools only up to 0.98 $`T_C`$ under homogeneous nucleation. The hadronic fraction $`\gamma `$ corresponding to this value is $`1213`$ % (See Fig. 4) which reduces the amount of supercooling by about $`20\%`$ (up to 0.984 $`T_C`$). For $`\sigma `$ around 10 MeV/fm<sup>2</sup>, the supercooling will be reduced further (up to $`0.997T_C`$). Lattice QCD calculations predict a surface tension even smaller than 10 MeV/fm<sup>2</sup>, indicating a very weak first order transition. Although supercooling will be reduced further with decreasing $`\sigma `$, we do not use very small $`\sigma `$ due to increased numerical inaccuracy. Further, it may be mentioned here that, although the fraction $`\gamma `$ grows with decreasing $`\sigma `$, we never encountered $`\gamma `$ greater than 0.3: we remained within the sub-percolation regime throughout our analysis. Apart from $`\sigma `$, the amount of supercooling also depends on $`\tau _c`$, the time taken by the system to cool from $`T_0`$ to $`T_C`$. In QGP phase, the solution of Eq. (38) $`(T^3\tau `$ =constant) predicts $`\tau _c=\tau _0(T_0/T_C)^3`$. The choice of $`\tau _0`$ = 1fm, $`T_0`$=250 MeV and $`T_C`$=160 MeV results in $`\tau _c`$=3.8 fm/c. However, formation of QGP with higher initial temperature (as high as 3 to 4 times $`T_C`$ resulting in large $`\tau _c`$) can not be ruled out at RHIC and LHC energies . Therefore, we have also studied the effect of $`\tau _c`$ on supercooling, specifically, on the hadronization rate as well as on the density of nucleating bubbles. Figs. 8(a) and 8(b) show the plots of $`N(\tau )`$ and $`h(\tau )`$ as a function of $`\tau `$ for two typical values of $`\tau _c`$ (3.8 fm/c and 25 fm/c) corresponding to $`\sigma `$=10 MeV/$`fm^2`$ both with (solid curve) and without (dashed curve) inhomogeneity corrections. A general observation (both with and without correction) is that the amount of supercooling, the rates of hadronization and bubble nucleation are reduced when $`\tau _c`$ becomes larger. Although supercooling reduces with increasing $`\tau _c`$, the system will get reheated at an earlier temperature and also will encounter a larger nucleation barrier as compared to the case when $`\tau _c`$ is small. As a result, the rate of hadronization and also the rate of increase of density of the nucleating hadron bubbles will proceed at a slower rate when $`\tau _c`$ is large. However, the reverse happens when the inhomogeneity correction is applied. Even though the medium gets heated up earlier, the reduction in the barrier height is quite significant as $`T`$ approaches $`T_C`$. Another parameter that affects both $`N(\tau )`$ and $`h(\tau )`$ is the expansion rate of the medium, i.e., the rate of change of temperature between $`\tau _c`$ and $`\tau `$, which also depends on $`\tau _c`$. The overall effect is that both $`N(\tau )`$ and $`h(\tau )`$ rise faster as compared to their homogeneous counterparts (see Fig. 8 for $`\tau _c`$=25 fm/c), particularly when $`\tau _c`$ is very large. (Compare the left and right curves on Fig. 8.) The increase in rates of $`N(\tau )`$ and $`h(\tau )`$ is also larger for small $`\sigma `$ at large $`\tau _c`$. For weak enough transition, the presence of inhomogeneity may also affect several observables which can be detected experimentally. For example, the faster rate of hadronization at large $`\tau _c`$ as compared to its homogeneous counterpart will lower the amount of entropy production, which, in turn, will affect the final hadron multiplicity distributions. Although not studied here, the bubble size distribution will also be affected by the dynamics of nucleation . Since the nucleating bubble will act as a source of pion emission, the effect of inhomogeneity can also be inferred through interferometry measurements. In a cosmological context, the value of $`\tau _c`$ is much larger than what was quoted here. Since the presence of inhomogeneities weakens the transition, more critical bubbles will be nucleated per unit volume, decreasing the inter-bubble distance, $`(dN^{1/3})`$; the presence of subcritical bubbles can be thought as seeds for nucleation. As a consequence, the transition will produce smaller fluctuations in baryon number, protecting homogeneous nucleosynthesis. Although the present study is indicative enough of the reduction in the mean inter-bubble separation as compared to homogeneous nucleation, a quantitative estimate would require a more detailed analysis, including expansion. However, since the cosmological expansion rate is typically much slower than the subcritical bubble nucleation rate, we believe our results for the inter-bubble distance will carry on in this case as well. ## V Conclusions We have estimated the amount of phase mixing due to subcritical hadron bubbles from very weak to very strong first-order phase transitions. With a reasonable set of values for the surface tension and correlation length (as obtained from lattice QCD calculations), we found that phase mixing is small at $`T=T_C`$ , building up as the temperature drops further. We have shown that the system does not mix beyond the percolation threshold, allowing us to describe the dynamics of the phase transition on the basis of homogeneous nucleation theory with a reduced nucleation barrier. Accordingly, we have found an enhancement in the nucleation rate which further reduces the amount of supercooling. Although we have not included cosmological expansion in our analysis, we believe that our results indicate that the presence of an inhomogeneous background of subcritical bubbles will decrease the inter-bubble mean distance, and thus the fluctuations in baryon number which could damage homogeneous nucleosynthesis. We have assumed that the equilibration time-scale for subcritical fluctuations is much larger than the cooling time-scale of the system. This may be the case for a quark-hadron phase transition in the early universe, where the expansion rate is quite slow. In the case of QGP produced at RHIC and LHC, the cooling rate is much faster than cosmological time-scales, and the subcritical bubbles density distribution may not attain full equilibration. We are presently investigating this issue in more detail. However, the present results should provide an upper bound on the fraction of subcritical hadron bubbles and their effect on supercooling and nucleation rates. ###### Acknowledgements. MG is partially supported by a National Science Foundation Grant PHYS-9453431. Figure Captions Fig. 1 The effective potential as a function of order parameter $`\varphi `$ at, below and above $`T_c`$. Fig. 2 Subcritical hadronic fraction $`\gamma `$ as a function of surface tension $`\sigma `$. Fig. 3 The nucleation barrier $`F_C/T`$ for critical bubbles with (solid line) and without subcritical bubble correction (dashed curve) as function of temperature for $`\sigma =50`$ MeV/fm<sup>2</sup> is shown in upper panel. Corresponding subcritical hadron fraction $`\gamma `$ is shown in the lower panel. Fig. 4 Same as Fig. 3 but at $`\sigma =30`$ MeV/fm<sup>2</sup>. Fig. 5 Same as Fig. 3 but at $`\sigma =10`$ MeV/fm<sup>2</sup>. Fig. 6 The temperature variation as a function of proper time with (solid curve) and without subcritical bubble correction (dashed curve) for $`\sigma `$= 50 MeV/fm<sup>2</sup>. Fig. 7 Same as Fig. 6 but at $`\sigma `$= 30 MeV/fm<sup>2</sup>. Fig. 8 (a) Density of nucleating bubbbles as a function of proper time with (solid curve) and without subcritical bubble correction (dashed curve) for $`\sigma `$= 10 MeV/fm<sup>2</sup> (b) the hadronic fraction $`\gamma `$ as a function of $`\tau `$. The left curves are for $`\tau _C=3.8`$ fm/c and the right curves for $`\tau _C=25`$ fm/c.
warning/0006/quant-ph0006066.html	ar5iv	text	# 1 Introduction ## 1 Introduction It is experimentally well established, since Lashley and Pribram pioneering work, that many functional activities of the brain involve extended assembly of neurons. On this basis, Pribram has introduced concepts of Quantum Optics, such as holography, in brain modeling . Information is indeed observed to be spatially uniform ”in much the way that the information density is uniform in a hologram” . While the activity of the single neuron is experimentally observed in form of discrete and stochastic pulse trains and point processes, the “macroscopic” activity of large assembly of neurons appears to be spatially coherent and highly structured in phase and amplitude . The quantum model of brain proposed in 1967 by Ricciardi and Umezawa is firmly founded on such an experimental evidence. The model is in fact primarily aimed to the description of non-locality of brain functions, especially of memory storing and recalling. The mathematical formalism in which the model is formulated is the one of Quantum Field Theory (QFT) of many body systems. In one of his last papers Umezawa explains the motivation for using QFT: ”In any material in condensed matter physics any particular information is carried by certain ordered pattern maintained by certain long range correlation mediated by massless quanta. It looked to me that this is the only way to memorize some information; memory is a printed pattern of order supported by long range correlations…If I could know what kind of correlation, I would be able to write down the Hamiltonian, bringing the brain science to the level of condensed matter physics.” The main ingredient of the model is thus the mechanism of spontaneous breakdown of symmetry by which long range correlations (the Nambu-Goldstone (NG) boson modes) are dynamically generated in many body physics. In the model the ”dynamical variables” are identified with those of the electrical dipole vibrational field of the water molecules and of other biomolecules present in the brain structures, and with the ones of the associated NG modes, named the dipole wave quanta (dwq) . The model, further developed by Stuart, Takahashi and Umezawa (see also ), exhibits interesting features related with the rôle of microtubules in the brain activity and its extension to dissipative dynamics allows a huge memory capacity. The dissipative quantum model of brain has been investigated also in relation with the modeling of neural networks exhibiting long range correlations among the net units. One motivation for such a study is of course the great interest in neural network modeling, in computational neuroscience and in quantum computational strategies based on quantum evolution (quantum computation). In the present paper, we consider the parametric extension of the dissipative quantum model of brain. In previous works it has been considered the case of time independent frequencies associated to the dwq. A more general case is the one of time-dependent frequencies. The dwq may in fact undergo a number of fluctuating interactions and then their characteristic frequency may accordingly change in time. The aim of this paper is to show that dissipativity and frequency time-dependence lead to the dynamical organization of the memories in space (i.e. to their localization in more or less diffused regions of the brain) and in time (i.e. to their longer or shorter life-time). The results we obtain agree with physiological observations which show that the neural connectivity is observed to grow as the brain develops and relates to the external world (see e.g. ). In the non-parametric case the region involved in memory recording (and recalling) was extending to the full system. According to the results below presented, the non-locality of memory more realistically appears now in the dynamical formations of finite size correlated ”domains”. On the other hand, the finiteness of the size of these domains implies an effective non-zero mass for the dwq and this in turn implies the appearance of related time-scales for the dwq propagation inside the domain. The arising of these time-scales seems to match physiological observation of time lapses observed in gradual recruitment of neurons in the establishment of brain functions . Frequency time-dependence also introduces a fine structure in the decay behavior of memories, as we will see. A further result characteristic of our model is the one which shows that the psychological arrow of time points in the same direction in which point the thermodynamical arrow of time and the cosmological arrow of time (defined by the expanding Universe direction ). Finally, we remark that some criticisms recently advanced on the use of quantum formalism in brain modeling are quite easily turned down. Such criticisms are founded on the computation of the decoherence time of the neuron and of the microtubule. Such a decoherence time is found to be many order of magnitude shorter than typical dynamical times associated with neuron activity and kink-like microtubule excitations. The ”conclusion” that neurons and microtubules are classical objects is ”then” reached. As a matter of fact, Stuart, Takahashi and Umezawa have anticipated such a ”discovery” noticing , with a pleasant sense of humor, that ”it is difficult to consider neurons as quantum objects”. A careful reading of the literature thus shows that, since 1967 , the conclusion of ref. was taken to be a rather obvious fact by the authors of the papers where the quantum model of brain and its developments have been discussed. The ”quantum” variables entering the formalism are the dynamical variable mentioned above, not to be confused with neurons and other cells. The neurons are purposely not even considered to be ”the fundamental units of the brain” . In the following Section, where we briefly discuss some aspects of the dissipative quantum model, we will further consider some of the motivations to use QFT in brain modeling. The parametric extension, the formation of domains and finite life-time modes are discussed in Section 3 and 4. Section 5 is devoted to final comments and conclusions. ## 2 The dissipative quantum model of brain In the quantum model of brain memory recording is represented by the ordering induced in the ground state (”coding”) by means of the condensation of NG modes. These are dynamically generated through the breakdown of the rotational symmetry of the electrical dipoles of the water molecules and are called dipole wave quanta (dwq). The trigger of the symmetry breakdown is the external informational input. The recall mechanism is described as the excitation of dwq from the ground state under the action of an external imput similar to the one which produced the memory recording. The macroscopic behavior of the brain is thus derived from the microscopic dynamics of quantum fields. The ”code” classifying the recorded information is identified with the ”order parameter” which is the macroscopic variable defining the system (memory) state. The high stability of memory demands that the long range correlation modes (the dwq) must be in the lowest energy state (the ground state), which also guarantees that memory is easily created and readily excited in the recall process. The long range correlations must also be quite robust in order to survive against the state of continuous electrochemical excitation of the brain and the continual response to external stimulation. At the same time, however, such electrochemical activity must also, of course, be coupled to the correlation modes. It is indeed the electrochemical activity observed by neurophysiology that provides a first response to external stimuli. The brain is then modeled as a ”mixed” system involving two separate but interacting levels. The memory level is a quantum dynamical level, the electrochemical activity is at a classical level. The interaction between the two dynamical levels is possible because the memory state is a macroscopic quantum state due to the coherence of the correlation modes. In many-body physics there are many systems whose macroscopic properties must be described classically, but they can only be explained as arising from a quantum dynamics. The crystals, the superconductors, the superfluids, the ferromagnets, and in general all systems presenting observable ordered patterns are systems of this kind. Of course, any physical system is, in a trivial sense, a quantum system since any system is made by atoms which are quantum objects. But it is not in this trivial sense that the above mentioned systems are macroscopic quantum systems. The specific, not at all trivial way in which they appear to be ”macroscopic quantum systems” has to do with the dynamical origin of the macroscopic scale out of the microscopic quantum scale of the components. In other words, the macroscopic scale has to do not only with the large number of constituents assembled in the system (trivial summing up). This is a necessary, but not sufficient condition. The ”emergence” of the macroscopic scale has to do primarily with the appearance of long range correlations among the microscopic constituents. Due to such correlations the rate of quantum fluctuations is negligible and the system behaves as a classic one. It is well known that long range correlation modes, and their stable coherent condensation in the lowest energy state, cannot be understood without recourse to quantum dynamics. It is then in such a way that the ”classical” behavior of the memory state has to be understood. The density of the dwq condensed in the ground state represents the information code, namely the order parameter which is a macroscopic variable. The state appears therefore as a classically behaving macroscopic quantum state. The problem of the coupling between the quantum dynamical level and the electrochemical level is then reduced to the problem of the coupling between two macroscopic entities. Such a coupling is analogous, for example, to the coupling between classical acoustic waves and phonons in crystals. Acoustic waves are classical waves; phonons are quantum long range modes (the elastic wave quanta). Their coupling is very well known and of course experimentally observed . The interaction of the external stimulus with the brain is, in conclusion, mediated by the electrochemical response. This response sets the boundary conditions such that symmetry is broken firstly in limited regions (coherence domains). If enough energy comes into play, the coherence domain boundaries may be broken; the domains then merge into larger ordered regions with the establishment of long range correlation modes and consequent recording of the information. We also remark that the quantum model of brain is a QFT model, not a Quantum Mechanics (QM) model. QFT is dramatically different from QM. In fact the von Neumann theorem states that all the representations of the canonical commutation relations are unitary equivalent (and therefore physically equivalent) in systems with a finite number of degrees of freedom, and therefore in QM. On the contrary, in QFT the number of degrees of freedom is infinite, the von Neumann theorem thus does not hold and there exist infinitely many unitarily inequivalent representations of the canonical commutation relations. It is because of the existence of the infinitely many unitarily inequivalent representations that in QFT a system may be in different physical phases , spontaneous symmetry breakdown can occur and dynamically generated ordering sustained by long range correlations may exist in a stable state. Only in QFT it is possible to describe ”macroscopic quantum systems”. These phenomena do not occur in QM. It is also known that the source of the non-perturbative nature of many phenomena resides in the manifold of inequivalent representations of QFT. The decoherence mechanisms studied in QM have thus no relation with the coherence mechanism studied in QFT. This is the founding basis of the QFT formalism used in the quantum brain model. Therefore, one can have ordered (memory) states, which are at the same time degenerate ground states, and thus stable states for the system. This last fact would be in se a strong motivation to use QFT in brain modeling (as in fact it was for Umezawa, cf. Section 1). It can be also shown that the time scale associated with the coherent interaction in the QFT of electrical dipole fields for water molecules is of the order of $`10^{14}`$ $`sec`$, thus much shorter than times associated with short range interactions, and therefore these effects are well protected against thermal fluctuations. By taking into account the intrinsic dissipative character of the brain dynamics, namely that the brain is an open system continuously linked with (coupled to) the environment, the memory capacity can be shown to be enormously enlarged, thus solving one of the main problems left unsolved in the original formulation of the quantum brain model. To see this let us denote the dwq variables by $`A`$ and recall that the canonical formalism for dissipative systems requires the introduction of a “mirror” set of dynamical variables, say $`\stackrel{~}{A}`$. The number $`𝒩_A`$ of $`A`$-modes, condensed in the vacuum, constitutes the “code” of the information. The vacuum state is defined to be the state in which the difference $`𝒩_A𝒩_{\stackrel{~}{A}}`$ is zero. There are thus infinitely many ground states, each one corresponding to a different value of the code $`𝒩_A`$. The ”brain (ground) state” may be represented as the collection (or the superposition) of the full set of memory states $`\|0>_𝒩`$, for all $`𝒩`$. The brain is thus described as a complex system with a huge number of macroscopic states (the memory states). The degeneracy among the vacua $`\|0>_𝒩`$ plays a crucial rôle in solving the problem of memory capacity. The dissipative dynamics introduces $`𝒩`$-coded ”replicas” of the system and information printing can be performed in each replica without destructive interference with previously recorded informations in other replicas. A huge memory capacity is thus achieved . As we will see the parametric extension of the dissipative quantum model leads to the formation of correlated domains of finite size, and to a fine structure in the life-time of the $`A`$ modes. ## 3 The parametric extension of the dissipative model and the Bessel equations As mentioned above, in the dissipative model the canonical formalism requires the doubling of the system degrees of freedom . Thus we are led to consider a couple of damped harmonic oscillators describing the system variable and its doubled, or mirror image. In the parametric model the associate frequency is assumed to be time-dependent . The equations are then: $`\stackrel{..}{u}+L\stackrel{.}{u}+\omega _{n}^{}{}_{}{}^{2}(t)u=`$ $`0,`$ $`\stackrel{..}{v}L\stackrel{.}{v}+\omega _{n}^{}{}_{}{}^{2}(t)v=`$ $`0,`$ (1) where: $$\omega _n(t)=\omega _0e^{\frac{Lt}{2n+1}}.$$ (2) The quantities $`u,v`$ and $`\omega _0`$ are considered for fixed momentum $`k`$. $`u`$ and $`v`$ are related with the $`A`$ and $`\stackrel{~}{A}`$ modes when quantization is performed. In the following we will comment on the assumed exponential time-dependence of the frequency $`\omega _n(t)`$. Note that $`\omega _n(t)`$ approaches to the time-independent value $`\omega _0`$ for $`n\mathrm{}`$: the frequency time-dependence is thus ”graded” by $`n`$. We will see that $`n`$ has an interesting physical interpretation. $`L`$ is a characteristic parameters of the system. Remarkably, it is found that the couple of equations (1) is equivalent to the the spherical Bessel equation of order $`n`$ ($`n`$ is integer or zero): $$z^2\frac{d^2}{dz^2}M_n+2z\frac{d}{dz}M_n+[z^2n(n+1)]M_n=0.$$ (3) As it is well known, Eq. (3) admits as solutions a complete set of (parametric) decaying functions ; particular solutions are the first and second kind Bessel functions, or their linear combinations (the Hankel functions). Note that both $`M_n`$ and $`M_{(n+1)}`$ are solutions of the same eq. (3). By using the substitutions: $`w_{n,l}=M_n(x_n)^l`$, $`z=ϵ_nx_n`$ and $`x_n=e^{t/\alpha _n}`$, where $`ϵ_n,\alpha _n`$ are arbitrary parameters, eq.(3) goes into the following one: $$\underset{n,l}{\overset{..}{w}}\frac{2l+1}{\alpha _n}\underset{n,l}{\overset{.}{w}}+\left[\frac{l(l+1)n(n+1)}{\alpha _n^2}+(\frac{ϵ_n}{\alpha _n})^2e^{2t/\alpha _n}\right]w_{n,l}=0,$$ (4) where $`\stackrel{.}{w}`$ denotes derivative of $`w`$ with respect to time. Making the choice $`l(l+1)=n(n+1)`$ the degeneracy between the solutions $`M_n`$ and $`M_{(n+1)}`$ is removed and two different equations are obtained, one for $`l=n`$ and the other one for $`l=(n+1)`$ ($`l`$ plays the rôle of a “mirror” index): $`\underset{n,(n+1)}{\overset{..}{w}}+{\displaystyle \frac{2n+1}{\alpha _n}}\underset{n,(n+1)}{\overset{.}{w}}+[({\displaystyle \frac{ϵ_n}{\alpha _n}})^2e^{2t/\alpha _n}]w_{n,(n+1)}=0,`$ $`\underset{n,n}{\overset{..}{w}}{\displaystyle \frac{2n+1}{\alpha _n}}\underset{n,n}{\overset{.}{w}}+[({\displaystyle \frac{ϵ_n}{\alpha _n}})^2e^{2t/\alpha _n}]w_{n,n}=0.`$ (5) By setting $`uw_{n,(n+1)},`$ and $`vw_{n,n}`$, and choosing the arbitrary parameters $`\alpha _n`$ and $`ϵ_n`$ in such a way that $`\frac{2n+1}{\alpha _n}L`$ and $`\frac{ϵ_n}{\alpha _n}\omega _0`$ do not depend on $`n`$ (and on time), we see that eq. (5) are nothing else than the couple of eqs. (1) of the dissipative model with time-dependent frequency $`\omega _n(t)`$. We note that $`\alpha _{(n+1)}=\alpha _n`$ and that the transformation $`n(n+1)`$ leads to solutions (corresponding to $`M_{(n+1)}`$) which we will not consider since they have frequencies which are exponentially increasing in time (cf. eq. (2)). These solutions can be respectively obtained from the ones of eq. (1) by time-reversal $`tt`$. We finally note that the functions $`w_{n,n}`$ and $`w_{n,(n+1)}`$ are ”harmonically conjugate” functions in the sense that they may be represented as $`w_{n,(n+1)}(t)=\frac{1}{\sqrt{2}}r_n(t)e^{\frac{Lt}{2}}`$, $`w_{n,n}(t)=\frac{1}{\sqrt{2}}r_n(t)e^{\frac{Lt}{2}}`$, respectively, with $`r_n`$ satisfying the parametric oscillator equation $$\underset{n}{\overset{..}{r}}+\mathrm{\Omega }_n^2(t)r_n=0,$$ (6) $$\mathrm{\Omega }_n(t)=\left[\left(\omega _n^2(t)\frac{L^2}{4}\right)\right]^{\frac{1}{2}}.$$ (7) The quantization of the system (1) can be now performed along the same line presented in refs. (). The main feature of the dissipative quantization is the “foliation” of the representations . Namely, at each time $`t`$ the system ground state is labeled by $`t`$, $`\|0(t)>`$, so that at $`t^{}t`$ the ground state $`\|0(t^{})>`$ is unitary inequivalent to $`\|0(t)>`$: in its time evolution the system runs over unitarily inequivalent representations. The generator of such a non-unitary time evolution is found to be related to the entropy variation rate, as it should be expected since dissipation implies irreversibility . We thus see that the arrow of time naturally emerges in the dissipative quantum model. Moreover, it can be shown that the system ground state is also a thermal state , and the arrow of time due to dissipation is actually concord with the thermodynamical arrow of time (pointing in the increasing entropy direction). It has been shown that both these arrows point in the same direction of the cosmological arrow of time. We remark that the dissipative time evolution cannot be described in the framework of Quantum Mechanics, since there all the representations are unitarily equivalent due to the von Neumann theorem (cf. Section 2). Thus the motivation to use QFT in brain modeling is reinforced. In the infinite volume limit, due to the representation unitary inequivalence, any transition among degenerate vacua would be strictly forbidden. However, in realistic conditions non-unitary time evolution and realistic phase transitions are possible due to boundary effects which ”smooth out” the infinite volume limit and inequivalence among representations is accordingly also smoothed out. We thus observe the appearance of boundaries, namely of finite size domains. This is discussed in some more details in the next section. Finally, let us observe that the time-dependence of the frequency $`\mathrm{\Omega }_n`$ of the coupled systems means that energy is not conserved in time and therefore that the $`A\stackrel{~}{A}`$ system does not constitute a ”closed” system. However, when $`n\mathrm{}`$, $`\mathrm{\Omega }_n`$ approaches to a time independent quantity, which means that energy is conserved in such a limit, i.e. the $`A\stackrel{~}{A}`$ system gets ”closed” in that limit. Thus, in the limit $`n\mathrm{}`$ the possibilities of the system $`A`$ to couple to $`\stackrel{~}{A}`$ (the environment) are ”saturated”: the system $`A`$ gets fully coupled to $`\stackrel{~}{A}`$. This suggests that $`n`$ represents the number of links between $`A`$ and $`\stackrel{~}{A}`$. When $`n`$ is not very large (infinity), the system $`A`$ (the brain) has not fulfilled its capability to establish links with the external world (represented by $`\stackrel{~}{A}`$). On the other hand, as already mentioned, from eq.(2) we also see that $`n`$ “graduates” the exponential dependence on time of the frequency $`\omega _n(t)`$, namely the rate of variations in time of the frequency, or, equivalently, the ”rapidity” of the system response to external stimuli. This has been the reason for our assumption of the exponential dependence on time of the frequency $`\omega _n(t)`$. ### 3.1 Domains and Life-time We observe that in order the memory recording may occur, the frequency (7) has to be real. Such a reality condition is found to be satisfied only in a definite span of time, i.e., upon restoring the suffix $`k`$, for times $`t`$ such that $`0tT_{k,n}`$, with $`T_{k,n}`$ given by $$T_{k,n}=\frac{2n+1}{L}\mathrm{ln}\left(\frac{2\omega _{0,k}}{L}\right).$$ (8) Thus, the memory recording processes can occur in limited time intervals which have $`T_{k,n}`$ as the upper bound, for each $`k`$. For times greater than $`T_{k,n}`$ memory recording cannot occur. Note that, for fixed $`k`$, $`T_{k,n}`$ grows linearly in $`n`$, which means that the time span useful for memory recording (the ability of memory storing) grows as the number of links which the system is able to lace with the external world grows: more the system is ”open” to the external world (more are the links), better it can memorize (high ability of learning). We can also see that a threshold exists for the $`k`$ modes of the memory process. In fact, the reality condition $`\mathrm{\Omega }_{k,n}^{}{}_{}{}^{2}(t)0`$ implies that $`k\stackrel{~}{k}(n,t)k_0e^{\frac{L}{2n+1}t}`$, with $`k_0\frac{L}{2c}`$ at any given $`t`$ (note that $`\omega _0=kc`$). Note that such a kind of ”sensibility” to external stimuli only depends on the internal parameter $`L`$. We remark that this intrinsic infrared cut-off precludes infinitely long wave-lengths (infinite volume limit). In fact only wave-length smaller than or equal to the cut-off $`\stackrel{~}{\lambda }\frac{1}{\stackrel{~}{k}(n,t)}`$ are allowed. This means that (coherent) domains of sizes less or equal to $`\stackrel{~}{\lambda }`$ are involved in the memory recording, and that such a cut-off shrinks in time for a given $`n`$. On the other hand, a growth of $`n`$ opposes to such a shrinking. These cut-off changes correspondingly reflect on the memory domain sizes. This also implies that transitions through different vacuum states (which would be unitarily inequivalent vacua in the infinite volume limit) at given $`t`$’s become possible. As a consequence, both the phenomena of association of memories and of confusion of memories, which would be avoided in the regime of strict unitary inequivalence among vacua (in the infinitely long wave-length regime), become possible . We can estimate the domain evolution by introducing the quantity $`\mathrm{\Lambda }_{k,n}(t)`$: $$e^{2\mathrm{\Lambda }_{k,n}(t)}=\frac{e^{t\frac{L}{2n+1}}\mathrm{sinh}\frac{L}{2n+1}(\mathrm{T}_{k,n}t)}{\mathrm{sinh}\frac{L}{2n+1}\mathrm{T}_{k,n}},\mathrm{\Lambda }_{k,n}(t)0,\mathrm{for}\mathrm{any}\mathrm{t},$$ (9) i.e. $`\mathrm{\Lambda }_{k,n}(0)=0`$ for any $`k`$, and $`\mathrm{\Lambda }_{k,n}(t)\mathrm{}`$ for $`tT_{k,n}`$ for any given $`n`$. Then $`\mathrm{\Omega }_{k,n}`$ may be expressed in the form: $$\mathrm{\Omega }_{k,n}(\mathrm{\Lambda }_{k,n}(t))=\mathrm{\Omega }_{k,n}(0)e^{\mathrm{\Lambda }_{k,n}(t)}.$$ (10) Since $`\mathrm{\Omega }_{k,n}(\mathrm{\Lambda }_k(\mathrm{T}_{k,n}))=\mathrm{\hspace{0.17em}0}`$, we see that $`\mathrm{\Lambda }_{k,n}(t)`$ acts as a life-time, say $`\tau _{k,n}`$, with $`\mathrm{\Lambda }_{k,n}(t)\tau _{k,n}`$, for the mode $`k`$. Modes with larger $`k`$ have a ”longer” life with reference to time $`t`$. In other words, each $`k`$ mode ”lives” with a proper time $`\tau _{k,n}`$, so that the mode is born when $`\tau _{k,n}`$ is zero and it dies for $`\tau _{k,n}`$ $``$ $`\mathrm{}`$. The ”lives” of the $`k`$ modes are sketched in the figures 1-2. In Fig.1 the lives are drawn for growing $`k`$ and fixed $`n`$; vice-versa, in Fig.2, they are drawn for growing $`n`$ and fixed $`k`$. The $`\mathrm{\Lambda }_{k,n}`$s are drawn versus $`t`$, reaching the blowing up values in correspondence of the abscissa points $`T_{k,n}`$. Only the modes satisfying the reality condition are present at certain time $`t`$, being the other ones decayed. This introduces an hierarchical organization of memories depending on their life-time: memories with a specific spectrum of $`k`$ mode components may coexist, some of them ”dying” before, some other ones persisting longer. As observed above, since smaller or larger $`k`$ modes correspond to larger or smaller waves lengths, respectively, the (coherent) associated memory domain sizes are correspondingly larger or smaller. ## 4 Final remarks and conclusions In our model the processes of learning are each other independent, so it is possible that the ability in information recording may be different under different circumstances, at different ages, and so on. An interesting feature of the model which emerges from our discussion is that a higher or lower degree of openness (measured by $`n`$) to the external world may indeed produce a better or worse ability in learning, respectively (e.g. during the childhood or the older ages, respectively). We have also seen that the memory non-locality is ”graded” by $`n`$ and by the spectrum of their $`k`$ modes components. These also control the memory life-time or persistence: more persistent memories (with a spectrum more populated by the higher $`k`$ components) are also more ”localized” than shorter term memories (with a spectrum more populated by the smaller $`k`$ components), which instead extend over larger domains. It is thus expected that, for given $`n`$, ”more impressive” is the external stimulus (i.e. stronger is the coupling with the external world) greater is the number of high $`k`$ momentum excitations produced in the brain and more ”focused” is the ”locus” of the memory. The qualitative behaviors and results above presented appear to fit well with the physiological observations of the formation of connections among neurons as a consequence of the establishment of the links between the brain and the external world. More the brain relates to external environment, more neuronal connections will form. Connections appear thus more important in the brain functional development than the single neuron activity. Here we are referring to functional or effective connectivity, as opposed to the structural or anatomical one . In fact, while the last one can be described as quasi-stationary, the former one is highly dynamic with modulation time-scales in the range of hundreds of milliseconds . Once these functional connections are formed, they are not necessarily fixed. On the contrary, they may quickly change in a short time and new configurations of connections may be formed extending over a domain including a larger or a smaller number of neurons. Such a picture finds a possible description in our model, where the coherent domain formation, size and life-time depend on the number of links that the brain sets with its environment and on internal parameters. The finiteness of the domain size also implies a non-zero effective mass of the dwq. These therefore propagate through the domain with a greater “inertia” than in the case of infinite volume where they are massless. The domain correlations are consequently established with a certain time-delay. This is also in agreement with physiological observations showing that the recruitment of neurons in a correlated assembly is achieved with a certain delay after the external stimulus action . In connection with the recall mechanism, we note (see ref. ) that the dwq effective non-zero mass acts as a threshold in the excitation energy of dwq so that, in order to trigger the recall process an energy supply equal or greater than such a threshold is required. When the energy supply is lower than the required threshold a ”difficulty in recalling” may be experienced. At the same time, however, the threshold may positively act as a ”protection” against unwanted perturbations (including thermalization) and cooperate to the stability of the memory state. In the case of zero threshold (infinite size domain) any replication signal could excite the recalling and the brain would fall in a state of ”continuous flow of memories”. Finally, we note that after information has been recorded, the brain state is completely determined and the brain cannot be brought to the state in which it was before the information printing occurred. Thus, one is actually obliged to consider the dissipative, irreversible time-evolution: the same fact of getting information introduces the arrow of time into brain dynamics. In other words, it introduces a partition in the time evolution, namely the distinction between the past and the future, a distinction which did not exist before the information recording. It can be shown that dissipation and the frequency time-dependence imply that the evolution of the memory state is controlled by the entropy variations : this feature reflects indeed the irreversibility of time evolution (breakdown of time-reversal symmetry). The stationary condition for the free energy functional leads then to recognize the memory state $`\|0(t)>_𝒩`$ to be a finite temperature state , which opens the way to the possibility of thermodynamic considerations in the brain activity. In this connection we observe that the “psychological arrow of time”, naturally emerging in the brain dynamics, turns out to point in the same direction of the “thermodynamical arrow of time”, which points in the increasing entropy direction, and of the ”cosmological arrow of time”, defined by the expanding Universe direction .
warning/0006/gr-qc0006096.html	ar5iv	text	# Green Functions for Topology Change ## I Introduction Combining the principles of General Relativity with those of Quantum Mechanics seems necessary in order to understand more completely the physical nature of the gravitational field. As a result, new properties are expected to emerge. For instance, in classical General Relativity, topology changes are forbidden in the sense that their presence would necessarily imply the appearance of either singularities or closed timelike curves, a result known as the Geroch theorem, see Ref. Ge . On the other hand, topology changes are widely believed to become allowed if the quantum-mechanical nature of the gravitational field is taken into account. Studying this problem is notoriously known as a difficult technical task and in the literature only very general aspects of the issue have been discussed so far, see e.g. Refs. Horo ; CM . Recently, a model where the theoretical ideas about topology change can be implemented concretely, at the level of equations, has been proposed in Ref. LMPS . The metric of this model is given by a Friedmann-Lemaître-Robertson-Walker-like metric where the curvature of the spacelike sections, usually denoted as $`𝒦`$, is now a time dependent function, $`𝒦=𝒦(t)`$ $$\mathrm{d}s^2=N^2(t)\mathrm{d}t^2+a^2(t)\{\mathrm{d}\xi ^2+\left[\frac{\mathrm{sin}(\sqrt{𝒦}\xi )}{\sqrt{𝒦}}\right]^2\mathrm{d}\mathrm{\Omega }^2(\theta ,\phi )\}.$$ (1) The three-dimensional spacelike hypersurfaces $`𝕍^3`$ of the model may be endowed with a large class of topologies compatible with such geometry. Technically, the metric has always the form displayed above (since it is locally defined) but the ranges of variations of the coordinates are modified. The scalar curvature of the metric is always constant (for fixed $`t`$) and equal to $`6𝒦/a^2`$. We will restrict our considerations to compact (and orientable) spaces in order to avoid possible surface terms in the Hamiltonian formalism. We can show that any compact three manifold with constant curvature is homeomorphic to $`𝕍^3/\mathrm{\Gamma }`$, where the universal covering $`𝕍^3`$ is either $`^3`$, $`𝕊^3`$ or $`^3`$, according to the sign of $`𝒦`$ ($`𝒦=0`$, $`𝒦<0`$, $`𝒦>0`$, respectively). The group $`\mathrm{\Gamma }`$ is the group of covering transformations. In three dimensions the closed (i.e. compact without boundary) space is now homeomorphic to a polyhedron the faces of which are identified by pairs, for a general review see Ref. LRL . Let us first consider the case $`𝒦>0`$. The universal covering is $`𝕊^3`$. Since it is compact, all the three-dimensional spaces admitting this universal covering are also compact. There is an infinite number of such spaces. We will only consider two cases: $`𝕊^3`$ itself and the Poincaré dodecahedral space, $`𝔻^3𝕊^3/I^{}`$, where $`I^{}`$ is the binary symmetry group of the icosahedron. The ranges of variation of the coordinates ($`\xi `$,$`\theta `$,$`\phi `$) can always be written as $$0\xi \frac{\mathrm{\Xi }(\theta ,\phi ;𝕍^3)}{\sqrt{𝒦}},0\theta \pi 0\phi \pi .$$ (2) The symbol $`𝕍^3`$ in the argument of the function $`\mathrm{\Xi }`$ indicates that $`\mathrm{\Xi }(\theta ,\phi ;𝕍^3)`$ is not the same function for different $`𝕍^3`$ ($`𝕊^3`$ or $`𝔻^3`$). Of course, the case $`𝕊^3`$ is very simple and we just have $`\mathrm{\Xi }(\theta ,\phi ;𝕊^3)=\pi `$. This guarantees that no conical singularities will appear in this case. If $`𝕍^3=𝔻^3`$ the function $`\mathrm{\Xi }`$ is also not arbitrary but its explicit expression is much more complicated. For the case $`𝒦<0`$, where the universal covering is $`^3`$, the classification of closed three-dimensional spaces is still an open question, but it is known that the volumes of the polyhedron are fixed as in the $`𝒦>0`$ case. Finally, the case $`𝒦=0`$ have six different tessellations by polyhedrons, some of them with arbitrary volume for their polyhedrons (for more details see again Ref. LRL ). What is important for us here is that the topologies compatible with one $`𝒦`$ are not compatible with other $`𝒦`$ of distinct sign. Hence, a change in the sign of $`𝒦`$, or in the sign of the curvature scalar $`6𝒦/a^2`$, necessarily indicates a change of topology. Our strategy here is to investigate whether this change is possible quantum mechanically. The quantization of this model was carried out in Ref. LMPS . In that article, it was shown that a Hamiltonian formulation necessarily requires a passage to a midisuperspace description. It is not possible to construct a minisuperspace Hamiltonian from the metric Eq. (1) because, as far as $`𝒦`$ depends on time, this metric does not represent a spatially homogeneous space-time, in the sense that the components of the four dimensional curvature tensor in a local frame are functions of $`t`$ and $`\xi `$. The existence of the non-vanishing component of the Ricci tensor, $`R_{t\xi }=[\xi \dot{k}(t)]/[a(t)N(t)]0`$, is a consequence of this fact. Hence, we were forced to introduce a midisuperspace model having a non-vanishing shift function $`N_\xi (\xi ,t)`$. The metric was written as $`\mathrm{d}s^2=\left[N^2(\xi ,t)+{\displaystyle \frac{N_\xi ^2(\xi ,t)}{a^2(\xi ,t)}}\right]\mathrm{d}t^2+2N_\xi (\xi ,t)\mathrm{d}\xi \mathrm{d}t`$ $`+a^2(\xi ,t)[\mathrm{d}\xi ^2+\sigma ^2(\xi ,t)\mathrm{d}\mathrm{\Omega }^2(\theta ,\phi )].`$ (3) The first step was to carry out the quantization of this midisuperspace model. Then, in a second step, we took into account in the quantum solutions the restrictions on the variables $`a`$ and $`\sigma `$ which, from Eq. (I), allows us to recover the metric (1). Consistency requires that we first treat the midisuperspace problem in order to come back to the minisuperspace model afterward. Correspondingly, the Wheeler-De Witt equation of the model remains a functional differential equation rendering the findings of general exact solutions problematic. In Ref. LMPS , only two particular semi-classical solutions were found for which the possibility of a topology change at the quantum level was explicitly demonstrated. The present article aims at investigating the quantum behavior of the system described by the metric (1) by generalizing the midisuperspace description to a full superspace description in order to get more general conclusions than those reached in Ref. LMPS . Quantities of great interest for this purpose are the Green functions since they completely characterize the quantum evolution of the system. For a point particle, the Green function $`G(x_\mathrm{f},t_\mathrm{f};x_\mathrm{i},t_\mathrm{i})`$ represents the probability amplitude to find the particle at point $`x_\mathrm{f}`$ and time $`t_\mathrm{f}`$, knowing that it was at point $`x_\mathrm{i}`$ at the initial time $`t_\mathrm{i}`$. In fact, it is necessary to smooth out the Green function because, defined as before, it is not square integrable. Physically, this is due to the fact that the particle can never be localized exactly. In the present context, a Green function can also be defined and a similar interpretation can be made. In that case, the wave function depends on the volume of the spacelike sections $`ya^3`$, on the three curvature $`R`$, and on a dust field $`\chi (t)`$ (rigorous definitions are given below), which plays the role of time: $`\mathrm{\Psi }=\mathrm{\Psi }(y,R,\chi )`$, see Ref. KT . The Green function $`G(y_\mathrm{f},R_\mathrm{f},\chi _\mathrm{f};y_\mathrm{i},R_\mathrm{i},\chi _\mathrm{i})`$ can now be defined as the probability amplitude of having a volume $`y_\mathrm{f}`$ and a three-curvature $`R_\mathrm{f}`$ at “time” $`\chi _\mathrm{f}`$ knowing that, at initial $`\chi _\mathrm{i}`$, the space volume was $`y_\mathrm{i}`$ and the three-curvature $`R_\mathrm{i}`$. Therefore, the Green function defined above represents the amplitude of probability for a topology transition as soon as $`R_\mathrm{f}`$ has not the same sign as $`R_\mathrm{i}`$. This is the quantity that we would like to calculate. However, a full calculation of the Green functions is probably beyond our present computational capability and therefore, we are forced to rely on some approximation methods. Firstly, we will restrict ourselves to a semi-classical approximation of the Wheeler-De Witt equation. In this framework, the wave function will be given by the semi-classical wave function $`\mathrm{\Psi }=\mathrm{exp}(iS/\mathrm{})`$. In the case of a topology change, the phase $`S`$ has a non-vanishing imaginary part, as in ordinary quantum tunneling, because topology change cannot be obtained classically, see Ref. Ge . Secondly, we will assume that the spatial sections of our Universe model are made of compact homogeneous backgrounds together with small perturbations around them. As we are interested in large scale quantum changes of topology in the homogeneous background and not on the small scale ones, typical of Wheeler’s space-time foam, we will use the long-wavelength approximation, developed in Refs. sal1 ; sal2 ; sal3 ; sal4 , which is valid whenever the characteristic scale of the problem is much bigger then the Hubble radius, and permits a complete analysis of the semi-classical wave function and Green functions in the full superspace. This will allows us to exhibit explicit analytical expressions for the Green functions. In particular, we will demonstrate that, for some transitions, the corresponding Green function vanishes, establishing thus selection rules for topology changes. This article is organized as follows. In the second section, we briefly review the long wavelength approximation and the evaluation of the Hamilton-Jacobi function up to the second order (first order in the curvature). Then, in the third section, we perform the calculations in the case of real metrics and show that there is no quantum change of topology in this case. We also present a generalization of the results obtained in Ref. sal3 . In the fourth section, we argue that complex metrics are necessary in order to obtain quantum changes of topology. We explicitly calculate the corresponding Green functions and discuss the main consequences that can be drawn from their expressions. In the last and fifth section we present our conclusions. ## II The long wavelength approximation for quantum gravity with dust #### In this section, we discuss the long-wavelength approximation technique used to solve the Hamiltonian-Jacobi equation which is nothing but the equation for the phase functional in a Wentzel-Kramer-Brillouin (WKB) semi-classical approximation to canonical quantum gravity. This technique consists in the expansion of the phase functional (or the generating functional in a Hamiltonian formulation of General Relativity) in a series of spatial gradients and was introduced by Salopek, Stewart and Parry sal1 ; sal2 ; sal3 as a method for solving the full Hamilton-Jacobi equation for gravity interacting with matter. In Ref. sal3 these authors were able to exhibit a recurrence formula from which they could obtain solutions to the Hamilton-Jacobi equation to any order of approximation for matter made of scalar and dust fields. This will be crucial for our treatment because we shall use the second order solution to obtain the Green functions associated with the WKB wave functional. As we will show, the solution in the second order approximation will allow us to describe changes of topology because the terms in the second order expansion of the WKB phase functional explicitly contain spatial curvature terms. As already mentioned, changes in the sign of these terms indicate a change of topology. Let us now briefly describe the formalism introduced in Refs. sal1 ; sal2 ; sal3 . The action for General Relativity interacting with a dust field $`\chi `$ is $`S`$ $`=`$ $`{\displaystyle }\mathrm{d}^4x\sqrt{g}[{\displaystyle \frac{1}{2\kappa }}{}_{}{}^{(4)}R{\displaystyle \frac{n}{2m}}(g^{\mu \nu }_\mu \chi _\nu \chi +m^2)`$ (4) $`V(\chi )],`$ where $`\kappa 8\pi /m_{\mathrm{Pl}}^2`$, $`m_{\mathrm{Pl}}`$ being the Planck mass. $`{}_{}{}^{(4)}R`$ is the Ricci scalar of the space-time metric $`g_{\mu \nu }`$, and $`\chi `$ is a velocity potential for irrotational dust particles with rest mass $`m`$. $`V(\chi )`$ is a potential for the dust field $`\chi `$ and $`n`$ is the rest number density of the dust particles. The dust field $`\chi `$ defines the four velocity field for dust particles by $$u^\mu =g^{\mu \nu }\frac{1}{m}\chi _{,\nu }$$ (5) so that $`\chi =`$ const. will determine a congruence of spacelike hypersurfaces foliating the space-time (notice that $`g^{\mu \nu }\chi _{,\mu }\chi _{,\nu }=m^2)`$. Therefore, the dust field can be used as the time variable for our model, as well as in the Schrödinger-type equation obtained from the Wheeler-De Witt equation. In the Arnowitt-Deser-Misner formalism the line element reads $$\mathrm{d}s^2=(N^2+\gamma ^{ij}N_iN_j)\mathrm{d}t^2+2N_i\mathrm{d}t\mathrm{d}x^i+\gamma _{ij}\mathrm{d}x^i\mathrm{d}x^i,$$ (6) where $`N`$ and $`N_i`$ are the lapse and shift functions, respectively, and $`\gamma _{ij}`$ is the three-metric of the spacelike hypersurface. Then, the action (4) can be rewritten as $$S=\mathrm{d}^4x(\pi ^\chi \dot{\chi }+\pi ^{ij}\dot{\gamma }_{ij}NN^i_i),$$ (7) where $`\pi ^{ij}`$ are the momenta conjugate to $`\gamma _{ij}`$ and $`\pi ^\chi =n\gamma ^{1/2}(1+\chi _{,i}\chi ^{,i}/m^2)^{1/2}`$ is the momentum conjugate to the dust field $`\chi `$. The quantities $``$, $`_i`$ are given by the following expressions $``$ $`=`$ $`\kappa \gamma ^{1/2}\pi ^{ij}\pi ^k\mathrm{}(2\gamma _{jk}\gamma _\mathrm{}i\gamma _{ij}\gamma _k\mathrm{})`$ (8) $``$ $`{\displaystyle \frac{1}{2\kappa }}\gamma ^{1/2}R+(m^2+\chi _{,i}\chi ^{,i})^{1/2}\pi ^\chi +\gamma ^{1/2}V(\chi ),`$ $`_i`$ $`=`$ $`2(\gamma _i\mathrm{}\pi ^\mathrm{}k)_{,k}+\pi ^\mathrm{}k\gamma _{\mathrm{}k,i}+\pi ^\chi \chi _{,i},`$ (9) where $`R`$ is the Ricci scalar of the three-metric $`\gamma _{ij}`$. At this point it is well worth making some dimensional analysis, in order to connect the conditions of validity of the long-wavelength approximation to the Hubble radius of the Universe. From Eq. (8), we can see that the long-wavelength approximation implies that the first term on the right-hand side is much larger than the second term, at first order in the approximation. From the expression for $`\pi ^{ij}=(K^{ij}h^{ij}K)/\kappa `$, see Ref. LMPS , we can see that $`\pi ^{ij}`$ has the dimension $`L^3`$ (in the system of units where $`\mathrm{}=c=1`$) where $`L`$ stands for a length. More explicitly, $`\pi ^{ij}{\displaystyle \frac{1}{\mathrm{}_{\mathrm{Pl}}^2\mathrm{}_\mathrm{H}}},`$ where $`\mathrm{}_{\mathrm{Pl}}=1/m_{\mathrm{Pl}}`$ is the Planck length and $`\mathrm{}_\mathrm{H}`$ is essentially the Hubble radius. Therefore, the validity of the long-wavelength approximation imposes that, see Eq. (8), $`\lambda \mathrm{}_\mathrm{H},`$ where the wavelength $`\lambda `$ is a typical length associated with the scales where spatial gradients are relevant. In other words, $`\lambda `$ must be greater than the characteristic Hubble radius of the model. In our scheme, topology change is a large-scale (global) phenomenon and the long-wavelength approximation is therefore the appropriate approximation to probe it. The above condition, obviously, should not contain the Planck length because Eq. (8) is a classical equation. Furthermore, in principle, there is no problem in applying this condition to closed models, even when their volumes becomes close to the Planck volume, (where, anyway, our semi-classical approximation should not be valid) if the Hubble radius at this epoch is smaller than the Planck length. At the quantum level the above system may be quantized following the Dirac’s prescription Dir . The super-Hamiltonian and super-momentum constraints given by Eqs. (8) and (9) become operators and, when applied to the wave functional of the system, result in two relations which express that only a restricted region of the Hilbert space of wave functionals contains the physical states of the theory: $$\mathrm{\Psi }=0,_i\mathrm{\Psi }=0.$$ (10) The first equation is the well-known Wheeler-De Witt equation whereas the second one is the so-called quantum momentum constraint. In what follows, our treatment of quantum changes of topology will be done at the level of the semi-classical approximation. This means that the wave functionals are assumed to be of the WKB form, namely $$\mathrm{\Psi }=\mathrm{e}^{iS/\mathrm{}},$$ (11) where $`S`$ is the action. At order $`\mathrm{}^0`$, Eqs. (8) and (9) reduce to the Hamilton-Jacobi functional equation $$(x)=\gamma ^{1/2}\kappa \frac{\delta S}{\delta \gamma _{ij}(x)}\frac{\delta S}{\delta \gamma _k\mathrm{}(x)}[2\gamma _i\mathrm{}(x)\gamma _{jk}(x)\gamma _{ij}(x)\gamma _k\mathrm{}(x)]+\sqrt{m^2+\gamma ^{ij}\chi _{,i}\chi _{,j}}\frac{\delta S}{\delta \chi (x)}+\gamma ^{1/2}V(\chi )\frac{1}{2\kappa }\gamma ^{1/2}R=0,$$ (12) and to the momentum constraint equation $$_i(x)=2\left[\gamma _{ik}\frac{\delta S}{\delta \gamma _{kj}(x)}\right]_{,j}+\frac{\delta S}{\delta \gamma _\mathrm{}k(x)}\gamma _{\mathrm{}k,i}+\frac{\delta S}{\delta \chi }\chi _{,j}=0,$$ (13) the solution of which is the phase $`S`$ of the WKB wave functional, see Eq. (11). In Ref. sal3 , Parry, Salopek and Stewart have been able to derive solutions for these equations using the long wavelength approximation. The method is based on the so-called spatial gradient expansion of the phase functional $`S`$. It consists in expanding $`S`$ in a series of terms according to the number of spatial gradients they contain, namely $`S=S^{(0)}+S^{(2)}+S^{(4)}+\mathrm{}`$. As a consequence, the Hamilton-Jacobi equation can be grouped in terms with an even number of spatial derivatives $`=^{(0)}+^{(2)}+^{(4)}+\mathrm{}`$. At zeroth order, the Hamilton-Jacobi equation reduces to $`^{(0)}`$ $`=`$ $`\gamma ^{1/2}\kappa {\displaystyle \frac{\delta S^{(0)}}{\delta \gamma _{ij}}}{\displaystyle \frac{\delta S^{(0)}}{\delta \gamma _k\mathrm{}}}(2\gamma _{jk}\gamma _\mathrm{}i\gamma _{ij}\gamma _k\mathrm{})`$ (14) $`+m{\displaystyle \frac{\delta S^{(0)}}{\delta \chi }}+\gamma ^{1/2}V(\chi )=0.`$ For a dust field $`\chi `$ with a vanishing potential, $`V(\chi )=0`$, the invariance under diffeomorphisms of the generating functional suggests a solution of the form $$S^{(0)}=\frac{2}{\kappa }\mathrm{d}^3x\gamma ^{1/2}H(\chi ).$$ (15) This functional satisfies the Hamilton-Jacobi relation if $`H(\chi )`$ is a solution of $`H^2=(2m/3)H/\chi `$ yielding $$H(\chi )=\frac{2m}{3(\chi \stackrel{~}{\chi })},$$ (16) where $`\stackrel{~}{\chi }`$ is an integration constant. The functional $`S^{(0)}`$ is clearly invariant under coordinate transformations and, therefore, satisfies Eq. (13). In addition, it contains no spatial derivatives. For the class of generating functionals given by Eq. (15), the second-order Hamilton-Jacobi equation reads $`^{(2)}`$ $`=`$ $`2H\gamma _{ij}{\displaystyle \frac{\delta S^{(2)}}{\delta \gamma _{ij}}}+m{\displaystyle \frac{\delta S^{(2)}}{\delta \chi }}+{\displaystyle \frac{1}{2m}}\gamma ^{ij}\chi _{,i}\chi _{,j}{\displaystyle \frac{\delta S^{(0)}}{\delta \chi }}`$ (17) $`{\displaystyle \frac{1}{2\kappa }}\gamma ^{1/2}R=0.`$ In Ref. sal3 , Parry, Salopek and Stewart obtained a diffeomorphisms invariant solution for $`S^{(2)}`$ which can be written as $$S^{(2)}=\frac{1}{\kappa }\mathrm{d}^3x\gamma ^{1/2}J(\chi )R,$$ (18) where the function $`J(\chi )`$ is obtained by substituting Eq. (18) into Eq. (17) and using the zeroth order solution (15). This leads to $$HJ+m\frac{J}{\chi }=\frac{1}{2},$$ (19) which yields for $`S^{(2)}`$ $$S^{(2)}=\frac{1}{\kappa }\mathrm{d}^3x\gamma ^{1/2}\left[\frac{3}{10m}(\chi \stackrel{~}{\chi })+D(\chi \stackrel{~}{\chi })^{2/3}\right]R,$$ (20) where $`D`$ is an arbitrary integration constant. We notice the fact that $`S^{(2)}`$ contains the three-curvature term $`R`$ whereas this is not the case for $`S^{(0)}`$. Since a topology change is signaled by a change of sign of the three-curvature $`R`$, it is necessary to push the long wavelength expansion to the second order in order to have non trivial effects. In other words, the quantum topology changes can only be studied at this (second) order. ## III The Green function with Lorentzian metrics ### III.1 General Derivation Let us now consider the semi-classical wave function up to the second order in the long wavelength approximation $`\mathrm{\Psi }=\mathrm{exp}\{i[S^{(0)}+S^{(2)}]/\mathrm{}\}`$ with $`S^{(0)}`$ and $`S^{(2)}`$ given by Eqs. (15) and (20), as explained in the previous section. We restrict ourselves to geometries of the form given in Eq. (1). Then, the integrals in Eqs. (15) and (20) can be performed exactly yielding $`\mathrm{\Psi }(y,R,\chi )`$ $`=`$ $`\mathrm{exp}\{{\displaystyle \frac{i}{\mathrm{}\kappa }}[2yH+{\displaystyle \frac{3yR(\chi \stackrel{~}{\chi })}{10m}}`$ (21) $`+{\displaystyle \frac{yRD}{(\chi \stackrel{~}{\chi })^{2/3}}}]\},`$ where the quantity $`y`$ given by $$y\mathrm{d}^3x\gamma ^{1/2}=Va^3$$ (22) is the total volume associated with the metric (1). $`V`$ is the constant volume of the cell corresponding to the homogeneous polyhedron of the tessellation of the spatial sections that are compactified. As previously, $`H`$ can be expressed as $`H=2m/[3(\chi \stackrel{~}{\chi })]`$ and $`R`$ is the three-curvature which can be written as $`R=6𝒦/a^2`$. The Green functions $`G`$ are defined by $`\mathrm{\Psi }(y,R,\chi )`$ $``$ $`{\displaystyle _0^{\mathrm{}}}dy^{}{\displaystyle _{\mathrm{}}^{\mathrm{}}}dR^{}G(y,R,\chi ;y^{},R^{},\chi ^{})`$ (23) $`\times \mathrm{\Psi }(y^{},R^{},\chi ^{}).`$ Our goal is now to establish the expression for the Green function itself from the above equation. For this purpose, it is convenient to use a new variable $`v`$, which is a combination of $`y`$ and $`R`$, namely $`vyR`$. To obtain the Green function, we use the fact that Eq. (23) is valid for any value of the integration constants $`\stackrel{~}{\chi }`$ and $`D`$. However, instead of the integration constants $`\stackrel{~}{\chi }`$ and $`D`$, it will be more appropriate to work with new integration constants defined by the following relations (for fixed $`\chi ^{}`$) $`H^{}(\stackrel{~}{\chi })`$ $``$ $`{\displaystyle \frac{2m}{3(\chi ^{}\stackrel{~}{\chi })}}`$ (24) $`J^{}(\stackrel{~}{\chi },D)`$ $``$ $`{\displaystyle \frac{3}{10m}}(\chi ^{}\stackrel{~}{\chi })+D(\chi ^{}\stackrel{~}{\chi })^{2/3}.`$ (25) We have just replaced the two constants $`(\stackrel{~}{\chi },D)`$ by two new constants $`(H^{},J^{})`$. Let us notice that $`J^{}`$ is in fact $`J(\chi ^{})`$, see Eqs. (18) and (20), hence its name. If we inverse the above relations, one arrives at $`\stackrel{~}{\chi }(H^{})`$ $`=`$ $`\chi ^{}{\displaystyle \frac{2m}{3H^{}}},`$ (26) $`D(H^{},J^{})`$ $`=`$ $`J^{}\left({\displaystyle \frac{2m}{3H^{}}}\right)^{2/3}{\displaystyle \frac{3}{10m}}\left({\displaystyle \frac{2m}{3H^{}}}\right)^{5/3}.`$ (27) Let us stress again that these expressions are defined for a fixed value of $`\chi ^{}`$. With these new definitions and the explicit expression of the wave function given in Eq. (21), Eq. (23) now reads $`\mathrm{exp}\left({\displaystyle \frac{i}{\mathrm{}\kappa }}\left\{2yH+{\displaystyle \frac{3v[\chi \stackrel{~}{\chi }(H^{})]}{10m}}+{\displaystyle \frac{vD(H^{},J^{})}{[\chi \stackrel{~}{\chi }(H^{})]^{2/3}}}\right\}\right)`$ $`=`$ $`{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{\mathrm{d}y^{}}{y^{}}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}dv^{}G(y,{\displaystyle \frac{v}{y}},\chi ;y^{},{\displaystyle \frac{v^{}}{y^{}}},\chi ^{})`$ (28) $`\times \mathrm{exp}\left[{\displaystyle \frac{i}{\mathrm{}\kappa }}(2y^{}H^{}+v^{}J^{})\right].`$ We see the effect of having introduced the “new” integration constants: the left-hand-side of the previous equation now depends on both $`\chi `$ and $`\chi ^{}`$. In order to extract $`G(y,v/y,\chi ;y^{},v^{}/y^{},\chi ^{})`$, we multiply the previous equation by the factor $$\mathrm{exp}\left[\frac{i}{\mathrm{}\kappa }(2y^{\prime \prime }H^{}v^{\prime \prime }J^{})\right],$$ (29) and integrate it over $`J^{}`$ and $`H^{}`$ from $`\mathrm{}`$ to $`\mathrm{}`$. The result of this integration on the right-hand-side of Eq. (28) is very simple, yielding two Dirac delta functions whose arguments are $`v^{}v^{\prime \prime }`$ and $`y^{}y^{\prime \prime }`$. This allows us to perform the integration over $`v^{}`$ and $`y^{}`$ immediately. The result reads $`G(y,{\displaystyle \frac{v}{y}},\chi ;y^{\prime \prime },{\displaystyle \frac{v^{\prime \prime }}{y^{\prime \prime }}},\chi ^{})`$ $`=`$ $`{\displaystyle \frac{y^{\prime \prime }}{2\pi ^2\mathrm{}^2\kappa ^2}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}dH^{}{\displaystyle _{\mathrm{}}^{\mathrm{}}}dJ^{}\mathrm{exp}\left\{{\displaystyle \frac{i}{\mathrm{}\kappa }}\left[{\displaystyle \frac{2ybH^{}}{H^{}+b}}+2y^{\prime \prime }H^{}v^{\prime \prime }J^{}+v\left(J^{}{\displaystyle \frac{1}{5H^{}}}\right)\left({\displaystyle \frac{b}{H^{}+b}}\right)^{2/3}+{\displaystyle \frac{v}{5}}\left({\displaystyle \frac{1}{b}}+{\displaystyle \frac{1}{H^{}}}\right)\right]\right\},`$ where $`b2m/[3(\chi \chi ^{})]`$. The first term in the argument of the exponential has been obtained by using the relation $`H=2m/[3(\chi \stackrel{~}{\chi })]`$ and then Eqs. (26) and (27). The two last terms have been obtained by using the explicit expressions of $`\stackrel{~}{\chi }`$ and $`D`$, see Eqs. (26) and (27). The above equation is the main result of this section. Clearly, the central issue is now the calculation of the integrals over $`J^{}`$ and $`H^{}`$. From Eq. (III.1), we see that the integral over $`H^{}`$ is to be performed along the real axis. However, in the next subsection, dealing with the case of flat hypersurfaces, the integration over $`H^{}`$ will be performed in the complex plane, along a closed contour. It is important to notice that this procedure is just a technical trick, allowing us to simplify the calculation of the integral by the use of the Cauchy theorem, but it has no deep physical meaning. On the contrary, in section IV, the integration in the complex plane has a physical meaning and, as we will argue, is in fact necessary. Of course, all the following complex contours turn out to be, after having taken the appropriate limits, equivalent to the integration along the real axis as given in Eq. (III.1) . ### III.2 The Case of Flat Hypersurfaces In this section we treat the case where either the starting hypersurface or the resulting hypersurface (after the topology change) is flat. Let us first start with the case $`R=0`$ and $`R^{\prime \prime }0`$, hence $`v=0`$ but $`v^{\prime \prime }0`$. In this case, the integration over $`J^{}`$ is very simple and yields the Dirac function $`\delta (v^{\prime \prime })`$. Consequently, in order to obtain a non-vanishing Green function, one must take $`v^{\prime \prime }=0`$, that is to say $`R^{\prime \prime }=0`$. This means that the three-curvature remains the same (i.e. zero) and there is obviously no topology change. At this point, however, we go further and depict the calculation of the Green function despite the fact that there is no change of topology and despite the fact that the final result is already known, see Ref. sal4 . The main reason for doing this is that this will exemplify techniques that will be used in this paper later on. This calculation is therefore a warm-up. Eq. (III.1) now reduces to $`G(y,0,\chi ;y^{\prime \prime },0,\chi ^{})`$ $`=`$ $`{\displaystyle \frac{y^{\prime \prime }}{2\pi ^2\mathrm{}^2\kappa ^2}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}dH^{}\mathrm{exp}\left[{\displaystyle \frac{i}{\mathrm{}\kappa }}\left({\displaystyle \frac{2ybH^{}}{H^{}+b}}+2y^{\prime \prime }H^{}\right)\right].`$ As mentioned before, the integral in the right-hand-side of Eq. (III.2) can be calculated by extending $`H^{}`$ to the complex plane with the choice of the integration contour represented by the solid line in Fig. 1. This contour contains the pole $`H^{}=b`$ of the exponential function appearing in the right-hand-side of Eq. (III.2). The fact that $`H^{}=b`$, which is a pole of the argument of the exponential, is also a pole of the exponential itself can easily be seen if one uses the Taylor expansion of the exponential function. When the limits $`\rho +\mathrm{}`$ and $`ϵ0`$ are taken, see Fig. 1, the integral over $`H^{}`$ in the right-hand-side of Eq. (III.2) reduces to an integration on the real axis, the contribution coming from the big semicircle in the upper-half complex plane going to zero as a consequence of the Jordan’s lemma. Because of the Cauchy’s theorem, the integration along $`𝒞`$ is in fact equivalent to the integration over a small circle centered around $`H^{}=b`$, see Fig. 1. This was the contour considered in Ref. sal4 which is therefore equivalent to the contour $`𝒞`$ used in this article. As a consequence, one obtains $`G(y,0,\chi ;y^{\prime \prime },0,\chi ^{})={\displaystyle \frac{y^{\prime \prime }}{2\pi ^2\mathrm{}^2\kappa ^2}}`$ (32) $`\times `$ $`{\displaystyle _𝒞}dH^{}\mathrm{exp}\left[{\displaystyle \frac{i}{\mathrm{}\kappa }}\left({\displaystyle \frac{2ybH^{}}{H^{}+b}}+2y^{\prime \prime }H^{}\right)\right].`$ It has been shown in Ref. sal4 that the integration over $`H^{}`$ along the contour $`𝒞`$ can then be done explicitly. The exact result is expressed in Eq. (4.25) of Ref. sal4 in terms of a Bessel function of order one. We do not present this result here since this aspect of the calculation has been given in details in Ref. sal4 . Let us now consider the other possibility where $`R0`$, hence $`v0`$ but now $`R^{\prime \prime }=0`$ ($`v^{\prime \prime }=0`$). Despite the fact that the argument of the exponential function is now more complicated, the integration over $`J^{}`$ can still be performed very easily and yields the Dirac delta function $$\delta \left[v\left(\frac{b}{H^{}+b}\right)^{2/3}\right].$$ (33) Since the argument of the Dirac function has no zeros in $`H^{}`$, the integration over $`H^{}`$ leads to a vanishing Green function. Hence, we have established the following result: there is no quantum change of topology from or to a flat spacelike hypersurface in the homogeneous background, at least at second order in the long-wavelength approximation. ### III.3 The Case of Curved Hypersurfaces We now assume that both $`R`$ and $`R^{}`$, and hence $`v`$ and $`v^{\prime \prime }`$, do not vanish. This time the integration over $`J^{}`$, in the right-hand-side of Eq. (III.1), gives the following Dirac function \[to be compared with Eq. (33)\] $$\delta \left[v\left(\frac{b}{H^{}+b}\right)^{2/3}v^{\prime \prime }\right].$$ (34) Since $`H^{}`$ is real, the argument of the Dirac function has zeros if and only if $`R`$ and $`R^{}`$ (or, equivalently, $`v`$ and $`v^{\prime \prime }`$) have the same sign and, in this case, the zeros are given by $$H^{}=H^{}{}_{0}{}^{}b[1\left(\frac{v}{v^{\prime \prime }}\right)^{3/2}].$$ (35) If $`R`$ and $`R^{}`$ have not the same sign, the corresponding Green function is zero and quantum topology change is forbidden. Therefore, as in the flat case, there is no quantum change of topology. Despite this fact, and for the sake of completeness, we now present the resulting Green function since this represents a non trivial generalization of the results obtained in Ref. sal4 . Let us notice that this case is different from the one given in Eq. (III.2). There, we had a Dirac function of $`v^{\prime \prime }`$ only and, therefore, it was possible to put the Dirac function outside the integral over $`H^{}`$. Here, we face a different situation since, this time, the Dirac function does depend on $`H^{}`$ (the second flat case , i.e. $`v0`$, also presented this feature but since the argument of the Dirac function had no zeros, this case was in fact trivial). In order to calculate the integral (III.1) for the present case, we express the Dirac function as $`\delta \left[v\left({\displaystyle \frac{b}{H^{}+b}}\right)^{2/3}v^{\prime \prime }\right]={\displaystyle \frac{3b}{2\|v\|}}\left({\displaystyle \frac{v^{\prime \prime }}{v}}\right)^{5/2}`$ (36) $`\times [\delta (H^{}H^{}{}_{0}{}^{})+\delta (H^{}H^{}{}_{0}{}^{+})],`$ and the integration becomes trivial. As a consequence, the Green function is given by the sum of two contributions coming from the two Dirac functions in Eq. (36) $$G_r=(G_++G_{})\mathrm{\Theta }\left(\frac{𝒦}{𝒦^{\prime \prime }}\right),$$ (37) where $`\mathrm{\Theta }`$ is the step function and where $`G_\pm `$ are given by $`G_+`$ $`=`$ $`{\displaystyle \frac{3my^{\prime \prime }x^{5/2}}{\pi \mathrm{}\kappa v(\chi \chi ^{\prime \prime })}}\mathrm{exp}\left\{{\displaystyle \frac{i}{\mathrm{}\kappa }}\left[{\displaystyle \frac{2yb(x^{3/2}1)}{x^{3/2}}}+2y^{\prime \prime }b(x^{3/2}1)+{\displaystyle \frac{𝒦y^{1/3}(x^{5/2}1)}{5b(x^{3/2}1)x}}\right]\right\},`$ (38) $`G_{}`$ $`=`$ $`{\displaystyle \frac{3my^{\prime \prime }x^{5/2}}{\pi \mathrm{}\kappa v(\chi \chi ^{\prime \prime })}}\mathrm{exp}\left\{{\displaystyle \frac{i}{\mathrm{}\kappa }}\left[{\displaystyle \frac{2yb(x^{3/2}+1)}{x^{3/2}}}2y^{\prime \prime }b(x^{3/2}+1)+{\displaystyle \frac{𝒦y^{1/3}(x^{5/2}+1)}{5b(x^{3/2}+1)x}}\right]\right\},`$ (39) with $`x(y/y^{\prime \prime })^{1/3}`$. This completes our study of the Green functions in the case of real metrics. We have demonstrated that there is no quantum change of topology in that case, as long as this transition involves a change of sign in the curvature of the spatial sections. Our formulation does not allow to signal a change of topology when the transition involves compactified spacelike sections with distinct topology but having the same sign of curvature, a fact that would require a completely distinct and much more elaborated approach to the problem. These conclusions are valid up to second order in the gradient expansion. ## IV The Green function with complex metrics We have just seen in the previous section that there is no change of topology if $`H^{}`$ remains real. This is linked to the fact that the equation $`v^{\prime \prime }=v[b/(H^{}+b)]^{2/3}`$ has no solution on the real axis of $`H^{}`$ if $`v`$ and $`v^{\prime \prime }`$ have opposite signs. It is worth recalling again that the extension of $`H^{}`$ to the complex plane made in section III, in the case of flat hypersurfaces, was a mere mathematical trick to calculate the integrals, albeit all the poles inside the contours were located on the real axis. On the other hand, the above equation possesses a solution in the complex plane, namely $$H^{}=H_0^{}b\left(1+i\left\|\frac{v}{v^{\prime \prime }}\right\|^{3/2}\right)$$ (40) and, therefore, this strongly suggests to consider $`H^{}`$ as a true complex variable. As we will discuss in the present section, the complexification of $`H^{}`$, with its natural consequence namely a complexification of the metric itself, is a physical requirement. This will lead us to interpret topology change as a quantum tunneling effect. In the case of complex metrics, the corresponding Green function needs to be modified and its expression can be obtained from the expressions derived before. We now describe how this can be done. ### IV.1 General derivation Changes of topology described by the metric (1) requires a complicated midisuperspace formulation of the problem, as described in the Introduction and explained in more details in Ref. LMPS . However, in the case of curved spatial hypersurfaces, the midisuperspace formulation can be circumvented and the problem greatly simplified by the introduction of complex metrics. Let us now define the metric according to $$\mathrm{d}s^2=N_\mathrm{c}^2(t)\mathrm{d}t^2+a^2(t)\left[\mathrm{d}z^2+\mathrm{sin}^2z(\mathrm{d}\theta ^2+\mathrm{sin}^2\theta \mathrm{d}\phi ^2)\right],$$ (41) and allow $`N_\mathrm{c}`$ and $`z`$ to be complex. Setting $`N_\mathrm{c}=N`$ and $`z=\xi `$ to be real yields, let us say for the final configuration, a positively curved spatial hypersurface in a Lorentzian four-geometry, while requiring initially that $`N_\mathrm{c}=iN`$ and $`z=i\xi `$ are purely imaginary yields a negatively curved spatial hypersurface, also in a Lorentzian four-geometry \[of course, one can interchange the transition by choosing $`\mathrm{sinh}`$ instead of $`\mathrm{sin}`$ in Eq. (41)\]. Therefore, the transition from positively to negatively curved spatial sections may be obtained with a mere complexification of the metric, without changing the functional form of the metric in Eq. (41) or without needing to introduce a time dependence on $`𝒦`$, as in Eq. (1). In other words, the transition described above can be actually realized by following trajectories in the space of complex metrics. Notice also that, with the complexification procedure, there is an overall change of sign in the $`4`$-metric while the transition from the initial to the final configuration occurs , implying a passage through degenerate metrics. This is typical of transitions with a change of topology as pointed out in Ref. hawking . Let us also emphasize that the use of complex trajectories in order to describe the tunneling effect is standard and has been used elsewhere, for instance in the study of chaotic potentials or in the calculation of the rotational spectra of molecules, see Ref. complexorb . The change in the lapse function, $`N_\mathrm{c}=iN`$, is equivalent to a Wick rotation to the imaginary time $`\tau =it`$, if one understands $`t`$ as the proper time of observers whose trajectories are orthogonal to the spacelike hypersurfaces. In this context, one needs to adapt the ADM formalism presented at the beginning of this article in order to obtain the Green function that will describe a topology change. We now turn to this question. The Euclidean action defined as $`IiS[g_\mathrm{E}]`$, see Ref. hawking , is given by $`I`$ $`=`$ $`{\displaystyle }\mathrm{d}^4x\sqrt{g_\mathrm{E}}[{\displaystyle \frac{1}{2\kappa }}{}_{}{}^{(4)}R(g_\mathrm{E})`$ (42) $`{\displaystyle \frac{n}{2m}}(g_\mathrm{E}^{\mu \nu }_\mu \chi _\nu \chi +m^2)V(\chi )],`$ where $`g_\mathrm{E}`$ denotes the Euclidean $`4`$-geometry whose line element can be expressed as $$\mathrm{d}s^2=(N^2+\gamma ^{ij}N_iN_j)\mathrm{d}t^2+2N_i\mathrm{d}t\mathrm{d}x^i+\gamma _{ij}\mathrm{d}x^i\mathrm{d}x^i.$$ (43) Note that we have used the relation $`\sqrt{g_\mathrm{c}}=i\sqrt{g_\mathrm{E}}`$, where $`g_\mathrm{c}`$ is a Lorentzian metric complexified as in Eq. (41). Having determined what the action is, we can study the Hamiltonian formalism. Calculations very similar to those performed in the standard ADM formalism show that the Hamiltonian obtained from the Euclidean action given above reads $$H_\mathrm{E}=N_\mathrm{E}+N^i_i,$$ (44) where $`_\mathrm{E}`$ and $`_i`$ are respectively given by $`_\mathrm{E}`$ $`=`$ $`\kappa \gamma ^{1/2}\pi ^{ij}\pi ^k\mathrm{}(2\gamma _{jk}\gamma _\mathrm{}i\gamma _{ij}\gamma _k\mathrm{}){\displaystyle \frac{1}{2\kappa }}\gamma ^{1/2}R`$ (45) $`+i(m^2+\chi _{,j}\chi ^{,j})^{1/2}\pi ^\chi +\gamma ^{1/2}V(\chi ),`$ $`_i`$ $`=`$ $`2(\gamma _i\mathrm{}\pi ^\mathrm{}k)_{,k}+\pi ^\mathrm{}k\gamma _{\mathrm{}k,i}+\pi ^\chi \chi _{,i},`$ (46) and where, as before, $`\pi ^{ij}`$ are the conjugate momenta to $`\gamma _{ij}`$ and $`\pi ^\chi `$ is the conjugate momentum to the dust field $`\chi `$. The quantity $`R`$ is the Ricci scalar of the three-metric $`\gamma _{ij}`$. From the expression of $`_\mathrm{E}`$ derived above, one can establish the Euclidean Hamilton-Jacobi equation. It reads $`\gamma ^{1/2}\kappa {\displaystyle \frac{\delta S}{\delta \gamma _{ij}(x)}}{\displaystyle \frac{\delta S}{\delta \gamma _k\mathrm{}(x)}}[2\gamma _i\mathrm{}(x)\gamma _{jk}(x)\gamma _{ij}(x)\gamma _k\mathrm{}(x)]+i\sqrt{m^2+\gamma ^{ij}\chi _{,i}\chi _{,j}}{\displaystyle \frac{\delta S}{\delta \chi (x)}}+\gamma ^{1/2}V(\chi ){\displaystyle \frac{1}{2\kappa }}\gamma ^{1/2}R=0,`$ (47) while the momentum constraint equation remains the same as in Eq. (13). Comparing Eq. (47) with Eq. (12), one can see that going to the imaginary time (by means of the Wick rotation) changes the sign of the kinetic term in the gravitational sector. This is a well-known modification when going from Lorentzian to Euclidean signatures. On the other hand, the matter sector, containing the term $`\delta S/\delta \chi `$, is multiplied by complex number $`i`$. This latter change was also expected since $`\chi `$ plays the role of time. Setting $`\tau =it`$ implies $`\chi _\mathrm{c}=i\chi `$ after the Wick rotation, hence the above result. Having the Euclidean Hamilton-Jacobi equation and the momentum equation at our disposal, we now seek solutions using the gradient expansion. In the following, quantities with the index $`\mathrm{c}`$ refer to the metric $`(\text{41})`$ after the Wick rotation ($`N_\mathrm{c}=iN`$, $`z`$ complex) while quantities without index refer to the (real) Lorentzian metric (41) ($`N`$=real, $`\xi `$ real). As it was the case before, see Eq. (15), the invariance by reparametrization suggests a solution of the form $$S_\mathrm{c}^{(0)}=\frac{2}{\kappa }\mathrm{d}^3x\gamma _\mathrm{c}^{1/2}H_\mathrm{c}(\chi ).$$ (48) Inserting this form into the Euclidean Hamilton-Jacobi equation yields, at the zero order, $`H_\mathrm{c}^2=(2im/3)H_\mathrm{c}/\chi `$. This equation should be compared with the equation written after Eq. (15). The difference between those two equations is a factor $`i`$ as expected. The corresponding solution can be written as $`H_\mathrm{c}=iH`$, where $`H(\chi )=2m/[3(\chi \stackrel{~}{\chi })]`$. Again, this solution bears some close resemblance with the solution of Eq. (16). At second order, the diffeomorphism invariant solution reads $$S_\mathrm{c}^{(2)}=\frac{1}{\kappa }\mathrm{d}^3x\gamma _\mathrm{c}^{1/2}J_\mathrm{c}(\chi )R_\mathrm{c},$$ (49) and is similar to the solution of Eq. (20). Applying the same method as before, i.e. inserting the above equation into the Euclidean Hamilton-Jacobi equation, yields the following relation $$H_\mathrm{c}J_\mathrm{c}+im\frac{J_\mathrm{c}}{\chi }=iHJ_\mathrm{c}+im\frac{J_\mathrm{c}}{\chi }=\frac{1}{2}.$$ (50) Since we have already established the expression of $`H_\mathrm{c}`$, the above relation is a differential equation for the quantity $`J_\mathrm{c}`$ only. The solution is very similar to the one found in section II of this paper. It reads $`J_\mathrm{c}=iJ`$, where, as can be deduced from Eq. (20), one has $$J(\stackrel{~}{\chi },D)=\frac{3}{10m}(\chi \stackrel{~}{\chi })+D(\chi \stackrel{~}{\chi })^{2/3}.$$ (51) We now have at our disposal the Euclidean action at zeroth and second order in full generality, i.e. for any metric tensor. As before, we now restrict our considerations to the metrics of the form (41). This allows us to perform the integrals (48) and (49) exactly. However, in the Euclidean case, one has to pay attention to the following fact. When the transformation $`z=i\xi `$ is made, the three-metric gets modified by an overall sign (besides the change from $`\mathrm{sin}`$ to $`\mathrm{sinh}`$). This implies that $`\gamma _\mathrm{c}^{1/2}=i\gamma ^{1/2}`$ and, hence, the volume $`y_\mathrm{c}`$ can be written as $$y_\mathrm{c}\mathrm{d}^3x\gamma _\mathrm{c}^{1/2}=iy.$$ (52) For the same reason, the three-curvature satisfies $`R_\mathrm{c}R(\gamma _\mathrm{c}^{\mu \nu })=R(\gamma ^{\mu \nu })R`$. Combining the previous results, one has $`v_\mathrm{c}=y_\mathrm{c}R_\mathrm{c}=iyR=iv`$. We are now in a position where we can calculate the semi-classical wave function in the long wavelength approximation at the time $`\chi `$. The result reads $`\mathrm{\Psi }(y_\mathrm{c},R_\mathrm{c},\chi )`$ $`=`$ $`\mathrm{exp}\left[{\displaystyle \frac{i}{\mathrm{}\kappa }}(2y_\mathrm{c}H_\mathrm{c}+v_\mathrm{c}J_\mathrm{c})\right]`$ (53) $`=`$ $`\mathrm{exp}\left[{\displaystyle \frac{i}{\mathrm{}\kappa }}(2yH+vJ)\right].`$ (54) This solution should be compared with Eq. (21). One notices that there is a difference, namely a change of sign in the first term of the exponential. As we are going to show below, this simple change of sign turns out to be crucial in order to obtain a Green function which allows a quantum change of topology. The last step is to calculate the Green function explicitly. This Green function describes a transition from a situation where the wave function is expressed by the standard formula, Eq. (21), to a case where the wave function is modified by the above-mentioned change of sign, see Eq. (53) (or vice versa if one wishes to consider the opposite transition). As a consequence, in order to obtain the Green function, we just need to repeat the calculations performed between Eq. (23) and Eq. (32), bearing in mind that, in the final (or initial) configuration, the wave function is now described by Eq. (53). We obtain the following result $`G_i(y,R,\chi ;y^{},R^{},\chi ^{})={\displaystyle \frac{y^{}}{2\pi ^2\mathrm{}^2\kappa ^2}}{\displaystyle _𝒞}dH^{}{\displaystyle _{\mathrm{}}^{\mathrm{}}}dJ^{}\mathrm{exp}\left\{{\displaystyle \frac{i}{\mathrm{}\kappa }}\left[2yH2y^{}H^{}v^{}J^{}+{\displaystyle \frac{3v(\chi \stackrel{~}{\chi })}{10m}}+{\displaystyle \frac{vD}{(\chi \stackrel{~}{\chi })^{2/3}}}\right]\right\}.`$ (55) At this point, one should compare the above result with Eq. (32). Being given the previous considerations, it does not come as a surprise that the sign of the second term in the exponential is different. The origin of the difference is clearly the modified wave function of Eq. (53). Apart from this (crucial) difference, the previous expression is identical to Eq. (III.1). Let us also notice that, in order to derive the Green function, we have already assumed that the contour $`𝒞`$ reduces to an integration along the real axis. This allows us to extract the Green function directly. We will show below that this is indeed the case. ### IV.2 Explicit calculation of the Green function Equipped with the modified Green function (55), we now return to our main subject, i.e the study of the quantum topology changes. We now consider the case where $`v`$ and $`v^{}`$ have opposite signs, namely sign($`v`$)$`=`$sign($`v^{}`$). The first step is to perform the integration over $`J^{}`$. This yields the Dirac $`\delta `$-function of Eq. (34) (except that one should replace $`v^{\prime \prime }`$ by $`v^{}`$). This function has the root given in Eq. (40), i.e. $`H^{}=H_0^{}`$. The second step is the choice of the contour $`𝒞`$. In the complex plane, integration of a Dirac $`\delta `$-function can be represented by an integration along a small circle around the roots of its argument. For this reason, the integration over $`H^{}`$ will be performed along the contour which goes from $`\rho `$ to $`\rho `$ on the real axis, avoiding the poles of the exponential function, $`H^{}=b`$ and $`H^{}=0`$. The contour is closed by considering a large semicircle in the half part of the complex plane with negative imaginary part. This contour is represented in Fig. 2. It is equivalent to a small closed contour around the pole $`H^{}=H_0^{}`$ because of the Cauchy theorem. In addition, as $`\rho \mathrm{}`$, the integral along the large lower semicircle goes to zero and we are reduced to an integral from $`\mathrm{}`$ to $`+\mathrm{}`$, as before. As announced above, this last argument justifies the fact that we have extracted the Green function from Eq. (55). Performing explicitly the integration, the Green function for topology change reads $`G_i`$ $`=`$ $`{\displaystyle \frac{3my^{}x^{5/2}}{4\pi \mathrm{}\kappa v(\chi \chi ^{})}}\mathrm{exp}\left\{{\displaystyle \frac{i}{\mathrm{}\kappa }}[{\displaystyle \frac{4m(yy^{})}{3(\chi \chi ^{})}}+{\displaystyle \frac{3𝒦y^{1/3}(x^41)(\chi \chi ^{})}{10(x^3+1)x}}]\right\}\mathrm{exp}\{{\displaystyle \frac{1}{\kappa }}[{\displaystyle \frac{8m(yy^{})^{1/2}}{3(\chi \chi ^{})}}`$ (56) $`{\displaystyle \frac{3𝒦y^{1/3}x^{1/2}(x+1)(\chi \chi ^{})}{10(x^3+1)}}]\left\}\mathrm{\Theta }\right({\displaystyle \frac{𝒦}{𝒦^{}}}),`$ where the quantity $`x`$ has been introduced before. This is the main result of this section. Let us now check that the above expression possesses the correct properties of a Green function. The Wheeler-De Witt equation for the homogeneous background is given by $$im\mathrm{}\frac{\mathrm{\Psi }}{\chi }=\frac{3\kappa }{4}\mathrm{}^2y\frac{^2\mathrm{\Psi }}{y^2}\frac{𝒦y^{1/3}}{2\kappa }\mathrm{\Psi }.$$ (57) The Green function $`G_i`$ must satisfy the semi-classical version of Eq. (57). Recovering the units, $`G_i`$ has the following form: $`G_i=C\mathrm{exp}(iS/\mathrm{})\mathrm{exp}(A/\mathrm{})`$. After inserting this expression in Eq. (57), one obtains an equation whose real and imaginary parts, in the limit $`\mathrm{}0`$, read $`m{\displaystyle \frac{S}{\chi }}{\displaystyle \frac{3\kappa }{4}}y\left[\left({\displaystyle \frac{S}{y}}\right)^2\left({\displaystyle \frac{A}{y}}\right)^2\right]{\displaystyle \frac{𝒦y^{1/3}}{2\kappa }}`$ $`=`$ $`0,`$ (58) $`m{\displaystyle \frac{A}{\chi }}+{\displaystyle \frac{3\kappa }{2}}y{\displaystyle \frac{S}{y}}{\displaystyle \frac{A}{y}}`$ $`=`$ $`0.`$ (59) Using the expression of $`G_i`$ derived above, see Eq. (56), one can easily check that Eqs. (58) and (59) are indeed satisfied in the long-wavelength approximation. Let us notice that terms involving $`R^2=(6𝒦/y^{2/3})^2`$ have been neglected. Hence, $`G_i`$ possesses all the good properties of a Green function signaling a topology change: it describes the transition from a wave function describing an homogeneous spatial geometry with positive (negative) curvature to another wave function describing another homogeneous spatial geometry with negative (positive) curvature \[see Eq. (23)\], and it satisfies the semi-classical Wheeler-De Witt equation in the long-wavelength approximation. ### IV.3 Discussion In this section, we briefly discuss the main properties of the Green function of Eq. (56). First of all, it is interesting to notice that, without the change of sign obtained in the first term of the exponential, see Eq. (53), the Green function obtained through Eq. (23) would not satisfy the Wheeler-De Witt equation (57). This change of sign is a direct consequence of describing the change of topology by means of complexification of coordinates, which in turn implies an overall change of sign in the four-metric while the transition is taking place. This confirms the ideas of Ref. hawking stating that, in a topology transition, one should pass through degenerate metrics. We notice in passing that Eq. (58) is not exactly the classical Hamilton-Jacobi equation for a minisuperspace corresponding to the homogeneous metrics considered here. There is an extra term which induces the quantum change of topology. This is the quantum potential in the Bohm-de Broglie interpretation language. This extra term comes from the imaginary part $`A`$ of the action and indicates that such a change of topology is in fact a quantum tunneling effect. Secondly, examining the Green function (56), one can notice that a topology change is very improbable if $`\mathrm{\Delta }\chi \chi \chi ^{}`$ is very short. As $`\mathrm{\Delta }\chi `$ increases, quantum changes of topology become possible in both directions (from positive to negative curvature and vice-versa), but when $`\mathrm{\Delta }\chi `$ becomes very large, negative to positive curvature transitions are suppressed while positive to negative curvature transitions are enhanced. This suggests that negative curvature topologies are preferred. Finally, for finite $`\mathrm{\Delta }\chi `$, topology transitions between large volume spacelike hypersurfaces are very improbable, as expected. ## V Conclusions We now briefly summarize the main results reached in this article. We have obtained a Green function describing a topology change by using a double approximation: the semi-classical canonical quantum gravity and the long wavelength approximation. Our considerations have been restricted to transitions between homogeneous spacelike hypersurfaces with different intrinsic curvatures. In this framework, we have been able to demonstrate that transitions involving flat hypersurfaces are forbidden. However, we have also shown that this is no longer the case if the hypersurfaces are curved. In order to obtain the corresponding Green functions describing transitions between curved hypersurfaces, we have used imaginary coordinates (not only timelike coordinate but also one spacelike coordinate) in order to circumvent the midisuperspace problem raised in Ref. LMPS (i.e. the components of the four-dimensional curvature tensor are only functions of time). The explicit expression of the Green function has been obtained by performing an integration in the complex plane. The resulting Green function shows that topology changes in the direction of negatively curved hypersurfaces are strongly enhanced as time goes on while transitions in the opposite direction are suppressed. In a finite amount of time, transitions between large spacelike hypersurfaces are improbable. The formalism developed in this paper can also be applied to more complicated models. This will be the subject of our future investigations. ## ACKNOWLEDGMENTS Two of us (NPN and IDS) would like to thank the Cosmology Group of CBPF for useful discussions, and CNPq of Brazil for financial support.
warning/0006/nlin0006001.html	ar5iv	text	# Reductions of 𝑁-wave interactions related to low–rank simple Lie algebras. I: ℤ₂–reductions ## 1 Introduction It is well known that the $`N`$–wave equations $`i[J,Q_t]i[I,Q_x]+[[I,Q],[J,Q]]=0,`$ (1.1) are solvable by the inverse scattering method (ISM) applied to the generalized system of Zakharov–Shabat type : $`L(\lambda )\mathrm{\Psi }(x,t,\lambda )=\left(i{\displaystyle \frac{d}{dx}}+[J,Q(x,t)]\lambda J\right)\mathrm{\Psi }(x,t,\lambda )=0,J𝔥,`$ (1.2) $`Q(x,t)={\displaystyle \underset{\alpha \mathrm{\Delta }}{}}Q_\alpha (x,t)E_\alpha {\displaystyle \underset{\alpha \mathrm{\Delta }_+}{}}(q_\alpha (x,t)E_\alpha +p_\alpha (x,t)E_\alpha )𝔤\backslash 𝔥,`$ (1.3) where $`Q(x,t)`$ and $`J`$ take values in the simple Lie algebra $`𝔤`$. Here $`𝔥`$ is the Cartan subalgebra of $`𝔤`$, $`\mathrm{\Delta }`$ (resp. $`\mathrm{\Delta }_+`$) is the system of roots (resp., the system of positive roots) of $`𝔤`$; $`E_\alpha `$ are the root vectors of the simple Lie algebra $`𝔤`$. Indeed, equation (1.1) is the compatibility condition $$[L(\lambda ),M(\lambda )]=0,$$ (1.4) where $`M(\lambda )\mathrm{\Psi }(x,t,\lambda )=\left(i{\displaystyle \frac{d}{dt}}+[I,Q(x,t)]\lambda I\right)\mathrm{\Psi }(x,t,\lambda )=0,I𝔥.`$ (1.5) Here and below $`r=\text{rank}𝔤`$, and $`\stackrel{}{a},\stackrel{}{b}𝔼^r`$ are the vectors corresponding to the Cartan elements $`J,I𝔥`$. The inverse scattering problem for (1.2) with real valued $`J`$ was reduced to a Riemann-Hilbert problem for the (matrix-valued) fundamental analytic solution of (1.2) ; the action-angle variables for the $`N`$-wave equations with $`𝔤sl(n)`$ were obtained in the preprint , see also . Most of these results were derived first for the simplest non-trivial case when $`J`$ has pair-wise distinct real eigenvalues. However often the reduction conditions require that $`J`$ be complex-valued, see . Then the construction of the fundamental analytic solutions and the solution of the corresponding inverse scattering problem for (1.2) becomes more difficult . The interpretation of the ISM as a generalized Fourier transform and the expansions over the “squared solutions” of (1.2) were derived in for real $`J`$ and in for complex $`J`$. This interpretation allows one also to prove that all $`N`$-wave type equations are Hamiltonian and possess a hierarchy of pair-wize compatible Hamiltonian structures $`\{H^{(k)},\mathrm{\Omega }^{(k)}\}`$, $`k=0,\pm 1,\pm 2,\mathrm{}`$. Indeed, as a phase space $`_{\mathrm{ph}}`$ of these equations one can choose the space spanned by the complex-valued functions $`\{q_\alpha ,p_\alpha ,\alpha \mathrm{\Delta }_+\}`$, $`dim_{}_{\mathrm{ph}}=\|\mathrm{\Delta }\|`$. The the corresponding nonlinear evolution equation (NLEE) as, e.g. (1.1) and its higher analogs can be formally written down as Hamiltonian equations of motion: $$\mathrm{\Omega }^{(k)}(Q_t,)=dH^{(k)}(),k=0,\pm 1,\pm 2,\mathrm{},$$ (1.6) where both $`\mathrm{\Omega }^{(k)}`$ and $`H^{(k)}`$ are complex-valued. The simplest Hamiltonian formulation of (1.1) is given by $`\{H^{(0)}`$, $`\mathrm{\Omega }^{(0)}\}`$ where $`H^{(0)}=H_0+H_\mathrm{I}`$ and $`H_0={\displaystyle \frac{c_0}{2i}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑xQ,[I,Q_x]={\displaystyle \underset{\alpha \mathrm{\Delta }_+}{}}H_0(\alpha ),`$ (1.7) $`H_0(\alpha )=ic_0{\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑x{\displaystyle \frac{(\stackrel{}{b},\alpha )}{(\alpha ,\alpha )}}(q_\alpha p_{\alpha ,x}q_{\alpha ,x}p_\alpha ),`$ (1.8) $`H_\mathrm{I}={\displaystyle \frac{c_0}{3}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑x[J,Q],[Q,[I,Q]]={\displaystyle \underset{[\alpha ,\beta ,\gamma ]}{}}\omega _{\beta ,\gamma }H(\alpha ,\beta ,\gamma );`$ (1.9) $`H(\alpha ,\beta ,\gamma )=c_0{\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑x(q_\alpha p_\beta p_\gamma p_\alpha q_\beta q_\gamma ),\omega _{\beta ,\gamma }={\displaystyle \frac{4N_{\beta ,\gamma }}{(\alpha ,\alpha )}}\text{det}\left(\begin{array}{cc}(\stackrel{}{a},\beta )& (\stackrel{}{a},\gamma )\\ (\stackrel{}{b},\beta )& (\stackrel{}{b},\gamma )\end{array}\right),`$ (1.12) and the symplectic form $`\mathrm{\Omega }^{(0)}`$ is equivalent to a canonical one $`\mathrm{\Omega }^{(0)}={\displaystyle \frac{ic_0}{2}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑x[J,\delta Q(x,t)]\underset{^{}}{}\delta Q(x,t)={\displaystyle \underset{\alpha \mathrm{\Delta }_+}{}}\mathrm{\Omega }^{(0)}(\alpha ),`$ (1.13) $`\mathrm{\Omega }^{(0)}(\alpha )=ic_0{\displaystyle \frac{2(\stackrel{}{a},\alpha )}{(\alpha ,\alpha )}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑x\delta q_\alpha (x,t)\delta p_\alpha (x,t).`$ (1.14) Here $`c_0`$ is a constant to be explained below, $`,`$ is the Killing form of $`𝔤`$ and the triple $`[\alpha ,\beta ,\gamma ]`$ belongs to $``$ if $`\alpha ,\beta ,\gamma \mathrm{\Delta }_+`$ and $`\alpha =\beta +\gamma `$; $`N_{\beta ,\gamma }`$ is defined in (2.3), (2.3) below. The Hamiltonian of the $`N`$-wave equations and their higher analogs $`H^{(k)}`$ depend analytically on $`q_\alpha ,p_\alpha `$. That allows one to rewrite the equation (1.6) as a standard Hamiltonian equation with real-valued $`\mathrm{\Omega }^{(k)}`$ and $`H^{(k)}`$. The phase space then is viewed as the manifold of real-valued functions $`\{\mathrm{Re}q_\alpha ,\mathrm{Re}p_\alpha ,\mathrm{Im}q_\alpha ,\mathrm{Im}p_\alpha \}`$, $`\alpha \mathrm{\Delta }_+`$, so $`dim_{}_{\mathrm{ph}}=2\|\mathrm{\Delta }\|`$. Such treatment is rather formal and we will not explain it in more details here. Another better known way to make $`\mathrm{\Omega }^{(k)}`$ and $`H^{(k)}`$ real is to impose reduction on them involving complex or hermitian conjugation; below we list several types of such reductions. Obviously we can multiply both sides of (1.6) by the same constant $`c_k`$. We will use this freedom below and whenever possible will adjust the constant $`c_0`$ (or $`c_k`$) in such a way that both $`\mathrm{\Omega }^{(0)}`$, $`H^{(0)}`$ (or $`\mathrm{\Omega }^{(k)}`$, $`H^{(k)}`$) are real. Physically to each term $`H(\alpha ,\beta ,\gamma )`$ we relate part of a wave-decay diagram which shows how the $`\alpha `$-wave decays into $`\beta `$\- and $`\gamma `$-waves. In other words we assign to each root $`\alpha `$ a wave with wave number $`k_\alpha `$ and frequency $`\omega _\alpha `$. Each of the elementary decays preserves them, i.e. $$k_\alpha =k_\beta +k_\gamma ,\omega (k_\alpha )=\omega (k_\beta )+\omega (k_\gamma ).$$ Our aim is to investigate all inequivalent $`_2`$ reductions of the $`N`$-wave type equations related to the low-rank simple Lie algebras. Thus we exhibit new examples of integrable $`N`$-wave type interactions some of which have applications to physics. From the definition of the reduction group $`G_R`$ introduced by A. V. Mikhailov in and further developed in it is natural that we have to have realizations of $`G_R`$ as: i) finite subgroup of the group $`\text{Aut}(𝔤)`$ of automorphisms of the algebra $`𝔤`$; and ii) finite subgroup of the conformal mappings on the complex $`\lambda `$-plane. We impose also the natural restriction that the reduction preserves the form of the Lax operator (1.2). In particular that means that we have to limit ourselves only to those elements of $`\text{Aut}(𝔤)`$ that preserve the Cartan subalgebra $`𝔥`$ of $`𝔤`$. This condition narrows our choice to $`V_0\text{Ad}(𝔥)W(𝔤)`$ where $`W(𝔤)`$ is the Weyl group of $`𝔤`$ and $`V_0`$ is the group of external automorphisms of $`𝔤`$. As a result we find that the reduction is sensitive to the way $`G_R`$ is embedded into $`\text{Aut}(𝔤)`$. We start with the $`_2`$-reductions which provide the richest class of interesting examples and display a number of non-trivial and inequivalent reductions for the $`N`$-wave type equations. In the next Section 2 we briefly outline the main idea of the reduction group . In Section 3 we introduce convenient notations and describe how generic $`_2`$-reductions act on $`H^{(0)}`$ and $`\mathrm{\Omega }^{(0)}`$. We also list the properties of the Weyl groups for the algebras $`𝐀_k`$, $`𝐁_k`$, $`𝐂_k`$, $`k=2,3`$ and $`𝐆_2`$. The main attention here is paid to their equivalence classes. Obviously if two reductions generated by two different automorphisms $`A`$ and $`A^{}`$ are inequivalent then $`A`$ and $`A^{}`$ must belong to different equivalence classes of $`W(𝔤)`$. The list of the inequivalent reductions is displayed in Section 4. For each of the cases we list the restrictions imposed on the potential $`Q`$ and the Cartan elements $`J`$ and $`I`$. Whenever the reduction preserves the simplest Hamiltonian structure (1.7), (1.9), (1.13) we write down only the Hamiltonian. In the cases when the reduction makes the simplest Hamiltonian structure degenerate we write down the system of equations. Whenever $`G_R`$ acts on $`iU(x,\lambda )`$ as Cartan involution the result of the reduction is to get a real form of the algebra $`𝔤`$. These cases are discussed in Section 5. In Section 6 we formulate the effect of $`G_R`$ on the scattering data of the Lax operator. In the next Section 7 these facts are used to explain how in certain cases the reduction makes ‘half’ of the symplectic forms and ‘half’ of the Hamiltonians in the hierarchy degenerate. The paper finishes with several conclusions and two appendices which contain some subsidiary facts about the root systems of the Lie algebras (Appendix A) and the typical interaction terms in $`H_I`$ (Appendix B). The present paper is an extended exposition of a part of our reports with some misprints corrected. ## 2 Preliminaries and general approach The main idea underlying Mikhailov’s reduction group is to impose algebraic restrictions on the Lax operators $`L`$ and $`M`$ which will be automatically compatible with the corresponding equations of motion (1.4). Due to the purely Lie-algebraic nature of the Lax representation (1.4) this is most naturally done by imbedding the reduction group as a subgroup of $`\text{Aut}𝔤`$ – the group of automorphisms of $`𝔤`$. Obviously to each reduction imposed on $`L`$ and $`M`$ there will correspond a reduction of the space of fundamental solutions $`𝔖_\mathrm{\Psi }\{\mathrm{\Psi }(x,t,\lambda )\}`$ of (1.2) and (1.5). Some of the simplest $`_2`$-reductions of $`N`$-wave systems have been known for a long time (see ) and are related to external automorphisms of $`𝔤`$ and $`𝔊`$, namely: $$C_1\left(\mathrm{\Psi }(x,t,\lambda )\right)=A_1\mathrm{\Psi }^{}(x,t,\kappa _1(\lambda ))A_1^1=\stackrel{~}{\mathrm{\Psi }}^1(x,t,\lambda ),\kappa _1(\lambda )=\pm \lambda ^{},$$ (2.1) where $`A_1`$ belongs to the Cartan subgroup of the group $`𝔊`$: $$A_1=\mathrm{exp}\left(\pi iH_1\right),$$ (2.2) and $`H_1𝔥`$ is such that $`\alpha (H_1)`$ for all roots $`\alpha \mathrm{\Delta }`$ in the root system $`\mathrm{\Delta }`$ of $`𝔤`$. Note that the reduction condition relates the fundamental solution $`\mathrm{\Psi }(x,t,\lambda )𝔊`$ to a fundamental solution $`\stackrel{~}{\mathrm{\Psi }}(x,t,\lambda )`$ of (1.2) and (1.5) which in general differs from $`\mathrm{\Psi }(x,t,\lambda )`$. Another class of $`_2`$ reductions are related to external automorphisms of the type: $$C_2\left(\mathrm{\Psi }(x,t,\lambda )\right)=A_2\mathrm{\Psi }^T(x,t,\kappa _2(\lambda ))A_2^1=\stackrel{~}{\mathrm{\Psi }}^1(x,t,\lambda ),\kappa _2(\lambda )=\pm \lambda ,$$ (2.3) where $`A_2`$ is again of the form (2.2). The best known examples of NLEE obtained with the reduction (2.3) are the sine-Gordon and the MKdV equations which are related to $`𝔤sl(2)`$. For higher rank algebras such reductions to our knowledge have not been studied. Generically reductions of type (2.3) lead to degeneration of the canonical Hamiltonian structure, i.e. $`\mathrm{\Omega }^{(0)}0`$; then we need to use some of the higher Hamiltonian structures (see ) for proving their complete integrability. In fact the reductions (2.1) and (2.3) provide us examples when the reduction is obtained with the combined use of external and inner automorphisms. Along with (2.2), (2.1) one may use also reductions with inner automorphisms: $`C_3\left(\mathrm{\Psi }(x,t,\lambda )\right)=A_3\mathrm{\Psi }^{}(x,t,\kappa _1(\lambda ))A_3^1=\stackrel{~}{\mathrm{\Psi }}(x,t,\lambda ),`$ (2.4) and $`C_4\left(\mathrm{\Psi }(x,t,\lambda )\right)=A_4\mathrm{\Psi }(x,t,\kappa _2(\lambda ))A_4^1=\stackrel{~}{\mathrm{\Psi }}(x,t,\lambda ).`$ (2.5) Since our aim is to preserve the form of the Lax pair we limit ourselves by automorphisms preserving the Cartan subalgebra $`𝔥`$. This condition is obviously fulfilled if $`A_k`$, $`k=1,\mathrm{},4`$ is in the form (2.2). Another possibility is to choose $`A_1`$, …, $`A_4`$ so that they correspond to Weyl group automorphisms. In fact (2.1) and (2.3) are related to external automorphisms only if $`𝔤`$ is from the $`𝐀_r`$ series. For the $`𝐁_r`$, $`𝐂_r`$ and $`𝐃_r`$ series (2.1) is equivalent to an inner automorphism (2.4) with the special choice for the Weyl group element $`w_0`$ which maps all highest weight vectors into the corresponding lowest weight vectors (see Remark (1)). Finally $`_2`$ reductions of the form (2.1) in fact restrict us to the corresponding real form of the algebra $`𝔤`$. ### 2.1 The reduction group The reduction group $`G_R`$ is a finite group which preserves the Lax representation (1.4), i.e. it ensures that the reduction constraints are automatically compatible with the evolution. $`G_R`$ must have two realizations: i) $`G_R\mathrm{Aut}𝔤`$ and ii) $`G_R\mathrm{Conf}`$, i.e. as conformal mappings of the complex $`\lambda `$-plane. To each $`g_kG_R`$ we relate a reduction condition for the Lax pair as follows : $$C_k(L(\mathrm{\Gamma }_k(\lambda )))=\eta _kL(\lambda ),C_k(M(\mathrm{\Gamma }_k(\lambda )))=\eta _kM(\lambda ),$$ (2.6) where $`C_k\text{Aut}𝔤`$ and $`\mathrm{\Gamma }_k(\lambda )\text{Conf }`$ are the images of $`g_k`$ and $`\eta _k=1`$ or $`1`$ depending on the choice of $`C_k`$. Since $`G_R`$ is a finite group then for each $`g_k`$ there exist an integer $`N_k`$ such that $`g_k^{N_k}=\text{1}\text{1}`$. In all the cases below $`N_k=2`$ and the reduction group is isomorphic to $`_2`$. More specifically the automorphisms $`C_k`$, $`k=1,\mathrm{},4`$ listed above lead to the following reductions for the matrix-valued functions $$U(x,t,\lambda )=[J,Q(x,t)]\lambda J,V(x,t,\lambda )=[I,Q(x,t)]\lambda I,$$ (2.7) of the Lax representation: 1) $`C_1(U^{}(\kappa _1(\lambda )))=U(\lambda ),`$ $`C_1(V^{}(\kappa _1(\lambda )))=V(\lambda ),`$ (2.8a) 2) $`C_2(U^T(\kappa _2(\lambda )))=U(\lambda ),`$ $`C_2(V^T(\kappa _2(\lambda )))=V(\lambda ),`$ (2.8b) 3) $`C_3(U^{}(\kappa _1(\lambda )))=U(\lambda ),`$ $`C_3(V^{}(\kappa _1(\lambda )))=V(\lambda ),`$ (2.8c) 4) $`C_4(U(\kappa _2(\lambda )))=U(\lambda ),`$ $`C_4(V(\kappa _2(\lambda )))=V(\lambda ),`$ (2.8d) ### 2.2 Finite groups The condition (2.6) is obviously compatible with the group action. Therefore it is enough to ensure that (2.6) is fulfilled for the generating elements of $`G_R`$. In fact (see ) every finite group $`G`$ is determined uniquely by its generating elements $`g_k`$ and genetic code, e.g.: $$g_k^{N_k}=\text{1}\text{1},(g_jg_k)^{N_{jk}}=\text{1}\text{1},N_k,N_{jk}.$$ (2.8i) For example the cyclic $`_N`$ and the dihedral $`𝔻_N`$ groups have as genetic codes $$g^N=\text{1}\text{1},N2\text{for}_N,$$ (2.8j) and $$g_1^2=g_2^2=(g_1g_2)^N=\text{1}\text{1},N2\text{for}𝔻_N.$$ (2.8k) ### 2.3 Cartan-Weyl basis and Weyl group Here we fix the notations and the normalization conditions for the Cartan-Weyl generators of $`𝔤`$. We introduce $`h_k𝔥`$, $`k=1,\mathrm{},r`$ and $`E_\alpha `$, $`\alpha \mathrm{\Delta }`$ where $`\{h_k\}`$ are the Cartan elements dual to the orthonormal basis $`\{e_k\}`$ in the root space $`𝔼^r`$. Along with $`h_k`$ we introduce also $$H_\alpha =\frac{2}{(\alpha ,\alpha )}\underset{k=1}{\overset{r}{}}(\alpha ,e_k)h_k,\alpha \mathrm{\Delta },$$ (2.8l) where $`(\alpha ,e_k)`$ is the scalar product in the root space $`𝔼^r`$ between the root $`\alpha `$ and $`e_k`$. The commutation relations are given by : $`[h_k,E_\alpha ]=(\alpha ,e_k)E_\alpha ,[E_\alpha ,E_\alpha ]=H_\alpha ,`$ $`[E_\alpha ,E_\beta ]=\{\begin{array}{cc}N_{\alpha ,\beta }E_{\alpha +\beta }\hfill & \text{for}\alpha +\beta \mathrm{\Delta }\hfill \\ 0\hfill & \text{for}\alpha +\beta \mathrm{\Delta }\{0\}.\hfill \end{array}`$ (2.8o) We will denote by $`\stackrel{}{a}=_{k=1}^ra_ke_k`$ the $`r`$-dimensional vector dual to $`J𝔥`$; obviously $`J=_{k=1}^ra_kh_k`$. If $`J`$ is a regular real element in $`𝔥`$ then without restrictions we may use it to introduce an ordering in $`\mathrm{\Delta }`$. Namely we will say that the root $`\alpha \mathrm{\Delta }_+`$ is positive (negative) if $`(\alpha ,\stackrel{}{a})>0`$ ($`(\alpha ,\stackrel{}{a})<0`$ respectively). The normalization of the basis is determined by: $`E_\alpha =E_\alpha ^T,E_\alpha ,E_\alpha ={\displaystyle \frac{2}{(\alpha ,\alpha )}},`$ $`N_{\alpha ,\beta }=N_{\alpha ,\beta },N_{\alpha ,\beta }=\pm (p+1),`$ (2.8p) where the integer $`p0`$ is such that $`\alpha +s\beta \mathrm{\Delta }`$ for all $`s=1,\mathrm{},p`$ and $`\alpha +(p+1)\beta \mathrm{\Delta }`$. The root system $`\mathrm{\Delta }`$ of $`𝔤`$ is invariant with respect to the Weyl reflections $`S_\alpha `$; on the vectors $`\stackrel{}{y}𝔼^r`$ they act as $$S_\alpha \stackrel{}{y}=\stackrel{}{y}\frac{2(\alpha ,\stackrel{}{y})}{(\alpha ,\alpha )}\alpha ,\alpha \mathrm{\Delta }.$$ (2.8q) All Weyl reflections $`S_\alpha `$ form a finite group $`W_𝔤`$ known as the Weyl group. One may introduce in a natural way an action of the Weyl group on the Cartan-Weyl basis, namely: $`S_\alpha (H_\beta )A_\alpha H_\beta A_\alpha ^1=H_{S_\alpha \beta },`$ $`S_\alpha (E_\beta )A_\alpha E_\beta A_\alpha ^1=n_{\alpha ,\beta }E_{S_\alpha \beta },n_{\alpha ,\beta }=\pm 1.`$ (2.8r) It is also well known (see ) that the matrices $`A_\alpha `$ are given (up to a factor from the Cartan subgroup) by $$A_\alpha =e^{E_\alpha }e^{E_\alpha }e^{E_\alpha }H_A,$$ (2.8s) where $`H_A`$ is a conveniently chosen element from the Cartan subgroup such that $`H_A^2=\text{1}\text{1}`$. The formula (2.8s) and the explicit form of the Cartan-Weyl basis in the typical representation will be used in calculating the reduction condition following from (2.6). ### 2.4 Graded Lie algebras One of the important notions in constructing integrable equations and their reductions is the one of graded Lie algebra and Kac-Moody algebras . The standard construction is based on a finite order automorphism $`C\text{Aut}𝔤`$, $`C^N=\text{1}\text{1}`$. Obviously the eigenvalues of $`C`$ are $`\omega ^k`$, $`k=0,1,\mathrm{},N1`$, where $`\omega =\mathrm{exp}(2\pi i/N)`$. To each eigenvalue there corresponds a linear subspace $`𝔤^{(k)}𝔤`$ determined by $$𝔤^{(k)}\{X:X𝔤,C(X)=\omega ^kX\}.$$ (2.8t) Obviously $`𝔤=\underset{k=0}{\overset{N1}{}}𝔤^{(k)}`$ and the grading condition holds $$[𝔤^{(k)},𝔤^{(n)}]𝔤^{(k+n)},$$ (2.8u) where $`k+n`$ is taken modulo $`N`$. Thus to each pair $`\{𝔤,C\}`$ one can relate an infinite-dimensional algebra of Kac-Moody type $`\widehat{𝔤}_C`$ whose elements are $$X(\lambda )=\underset{k}{}X_k\lambda ^k,X_k𝔤^{(k)}.$$ (2.8v) The series in (2.8v) must contain only finite number of negative (positive) powers of $`\lambda `$ and $`𝔤^{(k+N)}𝔤^{(k)}`$. This construction is a most natural one for Lax pairs; we see that due to the grading condition (2.8u) we can always impose a reduction on $`L(\lambda )`$ and $`M(\lambda )`$ such that both $`U(x,t,\lambda )`$ and $`V(x,t,\lambda )\widehat{𝔤}_C`$. So one of the generating elements of $`G_R`$ will be used for introducing a grading in $`𝔤`$; then the reduction condition (2.6) gives $$U_0,V_0𝔤^{(0)},I,J𝔤^{(1)}𝔥.$$ (2.8w) If in particular $`N=2`$, the automorphism $`C`$ has the form (2.1) and $`\kappa (\lambda )=\lambda ^{}`$ then all $`X_k`$ in (2.8v) must be elements of the real form of $`𝔤`$ defined by $`C`$. We will pay special attention to this situation in Section 5 below. A possible second reduction condition will enforce additional constraints on $`U_0`$, $`V_0`$ and $`J`$, $`I`$. ### 2.5 Realizations of $`G_R\text{Aut}𝔤`$. It is well known that $`\text{Aut}𝔤V\text{Aut}_0𝔤`$ where $`V`$ is the group of external automorphisms (the symmetry group of the Dynkin diagram) and $`\text{Aut}_0𝔤`$ is the group of inner automorphisms. Since we start with $`I,J𝔥`$ it is natural to consider only those inner automorphisms that preserve the Cartan subalgebra $`𝔥`$. Then $`\text{Aut}_0𝔤\text{Ad}_HW`$ where $`\text{Ad}_H`$ is the group of similarity transformations with elements from the Cartan subgroup: $$\text{Ad}_CX=CXC^1,C=\mathrm{exp}\left(\frac{2\pi iH_\stackrel{}{c}}{N}\right),X𝔤,$$ (2.8x) and $`W`$ is the Weyl group of $`𝔤`$. Its action on the Cartan-Weyl basis was described in (2.3) above. From (2.3) one easily finds $$CH_\alpha C^1=H_\alpha ,CE_\alpha C^1=e^{2\pi i(\alpha ,\stackrel{}{c})/N}E_\alpha ,$$ (2.8y) where $`\stackrel{}{c}𝔼^r`$ is the vector corresponding to $`H_\stackrel{}{c}𝔥`$ in (2.8x). Then the condition $`C^N=\text{1}\text{1}`$ means that $`(\alpha ,\stackrel{}{c})`$ for all $`\alpha \mathrm{\Delta }`$. Obviously $`H_\stackrel{}{c}`$ must be chosen so that $`\stackrel{}{c}=_{k=1}^r2c_k\omega _k/(\alpha _k,\alpha _k)`$ where $`\omega _k`$ are the fundamental weights of $`𝔤`$ and $`c_k`$ are integer. In the examples below we will use several possibilities by choosing $`C_k`$ as appropriate compositions of elements from $`V`$, $`\text{Ad}_{}`$ and $`W`$. In fact if $`𝔤𝐆_2`$ or belongs to $`𝐁_r`$ or $`𝐂_r`$ series then $`V\text{1}\text{1}`$. ### 2.6 Realizations of $`G_R\text{Conf}`$. Generically each element $`g_kG_R`$ maps $`\lambda `$ into a fraction-linear function of $`\lambda `$. Such action however is appropriate for a more general class of Lax operators which are fraction linear functions of $`\lambda `$. Since our Lax operators are linear in $`\lambda `$ then we have the following possibilities for $`_2`$: $`\mathrm{\Gamma }_1(\lambda )=a_0+\eta \lambda ,\eta =\pm 1,`$ $`\mathrm{\Gamma }_2(\lambda )=b_0+ϵ\lambda ^{},ϵ=\pm 1,b_0+ϵb_0^{}=0.`$ (2.8z) In the examples below $`a_0=b_0=0`$. ## 3 Inequivalent reductions We will consider two substantially different types of reductions (2.8). The first and best known type of $`_2`$-reductions corresponds to inner automorphisms $`C_j`$ from the Cartan subgroup which have the form (2.8x) with $`N=2`$. For each of these reductions we will describe the structure of $`\mathrm{\Omega }^{(0)}`$, $`H_0`$ and $`H_\mathrm{I}`$. To make the notations more convenient we will introduce $`\left\{\begin{array}{c}\alpha \\ \beta ,\gamma \end{array}\right\}`$ and $`_\mathrm{I}(\alpha )`$ as follows $`\left\{\begin{array}{c}\alpha \\ \beta ,\gamma \end{array}\right\}=\omega _{\beta ,\gamma }H(\alpha ,\beta ,\gamma )=c_0\omega _{\beta ,\gamma }{\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑x\left(Q_\alpha Q_\beta Q_\gamma Q_\alpha Q_\beta Q_\gamma \right),`$ (2.8c) $`_\mathrm{I}(\alpha )={\displaystyle \underset{[\beta ,\gamma ]_\alpha }{}}\left\{\begin{array}{c}\alpha \\ \beta ,\gamma \end{array}\right\},`$ (2.8f) where $`Q_\alpha `$ are introduced in (1.3) and $`_\alpha `$ is the set of pairs of roots $`[\beta ,\gamma ]`$ such that $`\beta +\gamma =\alpha `$, see Appendix A. In the last summation we do not require $`\beta `$ and $`\gamma `$ to be positive. The explicit expression for $`\left\{\begin{array}{c}\alpha \\ \beta ,\gamma \end{array}\right\}`$ allows us to check that $$\left\{\begin{array}{c}\alpha \\ \beta ,\gamma \end{array}\right\}=\left\{\begin{array}{c}\gamma \\ \beta ,\alpha \end{array}\right\}=\left\{\begin{array}{c}\alpha \\ \beta ,\gamma \end{array}\right\}.$$ (2.8g) In proving (2.8g) we used (2.3), (2.3) and the properties of the structure constants $`N_{\beta ,\gamma }`$ of the Chevalley basis; namely, if $`\alpha \beta \gamma =0`$ then $$\frac{N_{\alpha ,\beta }}{(\gamma ,\gamma )}=\frac{N_{\beta ,\gamma }}{(\alpha ,\alpha )}=\frac{N_{\gamma ,\alpha }}{(\beta ,\beta )}=\frac{N_{\beta ,\gamma }}{(\alpha ,\alpha )}.$$ (2.8h) and as a consequence $$\omega _{\alpha ,\beta }=\omega _{\beta ,\gamma }=\omega _{\gamma ,\alpha }=\omega _{\beta ,\gamma }.$$ (2.8i) From (1.9) it also follows that $$H_\mathrm{I}=\underset{[\alpha ,\beta ,\gamma ]}{}\left\{\begin{array}{c}\alpha \\ \beta ,\gamma \end{array}\right\}=\frac{1}{3}\underset{\alpha \mathrm{\Delta }_+}{}_\mathrm{I}(\alpha ).$$ (2.8j) Indeed, using (2.8g) we find that each triple $`\left\{\begin{array}{c}\alpha \\ \beta ,\gamma \end{array}\right\}`$ is equal to $`\left\{\begin{array}{c}\stackrel{~}{\alpha }\\ \stackrel{~}{\beta },\stackrel{~}{\gamma }\end{array}\right\}`$ where the triple of roots $`[\stackrel{~}{\alpha },\stackrel{~}{\beta },\stackrel{~}{\gamma }]`$. ### 3.1 Reductions with Cartan subgroup elements For the first type the action of the reduction group on the Cartan-Weyl basis is given by (2.8y) and the corresponding constraints on $`q_\alpha `$, $`p_\alpha `$ have the form: 1) $`p_\alpha =\eta s_\alpha q_\alpha ^{},s_\alpha =e^{\pi i(\stackrel{}{c},\alpha )}`$ (2.8ka) 2) $`p_\alpha =s_\alpha q_\alpha ,\eta =1,`$ (2.8kb) 3) $`q_\alpha =\eta s_\alpha q_\alpha ^{},p_\alpha =\eta s_\alpha p_\alpha ^{},`$ (2.8kc) 4) $`q_\alpha =s_\alpha q_\alpha ,p_\alpha =s_\alpha p_\alpha ,\eta =1.`$ (2.8kd) Let us describe how each of these constraints simplify the Hamiltonian $`H^{(0)}=H_0+H_\mathrm{I}`$ and the symplectic form $`\mathrm{\Omega }^{(0)}`$. We can write them down in the form: $$H_0=\underset{\alpha \mathrm{\Delta }_+}{}s_\alpha H_0(\alpha ),H_\mathrm{I}=\underset{\alpha \mathrm{\Delta }_+}{}s_\alpha H_\mathrm{I}(\alpha ),\mathrm{\Omega }^{(0)}=\underset{\alpha \mathrm{\Delta }_+}{}s_\alpha \mathrm{\Omega }_{}^{(0)}(\alpha ).$$ (2.8kl) For the case 1) we easily find $`H_0(\alpha )=i\eta c_0{\displaystyle \frac{(b,\alpha )}{(\alpha ,\alpha )}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑x\left(q_\alpha q_{\alpha ,x}^{}q_{\alpha ,x}q_\alpha ^{}\right),`$ (2.8km) $`H_\mathrm{I}(\alpha )={\displaystyle \underset{\beta +\gamma =\alpha }{}}c_0\omega _{\beta ,\gamma }s_\alpha {\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑x\left(q_\alpha q_\beta ^{}q_\gamma ^{}+\eta q_\alpha ^{}q_\beta q_\gamma \right),`$ (2.8kn) $`\mathrm{\Omega }_{}^{(0)}(\alpha )=i\eta c_0{\displaystyle \frac{2(a,\alpha )}{(\alpha ,\alpha )}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑x\delta q_\alpha \delta q_\alpha ^{},`$ (2.8ko) We have $`\|\mathrm{\Delta }_+\|`$ complex valued fields $`q_\alpha `$ and the above expressions for $`\mathrm{\Omega }^{(0)}`$ and $`H_0`$ show that $`q_\alpha `$ is dynamically conjugated to $`q_\alpha ^{}`$. In the case 2) we consider only $`\eta =1`$; the choice $`\eta =1`$ means that $`\stackrel{}{a}=\stackrel{}{a}`$ and as a consequence we have $`J=0`$, i.e. no $`N`$-wave equations are possible for $`\eta =1`$. For $`\eta =1`$ we have $`\|\mathrm{\Delta }_+\|`$ complex valued fields $`q_\alpha `$ which up to a sign coincide with $`p_\alpha `$. Then $`H_0(\alpha )`$, $`\mathrm{\Omega }^{(0)}(\alpha )`$ and $`H_\mathrm{I}`$ become identically zero. The corresponding set of equations is nontrivial but is does not allow a canonical Hamiltonian formulation. However it allows Hamiltonian description using other members in the hierarchy of Hamitonian structures. In the case 3) we have $`2\|\mathrm{\Delta }_+\|`$ ‘real’-valued<sup>1</sup><sup>1</sup>1Here and below we count as ‘real’ also the fields that are in fact purely imaginary. fields $`q_\alpha `$ and $`p_\alpha `$. The formulae for $`H_0(\alpha )`$, $`H_\mathrm{I}(\alpha )`$ and $`\mathrm{\Omega }^{(0)}(\alpha )`$ (1.7)–(1.14) do not change, only each of the summands in them becomes real due to the fact that all fields $`q_\alpha `$ and $`p_\alpha `$ are now simultaneously either real or purely imaginary. In the last case 4) we consider only $`\eta =1`$; the choice $`\eta =1`$ here means that $`\stackrel{}{a}=\stackrel{}{a}`$ and as a consequence we have $`J=0`$, i.e. like in case 2) no $`N`$-wave equations are possible for $`\eta =1`$. One easily finds that now the positive roots $`\mathrm{\Delta }_+`$ split into two subsets $`\mathrm{\Delta }_+=\mathrm{\Delta }_+^0\mathrm{\Delta }_+^1`$ such that $`(\stackrel{}{c},\alpha )`$ is even for all $`\alpha \mathrm{\Delta }_+^0`$ and odd for all $`\alpha \mathrm{\Delta }_+^1`$. Obviously if $`\alpha \mathrm{\Delta }_+^1`$ then $`s_\alpha =1`$ and the fields $`q_\alpha `$, $`p_\alpha `$ must vanish due to (2.8kd). As a result the effect of the reduction is to restrict us to an $`N`$-wave system related to the subalgebra $`𝔤_0𝔤`$ with root system $`\mathrm{\Delta }^0=\mathrm{\Delta }_+^0(\mathrm{\Delta }_+^0)`$. Such reductions are out of the scope of the present paper. ### 3.2 Reductions with Weyl group elements For the second type of $`_2`$-reductions $`C_j`$’s are related to Weyl group elements $`w`$ such that $`w^2=\text{1}\text{1}`$. Generically $`w`$ is a composition of several Weyl reflections $`S_{\beta _1}S_{\beta _2}\mathrm{}`$ where the roots $`\beta _1,\beta _2,\mathrm{}`$ are pair-wise orthogonal. Fixing up $`w`$ we can split $`\mathrm{\Delta }_+`$ into a union of four subsets: $$\mathrm{\Delta }_+\mathrm{\Delta }_+^{}\mathrm{\Delta }_+^{\|\|}\mathrm{\Delta }_+^+\mathrm{\Delta }_+^{},$$ (2.8kp) where $`w(\alpha )\alpha ^{}=\alpha `$ $`\text{for all }\alpha \mathrm{\Delta }_+^{},`$ (2.8kqa) $`w(\alpha )\alpha ^{}=\alpha `$ $`\text{for all }\alpha \mathrm{\Delta }_+^{\|\|},`$ (2.8kqb) $`w(\alpha )\alpha ^{}>0,`$ $`\text{for all }\alpha \mathrm{\Delta }_+^+\text{and}\alpha \alpha ^{},`$ (2.8kqc) $`w(\alpha )\alpha ^{}<0,`$ $`\text{for all }\alpha \mathrm{\Delta }_+^{},\text{and}\alpha \alpha ^{}`$ (2.8kqd) Depending on the choice of $`w`$ one or more of these subsets may be empty. From now on we will denote by $``$ the action of $`w`$ on the corresponding root: $`w(\alpha )=\alpha ^{}`$ and $`w(\alpha ^{})=\alpha `$. The subsets $`\mathrm{\Delta }_+^+`$ and $`\mathrm{\Delta }_+^{}`$ always contain even number of roots. Indeed if $`\alpha \mathrm{\Delta }_+^+`$ then $`\alpha ^{}`$ also belongs to $`\mathrm{\Delta }_+^+`$. Analogously if $`\alpha \mathrm{\Delta }_+^{}`$ then $`\alpha ^{}`$ also belongs to $`\mathrm{\Delta }_+^{}`$. As we shall see below the reduction relates the coefficients $`Q_\alpha `$ with $`Q_\alpha ^{}`$ or $`Q_\alpha ^{}`$. Therefore we will introduce the subsets $`\stackrel{~}{\mathrm{\Delta }}_+^\pm \mathrm{\Delta }_+^\pm `$ satisfying: $`\stackrel{~}{\mathrm{\Delta }}_+^+w(\stackrel{~}{\mathrm{\Delta }}_+^+)=\mathrm{\Delta }_+^+`$ (2.8kqr) $`\stackrel{~}{\mathrm{\Delta }}_+^{}\left(w(\stackrel{~}{\mathrm{\Delta }}_+^{})\right)=\mathrm{\Delta }_+^{}`$ (2.8kqs) In other words out of each pair $`\{\alpha ,\alpha ^{}\}\mathrm{\Delta }_+^+`$ (resp. $`\{\alpha ,\alpha ^{}\}\mathrm{\Delta }_+^{}`$) only one element belongs to $`\stackrel{~}{\mathrm{\Delta }}_+^+`$ (resp. $`\stackrel{~}{\mathrm{\Delta }}_+^{}`$). For definiteness below we will choose the element whose height is lower, i.e. $`\alpha \stackrel{~}{\mathrm{\Delta }}_+^\pm `$ if $`\mathrm{ht}(\alpha )<\mathrm{ht}(\pm \alpha ^{})`$. We will also make use of the sets $$\mathrm{\Delta }_+^0=\mathrm{\Delta }_+^{}\mathrm{\Delta }_+^+,\mathrm{\Delta }_+^1=\mathrm{\Delta }_+^{\|\|}\mathrm{\Delta }_+^{},$$ (2.8kqt) which obviously satisfy $`w(\mathrm{\Delta }_+^0)=\mathrm{\Delta }_+^0`$ and $`w(\mathrm{\Delta }_+^1)=\mathrm{\Delta }_+^1`$. The reduction conditions corresponding to each of the four types are most easily written down in terms of $`Q_\alpha `$, see (1.3). Indeed we have: $`\text{1)}Q_\alpha ^{}=\eta n_{\alpha ,\alpha ^{}}Q_\alpha ^{},`$ $`\stackrel{}{a}=\eta w_1(\stackrel{}{a}^{}),`$ (2.8kqua) $`\text{2)}Q_\alpha ^{}=\eta n_{\alpha ,\alpha ^{}}Q_\alpha ,`$ $`\stackrel{}{a}=\eta w_2(\stackrel{}{a}),`$ (2.8kqub) $`\text{3)}Q_\alpha ^{}=\eta n_{\alpha ,\alpha ^{}}Q_\alpha ^{},`$ $`\stackrel{}{a}=\eta w_3(\stackrel{}{a}^{}),`$ (2.8kquc) $`\text{4)}Q_\alpha ^{}=\eta n_{\alpha ,\alpha ^{}}Q_\alpha ,`$ $`\stackrel{}{a}=\eta w_4(\stackrel{}{a}).`$ (2.8kqud) We will also describe the effect of the reduction on $`H`$ and $`\mathrm{\Omega }^{(0)}`$. Using the notations defined in Eqs. (1.7)-(1.9) we can write $`H={\displaystyle \underset{\alpha \stackrel{~}{\mathrm{\Delta }}_+^+}{}}\left(H(\alpha )+H(\alpha ^{})\right)+{\displaystyle \underset{\alpha \stackrel{~}{\mathrm{\Delta }}_+^{}}{}}\left(H(\alpha )+H(\alpha ^{})\right)+{\displaystyle \underset{\alpha \mathrm{\Delta }_+^{}\mathrm{\Delta }_+^{\|\|}}{}}H(\alpha )`$ (2.8kquv) $`\mathrm{\Omega }^{(0)}={\displaystyle \underset{\alpha \stackrel{~}{\mathrm{\Delta }}_+^+}{}}\left(\mathrm{\Omega }(\alpha )+\mathrm{\Omega }(\alpha ^{})\right)+{\displaystyle \underset{\alpha \stackrel{~}{\mathrm{\Delta }}_+^{}}{}}\left(\mathrm{\Omega }(\alpha )+\mathrm{\Omega }(\alpha ^{})\right)+{\displaystyle \underset{\alpha \mathrm{\Delta }_+^{}\mathrm{\Delta }_+^{\|\|}}{}}\mathrm{\Omega }(\alpha )`$ (2.8kquw) $`H(\alpha )=H_0(\alpha )+H_\mathrm{I}(\alpha ).`$ (2.8kqux) For the reductions (2.8y) the restrictions on the potential matrix $`Q(x,t)`$ read as follows: 1) $`q_\alpha ^{}=\eta n_{\alpha ,\alpha ^{}}p_\alpha ^{},p_\alpha ^{}=\eta n_{\alpha ,\alpha ^{}}q_\alpha ^{},\text{for }\alpha ,\alpha ^{}\mathrm{\Delta }_+^0,`$ (2.8kquya) $`q_\alpha ^{}^{}=\eta n_{\alpha ,\alpha ^{}}q_\alpha ,p_\alpha ^{}^{}=\eta n_{\alpha ,\alpha ^{}}p_\alpha ,\text{for }\alpha ,\alpha ^{}\mathrm{\Delta }_+^1`$ 2) $`q_\alpha =n_{\alpha ,\alpha ^{}}p_\alpha ^{},p_\alpha =n_{\alpha ,\alpha ^{}}q_\alpha ^{},\text{for }\alpha ,\alpha ^{}\mathrm{\Delta }_+^0,\eta =1,`$ (2.8kquyb) $`q_\alpha =n_{\alpha ,\alpha ^{}}q_\alpha ^{},p_\alpha =n_{\alpha ,\alpha ^{}}p_\alpha ^{},\text{for }\alpha ,\alpha ^{}\mathrm{\Delta }_+^1,`$ 3) $`q_\alpha ^{}^{}=\eta n_{\alpha ,\alpha ^{}}q_\alpha ,p_\alpha ^{}^{}=\eta n_{\alpha ,\alpha ^{}}p_\alpha ,\text{for }\alpha ,\alpha ^{}\mathrm{\Delta }_+^0,`$ (2.8kquyc) $`q_\alpha ^{}=\eta n_{\alpha ,\alpha ^{}}p_\alpha ^{},p_\alpha ^{}=\eta n_{\alpha ,\alpha ^{}}q_\alpha ^{},\text{for }\alpha ,\alpha ^{}\mathrm{\Delta }_+^1,`$ 4) $`q_\alpha =n_{\alpha ,\alpha ^{}}q_\alpha ^{},p_\alpha =n_{\alpha ,\alpha ^{}}p_\alpha ^{},\text{for }\alpha ,\alpha ^{}\mathrm{\Delta }_+^0,\eta =1,`$ (2.8kquyd) $`p_\alpha =n_{\alpha ,\alpha ^{}}q_\alpha ^{},q_\alpha =n_{\alpha ,\alpha ^{}}p_\alpha ^{},\text{for }\alpha \mathrm{\Delta }_+^1.`$ The set of independent fields for each of these reductions are collected in the tables 1 and 2. For the reductions of types 1) and 3) while the first two sets of variables are complex-valued, the fields related to the roots $`\alpha \mathrm{\Delta }_+^{\|\|}`$ for 1) and the fields related to roots $`\alpha \mathrm{\Delta }_+^{}`$ for 3) should be either real or purely imaginary due to (2.8kquya) and (2.8kquyc) respectively. Below for the sake of brevity we will call them ‘real’. In other words after the reduction we get an $`N`$-wave system with $`2\|\mathrm{\Delta }_+^{\|\|}\|`$ ‘real’ fields and $`\|\mathrm{\Delta }_+^{}\|+\|\mathrm{\Delta }_+^+\|+\|\mathrm{\Delta }_+^{}\|`$ complex fields for the first reduction in (2.8y) and for the third one we have $`2\|\mathrm{\Delta }_+^{}\|`$ real and $`\|\mathrm{\Delta }_+^{\|\|}\|+\|\mathrm{\Delta }_+^+\|+\|\mathrm{\Delta }_+^{}\|`$ complex functions. The reduction conditions on $`H(\alpha )`$ and $`\mathrm{\Omega }^{(0)}(\alpha )`$ read: $`H_{0,R}(\alpha )=i\eta c_0n_{\alpha ,\alpha ^{}}{\displaystyle \frac{(\stackrel{}{b},\alpha )}{(\alpha ,\alpha )}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑x\left(Q_\alpha Q_{\alpha ^{},x}^{}Q_{\alpha ,x}Q_\alpha ^{}^{}\right),`$ (2.8kquyz) $`\mathrm{\Omega }_R^{(0)}(\alpha )=i\eta c_0n_{\alpha ,\alpha ^{}}{\displaystyle \frac{(\stackrel{}{a},\alpha )}{(\alpha ,\alpha )}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑x\delta Q_\alpha \delta Q_\alpha ^{}^{},`$ (2.8kquyaa) $`\left\{\begin{array}{c}\alpha \\ \beta ,\gamma \end{array}\right\}_R=\left\{\begin{array}{c}\alpha ^{}\\ \beta ^{},\gamma ^{}\end{array}\right\}_R^{}=c_0n_{\alpha ,\alpha ^{}}\omega _{\beta ,\gamma }{\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑x\left(Q_\alpha Q_\beta ^{}^{}Q_\gamma ^{}^{}+\eta Q_\alpha ^{}^{}Q_\beta Q_\gamma \right),`$ (2.8kquyaf) for the first reduction in (2.8y); $`H_{0,R}(\alpha )=i\eta c_0n_{\alpha ,\alpha ^{}}{\displaystyle \frac{(\stackrel{}{b},\alpha )}{(\alpha ,\alpha )}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑x\left(Q_\alpha Q_{\alpha ^{},x}Q_{\alpha ,x}Q_\alpha ^{}\right),`$ (2.8kquyag) $`\mathrm{\Omega }_R^{(0)}(\alpha )=i\eta c_0n_{\alpha ,\alpha ^{}}{\displaystyle \frac{(\stackrel{}{a},\alpha )}{(\alpha ,\alpha )}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑x\delta Q_\alpha \delta Q_\alpha ^{},`$ (2.8kquyah) $`\left\{\begin{array}{c}\alpha \\ \beta ,\gamma \end{array}\right\}_R=\eta \left\{\begin{array}{c}\alpha ^{}\\ \beta ^{},\gamma ^{}\end{array}\right\}_R=c_0n_{\alpha ,\alpha ^{}}\omega _{\beta ,\gamma }{\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑x\left(Q_\alpha Q_\beta ^{}Q_\gamma ^{}+\eta Q_\alpha ^{}Q_\beta Q_\gamma \right).`$ (2.8kquyam) for the second reduction in (2.8y); $`H_{0,R}(\alpha )=i\eta c_0n_{\alpha ,\alpha ^{}}{\displaystyle \frac{(\stackrel{}{b},\alpha )}{(\alpha ,\alpha )}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑x\left(Q_\alpha Q_{\alpha ^{},x}^{}Q_{\alpha ,x}Q_\alpha ^{}^{}\right),`$ (2.8kquyan) $`\mathrm{\Omega }_R^{(0)}(\alpha )=i\eta c_0n_{\alpha ,\alpha ^{}}{\displaystyle \frac{(\stackrel{}{a},\alpha )}{(\alpha ,\alpha )}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑x\delta Q_\alpha \delta Q_\alpha ^{}^{},`$ (2.8kquyao) $`\left\{\begin{array}{c}\alpha \\ \beta ,\gamma \end{array}\right\}_R=\left\{\begin{array}{c}\alpha ^{}\\ \beta ^{},\gamma ^{}\end{array}\right\}_R^{}=c_0n_{\alpha ,\alpha ^{}}\omega _{\beta ,\gamma }{\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑x\left(Q_\alpha Q_\beta ^{}^{}Q_\gamma ^{}^{}\eta Q_\alpha ^{}^{}Q_\beta Q_\gamma \right),`$ (2.8kquyat) for the third reduction in (2.8y); and $`H_{0,R}(\alpha )=i\eta c_0n_{\alpha ,\alpha ^{}}{\displaystyle \frac{(\stackrel{}{b},\alpha )}{(\alpha ,\alpha )}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑x\left(Q_\alpha Q_{\alpha ^{},x}Q_{\alpha ,x}Q_\alpha ^{}\right),`$ (2.8kquyau) $`\mathrm{\Omega }_R^{(0)}(\alpha )=i\eta c_0n_{\alpha ,\alpha ^{}}{\displaystyle \frac{(\stackrel{}{a},\alpha )}{(\alpha ,\alpha )}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑x\delta Q_\alpha \delta Q_\alpha ^{},`$ (2.8kquyav) $`\left\{\begin{array}{c}\alpha \\ \beta ,\gamma \end{array}\right\}_R=\eta \left\{\begin{array}{c}\alpha ^{}\\ \beta ^{},\gamma ^{}\end{array}\right\}_R`$ (2.8kquyba) $`=c_0n_{\alpha ,\alpha ^{}}\omega _{\beta ,\gamma }{\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑x\left(Q_\alpha Q_\beta ^{}Q_\gamma ^{}\eta Q_\alpha ^{}Q_\beta Q_\gamma \right)`$ (2.8kquybb) for the last reduction. The general properties of $`H(\alpha )`$ and $`\mathrm{\Omega }^{(0)}(\alpha )`$ are as follows: $`\text{1)}H_0(\alpha )=H_0^{}(\alpha ^{}),\mathrm{\Omega }^{(0)}(\alpha )=(\mathrm{\Omega }^{(0)}(\alpha ^{}))^{},_\mathrm{I}(\alpha )=_\mathrm{I}^{}(\alpha ^{}),`$ (2.8kquybc) $`\text{2)}H_0(\alpha )=\eta H_0(\alpha ^{}),\mathrm{\Omega }^{(0)}(\alpha )=\eta (\mathrm{\Omega }^{(0)}(\alpha ^{})),_\mathrm{I}(\alpha )=\eta _\mathrm{I}(\alpha ^{}),`$ (2.8kquybd) $`\text{3)}H_0(\alpha )=H_0^{}(\alpha ^{}),\mathrm{\Omega }^{(0)}(\alpha )=(\mathrm{\Omega }^{(0)}(\alpha ^{}))^{},_\mathrm{I}(\alpha )=_\mathrm{I}^{}(\alpha ^{}),`$ (2.8kquybe) $`\text{4)}H_0(\alpha )=\eta H_0(\alpha ^{}),\mathrm{\Omega }^{(0)}(\alpha )=\eta (\mathrm{\Omega }^{(0)}(\alpha ^{})),_\mathrm{I}(\alpha )=\eta _\mathrm{I}(\alpha ^{}),`$ (2.8kquybf) Obviously if $`\alpha \mathrm{\Delta }_+^{}`$, i.e. $`\alpha ^{}=\alpha `$ then the expressions in the right hand side of (2.8kquyz) and (2.8kquyaa) coincide with the ones in (2.8km) and (2.8ko). However if $`\alpha ^{}\alpha >0`$ (i.e., if $`\alpha \mathrm{\Delta }_+^+`$) the field variable $`q_\alpha `$ will be dynamically conjugated not to $`q_\alpha ^{}`$ but to $`q_\alpha ^{}^{}`$. The same holds true for the second reduction in (2.8y): If $`\alpha \mathrm{\Delta }^{}`$ the expressions in left hand side of (2.8kquyag) and (2.8kquyah) coincide with the general ones. This fact makes these reduced $`N`$-wave systems substantially different from the ones described in Subsection 3.1. In Appendix A we list the sets $`_\alpha `$ of all pairs of roots $`\beta `$, $`\gamma `$ such that $`\beta +\gamma =\alpha `$ and the coefficients $`\omega _{jk}`$ (1.9). In Appendix B we give explicit expressions for some of the specific reduced interaction Hamiltonian terms. ### 3.3 Inequivalent embeddings of $`_2`$ in $`W_𝔤`$ The reduction group $`G_R`$ may be imbedded in the Weyl group $`W(𝔤)`$ of the simple Lie algebra in a number of ways. Therefore it will be important to have a criterium to distinguish the nonequivalent reductions. As any other finite group, $`W(𝔤)`$ can be split into equivalence classes. So one may expect that reductions with elements from the same equivalence class would lead to equivalent reductions; namely the two systems of $`N`$-wave equations will be related by a change of variables. In what follows we will describe the equivalence classes of the Weyl groups $`W(𝐁_2)`$, $`W(𝐆_2)`$ and $`W(𝐁_3)`$; note that $`W(𝐁_l)W(𝐂_l)`$. This is due to two facts: 1) the system of positive roots for $`𝐁_r`$ is $`\mathrm{\Delta }_{𝐁_r}^+\{e_i\pm e_j,e_i\}`$, $`i<j`$ while the one for $`𝐂_r`$ series is $`\mathrm{\Delta }_{𝐂_r}^+\{e_i\pm e_j,2e_i\}`$, $`i<j`$; and 2) the reflection $`S_{e_j}`$ with respect to the root $`e_j`$ coincide with $`S_{2e_j}`$– the one with respect to the root $`2e_j`$. In the tables below we provide for each equivalence class: i) the cyclic group generated by each of the automorphisms in the class; ii) the number of elements in each class and iii) a representative element in it. ###### Remark 1 For $`𝐁_r`$ and $`𝐂_r`$ series and for $`𝐆_2`$ the inner automorphism $`w_0`$ which maps the highest weight vectors into the lowest weight vectors of the algebra acts on the Cartan-Weyl basis as follows: $`w_0(E_\alpha )=n_\alpha E_\alpha ,w_0(H_k)=H_k,\alpha \mathrm{\Delta }_+,n_\alpha =\pm 1.`$ (2.8kquybg) Let us list the genetic codes of the Weyl groups for these Lie algebras: $`W(𝐀_2)𝔻_3,`$ $`S_{e_1e_2}^2=S_{e_2e_3}^2=\text{1}\text{1},`$ $`(S_{e_1e_2}S_{e_2e_3})^3=\text{1}\text{1},`$ (2.8kquybh) $`W(𝐁_2)𝔻_4,`$ $`S_{e_1e_2}^2=S_{e_2}^2=\text{1}\text{1},`$ $`(S_{e_1e_2}S_{e_2})^4=\text{1}\text{1},`$ (2.8kquybi) $`W(𝐆_2)𝔻_6,`$ $`S_{e_1e_2}^2=S_{e_2}^2=\text{1}\text{1},`$ $`(S_{e_1e_2}S_{e_2})^6=\text{1}\text{1},`$ (2.8kquybj) $`W(𝐀_3)𝒮_4,`$ $`S_{e_1e_2}^2=S_{e_2e_3}^2=S_{e_3e_4}^2=\text{1}\text{1},`$ $`(S_{e_1e_2}S_{e_2e_3})^3=\text{1}\text{1}`$ (2.8kquybk) $`(S_{e_1e_2}S_{e_2e_3}S_{e_3e_4})^4=\text{1}\text{1},`$ $`W(𝐁_3)`$ $`S_{e_1e_2}^2=S_{e_2e_3}^2=S_{e_3}^2=\text{1}\text{1},`$ $`(S_{e_1e_2}S_{e_2e_3})^3=\text{1}\text{1}`$ (2.8kquybl) $`(S_{e_2e_3}S_{e_3})^4=\text{1}\text{1},`$ $`(S_{e_1e_2}S_{e_2e_3}S_{e_3})^6=\text{1}\text{1},`$ where $`𝒮_4`$ is the group of permutation of $`4`$ elements. Their equivalence classes are listed in the tables below, where in the first line we denote the order of each of elements in the class, in the second line we list the number of elements in each class and on the third line give a representative element. $$𝐀_2\begin{array}{ccc}& & \\ \text{1}\text{1}& _2& _3\\ 1& 3& 2\\ \text{1}\text{1}& S_{e_1e_2}& S_{e_1e_2}S_{e_2e_3}\end{array}𝐁_2\begin{array}{ccccc}& & & & \\ \text{1}\text{1}& \text{1}\text{1}& _2^{(1)}& _2^{(2)}& _4\\ 1& 1& 2& 2& 2\\ \text{1}\text{1}& w_0& S_{e_1e_2}& S_{e_1}& S_{e_1e_2}S_{e_2}\end{array}$$ $$𝐆_2\begin{array}{cccccc}& & & & & \\ \text{1}\text{1}& \text{1}\text{1}& _2^{(1)}& _2^{(2)}& _3& _6\\ 1& 1& 3& 3& 2& 2\\ \text{1}\text{1}& w_0& S_{\alpha _1}& S_{\alpha _2}& (S_{\alpha _1}S_{\alpha _2})^2& S_{\alpha _1}S_{\alpha _2}\end{array}$$ $$𝐀_3\begin{array}{ccccc}& & & & \\ \text{1}\text{1}& _2^{(1)}& _2^{(2)}& _3& _4\\ 1& 6& 3& 8& 6\\ \text{1}\text{1}& S_{e_1e_2}& S_{e_1e_2}S_{e_3e_4}& S_{e_1e_2}S_{e_2e_3}& S_{e_1e_2}S_{e_2e_3}S_{e_3e_4}\end{array}$$ $$𝐁_3\begin{array}{ccccc}& & & & \\ \text{1}\text{1}& \text{1}\text{1}& _2^{(1)}& _2^{(2)}& _2^{(3)}\\ 1& 1& 6& 3& 6\\ \text{1}\text{1}& w_0& S_{e_1e_2}& S_{e_3}& S_{e_1e_2}S_{e_3}\\ & & & & \\ _2^{(4)}& _3& _4^{(1)}& _4^{(2)}& _6\\ 3& 8& 6& 6& 8\\ S_{e_1}S_{e_2}& S_{e_1e_2}S_{e_2e_3}& S_{e_1}S_{e_1e_2}& S_{e_1}S_{e_3}S_{e_1e_2}& S_{e_1e_2}S_{e_2e_3}S_{e_3}\end{array}.$$ We leave more detailed explanations of the general theory of finite groups to other papers and turn now to the examples. ###### Remark 2 In all examples below we apply the reductions to $`L`$-operators of generic form. This means that the unreduced $`J`$ is a generic element of $`𝔥`$ and therefore $`(\stackrel{}{a},\alpha )0`$. In fact we have used above the vector $`\stackrel{}{a}`$ for fixing up the order in the root system of $`𝔤`$. The potential $`Q`$ is also generic, i.e. depends on $`\|\mathrm{\Delta }\|`$ complex-valued functions where $`\|\mathrm{\Delta }\|`$ is the number of roots of $`𝔤`$. However the reduction imposed on $`J`$ may lead to a qualitatively different situation in which the reduced $`J_\mathrm{r}`$ is not generic, i.e. there may exist a subset of roots $`\mathrm{\Delta }_0`$ such that $`(\stackrel{}{a}_\mathrm{r},\alpha )=0`$ for $`\alpha \mathrm{\Delta }_0`$. Then obviously the potential $`[J,Q]`$ in $`L`$ will depend only on $`\|\mathrm{\Delta }\|\|\mathrm{\Delta }_0\|`$ complex-valued fields, the other fields are redundant, see Tables 1 and 2. In what follows whenever such situations arise we will provide the subset $`\mathrm{\Delta }_0`$ or, equivalently the list of redundant functions in $`Q`$. Obviously both the corresponding $`N`$-wave equation and its Hamiltonian structures will depend only on the fields labelled by the roots $`\alpha `$ such that $`(\stackrel{}{a}_\mathrm{r},\alpha )0`$, see . ###### Remark 3 Several of the $`_2`$-reductions below contain automorphisms which map $`J`$ to $`J`$. Then it is only natural that both the canonical symplectic form $`\mathrm{\Omega }^{(0)}`$ and the Hamiltonian $`H^{(0)}`$ vanish identically. In these cases we will write down the corresponding $`N`$-wave systems of equations; their Hamiltonian formulation is discussed in Section 5 below. ###### Remark 4 Under some of the reductions the corresponding Equation (1.1) becomes linear and trivial. This happens when the Cartan subalgebra elements invariant under the reduction form a one-dimensional subspace in $`𝔥`$ and therefore $`J_\mathrm{r}I_\mathrm{r}`$. For obvious reasons we have omitted these examples. ## 4 Description of the $`_2`$ reductions ###### Remark 5 In what follows we will skip the leading zeroes in the notations of the roots, e.g. by $`\{1\}`$ and $`\{11\}`$ we mean $`\{001\}`$ and $`\{011\}`$ respectively for the $`𝐀_3`$, $`𝐁_3`$ and $`𝐂_3`$ algebras. For $`𝐀_2`$, $`𝐂_2`$ and $`𝐆_2`$ algebra by $`\{1\}`$ we mean $`\{01\}`$. We will also drop all indices R in the triples $`\left\{\begin{array}{c}\alpha \\ \beta ,\gamma \end{array}\right\}`$. ### 4.1 $`𝔤𝐀_2=\mathrm{𝑠𝑙}(\mathit{3})`$ This algebra has three positive roots $`\mathrm{\Delta }^+=\{10,01,11\}`$ where $`\alpha _1=e_1e_2`$, $`\alpha _2=e_2e_3`$ and $`jk=j\alpha _1+k\alpha _2`$. Then $`Q(x,t)`$ contains six functions and the set $``$ contains only one triple $`\{[11,01,10]\}`$. ###### Example 1 $`C_\text{1}=\text{1}\text{1}`$. $`U^T(\lambda )+U(\lambda )=0`$. This reduction does not restrict the Cartan elements. We have $`p_\alpha =q_\alpha ,\alpha \mathrm{\Delta }_+;`$ (2.8kquya) and we obtain the next $`3`$-wave system: $`i(a_1a_2)q_{10,t}i(b_1b_2)q_{10,x}\kappa q_1q_{11}=0;`$ $`i(a_2a_3)q_{1,t}i(b_2b_3)q_{1,x}\kappa q_{10}q_{11}=0;`$ (2.8kquyb) $`i(a_1a_3)q_{11,t}i(b_1b_3)q_{11,x}+\kappa q_{10}q_1=0;`$ with $`\kappa =a_1b_2+a_2b_3+a_3b_1a_2b_1a_3b_2a_1b_3`$. Due to the reduction conditions for the elements of the potential matrix the Hamiltonian vanishes, see Remark 3. ###### Example 2 $`C_\text{2}=\text{1}\text{1}`$. $`U^{}(\eta \lambda ^{})+U(\lambda )=0`$. Therefore: $`a_i^{}=\eta a_i,b_i^{}=\eta b_i,p_\alpha ^{}=\eta p_\alpha ,q_\alpha ^{}=\eta q_\alpha ;`$ (2.8kquyc) and we obtain 6 ’real’ fields and the $`6`$-wave system with the following Hamiltonian: $`H^{(0)}=H_0(10)+H_0(01)+H_0(11)+\kappa H(11,1,10).`$ (2.8kquyd) Here again $`\kappa =a_1b_2+a_2b_3+a_3b_1a_2b_1a_3b_2a_1b_3`$. The case $`\eta =1`$ leads to the non-compact real form $`sl(3,)`$ for the $`𝐀_2`$\- algebra. ###### Example 3 $`C_\text{3}=S_{e_1e_3}`$. $`C_\text{3}(U^{}(\eta \lambda ^{}))+U(\lambda )=0`$. We have: $`a_3=\eta a_1^{};a_2^{}=\eta a_2,b_3=\eta b_1^{},b_2^{}=\eta b_2`$ $`p_{10}^{}=\eta q_1^{},p_1=\eta q_{10}^{}p_{11}=\eta q_{11}^{};`$ (2.8kquye) and we obtain the $`3`$-wave system with the Hamiltonian: $`H^{(0)}=H_0(10)+H_0(01)+H_0(11)\kappa H_{}(11,1,10).`$ (2.8kquyf) where $`H_{}(\alpha ,\beta ,\gamma )={\displaystyle \frac{1}{\sqrt{\eta }}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑x(q_\alpha q_\beta ^{}q_\gamma ^{}+\eta q_\alpha ^{}q_\beta q_\gamma ),`$ (2.8kquyg) and again $`\kappa =a_1b_2+a_2b_3+a_3b_1a_2b_1a_3b_2a_1b_3`$. ###### Example 4 $`C_\text{4}=\text{1}\text{1}`$. $`U^{}(\eta \lambda ^{})U(\lambda )=0`$. Therefore: $`a_i^{}=\eta a_i,b_i^{}=\eta b_i,p_\alpha =\eta q_\alpha ^{},`$ (2.8kquyh) and we obtain the $`3`$-wave system with the following Hamiltonian: $`H^{(0)}=H_0(11)+H_0(10)+H_0(01)+\kappa H_{}(11,1,10).`$ (2.8kquyi) Here again $`\kappa =a_1b_2+a_2b_3+a_3b_1a_2b_1a_3b_2a_1b_3`$ and $`H_{}(11,01,10)`$ is defined by (2.8kquyg). The case $`\eta =1`$ extracts the compact real form $`su(3)`$ for the $`𝐀_2`$\- algebra. ###### Example 5 $`C_\text{5}=S_{e_1e_3}`$. $`C_\text{5}(U^{}(\eta \lambda ^{}))U(\lambda )=0`$. We obtain: $`a_3=\eta a_1^{},a_2^{}=\eta a_2,b_3=\eta b_1^{},b_2^{}=\eta b_2`$ $`q_1=\eta q_{10}^{},q_{11}^{}=\eta q_{11},p_1=\eta p_{10}^{},p_{11}^{}=\eta p_{11};`$ (2.8kquyj) and we obtain the $`4`$-wave (2 real and 2 complex) system with the Hamiltonian: $`H^{(0)}=H_0(11)+2\mathrm{R}\mathrm{e}(H_0(01)+H_0(10))`$ $`{\displaystyle \frac{1}{\sqrt{\eta }}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑x(p_{11}\|q_{10}\|^2q_{11}\|p_{10}\|^2).`$ (2.8kquyk) Here again $`\kappa =a_1b_2+a_2b_3+a_3b_1a_2b_1a_3b_2a_1b_3`$ is real. ###### Example 6 $`C_\text{6}=\mathrm{\Sigma }=\text{diag}(s_1,s_2,s_3)`$. $`\mathrm{\Sigma }U^{}(\eta \lambda ^{})\mathrm{\Sigma }^1U(\lambda )=0`$ and $`s_i=\pm 1`$. This reduction restricts the Cartan elements to be real (purely imaginary) for $`\eta =1`$ ($`\eta =1`$) and: $`p_{10}=\eta {\displaystyle \frac{s_2}{s_1}}q_{10}^{},p_1=\eta {\displaystyle \frac{s_3}{s_2}}q_1^{},p_{11}=\eta {\displaystyle \frac{s_3}{s_1}}q_{11}^{}.`$ (2.8kquyl) Thus we get the $`3`$-wave system with the Hamiltonian: $`H^{(0)}={\displaystyle \frac{s_2}{s_1}}H_0(10)+{\displaystyle \frac{s_3}{s_2}}H_0(01)+{\displaystyle \frac{s_3}{s_1}}H_0(11)+\kappa H_{}(11,1,10).`$ (2.8kquym) Here again $`\kappa =a_1b_2+a_2b_3+a_3b_1a_2b_1a_3b_2a_1b_3`$ and $`H_{}(i,j,k)`$ is defined by (2.8kquyg). The choice $`\eta =1`$, $`s_1=s_2=s_3`$ reproduces the result of Example 4 while the choice $`\eta =1`$, $`s_1=s_2=s_3`$ extract the non-compact real form $`su(2,1)`$ of the $`𝐀_2`$\- algebra. ### 4.2 $`𝔤𝐂_2=\mathrm{𝑠𝑝}(\mathit{4})`$ This algebra has four positive roots $`\mathrm{\Delta }^+=\{10,01,11,21\}`$ where $`\alpha _1=e_1e_2`$, $`\alpha _2=2e_2`$ and $`jk=j\alpha _1+k\alpha _2`$. Then $`Q(x,t)`$ contains eight functions. The set $``$ consists of two elements: $`=\{[21,11,10],[11,01,10]\}`$. ###### Example 7 $`C_\text{7}=\text{1}\text{1}`$. $`U^{}(\eta \lambda ^{})+U(\lambda )=0`$, $`\eta =\pm 1`$. Then all functions $`q_\alpha ,p_\alpha `$ become real and the Cartan elements become purely imaginary for $`\eta =1`$ and vice versa for $`\eta =1`$; i.e., $$a_i=\eta a_i^{},b_i=\eta b_i^{},i=1,2;q_\alpha =\eta q_\alpha ^{},p_\alpha =\eta p_\alpha ^{},\alpha \mathrm{\Delta }_+.$$ (2.8kquyn) Thus we obtain 8 ’real’ fields and the $`8`$-wave system with the Hamiltonian: $`H^{(0)}=H_0(10)+H_0(1)+H_0(11)+H_0(21)+2\kappa (H(21,11,10)H(11,1,10)),`$ (2.8kquyo) with $`\kappa =(a_1b_2a_2b_1)`$ which is related to the non-compact real form $`sp(4,)`$ of the $`𝐂_2`$\- algebra. ###### Example 8 $`C_\text{8}=w_0`$. $`C_\text{8}(U^{}(\eta \lambda ^{}))+U(\lambda )=0`$ and $`\eta =\pm 1`$. Then: $`a_1^{}=\eta a_1,a_2^{}=\eta a_2;b_1^{}=\eta b_1,b_2^{}=\eta b_2;p_\alpha =\eta q_\alpha ^{}`$ (2.8kquyp) which leads to the general $`4`$–wave system on the compact real form $`sp(4,0)`$ ($`\eta =1`$) of $`𝐂_2`$ algebra with the Hamiltonian: $`H^{(0)}=H_0(10)+H_0(1)+H_0(11)+H_0(21)`$ $`+{\displaystyle \frac{2\kappa }{\sqrt{\eta }}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑x[q_{11}q_{10}^{}q_1^{}+q_{21}q_{11}^{}q_{10}^{}+\eta (q_{11}^{}q_{10}q_1+q_{21}^{}q_{11}q_{10})],`$ (2.8kquyq) and $`\kappa =a_1b_2a_2b_1`$. ###### Example 9 After a reduction of hermitian type $`K^1U^{}(\eta \lambda ^{})KU(\lambda )=0`$, where $`K=`$ $`\mathrm{diag}(s_1,s_2,1/s_2,1/s_1)`$ and $`\eta =\pm 1`$ we obtain $`p_{10}=\eta s_1/s_2q_{10}^{},p_1=\eta s_2^2q_1^{},p_{11}=\eta s_1s_2q_{11}^{},p_{21}=\eta s_1^2q_{21}^{},`$ $`a_i=\eta a_i^{},b_i=\eta b_i^{},`$ (2.8kquyr) and the next $`4`$-wave system $`i(a_1a_2)q_{10;t}i(b_1b_2)q_{10;x}+2\eta \kappa (s_2^2q_{11}q_1^{}s_1s_2q_{21}q_{11}^{})=0,`$ $`ia_2q_{1;t}ib_2q_{1;x}+2\eta \kappa (s_1/s_2)q_{11}q_{10}^{}=0,`$ (2.8kquys) $`ia_1q_{21;t}ib_4q_{21;x}+2\kappa q_{11}q_{10}=0,`$ $`i(a_1+a_2)q_{11;t}i(b_1+b_2)q_{11;x}2\kappa \left(q_{10}q_1+\eta (s_1/s_2)q_{21}q_{10}^{}\right)=0,`$ where $`\kappa =a_1b_2a_2b_1`$. It is described by the following Hamiltonian: $`H^{(0)}={\displaystyle \frac{s_1}{s_2}}H_0(10)+s_2^2H_0(1)+s_1s_2H_0(11)+s_1^2H_0(21)`$ $`+{\displaystyle \frac{2\kappa }{\sqrt{\eta }}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑x\left(s_1s_2\left(q_{11}q_1^{}q_{10}^{}+\eta q_{11}^{}q_1q_{10}\right)s_1^2\left(q_{21}q_{11}^{}q_{10}^{}+\eta q_{21}^{}q_{11}q_{10}\right)\right).`$ (2.8kquyt) In the case $`\eta =1`$ if we identify $`q_{10}=Q`$, $`q_{11}=E_p`$, $`q_{21}=E_a`$ and $`q_1=E_s`$, where $`Q`$ is the normalized effective polarization of the medium and $`E_p`$, $`E_s`$ and $`E_a`$ are the normalized pump, Stokes and anti-Stokes wave amplitudes respectively, then we obtain the system of equations generalizing the one studied in which describes Stokes–anti-Stokes wave generation. This approach allowed us to derive a new Lax pair for (9). A particular case of (9) with $`s_1=s_2=\pm 1`$ and $`\eta =\pm 1`$ is equivalent to the $`4`$-wave interaction, see and is related to the compact real form $`sp(4,0)`$ of $`𝐂_2`$. For $`s_1=s_2=\pm 1`$ and $`\eta =1`$ the reduced system is related to the noncompact real form $`sp(2,2)`$ of $`𝐂_2`$\- algebra. ###### Example 10 $`C_{\text{10}}=S_{e_1e_2}`$. $`C_{\text{10}}(U^{}(\eta \lambda ^{}))+U(\lambda )=0`$ and $`\eta =\pm 1`$. This reduction gives the following restrictions: $`a_2=\eta a_1^{},b_2=\eta b_1^{};`$ (2.8kquyu) $`p_{10}=\eta q_{10}^{},q_{11}^{}=\eta q_{11},q_{21}=\eta q_1^{},p_{11}^{}=\eta p_{11},p_{21}=\eta p_1^{}.`$ Then we obtain the $`5`$–wave (2 real and 3 complex) system which is described by the Hamiltonian: $`H^{(0)}=H_0(10)+H_0(11)+2\mathrm{R}\mathrm{e}H_0(1)`$ $`+{\displaystyle \frac{2\kappa }{\sqrt{\eta }}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑x[q_{11}(q_{10}^{}p_1q_{10}p_1^{})+\eta p_{11}(q_{10}^{}q_1^{}q_{10}q_1)],`$ (2.8kquyv) with $`\kappa =a_1b_1^{}a_1^{}b_1`$. ###### Example 11 $`C_{\text{11}}=S_{2e_2}`$. $`C_{\text{11}}(U^{}(\eta \lambda ^{}))+U(\lambda )=0`$ and $`\eta =\pm 1`$. Then we have: $`a_1^{}=\eta a_1,a_2^{}=\eta a_2;b_1^{}=\eta b_1,b_2^{}=\eta b_2;`$ $`q_{11}=i\eta q_{10}^{},p_{11}=i\eta p_{10}^{},q_{21}^{}=\eta q_{21},`$ $`p_{21}^{}=\eta p_{21},p_1=\eta q_1^{}.`$ (2.8kquyw) which leads again to the $`5`$–wave ($`2`$ real and $`3`$ complex) system with the Hamiltonian: $`H^{(0)}=2\mathrm{R}\mathrm{e}H_0(10)+H_0(1)+H_0(21)`$ $`+{\displaystyle \frac{2i\kappa }{\sqrt{\eta }}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑x[p_{10}q_1^{}q_{10}^{}\eta (p_{10}^{}q_1q_{10}+p_{21}\|q_{10}\|^2+q_{21}\|p_{10}\|^2)],`$ (2.8kquyx) and $`\kappa =a_1b_2a_2b_1`$. ###### Example 12 $`C_{\text{12}}=w_0`$. $`C_{\text{12}}(U(\lambda ))U(\lambda )=0`$. Here we get: $`p_{10}=q_{10},p_{11}=q_{11},p_1=q_1,p_{21}=q_{21}.`$ (2.8kquyy) Then we obtain the following $`4`$–wave system, see Remark 3: $`i(a_1a_2)q_{10,t}i(b_1b_2)q_{10,x}2\kappa (q_{21}q_{11}+q_1q_{11})=0,`$ $`ia_2q_{1,t}ib_2q_{1,x}2\kappa q_{10}q_{11}=0,`$ (2.8kquyz) $`i(a_1+a_2)q_{11,t}i(b_1+b_2)q_{11,x}+2\kappa (q_{21}q_{10}q_1q_{10})=0,`$ $`ia_1q_{21,t}ib_1q_{21,x}+2\kappa q_{10}q_{11}=0.`$ with $`\kappa =a_1b_2a_2b_1`$. Note that this reduction doesn’t restrict the Cartan elements. ### 4.3 $`𝔤𝐆_2`$ $`𝐆_2`$ has six positive roots $`\mathrm{\Delta }^+=\{10,01,11,21,31,32\}`$ where again $`km=k\alpha _1+m\alpha _2`$, $`\alpha _1=(e_1e_2+2e_3)/3`$, $`\alpha _2=e_2e_3`$ and the interaction Hamiltonian contains the set ot triples of indices $`\{[11,1,10]`$, $`[21,11,10]`$, $`[31,21,10]`$, $`[32,31,1]`$, $`[32,21,11]\}`$. Note that here if the Cartan elements are real then the $`N`$–wave equations after the reduction become trivial except one case 13, see Remark 4. ###### Example 13 $`C_{\text{13}}=\text{1}\text{1}`$. $`C_{\text{13}}(U^T(\lambda ))+U(\lambda )=0`$. This does not restrict the Cartan elements and for the potential matrix gives: $`p_\alpha =q_\alpha ,\alpha \mathrm{\Delta }_+`$ (2.8kquyaa) and a $`6`$–wave system, see Remark 3: $`i(2a_1a_2)q_{10,t}i(2b_1b_2)q_{10,x}+\kappa (q_1q_{11}+2q_{21}q_{11}+q_{31}q_{21})=0`$ $`i(3a_1a_2)q_{1,t}i(3b_1b_2)q_{1,x}3\kappa (q_{10}q_{11}+q_{32}q_{31})=0`$ $`i(a_1a_2)q_{11,t}i(b_1b_2)q_{11,x}+\kappa (q_1q_{10}2q_{21}q_{10}+q_{32}q_{21})=0`$ $`ia_1q_{21,t}ib_1q_{21,x}\kappa (2q_{11}q_{10}q_{31}q_{10}+q_{32}q_{11})=0`$ (2.8kquyab) $`i(3a_1a_2)q_{31,t}i(3b_1b_2)q_{31,x}+3\kappa (q_{32}q_1q_{21}q_{10})=0`$ $`ia_2q_{32,t}ib_2q_{32,x}+3\kappa (q_{21}q_{11}q_{31}q_1)=0`$ with $`\kappa =a_1b_2a_2b_1`$. Due to the reduction conditions for the potential matrix (2.8kquyaa) the terms $`H(\alpha ,\beta ,\gamma )`$ in (1.9) vanish. ###### Example 14 $`C_{\text{14}}=w_0`$. $`C_{\text{14}}(U^{}(\eta \lambda ^{}))+U(\lambda )=0`$ and $`\eta =\pm 1`$. This gives: $`a_1^{}=\eta a_1,a_2^{}=\eta a_2,b_1^{}=\eta b_1,b_2^{}=\eta b_2;p_\alpha =\eta q_\alpha ^{}`$ (2.8kquyac) and a $`6`$–wave system described by the Hamiltonian: $`H^{(0)}=3(H_0(10)+H_0(11)+H_0(21))+H_0(1)+H_0(31)+H_0(32)`$ (2.8kquyad) $`+3\kappa [H_{}(32,31,1)+H_{}(32,21,11)H_{}(31,21,10)2H_{}(21,11,10)+H_{}(11,10,1)],`$ with $`\kappa =a_1b_2a_2b_1`$. ###### Example 15 $`\mathrm{\Sigma }^1U^{}(\eta \lambda ^{})\mathrm{\Sigma }U(\lambda )=0`$, $`\eta =\pm 1`$ where $`\mathrm{\Sigma }`$ belongs to the Cartan subgroup and equals $`\mathrm{\Sigma }=\mathrm{diag}(s_1s_2,s_1,s_2,1,1/s_2,1/s_1,1/(s_1s_2))`$. Then all Cartan elements become real (purely imaginary) for $`\eta =1`$ ($`\eta =1`$) and $`p_{10}=\eta {\displaystyle \frac{1}{s_2}}q_{10}^{}`$ $`p_1=\eta {\displaystyle \frac{s_2}{s_1}}q_1^{}`$ $`p_{11}=\eta {\displaystyle \frac{1}{s_1}}q_{11}^{},`$ (2.8kquyae) $`p_{21}=\eta {\displaystyle \frac{1}{s_1s_2}}q_{21}^{}`$ $`p_{31}=\eta {\displaystyle \frac{1}{s_1s_2^2}}q_{31}^{}`$ $`p_{32}=\eta {\displaystyle \frac{1}{s_1^2s_2}}q_{32}^{},`$ which leads to a $`6`$-wave system with Hamiltonian $`H^{(0)}`$ $`=`$ $`3({\displaystyle \frac{1}{s_2}}H_0(10)+{\displaystyle \frac{1}{s_1}}H_0(11)+{\displaystyle \frac{1}{s_1s_2}}H_0(21))+{\displaystyle \frac{s_2}{s_1}}H_0(1)+{\displaystyle \frac{1}{s_1s_2^2}}H_0(31)`$ $`+`$ $`{\displaystyle \frac{1}{s_1^2s_2}}H_0(32))+3\kappa [{\displaystyle \frac{1}{s_1^2s_2}}H_{}(32,31,1)+{\displaystyle \frac{1}{s_1^2s_2}}H_{}(32,21,11)`$ $``$ $`{\displaystyle \frac{1}{s_1s_2^2}}H_{}(31,21,10){\displaystyle \frac{2}{s_1s_2}}H_{}(21,11,10)+{\displaystyle \frac{1}{s_1}}H_{}(11,10,1)],`$ with $`\kappa =a_1b_2a_2b_1`$ and $`H_{}(\alpha ,\beta ,\gamma )`$ is defined by (2.8kquyg). In the particular case $`s_1=s_2=1`$ we obtain the result of example 14, $`\eta =1`$. ###### Example 16 $`C_{\text{16}}=S_{\alpha _1}`$. $`C_{\text{16}}(U^{}(\eta \lambda ^{}))+U(\lambda )=0`$ and $`\eta =\pm 1`$. Then: $`a_2=a_1\eta a_1^{},b_2=b_1\eta b_1^{}`$ $`q_{31}=\eta q_1^{},p_{10}=\eta q_{10}^{},q_{21}=\eta q_{11}^{},q_{32}^{}=\eta q_{32},`$ $`p_{31}=\eta p_1^{},p_{21}=\eta p_{11}^{},p_{32}^{}=\eta p_{32}.`$ (2.8kquyag) so we obtain the $`7`$–wave ($`2`$ real and $`5`$ complex) system with the Hamiltonian: $`H^{(0)}=H_0(10)+2\mathrm{R}\mathrm{e}H_0(31)+2\mathrm{R}\mathrm{e}H_0(21)+H_0(32)`$ (2.8kquyah) $`+\left\{\begin{array}{c}32\\ 21,11^{}\end{array}\right\}+\left\{\begin{array}{c}32\\ 31,01^{}\end{array}\right\}+\left\{\begin{array}{c}21\\ 11^{},10\end{array}\right\}+2\mathrm{R}\mathrm{e}\left\{\begin{array}{c}31\\ 21,10\end{array}\right\}`$ (2.8kquyaq) ###### Example 17 $`C_{\text{17}}=S_{\alpha _2}`$. $`C_{\text{17}}(U^{}(\eta \lambda ^{}))+U(\lambda )=0`$ and $`\eta =\pm 1`$. Then: $`a_1={\displaystyle \frac{1}{3}}(a_2\eta a_2^{}),b_1={\displaystyle \frac{1}{3}}(b_2\eta b_2^{}),`$ $`q_{11}=\eta q_{10}^{},p_1=\eta q_1^{},q_{21}^{}=\eta q_{21},q_{32}=\eta q_{31}^{},`$ $`p_{11}=\eta p_{10}^{},p_{21}^{}=\eta p_{21},p_{32}=\eta p_{31}^{}.`$ (2.8kquyar) so we obtain the $`7`$–wave ($`2`$ real and $`5`$ complex) system which is described by the Hamiltonian: $`H^{(0)}=2\mathrm{R}\mathrm{e}H_0(11)H_0(1)+H_0(21)+2\mathrm{R}\mathrm{e}H_0(32)`$ (2.8kquyas) $`+2\mathrm{R}\mathrm{e}\left\{\begin{array}{c}32\\ 21,11\end{array}\right\}+\left\{\begin{array}{c}32\\ 31^{},01\end{array}\right\}+\left\{\begin{array}{c}21\\ 11,10^{}\end{array}\right\}+\left\{\begin{array}{c}11\\ 01,10^{}\end{array}\right\}`$ (2.8kquybb) with $`\kappa =a_2b_2^{}a_2^{}b_2`$. ### 4.4 $`𝔤𝐀_3=\mathrm{𝑠𝑙}(\mathit{4})`$ This algebra has 6 positive roots: $`\mathrm{\Delta }_+=\{100`$, $`010`$, $`001`$, $`110`$, $`011`$, $`111\}`$ where again $`ijk=i\alpha _1+j\alpha _2+k\alpha _3`$ and $`\alpha _1=e_1e_2`$; $`\alpha _2=e_2e_3`$; $`\alpha _3=e_3e_4`$ are the simple roots of the $`𝐀_3`$-algebra. The set $``$ consists of $$=\{[111,011,100],[111,110,001],[011,001,010],[110,010,100]\}.$$ ###### Example 18 $`C_{\text{18}}=S_{e_1e_2}`$. $`C_{\text{18}}(U(\lambda ))U(\lambda )=0`$. This reduction gives: $`a_2=a_1,b_2=b_1,p_{100}=q_{100},q_{110}=q_{10}`$ (2.8kquybc) $`q_{111}=q_{11},p_{110}=p_{10},p_{111}=p_{11}`$ and leaves $`q_1`$ and $`p_1`$ unrestricted. Thus we obtain the 6-wave system with the Hamiltonian: $`H^{(0)}=2H_0(11)+2H_0(10)+H_0(1)+2\left\{\begin{array}{c}011\\ 010,001\end{array}\right\},`$ (2.8kquybf) which is related to $`𝐀_2`$– subalgebra. ###### Example 19 $`C_{\text{19}}=\text{1}\text{1}`$. $`U^{}(\eta \lambda ^{})+U(\lambda )=0`$. This reduction gives that all Cartan elements must be purely imaginary (real) for $`\eta =1`$ ($`\eta =1`$) and $`p_\alpha ^{}=\eta p_\alpha ,q_\alpha ^{}=\eta q_\alpha .`$ (2.8kquybg) Thus we get $`12`$ ’real’ fields and $`12`$-wave system with the Hamiltonian in general position with the upper restrictions. This reduction leads to the non-compact real form $`sl(4,)`$ of the $`𝐀_3`$-algebra. ###### Example 20 $`C_{\text{20}}=S_{e_1e_2}`$. $`C_{\text{20}}(U^{}(\eta \lambda ^{}))+U(\lambda )=0`$. Then: $`a_2=\eta a_1^{},a_{3,4}^{}=\eta a_{3,4},b_2=\eta b_1^{},b_{3,4}^{}=\eta b_{3,4}`$ (2.8kquybh) $`q_{110}=\eta q_{10}^{},q_{111}=\eta q_{11}^{},q_1=\eta q_1^{},p_{100}=\eta q_{100}^{}`$ $`p_{110}=\eta p_{10}^{},p_{111}=\eta p_{11}^{},p_1^{}=\eta p_1.`$ This leads to the 7-wave (2 real and 5 complex) system with the Hamiltonian: $`H^{(0)}=H_0(100)+H_0(1)+2\mathrm{R}\mathrm{e}H_0(110)+2\mathrm{R}\mathrm{e}H_0(111)`$ (2.8kquybi) $`+\left\{\begin{array}{c}111\\ 011^{},100\end{array}\right\}+2\mathrm{R}\mathrm{e}\left\{\begin{array}{c}111\\ 110,001\end{array}\right\}+\left\{\begin{array}{c}110\\ 010^{},100\end{array}\right\}`$ (2.8kquybp) ###### Example 21 $`C_{\text{21}}=S_{e_1e_2}S_{e_3e_4}`$. $`C_{\text{21}}(U^{}(\eta \lambda ^{}))+U(\lambda )=0`$. Therefore: $`a_2=\eta a_1^{},a_4=\eta a_3^{},b_2=\eta b_1^{},b_4=\eta b_3^{}`$ (2.8kquybq) $`q_{110}=\eta q_{11}^{},q_{111}=\eta q_{10}^{},p_1=\eta q_1^{},p_{100}=\eta q_{100}^{}`$ $`p_{110}=\eta p_{11}^{},p_{111}=\eta p_{10}^{},`$ and we obtain the 6-wave (complex) system with the following Hamiltonian: $`H^{(0)}=H_0(100)H_0(1)+2\mathrm{R}\mathrm{e}H_0(111)+2\mathrm{R}\mathrm{e}H_0(11)`$ (2.8kquybr) $`+2\mathrm{R}\mathrm{e}\left(\left\{\begin{array}{c}111\\ 011,100\end{array}\right\}+\left\{\begin{array}{c}111\\ 110^{},001\end{array}\right\}\right)`$ (2.8kquybw) ###### Example 22 $`C_{\text{22}}=\text{1}\text{1}`$. $`C_{\text{22}}(U^T(\lambda ))+U(\lambda )=0`$. This reduction does not restrict the Cartan elements. For the elements of the potential matrix we have the following restrictions: $`p_\alpha =q_\alpha `$ (2.8kquybx) and this leads to the 6-wave system : $`i(a_1a_2)q_{100,t}i(b_1b_2)q_{100,x}+\kappa _4q_{11}q_{111}+\kappa _2q_{10}q_{110}=0;`$ $`i(a_2a_3)q_{10,t}i(b_2b_3)q_{10,x}+\kappa _2q_{100}q_{110}\kappa _3q_1q_{11}=0;`$ $`i(a_3a_4)q_{1,t}i(b_3b_4)q_{1,x}+\kappa _1q_{110}q_{111}\kappa _3q_{11}q_{10}=0;`$ (2.8kquyby) $`i(a_1a_3)q_{110,t}i(b_1b_3)q_{110,x}+\kappa _1q_1q_{111}\kappa _2q_{10}q_{100}=0;`$ $`i(a_2a_4)q_{11,t}i(b_2b_4)q_{11,x}\kappa _4q_{100}q_{111}+\kappa _3q_1q_{10}=0;`$ $`i(a_1a_4)q_{111,t}i(b_1b_4)q_{111,x}\kappa _1q_1q_{110}\kappa _4q_{11}q_{100}=0;`$ where $`\stackrel{~}{\kappa }_i`$, $`i=1,\mathrm{},4`$ are given in Appendix A. The Hamiltonian vanishes, see Remark 3. ###### Example 23 $`C_{\text{23}}=S_{e_3e_4}`$. $`C_{\text{23}}(U^T(\lambda ))+U(\lambda )=0`$. This gives: $`a_4=a_3,b_4=b_3,p_{100}=q_{100},p_{110}=q_{111},`$ (2.8kquybz) $`p_{11}=q_{10}p_{10}=q_{11},p_{111}=q_{110},`$ while the fields $`q_1`$ and $`p_1`$ are both unrestricted and redundant. This gives the 5-wave (complex) system : $`i(a_1a_2)q_{100,t}i(b_1b_2)q_{100,x}\kappa _3(q_{10}q_{111}+q_{11}q_{110})=0;`$ $`i(a_2a_3)q_{10,t}i(b_2b_3)q_{10,x}+\kappa _3q_{110}q_{100}=0;`$ (2.8kquyca) $`i(a_1a_3)q_{110,t}i(b_1b_3)q_{110,x}+\kappa _3q_{10}q_{100}=0;`$ $`i(a_2a_3)q_{11,t}i(b_2b_3)q_{11,x}+\kappa _3q_{111}q_{100}=0;`$ $`i(a_1a_3)q_{111,t}i(b_1b_3)q_{111,x}\kappa _3q_{11}q_{100}=0;`$ The Hamiltonian vanishes, see Remark 3. ###### Example 24 $`C_{\text{24}}=S_{e_2e_3}S_{e_1e_4}`$. $`C_{\text{24}}(U^T(\lambda ))+U(\lambda )=0`$. Therefore: $`a_4=a_1,a_3=a_2,b_4=b_1,b_3=b_2;`$ $`q_1=q_{100},q_{11}=q_{110},p_1=p_{100},p_{11}=p_{110};`$ (2.8kquycb) and we obtain the 8-wave system with the Hamiltonian: $`H^{(0)}=H_0(1)+H_0(10)+H_0(11)+H_0(111)`$ $`+2\left(\left\{\begin{array}{c}111\\ 011,100^{}\end{array}\right\}+\left\{\begin{array}{c}011\\ 010,001\end{array}\right\}\right)`$ (2.8kquycg) Here $`p_{10},q_{10}`$ and $`p_{111},q_{111}`$ are unrestricted fields. ###### Example 25 $`C_{\text{25}}=\text{1}\text{1}`$. $`C_{\text{25}}(U^{}(\eta \lambda ^{}))U(\lambda )=0`$. This reduction gives that the Cartan elements must be real (purely imaginary) for $`\eta =1`$ ($`\eta =1`$) and for the potential matrix: $`p_\alpha =\eta q_\alpha ^{},\alpha \mathrm{\Delta }_+.`$ (2.8kquych) Thus we get the 6-wave system with the general Hamiltonian for this algebra and $`\stackrel{~}{\kappa }_i`$; $`i=1,\mathrm{},4`$ are real. The case $`\eta =1`$ leads to the compact real form $`su(4)`$ for the $`𝐀_3`$\- algebra. ###### Example 26 $`C_{\text{26}}=\mathrm{\Sigma }=\text{diag}(s_1,s_2,s_3,s_4)`$. $`\mathrm{\Sigma }U^{}(\eta \lambda ^{})\mathrm{\Sigma }^1U(\lambda )=0`$ and $`s_1s_2s_3s_4=1`$. This reduction gives that the Cartan elements must be real (purely imaginary) for $`\eta =1`$ ($`\eta =1`$) and for the potential matrix: $`p_{100}=\eta {\displaystyle \frac{s_2}{s_1}}q_{100}^{},p_{10}=\eta {\displaystyle \frac{s_3}{s_2}}q_{10}^{},p_1=\eta {\displaystyle \frac{s_4}{s_3}}q_1^{},`$ $`p_{110}=\eta {\displaystyle \frac{s_3}{s_1}}q_{110}^{},p_{11}=\eta {\displaystyle \frac{s_4}{s_2}}q_{11}^{},p_{111}=\eta {\displaystyle \frac{s_4}{s_1}}q_{111}^{},`$ (2.8kquyci) Thus we get the 6-wave system with the Hamiltonian $`H^{(0)}={\displaystyle \frac{s_2}{s_1}}H_0(100)+{\displaystyle \frac{s_3}{s_2}}H_0(10)+{\displaystyle \frac{s_4}{s_3}}H_0(1)+{\displaystyle \frac{s_3}{s_1}}H_0(110)+{\displaystyle \frac{s_4}{s_2}}H_0(11)`$ $`+{\displaystyle \frac{s_4}{s_1}}H_0(111)+{\displaystyle \frac{s_4}{s_2}}\stackrel{~}{\kappa }_1H_{}(11,1,10)+{\displaystyle \frac{s_4}{s_1}}(\stackrel{~}{\kappa }_2H_{}(111,110,1)`$ (2.8kquycj) $`+\stackrel{~}{\kappa }_3H_{}(111,11,100))+{\displaystyle \frac{s_3}{s_1}}\stackrel{~}{\kappa }_4H_{}(110,10,100),`$ where $`H_{}(\alpha ,\beta ,\gamma )`$ is given by (2.8kquyg) and $`\stackrel{~}{\kappa }_i`$; $`i=1,\mathrm{},4`$ are real. The case $`\eta =1`$, $`s_1=s_2=s_3=s_4`$ leads to the compact real form $`su(4)`$ for the $`𝐀_3`$\- algebra, see the result of Example 25. For $`\eta =1`$ the choice $`s_1=s_2=s_3=s_4`$ gives us the non-compact real form $`su(3,1)`$ and the choice $`s_1=s_2=s_3=s_4`$ leads to another non-compact real form $`su(2,2)`$ for the $`𝐀_3`$\- algebra. ###### Example 27 $`C_{\text{27}}=S_{e_3e_4}`$. $`C_{\text{27}}(U^{}(\eta \lambda ^{}))U(\lambda )=0`$. Therefore: $`a_{1,2}^{}=\eta a_{1,2},a_4=\eta a_3^{},b_{1,2}^{}=\eta b_{1,2},b_4=\eta b_3^{}`$ (2.8kquyck) $`p_{100}=\eta q_{100}^{},p_{111}=\eta q_{110}^{},p_{110}=\eta q_{111}^{},p_{10}=\eta q_{11}^{}`$ $`p_{11}=\eta q_{10}^{},p_1^{}=\eta p_1,q_1^{}=\eta q_1,`$ and we obtain the 7-wave (2 real and 5 complex) system with the Hamiltonian: $`H^{(0)}=H_0(1)+H_0(100)+2\mathrm{R}\mathrm{e}H_0(11)+2\mathrm{R}\mathrm{e}H_0(111)`$ $`+2\mathrm{R}\mathrm{e}\left(\left\{\begin{array}{c}111\\ 011,100\end{array}\right\}+\left\{\begin{array}{c}011\\ 010,001\end{array}\right\}\right)`$ (2.8kquycp) ###### Example 28 $`C_{\text{28}}=S_{e_2e_3}S_{e_1e_4}`$. $`C_{\text{28}}(U^{}(\eta \lambda ^{}))U(\lambda )=0`$. Therefore: $`a_4=\eta a_1^{},a_3=\eta a_2^{},b_4=\eta b_1^{},b_3=\eta b_2^{}`$ (2.8kquycq) $`q_1=\eta q_{100}^{},q_{10}^{}=\eta q_{10},q_{11}=\eta q_{110}^{},q_{111}^{}=\eta q_{111},`$ $`p_1=\eta p_{100}^{},p_{10}^{}=\eta p_{10},p_{11}=\eta p_{110}^{},p_{111}^{}=\eta p_{111},`$ and we obtain the 8-wave (4 real and 4 complex) system with the following Hamiltonian: $`H^{(0)}=H_0(10)+H_0(111)+2\mathrm{R}\mathrm{e}H_0(100)+2\mathrm{R}\mathrm{e}H_0(110)`$ (2.8kquycr) $`+2\mathrm{R}\mathrm{e}\left(\left\{\begin{array}{c}111\\ 110,001^{}\end{array}\right\}+\left\{\begin{array}{c}110\\ 010,100\end{array}\right\}\right).`$ (2.8kquycw) This system is related to the noncompact real form $`su^{}(4)`$ of $`𝐀_3`$. ### 4.5 $`𝔤𝐁_3=so(7)`$ In this case there are nine positive roots $`\mathrm{\Delta }_+=\{100,010`$, $`001`$, $`110`$, $`011`$, $`111`$, $`012,112,122\}`$ where again $`ijk=i\alpha _1+j\alpha _2+k\alpha _3`$ and $`\alpha _1=e_1e_2`$, $`\alpha _2=e_2e_3`$, $`\alpha _3=e_3`$. The interaction Hamiltonians below are given by (1.9) where the set ot triples of indices $``$ is $`\{[122,112,10]`$, $`[122,111,11]`$, $`[122,12,110]`$, $`[112,111,1]`$, $`[112,12,100]`$, $`[111,110,1]`$, $`[111,11,100]`$, $`[12,11,1]`$, $`[11,1,10]`$, $`[110,10,100]\}`$. ###### Example 29 $`C_{\text{29}}=w_0`$. $`C_{\text{29}}(U(\lambda ))U(\lambda )=0`$. This reduction doesn’t restrict the Cartan elements. Therefore: $`p_\alpha =q_\alpha `$ (2.8kquycx) thus we get $`9`$\- wave system. The Hamiltonian vanishes, see Remark 3. ###### Example 30 $`C_{\text{30}}=S_{e_1e_2}`$. $`C_{\text{30}}(U(\lambda ))U(\lambda )=0`$. Then $`p_{100}=q_{100},q_{110}=q_{10},q_{111}=q_{11},q_{112}=q_{12},`$ $`q_{122}=0,p_{110}=p_{10},p_{111}=p_{11},`$ (2.8kquycy) $`p_{112}=p_{12},p_{122}=0,a_2=a_1b_2=b_1.`$ The interaction reduces to the $`8`$-wave system with the Hamiltonian: $`H^{(0)}`$ $`=`$ $`2H_0(10)+H_0(1)+2H_0(11)+2H_0(12)`$ (2.8kquydd) $`+`$ $`2\left(\left\{\begin{array}{c}012\\ 011,001\end{array}\right\}+\left\{\begin{array}{c}011\\ 010,001\end{array}\right\}\right)`$ In addition $`q_{100}`$ becomes redundant, see Remark 2 and $`p_1,q_1`$ are unrestricted ones. This system is related to the $`𝐁_2`$–subalgebra. ###### Example 31 $`C_{\text{31}}=S_{e_3}`$. $`C_{\text{31}}(U(\lambda ))U(\lambda )=0`$. Here we have $`q_{112}=q_{110},q_{12}=q_{10},q_{111}=q_{11}=0,p_1=q_1,`$ (2.8kquyde) $`p_{112}=p_{110},p_{12}=p_{10},p_{111}=p_{11}=0,a_3=b_3=0.`$ The Hamiltonian reduces to $`H^{(0)}`$ $`=`$ $`H_0(100)+2H_0(12)+2H_0(112)+H_0(122)`$ (2.8kquydj) $`+`$ $`2\left(\left\{\begin{array}{c}122\\ 012,110^{}\end{array}\right\}+\left\{\begin{array}{c}112\\ 012,100\end{array}\right\}\right)`$ Here $`q_1,p_1`$ are redundant fields and $`p_{100},q_{100}`$, $`p_{122},q_{122}`$ are unrestricted. This system is related to the $`𝐃_3`$–subalgebra. ###### Example 32 $`C_{\text{32}}=S_{e_1e_2}S_{e_3}`$. $`C_{\text{32}}(U(\lambda ))U(\lambda )=0`$. Then $`p_{100}=q_{100},q_{12}=q_{110},q_{111}=q_{11},q_{112}=q_{10},p_1=q_1,`$ $`p_{12}=p_{110},p_{111}=p_{11},p_{112}=p_{10},a_2=a_1,b_2=b_1.`$ (2.8kquydk) However this choice means that $`C_{\text{32}}(J)=J`$ and therefore Remark 3 applies. This automorphism reduces (1.1) to the following $`8`$-wave equations: $`ia_1q_{100,t}ib_1q_{100,x}+\kappa (q_{10}p_{110}q_{110}p_{10})=0,`$ $`i(a_1+a_3)q_{10,t}i(b_1+b_3)q_{10,x}+2\kappa (q_1q_{11}q_{100}q_{110})=0,`$ $`ia_3q_{1,t}ib_3q_{1,x}+\kappa (q_{11}p_{110}q_{11}p_{10}+p_{11}q_{110}p_{11}q_{10})=0,`$ $`i(a_1a_3)q_{110,t}i(b_1b_3)q_{110,x}+2\kappa (q_1q_{11}+q_{100}q_{10})=0,`$ $`ia_1q_{11,t}ib_1q_{11,x}\kappa (q_1q_{110}+q_1q_{10})=0,`$ (2.8kquydl) $`i(a_1+a_3)p_{10,t}i(b_1+b_3)p_{10,x}+2\kappa (p_{11}q_1+q_{100}p_{110})=0,`$ $`i(a_1a_3)p_{110,t}i(b_1b_3)p_{110,x}+2\kappa (p_{11}q_1q_{100}p_{10})=0,`$ $`ia_1p_{11,t}ib_1p_{11,x}\kappa (q_1p_{110}+q_1p_{10})=0,`$ where $`\kappa =a_1b_3a_3b_1`$ and $`q_{122}`$, $`p_{122}`$ are redundant, see Remark 2. ###### Example 33 $`C_{\text{33}}=S_{e_1}S_{e_2}`$. $`C_{\text{33}}(U(\lambda ))U(\lambda )=0`$. The reduction conditions give $`C_{\text{33}}(J)=J`$ and: $`p_{100}=q_{100},p_{112}=q_{110},p_{111}=q_{111},p_{110}=q_{112},`$ $`p_1=0,p_{122}=q_{122},p_{12}=q_{10},p_{11}=q_{11},`$ $`p_{10}=q_{12},q_1=0a_3=0,b_3=0.`$ (2.8kquydm) Again Remark 3 applies and we obtain the next $`8`$–wave system: $`i(a_1a_2)q_{100,t}i(b_1b_2)q_{100,x}+\kappa (q_{10}q_{112}+q_{12}q_{110}2q_{11}q_{111})=0,`$ $`ia_2q_{10,t}ib_2q_{10,x}\kappa (q_{100}+q_{122})q_{110}=0,`$ $`ia_1q_{110,t}ib_1q_{110,x}\kappa (q_{100}q_{122})q_{10}=0,`$ $`ia_2q_{11,t}ib_2q_{11,x}\kappa (q_{100}+q_{122})q_{111}=0,`$ (2.8kquydn) $`ia_1q_{111,t}ib_1q_{111,x}\kappa (q_{100}q_{122})q_{11}=0,`$ $`ia_2q_{12,t}ib_2q_{12,x}\kappa (q_{100}+q_{122})q_{112}=0,`$ $`ia_1q_{112,t}ib_1q_{112,x}\kappa (q_{100}q_{122})q_{12}=0,`$ $`i(a_1+a_2)q_{122,t}i(b_1+b_2)q_{122,x}+\kappa (q_{10}q_{112}+q_{12}q_{110}2q_{11}q_{111})=0,`$ where $`\kappa =a_1b_2a_2b_1`$. ###### Example 34 $`C_{\text{34}}=\text{1}\text{1}`$. $`U^{}(\eta \lambda ^{})U(\lambda )=0`$, $`\eta =\pm 1`$. This reduction makes all Cartan elements real for $`\eta =1`$ and purely imaginary for $`\eta =1`$ and $`p_\alpha =\eta q_\alpha ^{}.`$ (2.8kquydo) Thus we get the $`9`$-wave system with Hamiltonian (1.9) with the upper restrictions. ###### Example 35 $`\mathrm{\Sigma }=\mathrm{diag}(s_1,s_2,s_3,1,1/s_3,1/s_2,1/s_1)`$, $`\mathrm{\Sigma }^1U^{}(\eta \lambda ^{})\mathrm{\Sigma }U(\lambda )=0`$, $`\eta =\pm 1`$. After this reduction all Cartan elements become real for $`\eta =1`$ and purely imaginary for $`\eta =1`$ and $`p_{100}=\eta {\displaystyle \frac{s_1}{s_2}}q_{100}^{},p_{10}=\eta {\displaystyle \frac{s_2}{s_3}}q_{10}^{},p_1=\eta s_3q_1^{},`$ $`p_{110}=\eta {\displaystyle \frac{s_1}{s_3}}q_{110}^{},p_{11}=\eta s_2q_{11}^{},p_{111}=\eta s_1q_{111}^{},`$ (2.8kquydp) $`p_{12}=\eta s_2s_3q_{12}^{},p_{112}=\eta s_1s_3q_{112}^{},p_{122}=\eta s_1s_2q_{122}^{},`$ Thus we get the $`9`$-wave system with real Hamiltonian: $`H^{(0)}={\displaystyle \frac{s_1}{s_2}}H_0(100)+{\displaystyle \frac{s_2}{s_3}}H_0(10)+s_3H_0(1)+{\displaystyle \frac{s_1}{s_3}}H_0(110)+s_2H_0(11)`$ $`+s_1H_0(111)+s_2s_3H_0(12)+s_1s_3H_0(112)+s_1s_2H_0(122)`$ (2.8kquydq) $`+(\kappa _1\kappa _2\kappa _3)s_1s_2H_{}(122,112,10)\kappa _3s_1s_2H_{}(122,111,11)`$ $`+(\kappa _1\kappa _2+\kappa _3)s_1s_2H_{}(122,12,110)+\kappa _2s_1s_3H_{}(112,111,1)`$ $`+(\kappa _1\kappa _2+\kappa _3)s_1s_3H_{}(112,12,100)+\kappa _2s_1H_{}(111,110,1)`$ $`+\kappa _3s_1H_{}(111,11,100)\kappa _1s_2s_3H_{}(12,11,1)+\kappa _1s_2H_{}(11,1,10)`$ $`+(\kappa _1+\kappa _2+\kappa _3){\displaystyle \frac{s_1}{s_3}}H_{}(110,10,100)`$ where the terms $`H_{}(\alpha ,\beta ,\gamma )`$ are given in (2.8kquyg). In the particular case $`s_1=s_2=s_3=1`$ the result coincides with example 34. ###### Example 36 $`C_{\text{36}}=w_0`$. $`C_{\text{36}}(U^{}(\eta \lambda ^{}))U(\lambda )=0`$, $`\eta =\pm 1`$. This reduction requires that all fields $`p_\alpha ,q_\alpha `$ are real while all Cartan elements must be purely imaginary for $`\eta =1`$ and vice versa for $`\eta =1`$. Thus we get $`18`$\- wave system with the Hamiltonian (1.9). The case with $`\eta =1`$ leads to the real form $`so(7,)so(7,0)`$ for the $`𝐁_3`$-algebra. ###### Example 37 $`C_{\text{37}}=S_{e_1e_2}`$. $`C_{\text{37}}(U^{}(\eta \lambda ^{}))U(\lambda )=0`$, $`\eta =\pm 1`$. Therefore: $`q_{100}^{}=\eta q_{100},p_{10}=\eta q_{110}^{},p_{11}=\eta q_{111}^{},p_{12}=\eta q_{112}^{},`$ $`p_{100}^{}=\eta p_{100},p_{110}=\eta q_{10}^{},p_{111}=\eta q_{11}^{},p_{112}=\eta q_{12}^{},`$ (2.8kquydr) $`p_{122}=\eta q_{122}^{},p_1=\eta q_1^{},a_2=\eta a_1^{},b_2=\eta b_1^{},a_3^{}=\eta a_3,b_3^{}=\eta b_3,`$ which gives the $`10`$–wave (2 real and 8 complex) system with the following Hamiltonian: $`H^{(0)}=H_0(100)+H_0(1)+H_0(122)+2\mathrm{R}\mathrm{e}H_0(110)`$ $`+\left\{\begin{array}{c}122\\ 111,011\end{array}\right\}+\left\{\begin{array}{c}112\\ 012,100\end{array}\right\}+\left\{\begin{array}{c}111\\ 011,100\end{array}\right\}+\left\{\begin{array}{c}110\\ 010,100\end{array}\right\}`$ (2.8kquyea) $`+2\mathrm{R}\mathrm{e}\left(\left\{\begin{array}{c}122\\ 012,110\end{array}\right\}+\left\{\begin{array}{c}112\\ 111,001\end{array}\right\}+\left\{\begin{array}{c}111\\ 110,001\end{array}\right\}\right)`$ (2.8kquyeh) ###### Example 38 $`C_{\text{38}}=S_{e_3}`$. $`C_{\text{38}}(U^{}(\eta \lambda ^{}))U(\lambda )`$, $`\eta =\pm 1`$. Then: $`p_{100}=\eta q_{100}^{},p_{112}=\eta q_{110}^{},p_{111}=\eta q_{111}^{},p_{110}=\eta q_{112}^{},`$ $`p_{122}=\eta q_{122}^{},p_{12}=\eta q_{10}^{},p_{11}=\eta q_{11}^{},p_{10}=\eta q_{12}^{},`$ $`q_1^{}=\eta q_1,p_1^{}=\eta p_1,a_3^{}=\eta a_3,b_3^{}=\eta b_3,`$ $`a_1^{}=\eta a_1,a_2^{}=\eta a_2,b_1^{}=\eta b_1,b_2^{}=\eta b_2,`$ (2.8kquyei) so we obtain the $`10`$–wave (2 real and 8 complex) system with the Hamiltonian: $`H^{(0)}=H_0(100)+H_0(11)+H_0(111)+H_0(122)+H_0(1)+2\mathrm{R}\mathrm{e}H_0(112)`$ $`+\left\{\begin{array}{c}122\\ 111,011\end{array}\right\}+\left\{\begin{array}{c}111\\ 011,100\end{array}\right\}+2\mathrm{R}\mathrm{e}(\left\{\begin{array}{c}122\\ 012,110\end{array}\right\}+\left\{\begin{array}{c}110\\ 010,100\end{array}\right\}`$ (2.8kquyer) $`+\left\{\begin{array}{c}111\\ 110,001\end{array}\right\}+\left\{\begin{array}{c}012\\ 011,001\end{array}\right\})`$ (2.8kquyew) ###### Example 39 $`C_{\text{39}}=S_{e_1e_2}S_{e_3}`$. $`C_{\text{39}}(U^{}(\eta \lambda ^{}))U(\lambda )=0`$, $`\eta =\pm 1`$. Then: $`q_{100}=\eta q_{100}^{},p_{12}=\eta q_{110}^{},p_{11}=\eta q_{111}^{},p_{10}=\eta q_{112}^{},`$ $`p_{122}=\eta q_{122}^{},p_{112}=\eta q_{10}^{},p_{111}=\eta q_{11}^{},p_{110}=\eta q_{12}^{},`$ $`q_1^{}=\eta q_1,p_1^{}=\eta p_1,p_{100}^{}=\eta p_{100},`$ (2.8kquyex) $`a_3^{}=\eta a_3,b_3^{}=\eta b_3,a_2=\eta a_1^{},b_2=\eta b_1^{},`$ and we obtain the $`11`$-wave (4 real and 7 complex) system with Hamiltonian: $`H^{(0)}=H_0(100)+H_0(1)+H_0(122)+2\mathrm{R}\mathrm{e}H_0(112)+2\mathrm{R}\mathrm{e}H_0(12)`$ $`+2\mathrm{R}\mathrm{e}H_0(111)+\left\{\begin{array}{c}122\\ 012,110\end{array}\right\}+\left\{\begin{array}{c}122\\ 111,011\end{array}\right\}+\left\{\begin{array}{c}122\\ 112,010\end{array}\right\}+\left\{\begin{array}{c}111\\ 011,100\end{array}\right\}`$ (2.8kquyfg) $`+2\mathrm{R}\mathrm{e}\left(\left\{\begin{array}{c}110\\ 010,100\end{array}\right\}+\left\{\begin{array}{c}112\\ 111,001\end{array}\right\}+\left\{\begin{array}{c}012\\ 011,001\end{array}\right\}\right)`$ (2.8kquyfn) ###### Example 40 $`C_{\text{40}}=S_{e_1}S_{e_2}`$. $`C_{\text{40}}(U^{}(\eta \lambda ^{}))U(\lambda )=0`$. As a result: $`a_3^{}=\eta a_3,b_3^{}=\eta b_3,a_{1,2}^{}=\eta a_{1,2},b_{1,2}^{}=\eta b_{1,2},`$ $`q_{112}=\eta q_{110}^{},q_{12}=\eta q_{10}^{},p_{112}=\eta p_{110}^{},p_{12}=\eta p_{10}^{},`$ $`q_{100}^{}=\eta q_{100},p_{100}^{}=\eta p_{100},q_{111}^{}=\eta q_{111},p_{111}^{}=\eta p_{111},`$ (2.8kquyfo) $`q_{122}^{}=\eta q_{122},p_{122}^{}=\eta p_{122},p_1=\eta q_1^{},q_{11}^{}=\eta q_{11},p_{11}^{}=\eta p_{11},`$ which leads to the $`13`$-wave (8 real and 5 complex) system with Hamiltonian: $`H^{(0)}=H_0(100)+H_0(122)+H_0(1)+H_0(11)+H_0(111)+2\mathrm{R}\mathrm{e}H_0(12)`$ (2.8kquygc) $`+2\mathrm{R}\mathrm{e}H_0(112)+\left\{\begin{array}{c}122\\ 111,011\end{array}\right\}+\left\{\begin{array}{c}111\\ 011,100\end{array}\right\}`$ $`+2\mathrm{R}\mathrm{e}\left(\left\{\begin{array}{c}122\\ 012,110^{}\end{array}\right\}+\left\{\begin{array}{c}112\\ 012,100\end{array}\right\}+\left\{\begin{array}{c}112\\ 111,001\end{array}\right\}+\left\{\begin{array}{c}012\\ 011,001\end{array}\right\}\right)`$ ### 4.6 $`𝔤𝐂_3=\mathrm{𝑠𝑝}(\mathit{6})`$ In this case there are nine positive roots $`\mathrm{\Delta }_+=\{100,010`$, $`001`$, $`110`$, $`011`$, $`111`$, $`021`$, $`121,221\}`$ where again $`ijk=i\alpha _1+j\alpha _2+k\alpha _3`$ and $`\alpha _1=e_1e_2`$, $`\alpha _2=e_2e_3`$, $`\alpha _3=2e_3`$, the set ot triples of indices is $`\{[110,10,100]`$, $`[111,11,100]`$, $`[121,21,100]`$, $`[121,11,110]`$, $`[21,11,10]`$, $`[111,110,1]`$, $`[11,1,10]`$, $`[121,111,10]`$, $`[221,121,100]`$, $`[221,111,110]\}`$. ###### Example 41 $`C_{\text{41}}=w_0`$. $`C_{\text{41}}(U(\lambda ))U(\lambda )=0`$. This reduction doesn’t restrict the Cartan elements. Therefore: $`p_\alpha =q_\alpha ,\alpha \mathrm{\Delta }`$ (2.8kquygd) and leads to the $`9`$–wave system with vanishing Hamiltonian, see Remark 3. This system is similar to the general one without reductions but with the fields $`p_\alpha `$ replaced by $`q_\alpha `$. ###### Example 42 $`C_{\text{42}}=S_{e_1e_2}`$. $`C_{\text{42}}(U(\lambda ))U(\lambda )=0`$. Therefore: $`q_{110}=q_{10},q_{111}=q_{11},q_{221}=q_{21},p_{100}=q_{100},`$ $`p_{110}=p_{10},p_{111}=p_{11},p_{221}=p_{21},a_2=a_1,b_2=b_1,`$ (2.8kquyge) and we obtain the $`10`$–wave system which is described by the Hamiltonian: $`H^{(0)}`$ $`=`$ $`2H_0(110)+H_0(1)+2H_0(111)+2H_0(221)+H_0(121)`$ (2.8kquygl) $`+`$ $`2\left(\left\{\begin{array}{c}221\\ 111,110\end{array}\right\}+\left\{\begin{array}{c}121\\ 011^{},110\end{array}\right\}+\left\{\begin{array}{c}011^{}\\ 010^{},001\end{array}\right\}\right)`$ Note that the functions $`q_{121}`$, $`p_{121}`$ and $`q_1`$, $`p_1`$ remain unrestricted and $`q_{100}`$ is redundant, see Remark 2. ###### Example 43 $`C_{\text{43}}=S_{2e_3}`$. $`C_{\text{43}}(U(\lambda ))U(\lambda )=0`$. Then: $`q_{111}=q_{110},q_{11}=q_{10},p_{111}=p_{110},p_{11}=p_{10},`$ (2.8kquygm) $`p_{221}=p_{121}=p_{21}=0,q_{221}=q_{121}=q_{21}=0,p_1=q_1,`$ $`a_3=0,b_3=0;`$ giving the $`6`$–wave (complex) system with the Hamiltonian: $`H^{(0)}`$ $`=`$ $`H_0(100)+2H_0(10)+2H_0(110)+2\left\{\begin{array}{c}110\\ 010,100\end{array}\right\},`$ (2.8kquygp) related to $`𝐀_2`$–subalgebra. Here $`\kappa =a_1b_2a_2b_1`$, $`q_{100}`$ and $`p_{100}`$ are unrestricted fields and $`q_1`$ is redundant, see Remark 2. ###### Example 44 $`C_{\text{44}}=S_{e_1e_2}S_{2e_3}`$. $`C_{\text{44}}(U(\lambda ))U(\lambda )=0`$. This gives: $`a_2=a_1,b_2=b_1,p_{100}=q_{100},q_{110}=q_{11},q_{111}=q_{10},`$ (2.8kquygq) $`q_{221}=q_{21},p_1=q_1,p_{110}=p_{11},p_{111}=p_{10},p_{221}=p_{21},`$ and the next $`8`$–wave system, see Remark 3: $`ia_1q_{100,t}ib_1q_{100,x}+\kappa (p_{10}q_{11}p_{11}q_{10})=0,`$ $`i(a_1+a_3)q_{10,t}i(b_1+b_3)q_{10,x}2\kappa (q_{21}p_{11}+q_{100}q_{11}+q_1q_{11})=0,`$ $`ia_3q_{1,t}ib_3q_{1,x}\kappa (p_{10}q_{11}p_{11}q_{10})=0.`$ $`i(a_1a_3)q_{11,t}i(b_1b_3)q_{11,x}2\kappa (q_{21}p_{10}q_{100}q_{10}+q_1q_{10})=0,`$ $`ia_1q_{21,t}ib_1q_{21,x}2\kappa q_{10}q_{11}=0,`$ (2.8kquygr) $`i(a_1+a_3)p_{10,t}i(b_1+b_3)p_{10,x}+2\kappa (q_1p_{11}+q_{100}p_{11}p_{21}q_{11})=0,`$ $`i(a_1a_3)p_{11,t}i(b_1b_3)p_{11,x}+2\kappa (q_1p_{10}q_{100}p_{10}p_{21}q_{10})=0,`$ $`ia_1p_{21,t}ib_1p_{21,x}+2\kappa p_{10}p_{11}=0,`$ where $`\kappa =a_1b_3a_3b_1`$ and $`q_{121}`$ and $`p_{121}`$ are redundant fields, see Remark 2. ###### Example 45 $`C_{\text{45}}=S_{2e_1}S_{2e_3}`$. $`C_{\text{45}}(U(\lambda ))U(\lambda )=0`$. Then: $`a_2=0,b_2=0,p_{121}=q_{100},p_{100}=q_{121},p_{111}=iq_{111},`$ (2.8kquygs) $`p_{110}=iq_{110},p_{221}=q_{221},p_1=q_1,q_{11}=iq_{10},p_{11}=ip_{10}.`$ so we get the next $`8`$–wave system, see Remark 3: $`ia_1q_{100,t}ib_1q_{100,x}\kappa (q_{111}p_{10}+ip_{10}q_{110})=0,`$ $`ia_3q_{10,t}ib_3q_{10,x}+\kappa (q_{121}q_{111}+iq_{121}q_{110})=0,`$ $`ia_3q_{1,t}ib_3q_{1,x}+2i\kappa q_{110}q_{111}=0,`$ $`i(a_1a_3)q_{110,t}i(b_1b_3)q_{110,x}+\kappa (2iq_{221}q_{111}+iq_{121}p_{10}+2q_1q_{111}+q_{100}q_{10})=0,`$ $`i(a_1+a_3)q_{111,t}i(b_1+b_3)q_{111,x}+\kappa (2iq_{221}q_{110}2q_1q_{110}iq_{100}q_{10}q_{121}p_{10})=0,`$ $`ia_1q_{121,t}ib_1q_{121,x}+\kappa q_{111}q_{10}=0,`$ (2.8kquygt) $`ia_1q_{221,t}ib_1q_{221,x}2\kappa (q_{111}q_{110}+iq_{110}q_{10})=0,`$ $`ia_3p_{10,t}ib_3p_{10,x}+\kappa (iq_{100}q_{110}q_{100}q_{111})=0,`$ where $`\kappa =a_1b_3a_3b_1`$ and $`q_{21}`$ and $`p_{21}`$ are redundant fiels, see Remark 2. ###### Example 46 $`C_{\text{46}}=\text{1}\text{1}`$. $`U^{}(\eta \lambda ^{})U(\lambda )=0`$, $`\eta =\pm 1`$. This reduction means that all Cartan elements are real for $`\eta =1`$ and purely imaginary for $`\eta =1`$ and $`p_\alpha =\eta q_\alpha ^{}.`$ (2.8kquygu) Thus we get the $`9`$-wave system with Hamiltonian (1.9) with the restrictions given above. ###### Example 47 $`\mathrm{\Sigma }=\mathrm{diag}(s_1,s_2,s_3,1/s_3,1/s_2,1/s_1)`$, $`\mathrm{\Sigma }^1U^{}(\eta \lambda ^{})\mathrm{\Sigma }U(\lambda )=0`$. After this reduction all Cartan elements are real for $`\eta =1`$ and purely imaginary for $`\eta =1`$ and $`p_{100}=\eta {\displaystyle \frac{s_1}{s_2}}q_{100}^{},p_{10}=\eta {\displaystyle \frac{s_2}{s_3}}q_{10}^{},p_1=\eta s_3^2q_1^{},`$ $`p_{110}=\eta {\displaystyle \frac{s_1}{s_3}}q_{110}^{},p_{11}=\eta s_2s_3q_{11}^{},p_{111}=\eta s_1s_3q_{111}^{},`$ (2.8kquygv) $`p_{21}=\eta s_2^2q_{12}^{},p_{121}=\eta s_1s_2q_{121}^{},p_{221}=\eta s_1^2q_{221}^{},`$ which leads to a $`9`$-wave system with the Hamiltonian: $`H^{(0)}={\displaystyle \frac{s_1}{s_2}}H_0(100)+{\displaystyle \frac{s_2}{s_3}}H_0(10)+s_3^2H_0(1)+{\displaystyle \frac{s_1}{s_3}}H_0(110)+s_2s_3H_0(11)`$ $`+s_1s_3H_0(111)+s_2^2H_0(21)+s_1s_2H_0(121)+s_1^2H_0(221)`$ (2.8kquygw) $`+(\kappa _1+\kappa _2+\kappa _3){\displaystyle \frac{s_1}{s_3}}H_{}(110,10,100)+(\kappa _1\kappa _2+\kappa _3)s_1s_3H_{}(111,11,100)`$ $`+2\kappa _3s_1s_2H_{}(121,21,100)+(\kappa _1\kappa _2+\kappa _3)s_1s_2H_{}(121,11,110)`$ $`+2\kappa _1s_2^2H_{}(21,11,10)+2\kappa _2s_1s_3H_{}(111,110,1)+2\kappa _1s_2s_3H_{}(11,1,10)`$ $`+(\kappa _1\kappa _2\kappa _3)s_1s_2H_{}(121,111,10)+2\kappa _3s_1^2H_{}(221,121,100)`$ $`2\kappa _2s_1^2H_{}(221,111,110),`$ where the terms $`H_{}(\alpha ,\beta ,\gamma )`$ are given in (2.8kquyg). In the particular case $`s_1=s_2=s_3=1`$ we obtain the result of example 46. ###### Example 48 $`C_{\text{48}}=w_0`$. $`C_{\text{48}}(U^{}(\eta \lambda ^{}))U(\lambda )=0`$ , $`\eta =\pm 1`$. This reduction means that all fields $`q_\alpha ,p_\alpha `$ are real and the Cartan elements are purely imaginary for $`\eta =1`$ and vice versa for $`\eta =1`$. Thus we get the $`18`$–wave system with the Hamiltonian (1.9). The case $`\eta =1`$ leads to the non-compact real form $`sp(6,)`$ for the $`𝐂_3`$-algebra. ###### Example 49 $`C_{\text{49}}=S_{e_1e_2}`$. $`C_{\text{49}}(U^{}(\eta \lambda ^{}))U(\lambda )=0`$, $`\eta =\pm 1`$. Therefore: $`q_{100}^{}=\eta q_{100},p_{100}^{}=\eta p_{100},p_1=\eta q_1^{},p_{121}=\eta q_{121}^{},`$ $`p_{10}=\eta q_{110}^{},p_{110}=\eta q_{10}^{},p_{11}=\eta q_{111}^{},p_{111}=\eta q_{11}^{},`$ (2.8kquygx) $`p_{21}=\eta q_{221}^{},p_{221}=\eta q_{21}^{},a_2=\eta a_1^{},b_2=\eta b_1^{},a_3^{}=\eta a_3,b_3^{}=\eta b_3.`$ so this leads to the $`10`$-wave (2 real and 8 complex) system with the Hamiltonian: $`H^{(0)}=H_0(100)+H_0(121)+H_0(1)+2\mathrm{R}\mathrm{e}H_0(221)+2\mathrm{R}\mathrm{e}H_{08}(111)+2\mathrm{R}\mathrm{e}H_0(110)`$ $`+\left\{\begin{array}{c}111\\ 011,100\end{array}\right\}+\left\{\begin{array}{c}110\\ 010,100\end{array}\right\}+2\mathrm{R}\mathrm{e}(\left\{\begin{array}{c}221\\ 121,100\end{array}\right\}+\left\{\begin{array}{c}221\\ 111,110\end{array}\right\}`$ (2.8kquyhg) $`+\left\{\begin{array}{c}121\\ 011,110\end{array}\right\}+\left\{\begin{array}{c}011\\ 010,001\end{array}\right\})`$ (2.8kquyhl) ###### Example 50 $`C_{\text{50}}=S_{2e_3}`$. $`C_{\text{50}}(U^{}(\eta \lambda ^{}))U(\lambda )=0`$, $`\eta =\pm 1`$. Then: $`q_1^{}=\eta q_1,p_1^{}=\eta p_1,p_{100}=\eta q_{100}^{},p_{111}=\eta q_{110}^{},`$ $`p_{110}=\eta q_{111}^{},p_{11}=\eta q_{10}^{},p_{10}=\eta q_{11}^{},p_{121}=\eta q_{121}^{},`$ (2.8kquyhm) $`p_{221}=\eta q_{221}^{},p_{21}=\eta q_{21}^{},a_{1,2}^{}=\eta a_{1,2},b_{1,2}^{}=\eta b_{1,2},`$ $`a_3^{}=\eta a_3,b_3^{}=\eta b_3.`$ Thus we obtain the $`10`$-wave (2 real and 8 complex) system with the Hamiltonian: $`H^{(0)}=H_0(100)+H_0(1)+H_0(21)+H_0(121)+H_0(221)+2\mathrm{R}\mathrm{e}H_0(111)`$ $`+2\mathrm{R}\mathrm{e}H_0(11)+\left\{\begin{array}{c}221\\ 121,100\end{array}\right\}+\left\{\begin{array}{c}221\\ 111,110\end{array}\right\}+\left\{\begin{array}{c}121\\ 021,100\end{array}\right\}+\left\{\begin{array}{c}111\\ 110,001\end{array}\right\}`$ (2.8kquyhv) $`+\left\{\begin{array}{c}021\\ 011,010\end{array}\right\}+\left\{\begin{array}{c}011\\ 010,001\end{array}\right\}+2\mathrm{R}\mathrm{e}\left(\left\{\begin{array}{c}121\\ 011,110\end{array}\right\}+\left\{\begin{array}{c}111\\ 011,100\end{array}\right\}\right).`$ (2.8kquyie) ###### Example 51 $`C_{\text{51}}=S_{e_1e_2}S_{2e_3}`$. $`C_{\text{51}}(U^{}(\eta \lambda ^{}))U(\lambda )=0`$, $`\eta =\pm 1`$. Then: $`p_{100}^{}=\eta p_{100},q_{100}^{}=\eta q_{100},p_{11}=\eta q_{110}^{},p_{111}=\eta q_{10}^{},p_{10}=\eta q_{111}^{}`$ $`p_{110}=\eta q_{11}^{},p_{121}=\eta q_{121}^{},p_{21}=\eta q_{221}^{},p_{221}=\eta q_{21}^{},`$ (2.8kquyif) $`q_1^{}=\eta q_1,p_1^{}=\eta p_1,a_2=\eta a_1^{},b_2=\eta b_1^{},a_3^{}=\eta a_3,b_3^{}=\eta b_3;`$ giving the $`11`$–wave (4 real and 7 complex) system with Hamiltonian: $`H^{(0)}=H_0(100)+H_0(1)+H_0(121)+2\mathrm{R}\mathrm{e}H_0(11)+2\mathrm{R}\mathrm{e}H_0(111)`$ $`+2\mathrm{R}\mathrm{e}H_0(221)+\left\{\begin{array}{c}121\\ 011,110\end{array}\right\}+\left\{\begin{array}{c}121\\ 111,010\end{array}\right\}+2\mathrm{R}\mathrm{e}(\left\{\begin{array}{c}221\\ 121,100\end{array}\right\}+\left\{\begin{array}{c}221\\ 111,110\end{array}\right\}`$ (2.8kquyio) $`+\left\{\begin{array}{c}111\\ 110,001\end{array}\right\}+\left\{\begin{array}{c}111\\ 011,100\end{array}\right\}).`$ (2.8kquyit) ###### Example 52 $`C_{\text{52}}=S_{e_1e_2}S_{e_1+e_2}`$. $`C_{\text{52}}(U^{}(\eta \lambda ^{}))U(\lambda )=0`$, $`\eta =\pm 1`$. Therefore: $`q_{100}^{}=\eta q_{100},q_{111}=\eta iq_{110}^{},q_{11}=\eta iq_{10}^{},q_{21}^{}=\eta q_{21},`$ $`q_{121}^{}=\eta q_{121},q_{221}^{}=\eta q_{221},p_{100}^{}=\eta p_{100},p_{111}=\eta ip_{110}^{}`$ (2.8kquyiu) $`p_{11}=\eta ip_{10}^{},p_{21}^{}=\eta p_{21},p_{121}^{}=\eta p_{121},p_{221}^{}=\eta p_{221},p_1=\eta q_1^{}`$ $`a_{1,2}^{}=\eta a_{1,2},b_{1,2}^{}=\eta b_{1,2},a_3^{}=\eta a_3,b_3^{}=\eta b_3.`$ Thus we get the $`13`$-wave (8 real and 5 complex) system with Hamiltonian: $`H^{(0)}=H_0(100)+H_0(121)+H_0(21)+H_0(1)+2\mathrm{R}\mathrm{e}H_0(11)+2\mathrm{R}\mathrm{e}H_0(111)`$ $`+H_0(221)+\left\{\begin{array}{c}221\\ 121,100\end{array}\right\}+\left\{\begin{array}{c}121\\ 021,100\end{array}\right\}+\left\{\begin{array}{c}021\\ 011,010^{}\end{array}\right\}+\left\{\begin{array}{c}011\\ 010^{},001\end{array}\right\}`$ (2.8kquyjd) $`+\left\{\begin{array}{c}221\\ 111,110^{}\end{array}\right\}+\left\{\begin{array}{c}111\\ 110^{},001\end{array}\right\}+2\mathrm{R}\mathrm{e}\left(\left\{\begin{array}{c}121\\ 111,010^{}\end{array}\right\}+\left\{\begin{array}{c}111\\ 011,100\end{array}\right\}\right).`$ (2.8kquyjm) ## 5 Real forms of $`𝔤`$ as $`_2`$ reductions As we already mentioned, in several of the examples above the $`_2`$-reductions act as Cartan involutions, i.e. $`iU(x,\lambda )`$ belongs to a real form $`𝔤^{}`$ of the corresponding complex simple Lie algebra $`𝔤`$. As a result the scattering matrix $`T(\lambda )`$ (see eq. (2.8kquyb) below) belongs to the corresponding compact or non-compact Lie group. It is well known that $`X𝔤^{}`$ if $`X𝔤`$ and (see e.g. ): $$\sigma (\theta (X))\theta (\sigma (X))=X,\theta (X)=X^{},X𝔤,$$ where $`\sigma `$ is an involutive Cartan automorphism: $`\sigma ^2=\text{1}\text{1}`$. The related $`_2`$-reduction acts in addition on the complex spectral parameter $`\lambda `$ via complex conjugation: $`\kappa (\lambda )=\lambda ^{}`$. The compact real form $`\stackrel{~}{𝔤}^{}`$ of $`𝔤`$ is obtained with $`\sigma =\text{1}\text{1}`$. For the non-compact cases the Cartan involution splits the roots of $`𝔤`$ into compact and non-compact ones as follows: 1) If $`\sigma (E_\alpha )=E_\alpha `$, where $`E_\alpha `$ is the Weyl generator for the root $`\alpha `$, we say that $`\alpha `$ is a compact root. The non-compact roots are of two types depending on the orbit-size of $`\sigma `$: 2) If $`\sigma (E_\alpha )=\epsilon E_\alpha `$, $`\epsilon =\pm 1`$ the orbit of $`\sigma `$ consist of only one element; 3) If $`\sigma (E_\alpha )=\epsilon E_\beta `$, $`\alpha \beta >0`$ and $`\epsilon =\pm 1`$ then $`\{\alpha ,\beta \}`$ is a two-element orbit of $`\sigma `$. Let $`\pi `$ be the system of simple roots of the algebra and $`\pi _0`$ be the set of the compact simple roots. The (inner) Cartan involution which extracts the non-compact real form $`𝔤^{}`$ from the compact one is given by: $`\sigma =\mathrm{exp}\left({\displaystyle \underset{\alpha _k\pi \backslash \pi _0}{}}{\displaystyle \frac{2\pi i}{(\alpha _k,\alpha _k)}}H_{\omega _k}\right)`$ (2.8kquya) Here $`H_{\omega _k}=_{i=1}^r(\omega _k,e_i)h_i`$, where $`\{h_i\}`$ is the basis in the Cartan subalgebra $`𝔥𝔤`$ dual to the orthogonal basis $`\{e_i\}`$ in the root space and $`\{\omega _k\}`$ are the fundamental weights of the algebra. Note that in the examples above for the $`𝐀_2`$ and $`𝐀_3`$ algebras the corresponding normal real forms $`sl(3,)`$, $`sl(4,)`$ and $`su^{}(4)`$ are extracted with external automorphisms. We leave more details about non-compact real forms generated by external involutive automorphisms to the second paper of this sequence. The list of the Cartan involutions for the considered real forms of the simple Lie algebras and the relevant examples is given in table 3. ## 6 Scattering data and the $`_2`$-reductions. In order to determine the scattering data of the Lax operator (1.2) we start from the Jost solutions $$\underset{x\mathrm{}}{lim}\psi (x,\lambda )e^{i\lambda Jx}=\text{1}\text{1},\underset{x\mathrm{}}{lim}\varphi (x,\lambda )e^{i\lambda Jx}=\text{1}\text{1},$$ (2.8kquya) and the scattering matrix $$T(\lambda )=(\psi (x,\lambda ))^1\varphi (x,\lambda ).$$ (2.8kquyb) Let us start with the simplest case when $`J`$ has purely real and pair-wise distinct eigenvalues. Since the classical papers of Zakharov and Shabat the most efficient way to construct the minimal set of scattering data of (1.2) and to study its properties is to make use of the equivalent Riemann-Hilbert problem (RHP). We treat below only the simplest non-trivial case when $`J`$ has real pair-wise distinct eigenvalues, i.e. when $`(a,\alpha _j)>0`$ for $`j=1,\mathrm{},r`$, see . Then one is able to construct the fundamental analytic solutions (FAS) of (1.2) $`\chi ^\pm (x,\lambda )`$ by using the Gauss decomposition of $`T(\lambda )`$: $$T(\lambda )=T^{}(\lambda )D^+(\lambda )\widehat{S}^+(\lambda )=T^+(\lambda )D^{}(\lambda )\widehat{S}^{}(\lambda ),$$ (2.8kquyc) where by ”hat” above we denote the inverse matrix $`\widehat{S}S^1`$ and $`S^\pm (\lambda )=\mathrm{exp}\left({\displaystyle \underset{\alpha \mathrm{\Delta }_+}{}}s_\pm ^{\pm \alpha }(\lambda )E_{\pm \alpha }\right),T^\pm (\lambda )=\mathrm{exp}\left({\displaystyle \underset{\alpha \mathrm{\Delta }_+}{}}t_\pm ^{\pm \alpha }(\lambda )E_{\pm \alpha }\right),`$ (2.8kquyd) $`D^+(\lambda )=I\mathrm{exp}\left({\displaystyle \underset{j=1}{\overset{r}{}}}{\displaystyle \frac{2d_j^+(\lambda )}{(\alpha _j,\alpha _j)}}H_j\right),D^{}(\lambda )=I\mathrm{exp}\left({\displaystyle \underset{j=1}{\overset{r}{}}}{\displaystyle \frac{2d_j^{}(\lambda )}{(\alpha _j,\alpha _j)}}H_j^{}\right),`$ (2.8kquye) $`H_jH_{\alpha _j},H_j^{}=w_0(H_j).`$ Here $`I`$ is an element from the universal center of $`𝔊`$ and the superscript $`+`$ (or $``$) in $`D^\pm (\lambda )`$ shows that $`D_j^+(\lambda )`$ (or $`D_j^{}(\lambda )`$) are analytic functions of $`\lambda `$ for $`\mathrm{Im}\lambda >0`$ (or $`\mathrm{Im}\lambda <0`$ respectively). Then we can prove that $$\chi ^\pm (x,\lambda )=\varphi (x,\lambda )S^\pm (\lambda )=\psi (x,\lambda )T^{}(\lambda )D^\pm (\lambda )$$ (2.8kquyf) are FAS of (1.2) for $`\mathrm{Im}\lambda 0`$. On the real axis $`\chi ^+(x,\lambda )`$ and $`\chi ^{}(x,\lambda )`$ are linearly related by $$\chi ^+(x,\lambda )=\chi ^{}(x,\lambda )G_0(\lambda ),G_0(\lambda )=S^+(\lambda )\widehat{S}^{}(\lambda ),$$ (2.8kquyg) and the sewing function $`G_0(\lambda )`$ may be considered as a minimal set of scattering data provided the Lax operator (1.2) has no discrete eigenvalues. The presence of discrete eigenvalues $`\lambda _k^\pm `$ means that some of the functions $$D_j^\pm (\lambda )=\omega _j^\pm \|D^\pm (\lambda )\|\omega _j^\pm =\mathrm{exp}\left(d_j^\pm (\lambda )\right),$$ will have zeroes and poles at $`\lambda _k^\pm `$, for more details see . Equation (2.8kquyg) can be easily rewritten in the form: $$\xi ^+(x,\lambda )=\xi ^{}(x,\lambda )G(x,\lambda ),G(x,\lambda )=e^{i\lambda Jx}G_0(\lambda )e^{i\lambda Jx}.$$ (2.8kquyh) Then (2.8kquyh) together with $$\underset{\lambda \mathrm{}}{lim}\xi ^\pm (x,\lambda )=\text{1}\text{1}$$ (2.8kquyi) can be considered as a RHP with canonical normalization condition. The solution $`\xi ^+(x,\lambda )`$, $`\xi ^{}(x,\lambda )`$ to (2.8kquyh), (2.8kquyi) is called regular if $`\xi ^+(x,\lambda )`$ and $`\xi ^{}(x,\lambda )`$ are nondegenerate and non-singular functions of $`\lambda `$ for all $`\mathrm{Im}\lambda >0`$ and $`\mathrm{Im}\lambda <0`$ respectively. To the class of regular solutions of RHP there correspond Lax operators (1.2) without discrete eigenvalues. The presence of discrete eigenvalues $`\lambda _k^\pm `$ leads to singular solutions of the RHP; their explicit construction can be done by the Zakharov-Shabat dressing method . If the potential $`q(x,t)`$ of the Lax operator (1.2) satisfies the $`N`$-wave equation (1.1) then $`S^\pm (t,\lambda )`$ and $`T^\pm (t,\lambda )`$ satisfy the linear evolution equations $$i\frac{dS^\pm }{dt}\lambda [I,S^\pm (t,\lambda )]=0,i\frac{dT^\pm }{dt}\lambda [I,T^\pm (t,\lambda )]=0,$$ (2.8kquyj) while the functions $`D^\pm (\lambda )`$ are time-independent. In other words $`D_j^\pm (\lambda )`$ can be considered as the generating functions of the integrals of motion of (1.1). If we now impose a reduction on $`L`$ it will reflect also on the scattering data. It is not difficult to check that if $`L`$ satisfies (2.6) then the scattering matrix will satisfy $$C_k(T(\mathrm{\Gamma }_k(\lambda ))=T(\lambda ),\lambda .$$ (2.8kquyk) Note that strictly speaking (2.8kquyk) is valid only for real values of $`\lambda `$ (more generally, for $`\lambda `$ on the continuous spectrum of $`L`$). If we choose reductions with automorphisms of the form (2.1), (2.2) and (2.3) for the FAS and for the Gauss factors $`S^\pm (\lambda )`$, $`T^\pm (\lambda )`$ and $`D^\pm (\lambda )`$ we will get: $`S^+(\lambda )=A_1\left(\widehat{S}^{}(\lambda ^{})\right)^{}A_1^1,`$ $`T^+(\lambda )=A_1\left(\widehat{T}^{}(\lambda ^{})\right)^{}A_1^1,`$ $`D^+(\lambda )=\left(\widehat{D}^{}(\lambda ^{})\right)^{},`$ $`F(\lambda )=\left(F(\lambda ^{})\right)^{},\eta =1,`$ $`S^+(\lambda )=A_2\left(\widehat{S}^{}(\lambda )\right)^TA_2^1,`$ $`T^+(\lambda )=A_2\left(\widehat{T}^{}(\lambda )\right)^TA_2^1,`$ $`D^+(\lambda )=\widehat{D}^{}(\lambda ),\eta =1,`$ $`S^+(\lambda )=A_3\left(S^{}(\lambda ^{})\right)^{}A_3^1,`$ $`T^+(\lambda )=A_3\left(T^{}(\lambda ^{})\right)^{}A_3^1,`$ $`D^+(\lambda )=\left(D^{}(\lambda ^{})\right)^{},`$ $`F(\lambda )=\left(F(\lambda ^{})\right)^{},\eta =1,`$ (2.8kquyn) where we also used the fact that $`A_i`$ belong to the Cartan subgroup of $`𝔤`$. Next we make use of the integral representations for $`d_j^\pm (\lambda )`$ allowing one to reconstruct them as analytic functions in their regions of analyticity $`_\pm `$. In the case of absence of discrete eigenvalues we have : $$𝒟_j(\lambda )=\frac{i}{2\pi }_{\mathrm{}}^{\mathrm{}}\frac{d\mu }{\mu \lambda }\mathrm{ln}\omega _j\|\widehat{T}^+(\mu )T^{}(\mu )\omega _j,$$ (2.8kquyo) where $`\omega _j`$ and $`\|\omega _j`$ are the $`j`$-th fundamental weight of $`𝔤`$ and the highest weight vector in the corresponding fundamental representation $`R(\omega _j)`$ of $`𝔤`$. The function $`𝒟_j(\lambda )`$ is a piece-wise analytic function of $`\lambda `$ equal to: $$𝒟_j(\lambda )=\{\begin{array}{cc}d_j^+(\lambda ),\hfill & \text{for}\lambda _+\hfill \\ (d_j^+(\lambda )d_j^{}^{}(\lambda ))/2,\hfill & \text{for}\lambda ,\hfill \\ d_j^{}^{}(\lambda ),\hfill & \text{for}\lambda _{},\hfill \end{array}$$ (2.8kquyp) where $`d_j^\pm (\lambda )`$ were introduced in (2.8kquye) and the index $`j^{}`$ is related to $`j`$ by $`w_0(\alpha _j)=\alpha _j^{}`$. Here $`w_0`$ is the Weyl reflection that maps the highest weight in $`R(\omega _j)`$ into the lowest weight of $`R(\omega _j)`$, see . The functions $`𝒟_j(\lambda )`$ can be viewed also as generating functions of the integrals of motion. Indeed, if we expand $$𝒟_j(\lambda )=\underset{k=1}{\overset{\mathrm{}}{}}𝒟_{j,k}\lambda ^k,$$ (2.8kquyq) and take into account that $`D^\pm (\lambda )`$ are time independent we find that $`d𝒟_{j,k}/dt=0`$ for all $`k=1,\mathrm{},\mathrm{}`$ and $`j=1,\mathrm{}r`$. Moreover it can be checked that $`𝒟_{j,k}`$ expressed as functional of $`q(x,t)`$ has a kernel that is local in $`q`$, i.e. depends only on $`q`$ and its derivatives with respect to $`x`$. From (2.8kquyo) and (6)-(6) we easily obtain the effect of the reductions on the set of integrals of motion; namely, for the reduction (6): $$𝒟_j(\lambda )=𝒟_j^{}(\lambda ^{}),\text{i.e.},𝒟_{j,k}=(1)^{k+1}𝒟_{j,k}^{},$$ (2.8kquyr) with $`\eta =1`$; for (6) we have $$𝒟_j(\lambda )=𝒟_j(\lambda ),\text{i.e.},𝒟_{j,k}=(1)^{k+1}𝒟_{j,k},$$ (2.8kquys) and for (6) $$𝒟_j(\lambda )=𝒟_j^{}(\lambda ^{}),\text{i.e.},𝒟_{j,k}=(1)^k𝒟_{j,k}^{}.$$ (2.8kquyt) In particular from (2.8kquys) it follows that al integrals of motion with even $`k`$ become degenerate, i.e. $`𝒟_{j,2k}=0`$. The reductions (2.8kquyr) and (2.8kquyt) mean that ”half” of the integrals $`𝒟_{j,2k}`$ become real and the other ”half” $`𝒟_{j,2k}`$ \- purely imaginary. We finish this section with a few comments on the simplest local integrals of motion. To this end we write down the first two types of integrals of motion $`𝒟_{j,1}`$ and $`𝒟_{j,2}`$ as functionals of the potential $`Q`$ of (1.2). Skipping the details (see ) we get: $`𝒟_{j,1}={\displaystyle \frac{i}{4}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑x[J,Q],[H_j^{},Q],`$ (2.8kquyu) and $`𝒟_{j,2}={\displaystyle \frac{1}{2}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑xQ,[H_j^{},Q_x]{\displaystyle \frac{i}{3}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑x[J,Q],[Q,[H_j^{},Q]],`$ (2.8kquyv) where $`H_j^{}=2H_{\omega _j}/(\alpha _j,\alpha _j)`$. The fact that $`𝒟_{j,1}`$ are integrals of motion for $`j=1,\mathrm{},r`$, can be considered as natural analog of the Manley–Rowe relations . In the case when the reduction is of the type (2.1), i.e. $`p_\alpha =s_\alpha q_\alpha ^{}`$ then (2.8kquyu) is equivalent to $`{\displaystyle \underset{\alpha >0}{}}{\displaystyle \frac{2(\stackrel{}{a},\alpha )(\omega _j,\alpha )}{(\alpha ,\alpha )}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑xs_\alpha \|q_\alpha (x)\|^2=\text{const},`$ (2.8kquyw) and can be interpreted as relations between the densities $`\|q_\alpha \|^2`$ of the ‘particles’ of type $`\alpha `$. For the other types of reductions such interpretation is not so obvious. The integrals of motion $`𝒟_{j,2}`$ are directly related to the Hamiltonian of the $`N`$-wave equations (1.1), namely: $`H_{N\mathrm{wave}}={\displaystyle \underset{j=1}{\overset{r}{}}}{\displaystyle \frac{2(\alpha _j,\stackrel{}{b})}{(\alpha _j,\alpha _j)}}𝒟_{j,2}={\displaystyle \frac{1}{2i}}\dot{𝒟}(\lambda ),F(\lambda )_0,`$ (2.8kquyx) where $`\dot{𝒟}(\lambda )=d𝒟/d\lambda `$ and $`F(\lambda )=\lambda I`$ is the dispersion law of the $`N`$-wave equation (1.1). In (2.8kquyx) we used just one of the hierarchy of scalar products in the Kac-Moody algebra $`\widehat{𝔤}𝔤[\lambda ,\lambda ^1]`$: $$X(\lambda ),Y(\lambda )_k=\text{Res}\lambda ^{k+1}\widehat{D}^+(\lambda )X(\lambda ),Y(\lambda ),X(\lambda ),Y(\lambda )\widehat{𝔤},$$ (2.8kquyy) see . ## 7 Hamiltonian structures of the reduced $`N`$-wave equations The generic $`N`$-wave interactions (i.e., prior to any reductions) possess a hierarchy of Hamiltonian structures. As mentioned in the Introduction the simplest one is $`\{H^{(0)},\mathrm{\Omega }^{(0)}\}`$; the symplectic form $`\mathrm{\Omega }^{(0)}`$ after simple rescaling $$q_\alpha \frac{q_\alpha ^{}}{\sqrt{(a,\alpha )}},p_\alpha \frac{p_\alpha ^{}}{\sqrt{(a,\alpha )}},\alpha \mathrm{\Delta }_+,$$ becomes canonical with $`q_\alpha ^{}`$ being canonically conjugated to $`p_\alpha ^{}`$. The hierarchy of symplectic forms is generated by the so-called generating (or recursion) operator $`\mathrm{\Lambda }=(\mathrm{\Lambda }_++\mathrm{\Lambda }_{})/2`$: $`\mathrm{\Lambda }_\pm Z(x)=\text{ad}_J^1\left(i{\displaystyle \frac{dZ}{dx}}+P_0\left([q(x),Z(x)]\right)+i[q(x),I_\pm \left(\text{1}\text{1}P_0\right)[q(y),Z(y)]]\right),`$ $`P_0S\text{ad}_J^1\text{ad}_JS,(I_\pm S)(x){\displaystyle _\pm \mathrm{}^x}𝑑yS(y),`$ (2.8kquya) as follows: $`\mathrm{\Omega }^{(k)}={\displaystyle \frac{ic_k}{2}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑x[J,\delta Q(x,t)]\underset{^{}}{}\mathrm{\Lambda }^k\delta Q(x,t),`$ (2.8kquyb) where $`q(x,t)=[J,Q(x,t)]`$. Using the completeness relation for the ”squared” solutions which is directly related to the spectral decomposition of $`\mathrm{\Lambda }`$ we can recalculate $`\mathrm{\Omega }^{(k)}`$ in terms of the scattering data of $`L`$ with the result: $`\mathrm{\Omega }^{(k)}={\displaystyle \frac{c_k}{2\pi }}{\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑\lambda \lambda ^k\left(\mathrm{\Omega }_0^+(\lambda )\mathrm{\Omega }_0^{}(\lambda )\right),`$ $`\mathrm{\Omega }_0^\pm (\lambda )=\widehat{D}^\pm (\lambda )\widehat{T}^{}(\lambda )\delta T^{}(\lambda )D^\pm (\lambda )\underset{^{}}{}\widehat{S}^\pm (\lambda )\delta S^\pm (\lambda ).`$ (2.8kquyc) The first consequence from (7) is that the kernels of $`\mathrm{\Omega }^{(k)}`$ differs only by the factor $`\lambda ^k`$; i.e., all of them can be cast into canonical form simultaneously. This is quite compatible with the results of for the action-angle variables. Again it is not difficult to find how the reductions influence $`\mathrm{\Omega }^{(k)}`$. Using the invariance of the Killing form, from (7) and (6)–(6) we get respectively: $`\mathrm{\Omega }_0^+(\lambda )=\left(\mathrm{\Omega }_0^{}(\lambda ^{})\right)^{},`$ (2.8kquye) $`\mathrm{\Omega }_0^+(\lambda )=\mathrm{\Omega }_0^{}(\lambda ),`$ $`\mathrm{\Omega }_0^+(\lambda )=\left(\mathrm{\Omega }_0^{}(\lambda ^{})\right)^{}.`$ (2.8kquyf) Then for $`\mathrm{\Omega }^{(k)}`$ from (6) we find: $$\mathrm{\Omega }^{(k)}=(1)^{k+1}\mathrm{\Omega }^{(k)}.$$ (2.8kquyg) Like for the integrals $`𝒟_{j,k}`$ we find that the reductions (6) and (6) mean that $`\mathrm{\Omega }^{(k)}`$ become real with a convenient choice for $`c_k`$. Let us now briefly analyze the reduction (6) which may lead to degeneracies. We already mentioned that $`𝒟_{j,2k}=0`$, see (2.8kquys); in addition from (2.8kquyg) it follows that $`\mathrm{\Omega }^{(2k)}0`$. In particular this means that the canonical 2-form $`\mathrm{\Omega }^{(0)}`$ is also degenerate, so the $`N`$-wave equations with the reduction (6) do not allow Hamiltonian formulation with canonical Poisson brackets. However they still possess a hierarchy of Hamiltonian structures: $$\mathrm{\Omega }^{(k)}(\frac{dq}{dt},)=H^{(k)},$$ (2.8kquyh) where $`H^{(k)}=\mathrm{\Lambda }_qH^{(k1)}`$; by definition $`_qH=(\delta H)/(\delta q^T(x,t))`$. Thus we find that while the choices $`\{\mathrm{\Omega }^{(2k)},H^{(2k)}\}`$ for the $`N`$-wave equations are degenerate, the choices $`\{\mathrm{\Omega }^{(2k+1)},H^{(2k+1)}\}`$ provide us with correct nondegenerate (though non-canonical) Hamiltonian structures, see . This well known procedure for constructing the fundamental analytic solutions of the Lax operators applies to the generic case when $`J`$ has real and pair-wise distinct eigenvalues; such is the situation, e.g. in the examples 14 ($`\eta =1`$), and 34, 46. However in several other examples $`J`$ has complex pair-wise distinct eigenvalues. In such cases one should follow the procedure described in . We do not have the space to do so here, but will mention the basic differences. The most important one is that now the continuous spectrum $`\mathrm{\Gamma }_L`$ of $`L`$ is not restricted to the real axis, but fills up a set of rays $`\mathrm{\Gamma }_L_\alpha l_\alpha `$ which are determined by $`l_\alpha \{\lambda :\mathrm{Im}\lambda (\alpha ,\stackrel{}{a})=0\}`$. Then it is possible to generalize the procedure described above and to construct a fundamental analytic solution $`\chi _\nu (x,\lambda )`$ in each of the sectors closed between two neighboring rays $`l_\nu `$. Then we can formulate again a RHP only now we will have sewing function determined upon each of the rays $`l_\nu `$; possible discrete eigenvalues will lie inside the sectors. If we now impose the reduction the first consequence will be the symmetry of $`\mathrm{\Gamma }_L`$ with respect to it; more precisely, if $`\lambda \mathrm{\Gamma }_L`$ then also $`\kappa (\lambda )\mathrm{\Gamma }_L`$. Finally we just note that the consequences of imposing the reductions (6)–(6) will be similar to the ones already described. In particular the reduction (6) leads to the degeneracy of ”half” of the Hamiltonian structures, while the reductions (6) and (6) make these structures real with appropriate choices for $`c_k`$. The last most difficult situations that takes place in many examples above arises when two or more of the eigenvalues of $`J`$ become equal. Then the construction of the FAS requires the use of the generalized Gauss decompositions in which the factors $`D^\pm (\lambda )`$ are block-diagonal matrices while $`T^\pm (\lambda )`$ and $`S^\pm (\lambda )`$ are block-triangular matrices, see . These problems will be addressed in subsequent papers. ## 8 Conclusions We described the systems of $`N`$-wave type related to the low rank simple Lie algebras. In section 4 for any equivalence class of the Weyl group for the corresponding Lie algebra we choose one representative and we write down the corresponding reduced $`N`$-wave system. The complete list of the reduced systems is given in the tables below; two of the examples which we denote by $``$ can formally be listed in different locations of these tables, see Remark 1. \| $`𝔤𝐀_2`$ \| 11 \| $`_2`$ \| $`\text{Ad}_𝔥`$ \| \| --- \| --- \| --- \| --- \| \| $`C(U^T(\pm \lambda ))=U(\lambda )`$ \| Ex. 1 \| \| \| \| $`C(U^{}(\pm \lambda ^{}))=U(\lambda )`$ \| Ex. 2 \| Ex. 3 \| \| \| $`C(U^{}(\pm \lambda ^{}))=U(\lambda )`$ \| Ex. 4 \| Ex. 5 \| Ex. 6 \| \| $`𝔤𝐂_2`$ \| 11 \| $`\text{1}\text{1}`$ \| $`_2^{(1)}`$ \| $`_2^{(2)}`$ \| $`\text{Ad}_𝔥`$ \| \| --- \| --- \| --- \| --- \| --- \| --- \| \| $`C(U^{}(\pm \lambda ^{}))=U(\lambda )`$ \| Ex. 7 \| Ex. 8 \| Ex. 10 \| Ex. 11 \| \| \| $`C(U(\pm \lambda ))=U(\lambda )`$ \| \| Ex. 12 \| \| \| \| \| $`C(U^{}(\pm \lambda ^{}))=U(\lambda )`$ \| Ex. 8 \| \| \| \| Ex. 9 \| \| $`𝔤𝐆_2`$ \| 11 \| $`\text{1}\text{1}`$ \| $`_2^{(1)}`$ \| $`_2^{(2)}`$ \| $`\text{Ad}_𝔥`$ \| \| --- \| --- \| --- \| --- \| --- \| --- \| \| $`C(U^T(\pm \lambda )=U(\lambda )`$ \| Ex.13 \| \| \| \| \| \| $`C(U^{}(\pm \lambda ^{}))=U(\lambda )`$ \| \| Ex. 14 \| Ex. 16 \| Ex. 17 \| \| \| $`C(U^{}(\pm \lambda ^{}))=U(\lambda )`$ \| Ex. 14 \| \| \| \| Ex. 15 \| \| $`𝔤𝐀_3`$ \| 11 \| $`_2^{(1)}`$ \| $`_2^{(2)}`$ \| $`\text{Ad}_𝔥`$ \| \| --- \| --- \| --- \| --- \| --- \| \| $`C(U(\pm \lambda ))=U(\lambda )`$ \| \| Ex. 18 \| \| \| \| $`C(U^{}(\pm \lambda ^{}))=U(\lambda )`$ \| Ex. 19 \| Ex. 20 \| Ex. 21 \| \| \| $`C(U^T(\pm \lambda ))=U(\lambda )`$ \| Ex. 22 \| Ex. 23 \| Ex. 24 \| \| \| $`C(U^{}(\pm \lambda ^{}))=U(\lambda )`$ \| Ex. 25 \| Ex. 27 \| Ex. 28 \| Ex.26 \| \| $`𝔤𝐁_3`$ \| 11 \| $`\text{1}\text{1}`$ \| $`_2^{(1)}`$ \| $`_2^{(2)}`$ \| $`_2^{(3)}`$ \| $`_2^{(4)}`$ \| $`\text{Ad}_𝔥`$ \| \| --- \| --- \| --- \| --- \| --- \| --- \| --- \| --- \| \| $`C(U(\pm \lambda ))=U(\lambda )`$ \| \| Ex. 29 \| Ex. 30 \| Ex. 31 \| Ex. 32 \| Ex. 33 \| \| \| $`C(U^{}(\pm \lambda ^{}))=U(\lambda )`$ \| Ex. 34 \| Ex. 36 \| Ex. 37 \| Ex. 38 \| Ex. 39 \| Ex. 40 \| Ex. 35 \| \| $`𝔤𝐂_3`$ \| 11 \| $`\text{1}\text{1}`$ \| $`_2^{(1)}`$ \| $`_2^{(2)}`$ \| $`_2^{(3)}`$ \| $`_2^{(4)}`$ \| $`\text{Ad}_𝔥`$ \| \| --- \| --- \| --- \| --- \| --- \| --- \| --- \| --- \| \| $`C(U(\pm \lambda ))=U(\lambda )`$ \| \| Ex. 41 \| Ex. 42 \| Ex. 43 \| Ex. 44 \| Ex. 45 \| \| \| $`C(U^{}(\pm \lambda ^{}))=U(\lambda )`$ \| Ex. 46 \| Ex. 48 \| Ex. 49 \| Ex. 50 \| Ex. 51 \| Ex. 52 \| Ex. 47 \| The $`N`$-wave systems related to reductions from the same equivalence class will be equivalent. The empty boxes in the tables above mean that the $`N`$-wave system after the reduction becomes trivial. We end this paper with several remarks. 1. The $`_2`$-reductions which act on $`\lambda `$ by $`\mathrm{\Gamma }_1(\lambda )=\lambda ^{}`$, combined with Cartan involutions on $`𝔤`$ lead in fact to restricting of the system to a specific real form of the algebra $`𝔤`$. 2. To all reduced systems given above we can apply the analysis in and derive the completeness relations for the corresponding systems of “squared” solutions. Such analysis will allow one to prove the pair-wise compatibility of the Hamiltonian structures and eventually to derive their action-angle variables, see for the $`𝐀_n`$-series. 3. These results can be extended naturally in several directions: * for NLEE with other dispersion laws. This would allow us to study the reductions of the multicomponent NLS-type equations (see ), Toda type systems etc. * for Lax operators with more complicated $`\lambda `$-dependence, e.g. $$L(\lambda )\psi =\left(i\frac{d}{dx}+U_0(x,t)+\lambda U_1(x,t)+\frac{1}{\lambda }U_1(x,t)\right)\psi (x,t,\lambda )=0.$$ This would allow us to investigate more complicated reduction groups as e.g. $`𝕋`$, $`𝕆`$ (see ) and the possibilities to imbed them as subgroups of the Weyl group of $`𝔤`$. 4. In a series of papers Calogero demonstrated that a number of integrable NLEE including ones of $`N`$-wave type are universal and widely applicable in physics. Although the examples we have here do not seem to coincide with the ones in there is a hope that some of them might find applications in physics. 5. Some preliminary results concerning the $`_2\times _2`$ reduction group are reported in . ## Acknowledgment We have the pleasure to thank Dr. L. Georgiev for valuable discussions and one of the refferrees for numerous useful remarks. ## Appendix A For each of the algebras used above we list the sets $`_\alpha `$ which consist of all pairs of roots $`\beta `$, $`\gamma `$ such that $`\beta +\gamma =\alpha `$. The roots are denoted as usual by $`j,k`$ or $`i,j,k`$; the negative roots are overlined. Obviously $`_\alpha `$ describes all possible decays of the $`\alpha `$-type wave. Next we write in more compact form the quantities $`\omega _{jk}`$ (1.9) using the following notations: $`\kappa _1=a_2b_3a_3b_2;\kappa _2=a_3b_1a_1b_3;\kappa _3=a_1b_2a_2b_1.`$ (2.8kquya) 1. $`𝔤𝐀_2`$– algebra. For this algebra there is only one ”decay” of roots: $`(11)=(10)+(01)`$ and the corresponding coefficient is $`\omega _{10,01}=6\kappa `$, where $`\kappa =a_1b_2a_2b_1`$. 2. $`𝔤𝐂_2`$– algebra. Here there are two ”decays”: $$(21)=(11)+(10),(11)=(10)+(01)$$ and the corresponding coefficients $`\omega _{jk}`$ are: $`\omega _{11,10}=\omega _{10,01}=2\kappa ,\kappa =a_1b_2a_2b_1.`$ (2.8kquyb) 3. $`𝔤𝐆_2`$– algebra. The sets $`_\alpha `$ are as follows: $`_{10}=\{(11,\overline{1}),(21,\overline{11}),(31,\overline{21})\}`$ $`_1=\{(11,\overline{10}),(32,\overline{31})\}`$ $`_{11}=\{(10,1),(21,\overline{10}),(32,\overline{21})\}`$ $`_{21}=\{(10,11),(31,\overline{10}),(32,\overline{11})\}`$ (2.8kquyc) $`_{31}=\{(21,10),(32,\overline{1})\}`$ $`_{32}=\{(31,1),(11,21)\}`$ and the coefficients $`\omega _{jk}`$ without reductions are $`\omega _{10,01}=2\omega _{10,11}=2\omega _{21,10}=2\omega _{31,01}=2\omega _{21,11}=6\kappa `$ (2.8kquyd) 4. $`𝔤𝐀_3`$– algebra. The sets $`_\alpha `$ for this algebra are as follows: $`_{100}=\{(110,\overline{10}),(111,\overline{11})\}`$ $`_{10}=\{(110,\overline{100}),(11,\overline{1})\}`$ $`_1=\{(11,\overline{10}),(111,\overline{110})\}`$ $`_{110}=\{(100,10),(111,\overline{1})\}`$ (2.8kquye) $`_{11}=\{(10,1),(111,\overline{100})\}`$ $`_{111}=\{(11,100),(110,1)\}`$ and the general form of the quantities $`\omega _{jk}`$ are: $`\omega _{100,010}=2(\kappa _1+\kappa _2+\kappa _3),`$ $`\omega _{010,001}=2(3\kappa _1\kappa _2\kappa _3),`$ (2.8kquyf) $`\omega _{110,001}=2(\kappa _13\kappa _2+\kappa _3),`$ $`\omega _{100,011}=2(\kappa _1\kappa _2+3\kappa _3),`$ 5. $`𝔤𝐁_3`$– algebra. The sets $`_\alpha `$ here are given by: $`_{100}`$ $`=\{(110,\overline{10}),(111,\overline{11}),(112,\overline{12})\}`$ $`_{10}`$ $`=\{(110,\overline{100}),(11,\overline{1}),(122,\overline{112})\}`$ $`_1`$ $`=\{(11,\overline{10}),(12,\overline{11}),(111,\overline{110}),(112,\overline{111})\}`$ $`_{110}`$ $`=\{(100,10),(111,\overline{1}),(122,\overline{12})\}`$ (2.8kquyg) $`_{11}`$ $`=\{(1,10),(12,\overline{11}),(111,\overline{100}),(122,\overline{111})\}`$ $`_{111}`$ $`=\{(100,11),(110,1),(122,\overline{11}),(112,\overline{1})\}`$ $`_{12}`$ $`=\{(1,11),(112,\overline{100}),(122,\overline{110})\}`$ $`_{112}`$ $`=\{(100,12),(111,1),(122,\overline{10})\}`$ $`_{122}`$ $`=\{(11,111),(112,10),(110,12)\}`$ and the coefficients $`\omega _{jk}`$ (1.9) are: $`\omega _{100,10}=2(\kappa _1+\kappa _2+\kappa _3),`$ $`\omega _{100,11}=4\kappa _3,`$ $`\omega _{100,12}=2(\kappa _1+\kappa _2+\kappa _3),`$ $`\omega _{110,1}=2(\kappa _1\kappa _2+\kappa _3),`$ $`\omega _{10,1}=4\kappa _1,`$ $`\omega _{10,112}=2(\kappa _1\kappa _2\kappa _3),`$ (2.8kquyh) $`\omega _{1,110}=4\kappa _2,`$ $`\omega _{1,11}=4\kappa _1,`$ $`\omega _{1,111}=4\kappa _2,\omega _{11,111}=4\kappa _3`$ with $`\kappa _1`$, $`\kappa _2`$ and $`\kappa _3`$ given by (2.8kquya). 6. $`𝔤𝐂_3`$– algebra. Here we have: $`_{100}=\{(110,\overline{10}),(111,\overline{11}),(121,\overline{21}),(221,\overline{121})\}`$ $`_{10}=\{(110,\overline{100}),(11,\overline{1}),(21,\overline{11}),(121,\overline{111}\}`$ $`_1=\{(11,\overline{10}),(111,\overline{110})\}`$ $`_{110}=\{(100,10),(111,\overline{1}),(121,\overline{11}),(221,\overline{111}\}`$ (2.8kquyi) $`_{11}=\{(1,10),(111,\overline{100}),(21,\overline{10}),(121,\overline{110})\}`$ $`_{111}=\{(100,11),(110,1),(221,\overline{110}),(121,\overline{10})\}`$ $`_{21}=\{(10,11),(121,\overline{100})\}`$ $`_{121}=\{(100,21),(110,11),(111,10),(221,\overline{100}\}`$ $`_{122}=\{(121,100),(110,111)\}`$ and the coefficients $`\omega _{jk}`$ (1.9) are: $`\omega _{100,10}=2(\kappa _1+\kappa _2+\kappa _3),\omega _{100,11}=2(\kappa _1+\kappa _2\kappa _3),\omega _{100,21}=4\kappa _3,`$ $`\omega _{110,11}=2(\kappa _1\kappa _2+\kappa _3),\omega _{10,11}=4\kappa _1,\omega _{1,110}=4\kappa _2,`$ (2.8kquyj) $`\omega _{10,1}=4\kappa _1,\omega _{10,111}=2(\kappa _1\kappa _2\kappa _3),\omega _{100,121}=4\kappa _3,\omega _{110,111}=4\kappa _2`$ where again $`\kappa _1`$, $`\kappa _2`$ and $`\kappa _3`$ are given by (2.8kquya). ## Appendix B Here we show some typical interaction terms for each of the four types of reductions. There we have also replaced the constant $`c_0`$ by its apropriate value. The form of these terms crucially depends on whether the roots $`\alpha `$, $`\beta `$ and $`\gamma `$ belong to $`\mathrm{\Delta }_+^0`$ or $`\mathrm{\Delta }_+^1`$. $`a)\alpha ,\beta ,\gamma \mathrm{\Delta }_+^0`$. $`\text{1)}\left\{\begin{array}{cc}\alpha & \\ \beta ,\gamma & \end{array}\right\}_R={\displaystyle \frac{1}{\sqrt{\eta }}}n_{\alpha ,\alpha ^{}}\omega _{\beta ,\gamma }{\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑x\left(q_\alpha q_\beta ^{}^{}q_\gamma ^{}^{}+\eta q_\alpha ^{}^{}q_\beta q_\gamma \right).`$ (2.8kquyc) $`\text{2)}\left\{\begin{array}{cc}\alpha & \\ \beta ,\gamma & \end{array}\right\}_R=n_{\alpha ,\alpha ^{}}\omega _{\beta ,\gamma }{\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑x\left(q_\alpha q_\beta ^{}q_\gamma ^{}+\eta q_\alpha ^{}q_\beta q_\gamma \right).`$ (2.8kquyf) $`\text{3)}\left\{\begin{array}{cc}\alpha & \\ \beta ,\gamma & \end{array}\right\}_R={\displaystyle \frac{1}{\sqrt{\eta }}}n_{\alpha ,\alpha ^{}}\omega _{\beta ,\gamma }{\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑x\left(q_\alpha p_\beta ^{}^{}p_\gamma ^{}^{}\eta p_\alpha ^{}^{}q_\beta q_\gamma \right).`$ (2.8kquyi) $`\text{4)}\left\{\begin{array}{cc}\alpha & \\ \beta ,\gamma & \end{array}\right\}_R=n_{\alpha ,\alpha ^{}}\omega _{\beta ,\gamma }{\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑x\left(q_\alpha p_\beta ^{}p_\gamma ^{}\eta p_\alpha ^{}q_\beta q_\gamma \right).`$ (2.8kquyl) $`b)\alpha ,\gamma \mathrm{\Delta }_+^0,\beta \mathrm{\Delta }_+^1`$. $`\text{1)}\left\{\begin{array}{cc}\alpha & \\ \beta ,\gamma & \end{array}\right\}_R={\displaystyle \frac{1}{\sqrt{\eta }}}n_{\alpha ,\alpha ^{}}\omega _{\beta ,\gamma }{\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑x\left(q_\alpha p_\beta ^{}^{}q_\gamma ^{}^{}+\eta q_\alpha ^{}^{}q_\beta q_\gamma \right).`$ (2.8kquyo) $`\text{2)}\left\{\begin{array}{cc}\alpha & \\ \beta ,\gamma & \end{array}\right\}_R=n_{\alpha ,\alpha ^{}}\omega _{\beta ,\gamma }{\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑x\left(q_\alpha p_\beta ^{}q_\gamma ^{}+\eta q_\alpha ^{}q_\beta q_\gamma \right).`$ (2.8kquyr) $`\text{3)}\left\{\begin{array}{cc}\alpha & \\ \beta ,\gamma & \end{array}\right\}_R={\displaystyle \frac{1}{\sqrt{\eta }}}n_{\alpha ,\alpha ^{}}\omega _{\beta ,\gamma }{\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑x\left(q_\alpha q_\beta ^{}^{}p_\gamma ^{}^{}\eta p_\alpha ^{}^{}q_\beta q_\gamma \right).`$ (2.8kquyu) $`\text{4)}\left\{\begin{array}{cc}\alpha & \\ \beta ,\gamma & \end{array}\right\}_R=n_{\alpha ,\alpha ^{}}\omega _{\beta ,\gamma }{\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑x\left(q_\alpha q_\beta ^{}p_\gamma ^{}\eta p_\alpha ^{}q_\beta q_\gamma \right).`$ (2.8kquyx) The right hand side of (2.8kquyo) coincides with the standard interaction terms in (2.8kn) only if $`\beta ^{}=\beta `$ and $`\gamma ^{}=\gamma `$, i.e. only if $`\beta ,\gamma \mathrm{\Delta }_+^{}`$. There are a special subcases of (2.8kquyc) when $`\gamma ^{}=\alpha `$; then $`\text{1)}\left\{\begin{array}{cc}\alpha & \\ \alpha ^{},\gamma & \end{array}\right\}_R={\displaystyle \frac{1}{\sqrt{\eta }}}n_{\alpha ,\alpha ^{}}\omega _{\beta ,\gamma }{\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑x\left(\|q_\alpha \|^2p_\beta ^{}^{}+\eta \|q_\alpha ^{}\|^2q_\beta \right).`$ (2.8kquyaa) $`\text{2)}\left\{\begin{array}{cc}\alpha & \\ \alpha ^{},\gamma & \end{array}\right\}_R=n_{\alpha ,\alpha ^{}}\omega _{\beta ,\gamma }{\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑x\left(q_\alpha ^2p_\beta +\eta q_\alpha ^{}^2q_\beta \right).`$ (2.8kquyad) $`\text{3)}\left\{\begin{array}{cc}\alpha & \\ \alpha ^{},\gamma & \end{array}\right\}_R={\displaystyle \frac{1}{\sqrt{\eta }}}n_{\alpha ,\alpha ^{}}\omega _{\beta ,\gamma }{\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑x\left(q_\alpha p_\alpha ^{}q_\beta ^{}^{}\eta p_\alpha ^{}q_\alpha ^{}^{}q_\beta \right).`$ (2.8kquyag) $`\text{4)}\left\{\begin{array}{cc}\alpha & \\ \alpha ^{},\gamma & \end{array}\right\}_R=n_{\alpha ,\alpha ^{}}\omega _{\beta ,\gamma }{\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑x\left(q_\alpha p_\alpha q_\beta \eta p_\alpha ^{}q_\alpha ^{}q_\beta \right).`$ (2.8kquyaj) $`c)\alpha ,\beta ,\gamma \mathrm{\Delta }_+^1,`$. $`\text{1)}\left\{\begin{array}{cc}\alpha & \\ \beta ,\gamma & \end{array}\right\}_R={\displaystyle \frac{1}{\sqrt{\eta }}}n_{\alpha ,\alpha ^{}}\omega _{\beta ,\gamma }{\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑x\left(q_\alpha p_\beta ^{}^{}p_\gamma ^{}^{}+\eta p_\alpha ^{}^{}q_\beta q_\gamma \right)`$ (2.8kquyam) $`\text{2)}\left\{\begin{array}{cc}\alpha & \\ \beta ,\gamma & \end{array}\right\}_R=n_{\alpha ,\alpha ^{}}\omega _{\beta ,\gamma }{\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑x\left(q_\alpha p_\beta ^{}p_\gamma ^{}+\eta p_\alpha ^{}q_\beta q_\gamma \right)`$ (2.8kquyap) $`\text{3)}\left\{\begin{array}{cc}\alpha & \\ \beta ,\gamma & \end{array}\right\}_R={\displaystyle \frac{1}{\sqrt{\eta }}}n_{\alpha ,\alpha ^{}}\omega _{\beta ,\gamma }{\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑x\left(q_\alpha q_\beta ^{}^{}q_\gamma ^{}^{}\eta q_\alpha ^{}^{}q_\beta q_\gamma \right).`$ (2.8kquyas) $`\text{4)}\left\{\begin{array}{cc}\alpha & \\ \beta ,\gamma & \end{array}\right\}_R=n_{\alpha ,\alpha ^{}}\omega _{\beta ,\gamma }{\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑x\left(q_\alpha q_\beta ^{}q_\gamma ^{}\eta q_\alpha ^{}q_\beta q_\gamma \right).`$ (2.8kquyav) $`d)\alpha ,\gamma \mathrm{\Delta }_+^1,\beta \mathrm{\Delta }_+^0`$. $`\text{1)}\left\{\begin{array}{cc}\alpha & \\ \beta ,\gamma & \end{array}\right\}_R={\displaystyle \frac{1}{\sqrt{\eta }}}n_{\alpha ,\alpha ^{}}\omega _{\beta ,\gamma }{\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑x\left(q_\alpha q_\beta ^{}^{}p_\gamma ^{}^{}+\eta p_\alpha ^{}^{}q_\beta q_\gamma \right).`$ (2.8kquyay) $`\text{2)}\left\{\begin{array}{cc}\alpha & \\ \beta ,\gamma & \end{array}\right\}_R=n_{\alpha ,\alpha ^{}}\omega _{\beta ,\gamma }{\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑x\left(q_\alpha q_\beta ^{}p_\gamma ^{}+\eta p_\alpha ^{}q_\beta q_\gamma \right).`$ (2.8kquybb) $`\text{3)}\left\{\begin{array}{cc}\alpha & \\ \beta ,\gamma & \end{array}\right\}_R={\displaystyle \frac{1}{\sqrt{\eta }}}n_{\alpha ,\alpha ^{}}\omega _{\beta ,\gamma }{\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑x\left(q_\alpha p_\beta ^{}^{}q_\gamma ^{}^{}\eta q_\alpha ^{}^{}q_\beta q_\gamma \right).`$ (2.8kquybe) $`\text{4)}\left\{\begin{array}{cc}\alpha & \\ \beta ,\gamma & \end{array}\right\}_R=n_{\alpha ,\alpha ^{}}\omega _{\beta ,\gamma }{\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑x\left(q_\alpha p_\beta ^{}q_\gamma ^{}\eta q_\alpha ^{}q_\beta q_\gamma \right).`$ (2.8kquybh) with a similar particular case when $`\alpha =\gamma ^{}`$. ## References
warning/0006/hep-th0006134.html	ar5iv	text	# Brane-World Black Holes in Randall-Sundrum Models ## I Introduction Recently, there has been much interests in the idea that our universe may be embedded in some higher-dimensional spacetimes. It has been suggested that the gauge hierarchy problem can be resolved in higher dimensions . This framework unifies gravitation and gauge interactions at the weak scale and explains their hierarchy in our spacetime. However, this leads to another hierarchy between weak scale and compactification one. On the other hand, in order to solve the hierarchy problem Randall and Sundrum(RS) have proposed a two-brane model called RS1 model involving a small and curved extra dimension which is a slice of anti-de Sitter (AdS) spacetime . The negative tension brane is regarded as our universe and the hierarchy between physical scales naturally appears in our brane. Furthermore, RS have studied a single-brane model(RS2 model) by taking $`r_c\mathrm{}`$, where $`r_c`$ is a radius of the extra dimension . In these RS models, the nonfactorizable metric with $`\pi r_cy\pi r_c`$ $$ds^2=e^{2k\|y\|}\eta _{\mu \nu }dx^\mu dx^\nu +dy^2,$$ (1) is essential as a static vacuum, which is different from that of the conventional Kaulza-Klein(KK) style in that the extra coordinate is associated with the conformal factor. On the other hand, the cosmological aspects of the RS model are intensively studied in Ref. . The linearized gravity on the RS brane world is also treated in Refs. and the dilatonic brane-world model are covered in Ref. . Apart from the RS model, the static AdS domain wall has been found as BPS domain walls of $`D=4`$, $`N=1`$ supergravity theoris in Ref. , which is relevant for RS model in a special case. A further study on the global spacetime and non-static solution in this subject has been shown in Ref. , and the $`D`$-dimensional approach has been studied in Ref. . As for black holes, Chamblin, Hawking, and Reall(CHR) have proposed that a nonrotating and uncharged black hole on the domain wall is described by a black cigar solution in five dimensions. The curvature singularity and black hole mass have been discussed in detail. In Ref. , the vacuum metric (1) is generalized by substituting $`\eta _{\mu \nu }`$ with $`g_{\mu \nu }`$ under the Ricci flat condition, and find the brane-world solution. Note that black hole solutions in intersecting domain wall backgrounds has been studied in Ref. . In the four-dimensional RS model, brane-world black holes and their thermodynamics , and a comparison with BTZ black holes and black strings on brane-world black holes have been studied. Furthermore, in Ref. , aspects of evaporation in brane-world black holes have been discussed. In Sec. II, we would like to obtain the brane-world black hole solutions from ($`D+1`$)-dimensional AdS gravity with $`(D1)`$-branes and show that they satisfy the Ricci flat condition in all dimensions. In Sec. III, we find the effective gravity of the brane in terms of the RS dimensional reduction. In our calculations, the Ricci flat condition naturally appears as an equation of motion even though there exists some scalar field couplings in the effective action, so that the desirable brane-world solution can be easily obtained. On the other hand, the single brane limit is well defined, and the effective gravity just becomes Einstein gravity. Furthermore, for the case of three dimensions two-dimensional effective gravity is described by the well-known Polyakov action. In Sec. IV, we discuss our results comparing with the RS2 model. ## II Brane-World Black Holes in (D+1)-Dimensions Let us now consider the first RS (RS1) model in $`(D+1)`$ dimensions, $`S_{(D+1)}`$ $`=`$ $`{\displaystyle \frac{1}{2\kappa _{(D+1)}^2}}{\displaystyle d^Dx𝑑y\sqrt{g_{(D+1)}}\left[R^{(D+1)}+D(D1)k^2\right]}`$ (3) $`{\displaystyle d^Dx\sqrt{\stackrel{~}{g}_{(+)}}\lambda _{(+)}}{\displaystyle d^Dx\sqrt{\stackrel{~}{g}_{()}}\lambda _{()}},`$ where $`\lambda _{(+)}`$ and $`\lambda _{()}`$ are tensions of the branes at $`y=0`$ and at $`y=\pi r_c`$, respectively, $`D(D1)k^2`$ is a cosmological constant, and $`\kappa _{(D+1)}^2=8\pi G_N^{(D+1)}`$. Note that we use $`M,N,K,\mathrm{}=0,1,\mathrm{},D`$ for $`(D+1)`$-dimensional spacetime indices and $`\mu ,\nu ,\kappa ,\mathrm{}=0,1,\mathrm{},D1`$ for branes. We assume orbifold $`S^1/Z_2`$ which has a periodicity in the extra coordinate $`y`$ and identify $`y`$ with $`y`$. Two singular points on the orbifold are located at $`y=0`$ and $`y=\pi r_c`$, and two ($`D1`$)-branes are placed at these points, respectively. Note that $`\stackrel{~}{g}_{\mu \nu }^{(+)}`$ and $`\stackrel{~}{g}_{\mu \nu }^{()}`$ are defined as $`\stackrel{~}{g}_{\mu \nu }^{(+)}`$ $``$ $`g_{\mu \nu }^{(D+1)}(x^\mu ,y=0),`$ (4) $`\stackrel{~}{g}_{\mu \nu }^{()}`$ $``$ $`g_{\mu \nu }^{(D+1)}(x^\mu ,y=\pi r_c).`$ (5) We assume a generalized metric as $$ds_{(D+1)}^2=e^{\sigma (y)\mathrm{\Phi }(x)}g_{\mu \nu }^{(D)}(x)dx^\mu dx^\nu +T^2(x)dy^2,$$ (6) where the moduli field $`T(x)`$ is different from $`\mathrm{\Phi }(x)`$ for the present. From Eq. (3), the equations of motion are given as $$G_{MN}^{(D+1)}=T_{MN}^{(D+1)}.$$ (7) By using the metric (6), the Einstein tensors are calculated as $`G_{\mu \nu }^{(D+1)}`$ $`=`$ $`G_{\mu \nu }^{(D)}{\displaystyle \frac{1}{T}}\left(_\mu _\nu Tg_{\mu \nu }^{(D)}\mathrm{}T\right){\displaystyle \frac{1}{2}}\sigma (D2)\left(_\mu _\nu \mathrm{\Phi }g_{\mu \nu }^{(D)}\mathrm{}\mathrm{\Phi }\right)`$ (11) $`+{\displaystyle \frac{1}{2T}}\sigma \left(_\mu T_\nu \mathrm{\Phi }+_\mu \mathrm{\Phi }_\nu T+(D3)g_{\mu \nu }^{(D)}_\rho T^\rho \mathrm{\Phi }\right)`$ $`+{\displaystyle \frac{1}{8}}\sigma ^2(D2)\left(2_\mu \mathrm{\Phi }_\nu \mathrm{\Phi }+(D3)g_{\mu \nu }^{(D)}(\mathrm{\Phi })^2\right)`$ $`+{\displaystyle \frac{\mathrm{\Phi }}{8T^2}}(D1)e^{\sigma \mathrm{\Phi }}g_{\mu \nu }^{(D)}\left(\mathrm{\Phi }D(_y\sigma )^2+4_y^2\sigma \right),`$ $`G_{\mu y}^{(D+1)}`$ $`=`$ $`{\displaystyle \frac{1}{2}}(D1)\left(_\mu \mathrm{\Phi }{\displaystyle \frac{\mathrm{\Phi }}{T}}_\mu T\right)_y\sigma ,`$ (12) $`G_{yy}^{(D+1)}`$ $`=`$ $`{\displaystyle \frac{1}{2}}T^2e^{\sigma \mathrm{\Phi }}(R^{(D)}\sigma (D1)\mathrm{}\mathrm{\Phi }{\displaystyle \frac{1}{4}}\sigma ^2(D1)(D2)(\mathrm{\Phi })^2`$ (14) $`{\displaystyle \frac{\mathrm{\Phi }^2}{4T^2}}D(D1)e^{\sigma \mathrm{\Phi }}(_y\sigma )^2),`$ and the stress-energy tensor is explicitly written as $`T_{MN}^{(D+1)}={\displaystyle \frac{1}{2}}g_{MN}^{(D+1)}D(D1)k^2`$ $`+`$ $`\kappa _{(D+1)}^2{\displaystyle \frac{\sqrt{\stackrel{~}{g}_{(+)}}}{\sqrt{g_{(D+1)}}}}\lambda _{(+)}\delta (y)\stackrel{~}{g}_{\mu \nu }^{(+)}\delta _M^\mu \delta _N^\nu `$ (15) $`+`$ $`\kappa _{(D+1)}^2{\displaystyle \frac{\sqrt{\stackrel{~}{g}_{()}}}{\sqrt{g_{(D+1)}}}}\lambda _{()}\delta (y\pi r_c)\stackrel{~}{g}_{\mu \nu }^{()}\delta _M^\mu \delta _N^\nu .`$ (16) Since the ($`\mu y`$)-component of Eq. (15) vanishes, from Eq. (7) we obtain the following relation, $$G_{\mu y}^{(D+1)}=\frac{1}{2}(D1)\left(_\mu \mathrm{\Phi }\frac{\mathrm{\Phi }}{T}_\mu T\right)_y\sigma =0.$$ (17) It is interesting to note that the case of $`\sigma (y)=\mathrm{constant}`$ corresponding to a factorizable geometry describes a conventional Kaluza-Klein(KK) theory without a KK gauge field $`A_\mu (x)`$. For our nonfactorizable metric (6), we take $`\sigma (y)=2k\|y\|`$ by considering RS vacuum metric (1), then Eq. (17) yields $$\mathrm{\Phi }(x)=T(x).$$ (18) In the ($`\mu \nu `$)-components of Eq. (7), there exist discontinuities resulting from the delta functional source due to the presence of brane tensions at $`y=0`$ and at $`y=\pi r_c`$. At this stage, we consider junction conditions and integrate out the Einstein equation near the branes, $`{\displaystyle _{0ϵ}^{0+ϵ}}𝑑yG_{\mu \nu }^{(D+1)}={\displaystyle _{0ϵ}^{0+ϵ}}𝑑yT_{\mu \nu }^{(D+1)},`$ (19) $`{\displaystyle _{\pi r_cϵ}^{\pi r_c+ϵ}}𝑑yG_{\mu \nu }^{(D+1)}={\displaystyle _{\pi r_cϵ}^{\pi r_c+ϵ}}𝑑yT_{\mu \nu }^{(D+1)}.`$ (20) The jump along the extra coordinate near the ($`D1`$)-branes gives a relation, $$\lambda _{(+)}=\lambda _{()}=\frac{2(D1)}{\kappa _{(D+1)}^2}k,$$ (21) where we note that the branes at $`y=0`$ and at $`y=\pi r_c`$ have a positive tension ($`\lambda _{(+)}`$) and a negative one ($`\lambda _{()}`$), respectively. Using the relation (21) for this brane model, the equation of motion (7) is explicitly given as $`R_{\mu \nu }^{(D)}{\displaystyle \frac{1}{2}}g_{\mu \nu }^{(D)}R^{(D)}{\displaystyle \frac{1}{T}}\left[_\mu _\nu Tg_{\mu \nu }^{(D)}\mathrm{}T\right]+{\displaystyle \frac{1}{2}}k^2y^2(D2)\left[2_\mu T_\nu T+(D3)g_{\mu \nu }^{(D)}(T)^2\right]`$ (22) $`+k\|y\|(D2)\left[_\mu _\nu Tg_{\mu \nu }^{(D)}\mathrm{}T\right]{\displaystyle \frac{k\|y\|}{T}}\left[2_\mu T_\nu T+(D3)g_{\mu \nu }^{(D)}(T)^2\right]=0,`$ (23) $`R^{(D)}+2k\|y\|(D1)\mathrm{}Tk^2y^2(D1)(D2)(T)^2=0.`$ (24) Trace of Eq. (23) and Eq. (24) give the following simple equations, $`R^{(D)}+k\|y\|(D1)\mathrm{}T=0,`$ (25) $`\mathrm{}Tk\|y\|(D2)(T)^2=0.`$ (26) In Eq. (25), as a simple constant solution of $`T(x)`$, we set $`T(x)=1`$, then metric solution $`g_{\mu \nu }^{(D)}`$ should be determined by a condition, $$R^{(D)}=0.$$ (27) Combining $`R^{(D)}=0`$ and $`T(x)=1`$ with Eq. (23), the Ricci flat condition, $`R_{\mu \nu }^{(D)}=0`$ introduced in Ref. , is obtained from the equations of motion. ¿From this condition (27), it is natural to consider the $`D`$-dimensional Schwarzschild black hole solution for uncharged nonrotating case as a brane solution, $$ds^2=e^{2k\|y\|}\left[\left(1\frac{2M}{r}\right)dt^2+\left(1\frac{2M}{r}\right)^1dr^2+r^2d\mathrm{\Omega }_{(D2)}^2\right]+dy^2,$$ (28) where $`d\mathrm{\Omega }_{(D2)}^2`$ is a metric of unit $`(D2)`$-sphere. For $`D=4`$, it is a “black cigar” solution which describes a black hole placed on the hypersurface at the fixed extra coordinate $`y`$ . The black hole horizon is $`r_H=2M`$ , which is shown in FIG. 1. On the other hand, the Arnowitt-Deser-Meisner(ADM) mass $`\stackrel{~}{M}`$ of the brane-world black hole measured on the brane is given as $$\stackrel{~}{M}=Me^{ky_0},$$ (29) where $`y_0`$ is $`0`$ and $`\pi r_c`$ which are $`y`$-coordinates of the positive and the negative tension branes, respectively. The Ricci scalar and the square of the Ricci tensor are constant, while the square of Riemann tensor is written as $$R_{MNKL}R^{MNKL}=10k^4+\frac{12M^2e^{4ky}}{r^6},$$ (30) especially for $`D=4`$. It can be shown that in Eq. (30), there exists a curvature singularity at $`r=0`$ and this is extended along the $`y`$-coordinate such as a string in FIG. 1. The range of $`y`$ spans from $`0`$ to $`y_c=\pi r_c`$ for the RS1 model, while for the RS2 model, $`y_c`$ goes to infinity. Therefore, for $`y_c\mathrm{}`$, the square of Riemann tensor diverges for finite $`r`$ and the ADM mass would be exponentially suppressed as $`\stackrel{~}{M}=Me^{ky_c}\|_{y_c\mathrm{}}0`$ on the negative tension brane for the RS2 model. ## III Effective Theory from the Dimensional Reduction We now study $`D`$-dimensional effective theory on the brane by using the dimensional reduction with the generalized metric (6) of RS models and by including the constraint (18) to be consistent with ($`D+1`$)-dimensional Einstein equation and find an explicit action describing the brane world. At first sight, a candidate for the theory seems to be Einstein gravity because of the Ricci flat condition. However, the resulting action looks like a dilaton gravity satisfying the Ricci flat condition. Using the metric (6), a Ricci scalar can be expressed as $`R^{(D+1)}`$ $`=`$ $`e^{\sigma \mathrm{\Phi }}[R^{(D)}\sigma (D1)\mathrm{}\mathrm{\Phi }{\displaystyle \frac{2}{T}}\mathrm{}T{\displaystyle \frac{\sigma }{T}}(D2)_\mu \mathrm{\Phi }^\mu T`$ (32) $`{\displaystyle \frac{1}{4}}\sigma ^2(D1)(D2)(\mathrm{\Phi })^2{\displaystyle \frac{\mathrm{\Phi }^2}{4T^2}}D(D+1)e^{\sigma \mathrm{\Phi }}(_y\sigma )^2{\displaystyle \frac{\mathrm{\Phi }}{T^2}}De^{\sigma \mathrm{\Phi }}_y^2\sigma ].`$ Inserting Eq. (32) into Eq. (3) for $`\sigma (y)=2k\|y\|`$ and the constraint (18), we obtain $`S_{(D+1)}`$ $`=`$ $`{\displaystyle \frac{1}{2\kappa _{(D+1)}^{}{}_{}{}^{2}}}{\displaystyle }d^Dx\sqrt{g_{(D)}}T{\displaystyle _{\pi r_c}^{\pi r_c}}dye^{(D2)k\|y\|T}[R^{(D)}+2k\|y\|(D1)\mathrm{}T`$ (36) $`{\displaystyle \frac{2}{T}}\mathrm{}T+{\displaystyle \frac{2k\|y\|}{T}}(D2)(T)^2k^2y^2(D1)(D2)(T)^2`$ $`D(D+1)e^{2k\|y\|T}k^2+{\displaystyle \frac{4}{T}}kDe^{2k\|y\|T}(\delta (y)\delta (y\pi r_c))+e^{2k\|y\|T}D(D1)k^2]`$ $`{\displaystyle d^Dx\sqrt{g_{(D)}}\lambda _{(+)}}{\displaystyle d^Dx\sqrt{g_{(D)}}e^{Dk\pi r_cT}\lambda _{()}}.`$ After integrating out along the extra dimension $`y`$ from $`\pi r_c`$ to $`\pi r_c`$, the $`D`$-dimensional effective action is now obtained as $`S_{(D)}`$ $`=`$ $`{\displaystyle \frac{1}{2\kappa _{(D+1)}^2k}}{\displaystyle }d^Dx\sqrt{g_{(D)}}[{\displaystyle \frac{2}{(D2)}}(1e^{(D2)\varphi })R^{(D)}2(D1)e^{(D2)\varphi }(\varphi )^2`$ (37) $`+`$ $`(4(D1)k^22\kappa _{(D+1)}^2k\lambda _{(+)})e^{D\varphi }(4(D1)k^2+2\kappa _{(D+1)}^2k\lambda _{()})],`$ (38) where we redefined $`\varphi (x)\pi kr_cT(x)`$. If we use junction condition (21) in Eq. (37), then the resulting effective action can be obtained as $$S_{(D)}=\frac{1}{2\kappa _{(D+1)}^2k}d^Dx\sqrt{g_{(D)}}\left[\frac{2}{(D2)}\left(1e^{(D2)\varphi }\right)R^{(D)}2(D1)e^{(D2)\varphi }(\varphi )^2\right],$$ (39) The action (39) is reminiscent of the low-energy string theory with some modified dilaton coupling, however, it is different in that the Ricci flat condition is satisfied through the equations of motion. ¿From the effective action (39), equations of motion are derived as $`[(1e^{(D2)\varphi })(R_{\mu \nu }^{(D)}{\displaystyle \frac{1}{2}}g_{\mu \nu }^{(D)}R_{(D)})+(D2)^2e^{(D2)\varphi }_\mu \varphi _\nu \varphi `$ (40) $`(D2)e^{(D2)\varphi }_\mu _\nu \varphi g_{\mu \nu }^{(D)}(D2)^2e^{(D2)\varphi }(\varphi )^2+g_{\mu \nu }^{(D)}(D2)e^{(D2)\varphi }\mathrm{}\varphi ]`$ (41) $`+(D1)(D2)e^{(D2)\varphi }\left({\displaystyle \frac{1}{2}}g_{\mu \nu }^{(D)}(\varphi )^2_\mu \varphi _\nu \varphi \right)=0,`$ (42) $`R^{(D)}(D1)(D2)(\varphi )^2+2(D1)\mathrm{}\varphi =0,`$ (43) and the trace of Eq. (42) gives $$R^{(D)}e^{(D2)\varphi }\left(R^{(D)}(D1)(D2)(\varphi )^2+2(D1)\mathrm{}\varphi \right)=0.$$ (44) Combining Eqs. (43) and (44), the condition $`R^{(D)}=0`$ is obtained, which is consistent with the previous Eq. (27) from the ($`D+1`$)-dimensional analysis. Here, if we assume a constant background $`\varphi `$ solution and use $`R^{(D)}=0`$, then the Ricci flat condition shown in the previous section can be reproduced in Eq. (42). As for the special case of $`D=2`$, we take the limit of $`D2`$ in the action (39), then two-dimensional brane world is governed by $$S_{(D=2)}=\frac{1}{\kappa _{(3)}^2k}d^2x\sqrt{g_{(2)}}\left[\varphi R^{(2)}(\varphi )^2\right].$$ (45) Integrating out $`\varphi (x)`$, the well-known two-dimensional Polyakov action is obtained, $$S_{2D}=\frac{1}{4\kappa _{(3)}^2k}𝑑x^2\sqrt{g_{(2)}}R^{(2)}\frac{1}{\mathrm{}}R^{(2)}.$$ (46) This result is of interest in that the Polyakov action is derived from the classical three-dimensional brane-world model. From the beginning, if one fixes $`D=2`$, then the same result comes out. ## IV Discussions Now, it seems to be appropriate to comment on a single brane model of RS2 model , the similar analysis to the RS1 model can be applied to the RS2 model, however, for simplicity, we take the limit of $`r_c\mathrm{}`$ corresponding to $`\varphi (x)\mathrm{}`$ in Eq. (39). Then, the resulting action gives a desirable result as $$S_{(D)}=\frac{1}{(D2)\kappa _{(D+1)}^2k}d^Dx\sqrt{g_{(D)}}R^{(D)}.$$ (47) It is the $`D`$-dimensional Einstein-Hilbert action which yields a $`D`$-dimensional Schwarzschild black hole solution. For the present RS2 model, if $`y\mathrm{}`$, the ADM mass (29) is exponentially suppressed and the black hole horizon shrinks to zero at the AdS horizon. Finally, the effective mass scale $`M_D^2`$ in $`D`$ dimensions from Eq. (39) can be defined as $$M_{(D)}^2=\frac{2M_{(D+1)}^3}{(D2)k}\left(1e^{\frac{(D2)}{2}\varphi }\right),$$ (48) where $`M_{(D+1)}^3`$ is a mass scale in $`(D+1)`$-dimensional spacetimes which is defined as $`1/\kappa _{(D+1)}^2`$. Note that the relation (48) is consistent with the result of the original cosmological derivation for the constant background $`\varphi =\pi kr_c`$ in $`D=4`$. In summary, we have studied the brane-world black hole solutions in the RS model. The RS dimensional reduction with the junction conditions gives the interesting brane-world gravity. The Ricci flat condition appears as one of the reduced equations of motion and the solutions are easily solved. As a comment, the effective gravity might reflect more or less holographic properties in that especially for $`D=2`$ the Polyakov induced gravity is a conformal field theory with the central charge $`c=\frac{24\pi }{\kappa _{(3)}^2k}`$ in the spirit of AdS/CFT correspondence , so that it would be interesting to study this issue in more detail. Acknowledgments We would like to thank P. P. Jung for helpful discussions. We are grateful to M. Cveti$`\stackrel{ˇ}{c}`$ for useful comments on domain walls, and would like to S. D. Odintsov, J. Erlich, and R. C. Myers for helpful remarks on our work. This work was supported by the Ministry of Education, Brain Korea 21 Project No. D-0055, 1999.
warning/0006/astro-ph0006046.html	ar5iv	text	# Analysis of Four A-F Supergiants in M31 from Keck HIRES Spectroscopy 1footnote 11footnote 1Based on observations obtained at the W. M. Keck Observatory, which is operated as a scientific partnership among the California Institute of Technology, the University of California, and the National Aeronautics and Space Administration. The Observatory was made possible by the generous financial support of the W. M. Keck Foundation. ## 1 Introduction Light element abundances in the disk of M31 are known primarily from nebular analyses of H II regions and supernovae remnants (Blair et al. 1981, 1982, Dennefeld & Kunth 1981), and more recently from a few disk planetary nebulae (2 PNe by Jacoby & Ciardullo 1999, 3 by Jacoby & Ford 1986, and 2 by Richer et al. 1999). The nebular abundances have identified a mild gradient in oxygen with galactocentric distance, with a fairly large range in the abundances at a given radial distance. Until recently, the stars in M31 have been too faint to observe with high resolution spectroscopy for detailed atmospheric analyses. The advent of large telescopes and efficient detectors is changing this though, and now high resolution spectroscopy of stars fainter than V=17 can be obtained, making stellar atmospheric analyses of stars beyond the Magellanic Clouds a new possibility. One question that new elemental abundances from stars can address concerns abundance gradients that are commonly identified in spiral galaxies (surveys of H II regions in numerous spiral galaxies have been carried out by McCall et al. 1985, Vila-Costas & Edmunds 1992, and Zaritsky et al. 1994). While there is no doubt about the existence of these gradients in many galaxies, it is the exact form of the gradient, the dispersion in abundance at a given galactocentric radial distance, and the constancy of the gradient between different elements, that new stellar studies can address. And, in contrast to abundance determinations using H II regions, which provide information mainly on light elements (e.g,. He, N and O), stellar analyses can provide the abundances of these and heavier elements (e.g., O, Mg, Fe, and possibly even Ba). Through the study of these additional elements, new insights will be gained into the nucleosynthetic history and chemical evolution of spiral galaxies. Stellar atmosphere analyses are also relevant to Cepheid distance determinations, through metallicity calculations and reddening estimates. As the accuracy in the determination of H<sub>o</sub> reaches the stated HST Key Project goal of 10% (Kennicutt, Freedman, & Mould 1995), then the systematic uncertainties in the Cepheid distances themselves become increasingly important. In particular, the question of metallicity effects on the Cepheid period-luminosity (PL) relationship, and uncertainties in the reddening estimates (c.f., Kennicutt et al. 1998). The A-F supergiants are physically linked to Cepheids; these stars have similar young ages and intermediate-masses, and should have very similar compositions and galactic (thin disk) locations. The element ratios (e.g, O/Fe) found from the A-F supergiants can be used for the most accurate metallicity/opacity studies of Cepheids, e.g., simple scaling of the oxygen abundances from nebular analyses to all other elements does not allow for differences due to the chemical evolution history of different galaxies. The similar locations of A-F supergiants and Cepheids also mean that reddening estimates can be checked or improved (i.e., after detailed atmospheric analyses of the A-F supergiants). In this paper, we present the first elemental abundances from high resolution stellar spectroscopy of individual stars in M31. Model atmospheres analyses for three A-F supergiants are presented, as well as preliminary results for a fourth star. The elements observed include alpha-elements (O, Mg, Si, Ca, Ti) as well as iron-group elements (Cr, Fe, Ni), and the first heavy element abundances (Y, Ba, Ce, Nd) for M31. The oxygen abundances are compared to the nebular radial gradient, and we discuss the importance of examining other elemental gradients as well as element ratios to study the chemical evolution of the disk of M31. We also determine reddening to the A-F supergiants, and compare the adopted reddening and metallicity estimates of nearby Cepheids to discuss potential improvements in the Cepheid distance determinations. ## 2 Observations and Reductions Observations of three A-type supergiants (41-3712, 41-2368, and 41-3654) in M31 were taken on August 1, 1995, with the $`10`$m Keck I telescope and HIRES spectrograph (Vogt et al. 1994). Two 45-minute exposures of each star were made in sub-arcsecond seeing conditions through a 1.1-arcsec slit, giving $`R=35,000`$ over a 4 pixel resolution element. A combined signal-to-noise ratio $`40`$ per pixel, or $`S/N>80`$ per resolution element, was attained after coaddition. Similar observations of the F-supergiant (A-207) were taken on August 4, 1995. Weather conditions only allowed for two exposures, one for 50 minutes and a second for 30 minutes; since this star is fainter than the A-supergiants, the overall signal-to-noise is somewhat lower, $`S/N50`$ per resolution element. The wavelength range spanned $`4300`$Å $`\lambda 6700`$Å in 30 echelle orders, although the wavelength coverage was not complete for $`\lambda >5000`$Å on the TK2048 CCD used. The FWHM of the Keck images, as measured in the CCD spectra perpendicular to the dispersion, was $`0.85`$arcseconds (dominated by atmospheric seeing), or $`2.2`$pixels after on-chip binning by $`2\times `$ in the spatial direction. Slit length was limited to $`7.0`$ arcseconds on the sky to prevent overlapping orders at the short wavelength extreme. Such high quality spectra had only been possible for Galactic and Magellanic Cloud stars before. The two-dimensional CCD echelle spectrograms were reduced at Caltech using a set of routines written for echelle data reduction (c.f., McCarthy et al. 1995, McCarthy & Nemec 1997) within the FIGARO package. Even though the stars are isolated and not within H II regions, the stellar HIRES spectra revealed significant broad (over $`300`$ km s<sup>-1</sup>) nebular contamination of the Balmer line profiles, easily recognizable to the sides of the stellar spectra in the two-dimensional CCD data. This nebular contamination was removed from the stellar spectra prior to extraction by fitting low-order polynomials to “sky apertures” adjacent to the stellar spectrum in the spatial direction on the slit (also discussed in McCarthy et al. 1995 for analysis of individual stars in M33). Three targets (41-3712, 41-2368, & 41-3654) were selected from the low resolution survey of luminous blue stars in M31 by Humphreys, Massey & Freedman (1990). Additionally, 41-3712 and 41-3654 were confirmed as isolated, normal A-type supergiants from low resolution spectroscopy by Herrero et al. (1994). An additional target (A-207) was selected from Humphreys (1979) because of its location in Baade’s Field IV. \[Note, that A-207 is in the western-most of three small associations identified in Plate IV of Baade & Swope (1963), and it is not the star labelled “207” in Figure 2 of Humphreys (1979), which is instead B-207\]. Coordinates and $`UBV`$ colors are listed in Table 1. Their estimated locations on an HRD are shown in Fig. 1. Sample spectra are shown in Figs. 2 and 3. ## 3 Atmospheric Analyses The M31 A-F supergiant photospheres have been analysed using ATLAS9 (hydrostatic, line-blanketed, plane parallel) model atmospheres (Kurucz 1979, 1988). These atmospheres have been used successfully for photospheric analyses of A-F supergiants in the Galaxy and Magellanic Clouds (Venn 1995a, 1995b, 1999, Luck et al. 1998, Hill 1997, Hill et al. 1995). However, as seen in Fig. 1, the stars analysed here are more luminous than previously studied A-F supergiants (by Venn 1995a, 1999), which poses a few new challenges. Firstly, these stars have stronger radiation fields such that departures from LTE can be expected to increase. An examination of LTE-grey, LTE-line-blanketed, NLTE-grey, and NLTE-partially-blanketed models has been carried out by Przybilla (1997). He has shown that these atmospheres are remarkably similar deep in the photosphere where the continuum forms. In fact, the largest effect in this atmospheric region is caused by neglecting line-blanketing. Thus, we have elected to use the fully line-blanketed ATLAS9 model atmospheres as the best representation of the photospheric continuum and deep line forming regions. Secondly, the stronger radiation fields can create velocity fields and a stellar wind. 41-3654 and 41-3712 have strong stellar winds, as seen by their H$`\alpha `$ P Cygni profiles in Fig. 9 and 12 in McCarthy et al. (1997). The stellar wind in 41-3654 is much stronger than that in 41-3712, seen empirically by comparing the heights of the H$`\alpha `$ P Cygni emission peaks, and the fact that H$`\beta `$ still has a P Cygni profile in 41-3654, but not 41-3712. P Cygni profiles can also be seen in some very strong Fe II lines, e.g., see Fe II 5169 in Fig 3. Only weak lines that form deep in the photosphere are used in the supergiant analyses, which are not usually sensitive to velocity fields. In the case of 41-3654, we know the velocity field affects the photosphere and can affect our analysis (discussed below), but the photosphere of 41-3712 is not affected by its wind (see McCarthy et al. 1997). Thirdly, one may question whether these stars are spherically extended. Calculations of the atmospheric thicknesses (between $`\tau _{5000}`$=2/3 and 0.001) and the stellar radii (based on M<sub>bol</sub> and effective temperature, see Venn 1995b) show that atmospheric extension is $``$3 % for three stars, 41-2368, 41-3712, and A-207. Extension for the fourth star, 41-3654, may be as large as 10%, which is a significant amount and is discussed further below. A summary of the atmospheric parameters determined here for the stars in M31 are listed in Table 1. The methods for these determinations are discussed individually below. ### 3.1 M31-41-3712 & M31-41-2368 Atmospheres Spectral features have been used to determine the model atmosphere parameters for 41-3712 and 41-2368, in particular the wings of the H$`\gamma `$ line profile (e.g., Fig. 4) and ionization equilibrium of Mg I/Mg II (e.g., Fig. 5). These features were rigorously examined for normal Galactic A-supergiants by Venn (1995b), and can be expected to yield reliable parameters to within $`\mathrm{\Delta }`$T<sub>eff</sub>=$`\pm `$200 K, $`\mathrm{\Delta }`$log $`g`$=$`\pm `$0.1. Both 41-3712 and 41-2368 appear to be normal A-type supergiants, thus this analysis method is appropriate for these two stars. Examination of H$`\alpha `$ shows that 41-2368 has a very weak wind affecting only the core of the line, whereas 41-3712 exhibits a significant P Cygni profile indicating a substantial wind. McCarthy et al. (1997) have analysed the wind of 41-3712 in detail, and found a mass loss rate of Ṁ=1.1 $`\pm `$0.2 x10<sup>-6</sup> M/yr. However, their analysis has also shown that the deeper layers of the atmosphere are unaffected by the wind, which has only a mild influence on H$`\beta `$ and is almost negligible for H$`\gamma `$. Nevertheless, the blue wing of H$`\gamma `$ was primarily scrutinized for atmospheric parameter constraints, see Fig. 4. NLTE corrections have been calculated for Mg I and Mg II in both stars, and included in the ionization equilibrium calculations. The corrections are negligible for the Mg II lines in both stars ($`\mathrm{\Delta }`$log(Mg II/H)=$``$0.05), while the corrections for the log(Mg I/H) abundances range from +0.02 to +0.23 dex, correlated with line strength. Lines stronger than 200 mÅ were neglected since these lines form over several atmospheric layers, including some at small optical depths. The Mg NLTE calculations use the Gigas (1988) Mg I/Mg II model atom and a system of programs first developed by W. Steenbock at Kiel University and further developed and upgraded by M. Lemke. Mg NLTE calculations in Galactic A-F supergiants have been described by Venn (1995b). There are two ionization states of iron available in these stars as well, however equilibrium of Fe I/Fe II is not used for atmospheric parameter determinations in these stars. These stars are moderately-warm A-type supergiants where NLTE effects on Fe I lines are expected to be large, 0.2 to 0.3 dex (c.f., Boyarchuk et al. 1985, Gigas 1986). Fe I is overionized by the UV radiation field in these stars, but this has a negligible effect on Fe II which is the dominant ionization state. Thus, the same authors predict that NLTE effects are negligible for Fe II lines, also confirmed by more recent detailed calculations by Becker (1998). Microturbulence ($`\xi `$) was found by examining the line abundances for Ti II, Cr II, Fe II (and Fe I for 41-2368), and requiring no relationship with equivalent width. Allowing for an uncertainty in $`\mathrm{\Delta }\xi `$ of $`\pm `$1 km s<sup>-1</sup> brings the results from the different species into very good agreement. ### 3.2 M31-A-207 Atmosphere A-207 is a much cooler star than 41-2368 and 41-3712, with no weak Mg I lines useful for atmospheric parameter determinations. Thus, the atmospheric parameters for A-207 were determined by comparing the results from other spectroscopic, and photometric, indicators. $`UBVR`$ colors: Firstly, the $`UBVR`$ colors for A-207 were compared to theoretical calibrations by Bessell et al. (1998), after an a priori estimate of reddening from its spectral type. $`UBV`$ colors are reported in Table 1. Color indices are sensitive to temperature in F-type stars, however our results for ($`BV`$), ($`UB`$), and ($`VR`$) are not in good agreement with each other. For example, from the Bessell et al. (1998) calibrations, ($`BV`$) implies T<sub>eff</sub>=6250 at log $`g`$=0.5, whereas ($`UB`$) suggests T<sub>eff</sub>=8250 at log $`g`$=1.0 (these are the lowest gravity models reported). Also, ($`VR`$) is degenerate with T<sub>eff</sub> ranging from 5000 to 9000 K near log $`g`$=1.0. The range in these color calibrations is as large as the A-F temperature range. Thus, the atmospheric parameters for A-207 were selected from spectral features. H$`\gamma `$ wings: The H$`\gamma `$ profile was examined (as was done for the other stars in this paper), and yet most fits are rather poor for A-207. This is partially due to the quality of the spectrum in the bluest orders, as well as the significant metal-line blending. The best fits to H$`\gamma `$ in A-207 are shown in Fig. 6; fits are strongly T<sub>eff</sub>sensitive, but only weakly gravity sensitive. Fe I versus $`\chi `$: Another spectroscopic parameter is the Fe I line abundance versus lower excitation potential ($`\chi `$). This has been used successfully as a temperature indicator for F-supergiants in the past (e.g., Luck et al. 1998, Luck & Lambert 1992). This proved to be the least reliable indicator for our dataset though, primarily because of the high scatter in the line abundances. Even after the spectrum was careful scrutinized to search for potential blends and after the atomic data was carefully reviewed, the full range in the best 41 Fe I lines (out of over 200 measured features) was $`\mathrm{\Delta }`$log(Fe I/H) $``$1.0 dex. Negligible trends in log(Fe/H) vs $`\chi `$ were seen in the range of 6500 to 8500 K (for low gravity atmospheres), the same range found from the $`UBV`$ colors. Fe I versus Fe II: The average Fe I and Fe II abundances were examined for ionization equilibrium. For F-supergiants, temperature is usually selected from one of the methods above, and iron ionization equilibrium is used only for gravity (c.f., Luck et al. 1998, Hill 1997, Luck & Lambert 1992). Since no method above produced a well defined temperature, then Fe I/Fe II is used here to examine both temperature and gravity (as H$`\gamma `$ was used). Throughout the elemental abundance analyses (discussed further below), strong lines are eliminated from the line list; for A-207, a limit of W$`{}_{\lambda }{}^{}`$160 mÅ was adopted. Nevertheless, the scatter in the Fe I and Fe II abundances is large, $`1\sigma `$0.3 and 0.2 dex, respectively. This scatter is similar to that found in other F-G supergiant analyses (e.g., Hill 1997, Luck et al. 1998, Luck & Lambert 1992, Russell & Bessell 1989). Finally, a locus of T<sub>eff</sub>-gravity pairs that reproduce Fe ionization equilibrium was calculated for A-207. Parameters for A-207: The final atmospheric parameters for A-207 have been selected as T<sub>eff</sub>=6700 $`\pm `$300 K and log $`g`$=0.2 $`\pm `$0.2, with $`\xi `$=8 $`\pm `$2 km s<sup>-1</sup>. The loci of iron ionization equilibrium and H$`\gamma `$ T<sub>eff</sub>-gravity pairs are shown if Fig. 7. The uncertainty in $`\xi `$ in this star is larger than for the others in this paper because of the large scatter in the line abundances. ### 3.3 M31-41-3654 Atmosphere Standard spectroscopic features for the analysis of an A-type supergiant have been observed in 41-3654 (e.g., H$`\gamma `$, Mg I, and Mg II features are observed in the spectrum, see Figs. 2 and 3), however we consider our analysis of this star only preliminary in this paper. This star has a very strong stellar wind, examined in detail by McCarthy et al. (1997), which is expected to impact the line forming region of the photosphere, unlike the A-F supergiants previously analysed (e.g., Venn 1995b, Luck et al. 1998). This will affect the pressure and temperature stratification in a model atmosphere, and it means that most of the standard assumptions in the ATLAS9 models will not apply, e.g., hydrostatic equilibrium and LTE. In this preliminary analysis, we simply examine the H$`\gamma `$ profile, and Mg I/Mg II equilibrium. No standard ATLAS9 model could be generated to fit the H$`\gamma `$ line profile, i.e., the lowest gravities were still too large. The observed H$`\gamma `$ line profile forms over several layers in a stellar atmosphere, although the wings form primarily in the photosphere which is why it is usually a useful photospheric diagnostic. A stellar wind can contribute to H$`\gamma `$ (line filling due to wind emission), but also incoherent electron scattering can also fill the line wings (see discussion by McCarthy et al. 1997). Thus, H$`\gamma `$ has only limited use for gravity determinations in the most luminous supergiants. More specifically, ATLAS9 fails to fit the 41-3654 H$`\gamma `$ line profile because the radiative pressure due to the line opacity is too strong in this star (i.e., g<sub>rad</sub> $`>`$ g), thus hydrostatic equilibrium breaks down and there is an outward acceleration, i.e., a stellar wind. McCarthy et al. (1997) used unified model atmospheres (calculated according to Santolaya-Rey et al. 1997) that include spherical geometry, radiative equilibrium, and NLTE radiative transfer in the comoving frame, but not line blanketing, and they managed to fit the observed H$`\gamma `$ profile with T<sub>eff</sub>=8900 and log $`g`$=0.9. The unified models are ideal for a stellar winds analysis, but not for an analysis of the stellar photosphere, e.g., since they neglect line blanketing. Further tests with ATLAS9 showed that Mg ionization equilibrium could be attained with parameters ranging from T<sub>eff</sub>/gravity = 8500/0.8 to 9100/1.3 (using the NLTE corrected abundances). All of these models result in near solar Mg but significantly depleted iron-group elements, log(Fe,Cr,Ti/H)$`0.5`$. The Mg and iron-group results are not significant though since an appropriate ATLAS9 model atmosphere could not be generated. The stellar wind effects (and possibly NLTE) effects on the atmospheric structure (not accounted for in ATLAS9) will affect the photospheric abundance determinations. Firstly, if the model atmosphere structure is distorted by NLTE and stellar wind effects, then this would affect the Mg ionization equilibrium since the Mg I and Mg II features form at slightly different optical depths. For example, Mg I $`\lambda `$5183 has $`\chi `$=2.72 eV and forms near log($`\tau _{5000}`$)$`1`$, while Mg II $`\lambda `$4390 has $`\chi `$=10.00 eV and forms near log($`\tau _{5000})0.4`$. Similarly, the Ti II lines form in a similar location to Mg I whereas the Cr II and Fe II lines tend to form in deeper layers. Secondly, a simple calculation of the atmospheric extension for 41-3654 is $``$5-10 % (between $`\tau _{5000}`$=2/3 and 0.001) based on the range of atmospheric parameters estimated for this star. A study of ATLAS models by Fieldus et al. (1990) found that 10 % extension in A-supergiants could weaken moderately-strong ($``$100 mÅ) Fe II lines by $``$10%. An additional important effect is the influence of incoherent electron scattering resulting from the large extension of the photosphere (discussed by McCarthy et al. 1997) which would weaken the lines even further. We have tried scaling our equivalent widths up by 10 % and find that the abundances increase, $`\mathrm{\Delta }`$log($`X`$/H)= +0.1 to 0.2. Finally, we note that the helium abundance in an A-supergiant atmosphere can also have an effect on its structure (c.f., Kudritzki 1973, Humphreys, Kudritzki & Groth 1991). Test calculations show that changing helium from 9 % (ATLAS9 standard) to 20 % in an A-supergiant atmosphere increases the Balmer jump and Balmer line strengths. This is because an increase in helium affects the mean molecular weight of a column of gas, which affects the opacity and pressure stratification. But also, helium is mostly neutral in A-type stars, thus reducing the number of free electrons available for Thompson scattering (the dominant opacity source at these temperatures). Unfortunately, He I lines are only observed in early A-type stars, and NLTE analysis of these lines have provided inconsistent helium abundances in the past (c.f., Husfeld 1994). Thus, determination of helium abundances in specific stars is uncertain. However, our test calculations (increasing helium from 9 to 20 %) also show that the effects are essentially identical to an increase in gravity ($`\mathrm{\Delta }`$log $`g`$$``$+0.2) for 41-3712, e.g., the Balmer line profiles and the metal line abundances are identical. On the other hand, this is not the case for 41-3654; a change in both gravity and temperature are indicated to maintain Mg ionization equilibrium, also the derived Mg abundance itself increases. This is due to larger NLTE corrections for both species in this slightly hotter star. Thus, we consider our analysis of the atmospheric parameters of 41-3654 as preliminary. Significant improvement to this preliminary analysis requires model developments that are beyond the scope of this paper. We include our results in Table 1, but we do not consider this star throughout the discussion. ## 4 Elemental Abundances Elemental abundances have been calculated using both spectrum syntheses and individual line width analyses. All calculations have been done using a modified and updated version of LINFOR<sup>2</sup><sup>2</sup>2LINFOR was original developed by H. Holweger, W. Steffen, and W. Steenbock at Kiel University. Since, it has been upgraded and maintained by M. Lemke, with additional modifications by N. Przybilla.. Equivalent widths are listed in Table 2 for the non-iron group elements (as an example). For all lines, atomic data was adopted from the literature; an attempt has been made to adopt, (1) laboratory measurements data, e.g., O’Brien et al. 1991 for Fe I, and (2) opacity project data, e.g., Biemont et al. (1991) for O I. (3) or critically examined atomic data, e.g., NIST data (c.f., http://physics.nist.gov). Semi-empirical values calculated by Kurucz (1988, also see http://cfa-www.harvard.edu/amdata) were adopted when necessary. Solar abundances are adopted from Grevesse & Sauval (1998). Not all spectral lines observed were used in this analysis. In particular, strong lines were neglected. In most cases, strong lines include those with W<sub>λ</sub>$``$200 mÅ, e.g., the line strength where the uncertainty in microturbulence ($`\pm `$1 km s<sup>-1</sup>) yields an change in log($`X`$/H) $`\pm `$0.1 dex. In some cases, a smaller W<sub>λ</sub> limit was used if large deviations in the abundances were apparent after a preliminary analysis; e.g., in A-207, only Fe I lines weaker than 160 mÅ were included. Weak lines help to ward off uncertainties in the model atmospheres analysis due to NLTE and spherical extension in the atmospheric structure, as well as NLTE and microturbulence effects in the line formation calculations. Average elemental abundances for each star are listed in Table 3. One sigma errors are tabulated based only on the line-to-line scatter. All oxygen abundances are from spectrum synthesis of the 6158 Å feature; the observed spectra and synthesis fits are shown in Fig 8. In A-207, the feature is blended with Si I, which was included in the synthesis and its abundance was allowed to vary; the oxygen results were nearly insensitive to the silicon abundances, e.g., $`\mathrm{\Delta }`$ log(Si/H) =$`\pm `$0.3 caused $`\mathrm{\Delta }`$ log(O/H) =$`\pm `$0.02. NLTE effects on the O I6158 feature are predicted to be small in A-supergiants, and negligible for F-supergiants. For example, a correction of $`\mathrm{\Delta }`$log(O/H)=$``$0.25 is predicted from detailed NLTE analyses (Przybilla et al. 2000, also in good agreement are the earlier detailed studies by Takeda 1992 and Baschek et al. 1977) for the atmospheric parameters of 41-3712. The predictions reduce to $`\mathrm{\Delta }`$log(O/H)=$``$0.20 and 0.0 for 41-2368 and A207, respectively. LTE and NLTE O I abundances are listed in Table 3. For all three stars, synthesis of three Fe II lines was done at the same time as the oxygen spectral syntheses (i.e., absorption lines at $`\lambda `$6147, $`\lambda `$6149, and $`\lambda `$6150). The syntheses of these Fe II lines was used to estimate rotational velocities (see Table 1), and the iron abundance results were included in the average Fe II abundances in Table 3. Several lines of s- and r-process elements have been observed (see examples in Figs. 2 and 3) and analysed in two stars. Note that only one to four lines per species have been analysed (see Tables 2 and 3), making these results somewhat uncertain, e.g., unknown blends, quality of the atomic data, unrecognized NLTE effects. Several additional lines were observed in A-207, however their line strengths are well over 200 mÅ and are not considered reliable abundance indicators. This is especially true considering their low excitation potentials, indicating line formation at optical depths above the photosphere. With respect to NLTE effects on the s- and r-process line formation, Lyubimkov & Boyarchuk (1982) found that Ba abundances measured from resonance lines are 0.2 to 0.4 dex less than those from subordinate lines in Canopus (an F-type supergiant). In this analysis, barium is measured from two resonance lines and one subordinate line, however the abundances are in very good agreement, $`\mathrm{\Delta }`$log(Ba/H)=0.05 dex only. Thus, either the NLTE corrections are smaller than predicted for the resonance lines, or both resonance and subordinate lines are affected uniformly. NLTE effects on other s- and r-process elements are not currently available. To ascertain the reliability of these heavy element abundances, we have examined the published abundances in Galactic F-supergiants by Luck et al. (1998). Luck et al. analysed up to 11 species of s- and r-process elements in 11 F-G supergiants, including all of the species in this paper. They measured one to 18 lines per element. The typical range in the Y II, Zr II, Ce II, and Nd II abundances in any one star examined by Luck et al. is $`\pm `$0.1 dex. This strongly suggests that the s- and r-process abundances can be reliably determined in cool supergiants. In this paper, we find the weighted average s- and r-process abundances to be \[s+r/H\]=+0.18 $`\pm `$0.15 and +0.22 $`\pm `$0.02 for A-207 and 41-2368, respectively. Abundance uncertainties due to $`\mathrm{\Delta }`$T<sub>eff</sub>=+200 K, $`\mathrm{\Delta }`$log $`g`$=$``$0.1 are shown for the two A-stars in Table 4. Uncertainties due to microturbulence ($`\mathrm{\Delta }\xi `$=$`\pm `$1 km s<sup>-1</sup>) are not listed since they are very small ($``$0.02 to 0.05 dex) in this weak line analysis. For A-207, abundance uncertainties due $`\mathrm{\Delta }`$T<sub>eff</sub>=+300 K, $`\mathrm{\Delta }`$log $`g`$=$``$0.2 and $`\mathrm{\Delta }\xi =`$2 km s<sup>-1</sup> are shown in Table 4. ## 5 Discussion Stellar abundance calculations in M31 can be used to address several questions: (1) Do the stellar oxygen abundances show the same abundance gradient in M31 as the nebular oxygen abundances? (2) What are the abundances of other elements in M31? Do these elements also show radial gradients? What can differences in the element ratio gradients tell us about the chemical evolution of M31? (3) How do the analyses of A-F supergiants in M31 improve the Cepheid distance determinations through more accurate metallicity and reddening determinations? Each of these will be addressed separately in the following subsections. We stress that three stars are insufficient to answer any of these questions at this time; in this discussion, we shall simply show how stellar abundances in M31 can be used, particularly if we can increase the sample size. ### 5.1 The Oxygen Abundance Gradient in M31 Oxygen and nitrogen abundances in M31, as inferred from the analysis of H II regions have been investigated by Blair et al. (1982 = BKC82) and Dennefeld & Kunth (1981). Their results are in good agreement with each other, and in Fig. 9 we plot their nebular oxygen abundances as a function of M31 galactocentric distance (R<sub>M31</sub>). We also show a least squares fit to these data which implies a radial abundance gradient of $``$0.029 dex kpc<sup>-1</sup> (intercept value 12+log(O/H) = 9.12 dex, same as BKC82). Uncertainties in the slope are significant; the oxygen abundance drops by about a factor of 4, and yet the uncertainty in each oxygen abundance is about a factor of 2, and the range in the data at a given R<sub>M31</sub> is about a factor of 2 to 3. Thus, the oxygen radial gradient is rather uncertain, $``$0.029 $`\pm `$0.023 dex kpc<sup>-1</sup>. Most of the uncertainties (per nebula, as well as the range from various nebulae at the same R<sub>M31</sub>) come from uncertainties in the R<sub>23</sub> empirical calibration(s) used. BKC82 based their nebular analysis on the calibrations by Pagel et al. (1979), although their H II regions had a larger range in metallicity and lower excitation than those used by Pagel et al. for the calibration. Vila-Costas & Edmunds (1992) obtained a slightly higher gradient ($``$0.043 dex kpc<sup>-1</sup>) from a recalculation of O/H from the published line intensities using updated R<sub>23</sub> calibrations by Edmunds & Pagel (1984) and supplementing the high and low metallicity regions with calibrations by Edmunds (1989) and Skillman (1989), respectively. Similarily, Zaritsky, Kennicutt & Huchra (1994 = ZKH94) found a more shallow gradient, $``$0.018 $`\pm `$0.006 dex kpc<sup>-1</sup>, by computing mean oxygen abundances from three different calibrations (Edmunds & Pagel 1984, Dopita & Evans 1986, and McCall et al. 1985). Uncertainties in the oxygen abundances are estimated as $`\pm `$0.2 dex from the Pagel et al. (1979) R<sub>23</sub> calibration (Pagel et al. 1980), yet ZKH94 found that the dispersion between the three methods they examined dominated their oxygen uncertainties. In Fig. 9 we show the positions and (NLTE) oxygen abundances of the three A-F supergiants analysed here. The stellar positions were calculated adopting the same parameters for M31 as from Blair et al. (1982) for comparison purposes (i.e., 690 kpc distance to M31, 37.5<sup>o</sup> position angle for the major axis, 77.5<sup>o</sup> inclination). The stellar abundances are consistent with the nebular picture, i.e., the stellar oxygen abundances lie within the range of nebular results, and yet there are three striking points to the stellar abundances. Firstly, the stellar abundance uncertainties are noticably smaller than the full range in the nebular abundances; this is probably due to uncertainties in the application of the R<sub>23</sub> calibrations, since individual nebular abundances should have similar uncertainties to the stellar abundances. Secondly, the two stars near 10 kpc yield very similar oxygen abundances (log(O/H)$``$8.75), and these abundances are in excellent agreement with the mean nebular abundance from BKC82 (log(O/H)$``$8.7) at this R<sub>M31</sub> distance. Thirdly, the star near 20 kpc has an abundance in excellent agreement with the mean nebular abundance from ZKH94 (log(O/H)$``$8.8), but this abundance is also similar to those near 10 kpc. This is interesting because the stellar abundances suggest that there is no radial gradient between 10 and 20 kpc. Stellar and nebular oxygen abundances are usually in very good agreement. For example, Cunha & Lambert (1992) found very good agreement between the Orion nebular oxygen abundances and B-star abundances. Smartt & Rolleston (1997) determined oxygen in B-stars in the Galaxy and found the same radial gradient as from nebulae. Venn (1999) found that B-stars, A-F supergiants, and nebulae all yield the same oxygen abundances in the SMC. McCarthy et al. (1995) and Monteverde et al. (1997) find oxygen from B-A supergiants in M33 that are in good agreement with the oxygen gradient from nebular studies in that galaxy. Thus, we return to the third point above to further discuss the nature of the oxygen gradient in M31 beyond $``$10 kpc. To examine the gradient beyond 10 kpc, we need to ascertain the reliability of the stellar and nebular abundances. Firstly, are the stellar abundances sufficiently reliable to examine the oxygen gradient? We suggest that they are. Analysis of A-F supergiants in the Galaxy and Magellanic Clouds have found oxygen abundances in good agreement with nebular results from similar model atmosphere analyses (Venn 1999, Luck et al. 1998, Hill 1997, Hill et al. 1995, Luck & Lambert 1992, Russell & Bessell 1989). Furthermore, the O I feature analysed here in all three stars is simply not very sensitive to the standard uncertainties in this analysis (e.g., T<sub>eff</sub>, gravity, $`\xi `$, see Table 4, also the NLTE corrections are quite consistent between various detailed NLTE analyses and the corrections are modest). Secondly, how significant is the gradient reported from the nebular abundances? For example, we notice that the nebular abundances show a large range in oxygen at any given R<sub>M31</sub>. This is interesting since there has been some discussion on the shape of abundance gradients in spiral galaxies. For example, the question “Do radial gradients flatten out?” has been posed through observational and theoretical studies (e.g., Mollá et al. 1996, Zaritsky 1992, Vilchez et al 1988). Zaritsky (1992) predicts that the radial abundance profile of a spiral galaxy changes slope where the rotation curve levels off, a situation that arises from star-formation in a viscous disk model. In the case of M31, one would expect this break to occur at R<sub>M31</sub> = 6 to 8 kpc (rotation curves for M31 by Rubin & Ford 1970, Roberts & Whitehurst 1975). This is not clearly seen in the nebular data, although neglecting the innermost H II (with R<sub>M31</sub>$`<`$10 kpc) would result in a very flat gradient, possibly suggesting a two-component gradient as predicted. The mean value of oxygen in the outer disk would then be 12+log(O/H) $``$8.7, which is in excellent agreement with the mean of the three stellar abundances presented here, log(O/H)$``$8.75. Finally, we note that Brewer et al. (1995) also suggested that the abundance gradient in M31 flattens out in the outer disk. They deduce abundances from the ratio of C-type (C-poor) to M-type (C-rich) AGB stars, and included a field at R<sub>M31</sub>=32 kpc which had a similar (though highly uncertain) result to their fields near 10 kpc. There are many isolated A-F supergiants throughout the disk of M31, although most tend to be near a ring of OB associations located near R<sub>M31</sub>$``$10 kpc (see van den Bergh 1964). Observing more stars ($``$15), especially some at R<sub>M31</sub>$`<`$10 kpc and $`>`$20 kpc, is desirable. Given the small uncertainties in the oxygen abundances from these stars, they are valuable in addressing the question of the nature of the oxygen abundance gradient in M31. ### 5.2 Element Ratios and the Chemical Evolution of M31 A high resolution analysis of A-F supergiants allows us to determine the abundances of many elements beyond oxygen. Among the three stars analysed in this paper, we have also found the abundances for several other $`\alpha `$-elements, as well as iron-group and heavier elements. We have plotted the abundances of other elements versus R<sub>M31</sub> in Fig. 10. To reduce random errors, we have plotted a weighted mean of all the $`\alpha `$ (except O), iron-group, and s- and r-process elements per star. There is the suggestion of an abundance gradient in all of these elements, in agreement with the nebular oxygen gradient. However, the data are also consistent with no gradients beyond 10 kpc, as predicted in the viscous disk model. It is worth noting here that NLTE effects have been neglected for all elements, other than O and Mg. This may have an effect on the \[$`\alpha `$/H\] and \[s+r/H\] plots, but should not affect the \[Fe/H\] plot. Iron-group abundances are calculated from the dominate ionization species in all three stars, where NLTE effects are predicted to be quite small (see NLTE comments above for iron). A potentially more interesting and valuable constraint comes from element ratios, e.g., \[O/Fe\], particularly versus R<sub>M31</sub> as shown in Fig. 11. Element ratios are useful because they are very sensitive to assumptions made in chemical evolution models (e.g., star formation rates, the IMF, stellar yields, etc., see the recent review by Henry & Worthy 1999 and the references cited therein). The proportional buildup of elements relative to one another depend on differences in their nucleosynthetic origins, e.g., O/Fe depends on the star formation history because O is produced primarily through the evolution of massive stars, whereas iron is ejected from all supernova events. $`\alpha `$-elements have similar nucleosynthetic sources as oxygen, and yet the yields may vary, which affects the observed ratios, e.g., O/Fe versus Mg/Fe. Meanwhile, the s- and r-process elements come from a very different source, intermediate-mass stars undergoing thermal pulsing on the AGB, and therefore are sensitive to the IMF. In Fig. 11, \[O/Fe\], \[s+r/Fe\], and possibly \[$`\alpha `$/Fe\] (note that this mean $`\alpha `$ ratio does not include oxygen), appear to increase in the outer disk of M31. We note that these increases are strongly dependent on the iron-group abundance in the outer most star, A-207; the uncertainty in the iron-group abundances for this star is larger than usual (as discussed above, and noted by the errorbar); however, we also believe that we have minimized potential systematic errors in the analysis of this star, and that the data point is accurate within its errorbar. With so few stars, the gradients (or lack of gradients) in these plots are not statistically significant. However, a gradient in \[O/Fe\] is intriguing because, if confirmed by further work, then higher O/Fe in the outer disk of M31 could suggest, e.g., a recent burst of star formation or a change in the IMF. Clearly, more stars need to be observed to discuss this further. Finally, we note that the oxygen and iron abundance uncertainties are quite similar in the early A-type supergiants when oxygen is determined from the O I $`\lambda `$6156 feature and iron from Fe II lines (see Table 4). This means that systematic errors in the model atmospheres analysis are reduced when the O/Fe ratio is examined. This is not true for the cooler F-supergiants though, thus the most accurate investigation of \[O/Fe\] in M31 would concentrate on early- to mid-A supergiants only. Unfortunately, securing enough of these targets, over a narrow range in temperature, and yet a large range in galactocentric radii, could be difficult. ### 5.3 Cepheid Metallicities & Reddenings A-F supergiant analyses are relevant to Cepheid distance determinations. These stars have similar young ages and intermediate-masses, and therefore should have very similar compositions and galactic (thin disk) locations to those of the Cepheids. A-F supergiant atmospheric analyses provide direct elemental abundances, as well as local reddening estimates. #### 5.3.1 Metallicities The true effects of metallicity on the Cepheid PL relationship remain uncertain, but are expected to affect Cepheid distances at less than the 10% level in M31 and Hubble Key Project galaxies (see discussion by Kennicutt et al. 1998). Metallicity is important because it increases line blanketing, which affects the Cepheid color calibrations and their mean magnitudes e.g., brighter mean magnitudes and redder colors are predicted at higher abundances. In Kennicutt et al. ’s (1998) discussion of the metallicity effect, they examined Cepheids in two fields in M101, a spiral galaxy with a steep oxygen abundance gradient, and reviewed the results from studies in other galaxies. The conclusions from all of the studies suggests an uncertainty in the distance modulus ($`\mu `$) of $`\mathrm{\Delta }\mu 0.25\pm 0.2`$ mag dex<sup>-1</sup> in $`VI`$ luminosity. They conclude that this relationship between $`\mu `$ and metallicity is consistent with theory ($`\mathrm{\Delta }\mu 0.1`$ mag dex<sup>-1</sup> in $`VI`$ luminosity), but they also note that it is consistent with no dependence at all. In M31, Freedman & Madore (1990, FM90) examined the Cepheid distance determinations from $`BVRI`$ photometry in Baade Fields I, III, and IV (Baade & Swope 1963). They adopt galactocentric radii for these fields of $``$3, 10 and 20 kpc, with metallicities of 0.2, 0.0 and $``$0.5 dex, respectively, from nebular oxygen analyses by Blair et al. (1982). FM90 reported $`\mathrm{\Delta }\mu =0.32\pm 0.21`$ mag dex<sup>-1</sup>, and concluded no significant metallicity dependence. Kennicutt et al. (1998) reanalysed the FM90 data by recalculating the abundance gradient in M31 (see discussion above), and found a much stronger metallicity dependence of $`\mathrm{\Delta }\mu =0.94\pm 0.78`$ mag dex<sup>-1</sup>. This slope would be significant if the uncertainty were smaller; as is, the result in inconclusive. Additionally, this neglects the question of the shape of the abundance gradient in M31 (discussed above), which may show no significant range in metallicity at all beyond $``$10 kpc. With respect to our A-F supergiants, we note that the standard assumption is that Cepheid iron-group abundances (metallicity) will scale as the nebular oxygen abundances. Clearly, this neglects potential effects due to the chemical evolution of the galaxy, i.e., iron and oxygen have different nucleosynthetic sites and thus timescales for formation and distribution in a galaxy. In the LMC and SMC, this is not a problem since analyses of A-K supergiants have found that the O/Fe ratios are the same as Galactic A-K supergiants (Venn 1999, Hill 1997, Luck et al. 1998, Hill et al. 1995, Luck & Lambert 1992, Russell & Bessell 1989). However, this may not be true in M31. The preliminary work in this paper suggests that the Fe gradient is similar to the reported O nebular gradient, although both the nebular and stellar data could be consistent with no gradients beyond 10 kpc. Determination of the actual iron abundances in the disk of M31 would allow for a proper test of metallicity effects on the Cepheid PL relationship. #### 5.3.2 Reddening One of the more significant sources of uncertainty in Cepheid distance calculations today is simply the reddening estimate; in particular how changes in metallicity can affect Cepheid colors and cause incorrect reddening estimates derived from multi-wavelength Cepheid photometry. A-F supergiants can play a valuable role since these stars have similar thin-disk locations as Cepheids. Local reddening estimates from A-F supergiants should be similar for nearby Cepheids, assuming that the mean reddening does not vary too widely within small regions of M31; or, at least, they can provide a check on the Cepheid values. Also, local stellar values of reddening should be more accurate than using global reddening laws. In this paper, we deduce the reddening to our targets using the photometry listed in Table 1 and the spectral type-to-($`BV`$)<sub>o</sub> calibration by Fitzgerald (1970, =F70), and the $`UBV`$ colors deduced from the adopted ATLAS9 model atmospheres (program UBVBUSER<sup>3</sup><sup>3</sup>3Program available from R. L. Kurucz at http://cfaku5.harvard.edu/programs.html). Uncertainties in the F70 values noted below are estimated from the calibration scale itself (thus, internal). Also, we note that the minimum amount of foreground reddening to M31 has been pegged at E($`BV`$)=0.08 by Burstein & Heiles (1984), and more recently at E($`BV`$)=0.06 by Schlegel et al. (1998). For 41-3712, the A3 Ia spectral type is in good agreement with our atmospheric parameters, and implies ($`BV`$)<sub>o</sub>=0.06 $`\pm `$0.04 from F70 and ($`BV`$)<sub>o</sub>=0.09 from the ATLAS9 model. Thus, we find E($`BV`$)=0.03 to 0.06 $`\pm `$0.04, in agreement with the foreground estimates. This star is in close proximity to a Cepheid variable, V7184 in M31B, found by Kaluzny et al. (1998); their separation is 44” on the sky, or 0.8 kpc in the disk. For field M31B, Kaluzny et al. have adopted a mean reddening of E($`BV`$)=0.20 \[this high reddening value is in agreement with the old Berkhuijsen et al. (1988) photometry, but our lower value uses the Magnier et al. (1992, 1993) CCD photometry\]. This difference would produce an uncertainty of $`\mathrm{\Delta }\mu +`$0.46 (using R<sub>v</sub>=3.1) in the $`BV`$ luminosity. For 41-2368, the A8 Ia spectral type agrees well with our atmospheric parameters, and implies ($`BV`$)<sub>o</sub>=0.14 $`\pm `$0.02 from F70 and ($`BV`$)<sub>o</sub>=0.12 from the ATLAS9 model. These calibrations imply E($`BV`$)=0.10 to 0.12 $`\pm `$0.08. This star is in close proximity to Cepheid #75 from Magnier et al. (1997); their separation is 29” on the sky, or 0.4 kpc in the disk. We could not find a distance determination or reddening estimate for this star for a comparison. For A-207 in Field IV, the F5 Ia spectral type is in good agreement with our atmospheric parameters, and implies ($`BV`$)<sub>o</sub>=+0.26 $`\pm `$0.11 from F70 and ($`BV`$)<sub>o</sub>=+0.27 from the ATLAS9 model. Thus, E($`BV`$)=+0.17 $`\pm `$0.09 \[this value is slightly higher than those found from previous studies, e.g., Baade & Swope (1963) adopted E($`BV`$)=0.16 $`\pm `$0.03, and van den Bergh (1964) reported E($`BV`$)=0.06 $`\pm `$0.03 to the association OB 184 in Field IV\]. Freedman & Madore (1990) found E($`BV`$)=0.0 to Field IV in M31 from their $`BVRI`$ Cepheid photometry, but this is relative to LMC Cepheids for which they adopted a mean reddening of E($`BV`$)=0.1. Our higher reddening value implies $`\mathrm{\Delta }\mu =0.22`$ in $`BV`$ luminosity (using R<sub>v</sub>=3.1) for their Field IV results, and a trivial correction to their results would imply distances to Cepheids in Fields I, II, and IV that are in excellent agreement (24.33 $`\pm `$0.12, 24.41 $`\pm `$0.09, and now 24.36 $`\pm `$0.12, respectively). This result is intriguing; it may suggest no significant metallicity dependence on Cepheid distances, assuming the reddening to A-207 actually does reflect that to the Cepheids in Field IV better. On the other hand, since our stellar abundances indicate no significant metallicity gradient in M31 beyond 10 kpc, then perhaps metallicity effects simply cannot be tested adequately in M31. Thus, our examination of reddening estimates in the areas sampled by our A-F supergiants might suggest some changes in Cepheid distances, ranging from $`\mathrm{\Delta }\mu `$0.2 to +0.4, which are significant amounts. ## 6 Conclusions and Future Work In this paper, we have presented new abundances for three stars in M31, and discussed these results in the context of the radial gradient in oxygen observed from nebulae. The stellar oxygen abundances are in excellent agreement with the nebular results, and yet they are more consistent with no radial gradient in oxygen (between $``$10 and 20 kpc). This leads to questions on the exact form of the gradient, e.g., does the gradient flatten out? And/or, what is the dispersion in abundances at a given galactocentric distance? We suggest that the A-F supergiants in M31 are ideal probes to further address these questions since the uncertainties in their oxygen abundances are small, and there are plenty of these stars in the disk of M31. Observations of $``$15 stars, especially some at R<sub>M31</sub>$`<`$10 kpc and $`>`$20 kpc, is desirable. We have shown that many new elemental abundances in M31 can be determined from stellar abundance analyses, e.g., present-day iron abundances. The iron abundances presented here may exhibit a gradient similar to the nebular oxygen gradient, but we cannot discuss this in detail with observations of only three stars. The constancy of a gradient between different elements can be valuable information for chemical evolution modelling of M31. Knowing the iron abundances in the disk of M31 could also be valuable for Cepheid distance calibrations, particularly for observational tests of metallicity effects on the Cepheid PL relationship. Finally, A-F supergiant analyses are useful as reddening indicators, which may be valuable for accurate Cepheid distance determinations. The three stars presented here are located near Cepheid variables in M31. Those Cepheids have been used to calculate distances based on global reddening laws or direct Cepheid $`BVRI`$ photometry estimates. We find differences in the distance modulus of $`\mathrm{\Delta }\mu =`$0.2 to +0.4 in the $`BV`$ luminosity for the few Cepheids examined here. Thus, detailed stellar atmosphere analyses are now possible for individual stars in M31 and other Local Group galaxies. Stars serve as ideal probes of their environment, and can yield valuable constraints for chemical evolution models. KAV would like to thank Macalester College and the Luce Foundation for a Clare Boothe Luce professorship award. Also, many thanks to Evan Skillman and Rob Kennicutt for helpful discussions and comments on the manuscript. JKM would like to thank the staff of the W. M. Keck Observatory, in particular observing assistant Joel Aycock, for efforts on the summit in support of these HIRES observations.
warning/0006/math0006018.html	ar5iv	text	# A perturbative SU(3) Casson invariant ## 1. Introduction From a gauge theory viewpoint, the well-known $`SU(2)`$-Casson invariant $`\lambda _{SU(2)}(X)`$ of an integral homology 3-sphere $`X`$ can be regarded as the number, counted with sign, of flat $`SU(2)`$-connections on $`X`$ after making a suitable perturbation of the curvature equation \[T\]. In Casson’s original treatment, $`\lambda _{SU(2)}`$ was obtained from a finite dimensional, symplectic setting, as the intersection number in a representation varity of two perturbed Lagrangian subvarieties associated to a Heegaard decomposition of $`X`$ (see \[AM\]). In both these gauge-theoretic and symplectic settings, the fact that pertubations were used in the definition and that large scale perturbations are permissible underlay remarkable properties of the Casson invariant, such as surgery formulae. In this paper we solve the problem of defining a (fully) perturbative $`SU(3)`$ generalization, $`\mathrm{\Lambda }_{SU(3)}(X)`$, of the Casson invariant, and begin the study of its properties. Some of these recall well-known facts about the $`SU(2)`$-Casson invariant: (1) An integrality property: $`4\mathrm{\Lambda }_{SU(3)}(X)`$. (2) In the cases computed here, for $`1/k`$-surgery on some torus knots, the invariants are given by quadratic polynomials in $`k`$, for $`k`$ positive (resp. negative) while in the $`SU(2)`$ case they are linear. (3) It is preserved under the change of orientation, just as the $`SU(2)`$\- invariant is reversed. On the other hand, it differs intriguingly from the $`SU(2)`$-invariant in that the polynomials giving the values for $`1/k`$-surgery on the torus knots in (2) for $`k`$ positive are not the same as those for $`k`$ negative. Our investigation has benefited greatly from the excellent series of recent articles of Boden-Herald and of Boden-Herald-Kirk-Klassen \[BH 1, 2\], \[BHKK\]. In \[BH 1\] a different gauge-theoretic generalization, $`\lambda _{SU(3)}(X)`$, of the Casson invariant to $`SU(3)`$ was introduced using - and allowing - only small perturbations; it is thus not fully perturbative. Among the important properties Boden-Herald obtained for their invariant are: $`\lambda _{SU(3)}`$ is independent of orientation, $`\lambda _{SU(3)}(X)=\lambda _{SU(3)}(X)`$, and has a connect sum formula $`\lambda _{SU(3)}(X_1\mathrm{\#}X_2)=\lambda _{SU(3)}(X_1)+\lambda _{SU(3)}(X_2)+4\lambda _{SU(2)}(X_1)\lambda _{SU(2)}(X_2)`$ (see \[BH 1, 2\]). In the paper \[BHKK\], there are impressive calculations of this invariant for $`1/k`$-surgery on some torus knots, with the result that the values are given by various rational functions in $`k`$, cubic polynomials divided by linear polynomials in their cases. As is already evident from their calculations, in special cases $`\lambda _{SU(3)}`$ takes values which are fractions with varying denominators; moreover this would follow more generally from a conjecture on Chern-Simons invariants. Thus this contrasts with the integrability property of the invariant considered here. Some years ago, in \[CLM\], we proposed a program for defining a generalized $`SU(n)`$-Casson invariant based on a Lagrangian intersection number of perturbed subvarieties in the $`SU(n)`$-representations of $`\pi _1(X)`$. That program proposed using in such a definition, correction terms obtained from combinations of tangential and normal Maslov indices along the singular strata of reducible representations. In part to understand these correction terms, we studied the relation between Maslov index and spectral flow in \[CLM 1, 2\] and the different definitions of $`SU(2)`$-Casson invariants for rational homology spheres in \[CLM 3\]. The present effort could be viewed as a modification and completion of the program of \[CLM\] for $`SU(3)`$. The new ingredient in the definition is a further term which involves the boundary maps of the mod-$`2`$ Floer chain complex \[F\]. It is this extra term which makes the invariant well-defined and, as in Theorem (3.4), fully perturbative as we had wished. We now provide a precise comparison of these two invariants $`\lambda _{SU(3)}(X)`$ and $`\mathrm{\Lambda }_{SU(3)}(X)`$. Recall that the $`SU(2)`$-Casson invariant, $`\lambda _{SU(2)}(X)`$, was reformulated by Taubes \[T\] in a gauge-theoretic setting, as the sum: $$\frac{\lambda _{SU(2)}(X)=(1)}{[A]_{SU(2),h}^{}(1)^{SF(\theta ,A,h;su(2))}}$$ $`1.1`$ where $`[A]`$ runs through all gauge equivalent classes of $`h`$-perturbed $`SU(2)`$-connections. <sup>2</sup><sup>2</sup>2The first minus sign (-1) is explained in \[KK\] also page 5 of \[BH\]. The sign $`(1)^{SF(\theta ,A,h;su(2))}`$ is specified by the spectral flow $`SF(\theta ,A,h;su(2))`$ associated to a path of connections from the trivial connection $`\theta `$ to $`A`$. In theory, this last spectral flow depends on the choice of paths; however the ambiquity equals to $`0`$ (mod $`8`$) and thus disappears when we form the sign $`(1)^{SF(\theta ,A,h;su(2))}`$. In the work of Boden-Herald \[BH\], as briefly reviewed in §2 below, the invariant $`\lambda _{SU(3)}(X)`$ is given by $`\lambda _{SU(3)}(X)`$ $`=\lambda _{SU(3)}^{^{}}(X)+\lambda _{SU(3)}^{^{\prime \prime }}(X)`$ $`1.2`$ $`\lambda _{SU(3)}^{^{}}(X)`$ $`{\displaystyle \frac{={\displaystyle }}{[A]_{SU(3),h}^{}(1)^{SF(\mathrm{\Theta },A,h;su(3))}}}`$ $`\lambda _{SU(3)}^{^{\prime \prime }}(X)`$ $`{\displaystyle \frac{={\displaystyle }}{[A]_{SU(2),h}^{}(1)^{SF(\theta ,A,h;su(2))}[SF(\theta ,A,h;^2)2cs(\widehat{A})+1]}}`$ after making a “small” perturbation $`h`$. The correction term $`\lambda _{SU(3)}^{^{\prime \prime }}`$ is introduced because the number $`\lambda _{SU(3)}^{^{}}`$ of $`h`$-perturbed flat, irreducible, $`SU(3)`$\- connections in $`_{SU(3),h}^{}`$ depends on the choice of perturbations. Given two perturbations $`h_0,h_1`$, we can connect them up by a family of small perturbations $`h_t,0t1`$. Along this path, there would exist a cobordism joining points in $`_{SU(3),h_0}^{}`$ and $`_{SU(3),h_1}^{}`$ but for the phenomena of irreducible $`SU(3)`$-connections sinking into or emerging from the $`SU(2)`$-stratum. Whenever this occurs, a corresponding integer jump occurs in the normal spectral flow $`SF(\theta ,A,h;^2)`$. Thus the discrepancy in $`\lambda _{SU(3)}^{^{}}(X)`$ is compansated by the sum $`\mathrm{\Sigma }(1)^{SF(\theta ,A,h;su(2))}[SF(\theta ,A,h;^2)]`$. However, the above spectral flow $`SF(\theta ,A,h;^2)`$ depends on the choice of paths from the trivial connection $`\theta `$ to $`A`$. By definition, a “small” perturbation has the property that the $`h`$-perturbed flat, irreducible, $`SU(2)`$-connections $`[A]_{SU(2),h}^{}`$ is within $`ϵ`$-distance of a unique component $`\widehat{A}`$ in the space $`_{SU(2)}^{}`$ of flat connections. In particular, we have a well-defined path class $`\alpha `$ from $`A`$ to an element in the component $`\widehat{A}`$. Given such a component $`\widehat{A}`$, we can also choose a path $`\beta `$ connecting an element in $`\widehat{A}`$ to the trivial connection $`\theta `$ and using this path we can calculate the Chern-Simons invariant $`cs(\widehat{A})`$. On the other hand, the composite $`\beta \alpha `$ provides a way to connect up $`A`$ with $`\theta `$, and hence a spectral flow invariant $`SF(\theta ,A,h;^2)`$. Although both $`cs(\widehat{A})`$ and $`SF(\theta ,A,h;^2)`$ depend on the choice of the path $`\beta `$, the ambiguities cancel each other and the combination yields a well-defined term $`[SF(\theta ,A,h;^2)2cs(\widehat{A})+1]`$ in $`(1.2)`$. Now the present perturbative $`SU(3)`$-Casson invariant $`\mathrm{\Lambda }_{SU(3)}(X)`$ is given by the formula: $`\mathrm{\Lambda }_{SU(3)}(X)`$ $`=\mathrm{\Lambda }_{SU(3)}^{^{}}+\mathrm{\Lambda }_{SU(3)}^{^{\prime \prime }}(X)(1/4)\text{Floer}(X,h)`$ $`1.3`$ $`\mathrm{\Lambda }_{SU(3)}^{^{}}(X)`$ $`{\displaystyle \frac{={\displaystyle }}{[A]_{SU(3),h}^{}(1)^{SF(\mathrm{\Theta },A,h;su(3))}}}`$ $`\mathrm{\Lambda }_{SU(3)}^{^{\prime \prime }}(X)`$ $`{\displaystyle \frac{={\displaystyle }}{[A]_{S(U(1)\times U(2)),h}^{}(1)^{SF(\theta ,A,h;s(u(1)\times u(2)))}[SF(\theta ,A,h;^2)}}`$ $`(1/4)SF(\theta ,A,h;s(u(1)\times u(2)))+5/8]`$ $`\text{Floer}(X,h)`$ $`={\displaystyle \underset{p=0}{\overset{7}{}}}(1)^pdim_{Z/2}(\text{Image d:}FC_{p+1}(X,h)FC_p(X,h))`$ Here the first term $`\mathrm{\Lambda }_{SU(3)}^{^{}}(X)`$ is the same as $`\lambda _{SU(3)}^{^{}}(X)`$. In the second term $`\mathrm{\Lambda }_{SU(3)}^{^{\prime \prime }}(X)`$, the normal spectral flow $`SF(\theta ,A,h;^2)`$ is the same as that in $`\lambda _{SU(3)}^{^{\prime \prime }}(X)`$ while the Chern-Simons term $`cs(\widehat{A})`$ is replaced by 1/4 of the tangential spectral flow, $`(1/4)SF(\theta ,A,h;s(u(1)\times u(2)))`$. The combination $`[SF(\theta ,A,h;^2)(1/4)SF(\theta ,A,h;s(u(1)\times u(2)))]`$ was shown in \[CLM\] to be independent of the choice of paths connecting $`\theta `$ to $`[A]`$ and has the advantage of being free from the restrictive assumption of small perturbations. Unfortunately the tangential spectral flow $`SF(\theta ,A,h;s(u(1)\times u(2)))`$ also creates a problem of its own. For a family of perturbations $`h_t`$, a pair $`(A_t(1),A_t(2))`$ of $`h_t`$-perturbed flat, irreducible, $`SU(2)`$-connections can be created or destroyed through their collision at a birth-death point (the analogue of Whitney disk cancellation in the context of finite dimensional handle decompositions). Whenever this happens, the terms in the sum $`\mathrm{\Sigma }SF(\theta ,A,h;s(u(1)\times u(2)))`$ corresponding to $`(A_t(1),A_t(2))`$ will cause a jump and so $`\mathrm{\Lambda }_{SU(3)}^{^{}}+\mathrm{\Lambda }_{SU(3)}^{^{\prime \prime }}(X)`$ is not a well-defined invariant. Analogues of such problems of jumps have been studied in parametrized Morse theory, but here we have to adjust this to the infinite dimensional gauge space with the Chern-Simons functional as the Morse function. Although the Floer homology $`FH_{}(X)`$ with $`Z/2`$-coefficients <sup>3</sup><sup>3</sup>3We can also work with Floer homology in integer or other coefficients. is well-defined, its Floer chain groups $`FC_{}(X,h)`$ varies precisely because of the existence of these birth-death points. Indeed, a fixed integer jump occurs in $`\text{Floer}(X,h_t)`$ when $`h_t`$ goes through such a birth or death point. Hence $`\text{Floer}(X,h)`$ can be used as a correction term for the discrepancy in $`\mathrm{\Sigma }SF(\theta ,A,h;s(u(1)\times u(2)))`$. Detailed analysis of $`\mathrm{\Lambda }_{SU(3)(X)}^{^{}},\mathrm{\Lambda }_{SU(3)(X)}^{^{\prime \prime }},\text{Floer}(X,h)`$ as well as the proof that $`\mathrm{\Lambda }_{SU(3)}(X)`$ is well-defined (Theorem 3.4) can be found in §3. Despite the differences between $`\lambda _{SU(3)}`$ and $`\mathrm{\Lambda }_{SU(3)}`$, they also share some properties. For example, they are independent of orientation (see Proposition 4.5 for $`\mathrm{\Lambda }_{SU(3)}`$) and have connect sum formulae. Due to the Floer correction term, the formula for $`\mathrm{\Lambda }_{SU(3)}`$ is more complicated than its counterpart in \[BH 2\], as it involves the Floer chain complex of the connected sum which is a subtle aspect of Floer homology theory (see \[Fu\],\[Li\]). The proof of this connect sum formula for $`\mathrm{\Lambda }_{SU(3)}`$ is in §4. In §5, we provide explicit calculations of our invariant for the Brieskorn spheres $`\mathrm{\Sigma }(2,q,2qk\pm 1),q=3,5,7,9,`$ which can also be obtained from $`1/k`$ surgery on $`(2,q)`$-torus knots. Our results are parallel to those in \[BHKK\] where $`\lambda _{SU(3)}(\mathrm{\Sigma }(2,q,2qk\pm 1))`$ in the same range are computed. However we have to calculate the spectral flow $`SF(\theta ,A,h;s(u(1)\times u(2)))`$ for all flat, irreducible $`SU(2)`$-connections $`[A]`$. In \[FS\], Fintushel-Stern calculated these spectral flows and their results are tailor-made for us (see Theorem 5.1). As mentioned before, Casson’s $`SU(2)`$-invariant was first defined using Heegaard decomposition and intersection of perturbed Lagrangians in the representation varieties. We briefly discuss how the representation-theoretic analogue of the present gauge-theoretic treatment of $`\mathrm{\Lambda }_{SU(3)}`$ would proceed, as this was the context envisioned in \[CLM\]: Using a Heegaard decomposition, we can write $`X`$ as a union $`X_1X_2`$ of two handle bodies $`X_1,X_2`$ glued along a Riemann surface $`\mathrm{\Sigma }`$. Then the moduli space $`_{SU(3)}(X)`$ of flat $`SU(3)`$-connections can be identified with the intersection of the Lagrangian subspaces $`R_{SU(2)}(X_i)=Hom(\pi _1(X_i),SU(3))/SU(3)`$ inside $`R_{SU(3)}(\mathrm{\Sigma })=Hom(\pi _1(\mathrm{\Sigma }),SU(3))/SU(3)`$. After a suitable Hamiltonian perturbation, the Maslov indices at the reducibles are defined and a Floer correction introduced. Then the symplectic definition of $`\mathrm{\Lambda }_{SU(3)}`$ is the same as in (1.3). Indeed to define $`\text{Floer}(X,h)`$, it is natural to consider a symplectic Floer homology theory based on the intersection of $`R_{SU(2)}(X_i)`$ in the $`SU(2)`$-stratum $`R_{SU(2)}(\mathrm{\Sigma })`$. In this direction, there are the work of Lee-Li \[LL\] which treats the singular nature of $`R_{SU(2)}(\mathrm{\Sigma })`$ and the work of Sullivan \[S\] which addresses the change of Floer chain complexes in the smooth context under perturbations. Finally, the general methodology introduced here to define fully perturbative invariants using $`\text{Floer}(X,h)`$ may appear complicated in that this term has a “tertiary” character, being the correction to the Maslov index correction term along singularities. But this method opens up for $`\mathrm{\Lambda }_{SU(3)}`$, and perhaps much more generally, the possibility of intriguing relations with still unknown Floer theories. In particular, as $`8\mathrm{\Lambda }_{SU(3)}`$ <sup>4</sup><sup>4</sup>4Although $`4\mathrm{\Lambda }_{SU(3)}`$ is an integer, it is more natural to consider $`8\mathrm{\Lambda }_{SU(3)}`$ as an Euler characteristic. is an integer invariant, it suggests the existence of a $`SU(3)`$-Floer homology with $`8\mathrm{\Lambda }_{SU(3)}`$ as its Euler characteristic. ## §2. Review of the work of Boden, Herald, Kirk and Klassen Let $`X`$ be an oriented, integral homology $`3`$-sphere and let $`𝒜`$ be the space of smooth, $`SU(3)`$-connections on the trivial product bundle $`P=X\times SU(3)`$. This last space $`𝒜`$ is an infinite dimensional affine space and in fact by fixing a trivial product connection $`\theta `$ on $`P`$, we can identify $`𝒜`$ with the space $`\mathrm{\Omega }^1(X,AdP)=\mathrm{\Omega }^1(X,su(3))`$ of $`su(3)`$-valued $`1`$-form on $`X`$. Let $`𝒢=\text{Map}(X,SU(3))=C^{\mathrm{}}(X,SU(3))`$ denote the gauge group of $`SU(3)`$-bundle automorphisms $`g:PP`$ of $`P`$. Then as these gauge transformations change the bundle structure and hence the connections $`AgA=gAg^1+gdg^1`$, they give rise to an action of $`𝒢`$ on $`𝒜`$ with $`=𝒜/𝒢`$ as quotient. This action is not free, and according to the isotropy subgroup there is the natural Whitney stratification on $`𝒜`$ and also on the orbit space $`=𝒜/𝒢`$. A $`SU(3)`$-connection $`A`$ in $`𝒜`$ is said to be irreducible if its isotropy subgroup consists of constant maps to $`(SU(3))=/3`$. Altogether these irreducibles form the top stratum $`𝒜^{}`$ and its quotient $`^{}=𝒜^{}/𝒢`$ has a structure of pre-Banach manifold. Below the top stratum, there are strata whose isotropy subgroups are respectively $`U(1),S(U(1)\times U(1)\times U(1))`$, $`S(U(1)\times U(2))`$ and $`SU(3)`$, They corresond to the situation where the underlying $`3`$-dimensional complex vector bundles and connections are decomposed into: (2.1) If we consider only the subspace $`𝒜_{\text{flat}}`$ of flat $`SU(3)`$-connections, then the relevant strata are those of isotropy subgroup $`/3`$, $`U(1)`$ and $`SU(3)`$, i.e. the irreducibles together with (2.1)(a) and (b). The reason is that, for our integral homology sphere $`M`$, there exist no nontrivial $`U(1)`$-representations $`\pi _1(M)U(1)`$ and hence every flat connection is gauge equivalent to the trivial connection. Now, over $`𝒜`$ there is the Chern-Simons functional $`cs:𝒜`$ given by $$cs(A)=\frac{1}{8\pi ^2}_Xtr(AdA+\frac{2}{3}AAA).$$ $`2.2`$ With respect to a gauge transformation $`g𝒢`$, we have $$cs(gA)=cs(A)+\mathrm{deg}(g)$$ $`2.3`$ where $`\mathrm{deg}g`$ is the image, under $`g^{}=H^3(SU(3))H^3(X)=`$, of aanonical generator in $`H^3(SU(3))`$. Because of (2.3), there is an induced mapping $$cs:/$$ on the quotient spaces. As is well-known \[T\], the gradient of $`cs`$ is given by $$cs(A)=\frac{1}{4\pi ^2}FA,$$ $`2.4`$ and so the set of critical points of $`cs`$ coincides with the moduli space $`_{SU(3)}(X)`$ $`=𝒜_{\text{flat}}/𝒢`$ $`2.5`$ $`=\{[A]F_A=0\}`$ of gauge equivalent classes of flat $`SU(3)`$-connections on $`X`$. By taking the intersection with the strata on $``$, we obtain an induced stratification on $`_{SU(3)}(X)`$. In fact, because of (2.1), we can give an explicit description of all these strata. First of all, we have the top strtum of irreducible, flat, $`SU(3)`$-connections denoted by $`_{SU(3)}^{}`$. Then we have the stratum consisting of $`SU(3)`$-connections which are the sum of an irreducible, flat, $`SU(2)`$-connection and a trivial product, $`U(1)`$-connection. Since this last stratum is isomorphic to the moduli space of irreducible, flat, $`SU(2)`$-connections, we wil denote it by $`_{SU(2)}^{}`$. Finally, there is the stratum $`[\theta ]`$ consisting of the single, isolated, trivial $`SU(3)`$-connection. To obtain a well-defined invariant, Boden and Herald perturb the Chern-Simons functional so that the resulting critical points are finite number of regular points, i.e. points cut out transversely by the equation \[BH\]. Following the idea of Floer and others \[F\] in $`SU(2)`$-gauge theory, they consider the space $``$ of admissible perturbations consisting of a collection of $`n`$ solid tori $`\gamma _i:S^1\times D^2X,1in`$, and invariant functions $`\tau _i:SU(3)`$ and compactly supported 2-form $`\eta `$ on $`D^2`$ with $`_{D^2}\eta =1`$. Then, for each element in $``$, the perturbation is given by adding to the Chern-Simons functional the following: $$h(A)=\underset{i=1}{\overset{n}{}}_{D^2}\tau _i(hol_i(x,A))\eta (x)𝑑x$$ where $`hol_i(x,A)`$ is the holonomy of the connection $`A`$ around the loop $`\gamma _i(S^1\times x)`$. Note that $`h`$ is invariant under gauge transformation and so $`Acs(A)+h(A)`$ descends to a function on $``$. After taking the differential, we obtain a section of $`𝒜\times \mathrm{\Omega }^1(X;su(3))`$ $`\zeta _h:𝒜`$ $`\mathrm{\Omega }^1(X;su(3))`$ $`A`$ $`{\displaystyle \frac{1}{4\pi ^2}}F_A+h`$ A connection is said to be $`h`$-perturbed flat if it satisfies the equation $`\frac{1}{4\pi ^2}F_A+h=0`$. The set of all gauge equivalent classes of such connections forms a moduli space, called the perturbed moduli space $`_{SU(3),h}(X)=\zeta _h^1(0)/𝒢`$. and has many properties of $`_{SU(3)}`$: For example it is compact (Proposition 2.9 of \[BH\]). In Theorem 3.13 of \[BH\], it is shown that, inside the space $`(ϵ_0)`$ of small ($`hϵ_0`$), admissable perturbations, there exists a Baire set $`(ϵ_0)^{}`$ of perturbations under which $`_{SU(3),h}(X)`$ is regular. Moreover, for any two perturbations $`h_1,h_1`$, in $`(ϵ_0)^{}`$, there exits a path $`h_t`$ of small perturbations connecting $`h_1,h_1`$ such that the parametrized moduli space $`W=\{(A,t)𝒜\times [1,1]\zeta _{h_t}(A)=0\}`$ is also regular. The precise definition of small perturbation $`h(ϵ_0)`$ is in Proposition 3.7 of \[BH\]. Basically, $`ϵ_0`$ is chosen so that Since $`𝒜_{flat}`$ is disjoint from those strata with isotropy subgroups $`S(U(1)\times U(1)\times U(1)),S(U(1)\times U(2))`$ we can choose $`ϵ_0`$ so small that by (2.6) the perturbed moduli space $$_{SU(3),h}(X)=_{SU(3),h}^{}(X)_{S(U(1)\times U(1))}^{}(X)[\theta ],$$ in other words, a $`h`$-perturbed flat $`SU(3)`$-connectin is either irreducible or with isotropy subgroup $`U(1)`$ or $`SU(3)`$. Another consequence of (2.6), (2.7) is that associated to a $`h`$-perturbed flat connection $`A`$, there is a unique component $`\widehat{A}`$ of flat connections which is within $`ϵ_0`$-distance. From this there is a well defined invariant $$SF(\theta ,A,h;s(u(1)\times u(2)))2cs(\widehat{A})$$ where the ambiguity of the path-dependent spectral flow $`SF(\theta ,A,h;s(u(1)\times U(2)))`$ is cancelled by the corresponding choice in $`cs(\widehat{A})`$, as explained in §1. We will need several closely related spectral flows whose definitions can all be traced back to the linearized operator of $`\zeta _h`$ : $$d_{A,h}=d_A4\pi ^2\text{Hess}h(A):\mathrm{\Omega }^1(X;su(3))\mathrm{\Omega }^1(X;su(3))$$ where Hess $`h(A)`$ is the Hessian of $`h`$. In terms of $`d_{A,h}`$, there is the self adjoint, Fredholm operator $`K(A,h;su(3))`$ given by $`K(A,h,su(3)):`$ $`(\mathrm{\Omega }^0\mathrm{\Omega }^1)(X;su(3))(\mathrm{\Omega }^0\mathrm{\Omega }^1)(X;su(3))`$ $`2.8`$ $`(\xi ,a)(d_Aa,d_a\xi +d_{A,h}(a)`$ Similarly, for a connection $`A𝒜`$ with isotropy subgroup $`U(1)`$, the structure group of $`A`$ can be reduced to $`S(U(1)\times U(2))`$. Hence we can form the operator $`K(A,h,s(U(1)\times u(2))`$ by taking the tensor product of the self-adjoint operator in (2.8) with the adjoint representation $`s(u(1)\times u(2))`$. All the above are real self-adjoint operators, and so when we discuss its spectral flow we count the number of real eigenspaces crossing a $`(ϵ/ϵ)`$-reference line. However, for a $`S(U(1)\times U(1))`$-connection $`A`$, we also have the complex operator $`K(A,h;^2)`$ obtained by coupling the self-adjoint operator with the regular representation $`^2`$ of $`S(U(1)\times U(1))`$. Following the convention in \[BHKK\], the spectral flows for these operators are referred to the number of complex eigenspaces crossing the $`(ϵ/ϵ)`$\- reference line. In the background of all these, there is also the deformation complex: $`\mathrm{\Omega }^0(X;su(3))`$ $`\stackrel{d_A}{}\mathrm{\Omega }^1(X;su(3))\stackrel{d_{A,h}}{}`$ $`\mathrm{\Omega }^1(X;su(3))`$ $`\stackrel{d_A^{}}{}\mathrm{\Omega }^0(X;su(3))`$ associated to a $`h`$-perturbed flat, $`SU(3)`$-connection $`A`$. In \[BH\], it is shown that this is a Fredholm, elliptic complex with $`H^0(X;su(3))=\text{Ker}d_A`$ and $`H_{(A,h)}^1(X;su(3))=\text{Ker}(d_{(A,h)})/Imd_A`$. In particular, for a $`h`$-perturbed flat $`SU(3)`$-connection $`A`$, we have $$\text{Ker}K(A,h;su(3))=H^0(X;su(3))H_{(A,h)}^1(X;su(3)),$$ and when $`A`$ is irreducible $`H^0(X;su(3))=0`$ and the vanishing of the kernel of $`K(A,h,su(3))`$ is the same as the vanishing of $`H_{(A,h)}^1(X;su(3))`$. Given a path $`\{A_t0t1\}`$ of connections from the trivial $`SU(3)`$-connection, denoted by $`\mathrm{\Theta }`$, to the connection $`A=A_1`$, we have the family of self-adjoint, Fredholm operators $`K(A_t,h;su(2))`$ and hence its spectral flow $`SF(\mathrm{\Theta },A,h;su(3))`$. Although the latter depends on the choice of paths, it only enters into our discussion through the expression $`(1)^{SF(\mathrm{\Theta },A,h;su(3))}`$ for the sign. Since the ambiguity due to the choice of paths of $`SF(\mathrm{\Theta },A,h;su(3))`$ is 12 (see Prop 4.3 of \[BH\]), this last sign is well-defined. Similarly for a path $`\{A_t0t1\}`$ of $`S(U(1)\times U(2))`$-connections from the trivial representation, here denoted by $`\theta `$, we have the spectral flows $`SF(\theta ,A,h;s(u(1)\times u(2)))`$ and $`SF(\theta ,A,h;^2)`$ for the two families of self-adjoint operators $`K(A_t,h;s(u(1)\times u(2)))`$ and $`K(A_t,h;^2)`$. The ambiguities due to the choice of paths for $`K(A_t,h;s(u(1)\times u(2)))`$ are 8 and for $`K(A_t,h;^2)`$ are 2. Once again we suppress this dependence because they come into our application either as $`(1)^{SF(\theta ,A,h;s(u(1)\times u(2)))}`$ or as $`SF(\theta ,A,h;s(u(1)\times u(2)))cs(\widehat{A})`$. Here, in the second case, the ambiguities have been compensated by the Chern-Simons term. With a choice of small perturbation $`h`$ which makes $`_{SU(3),h}(X)`$ regular and with the convention of spectral flows as explained above, Boden and Herald define their invariant $`\lambda _{SU(3)}(X)`$ by the formula (1.2). The following is their main theorem (Theorem 1 of \[BH\]). ###### Theorem 2.11 Suppose $`X`$ is an integral homology $`3`$-sphere. For generic small perturbation $`h,_{SU(3),h}^{}(X)`$ and $`_{SU(2),h}^{}(X)`$ are smooth, compact, 0-dimensional manifolds. Choose a representative $`A`$ for each orbit $`[A]_{SU(3),h}^{}(X)`$ and in case $`[A]_{SU(2),h}^{}(X)`$ choose also a flat connection $`\widehat{A}`$ close to $`A`$. Define $`\lambda _{SU(3)}(X)`$ as in (1.2). Then for $`h`$ sufficiently small, $`\lambda _{SU(3)}(X)`$ is independent of $`h`$ and the Riemannian metric and hence is a well-defined topological invariant of $`X`$. ## 3. Correction term via Floer chain complex Recall that the reason for introducing the Chern-Simons term $`cs(\widehat{A})`$ is to make the expression $`[SF(\theta ,A,h;^2)2cs(\widehat{A})]`$ well defined, independent of the choice of path. However there are other devices which can achieve the same goal. ###### Lemma (3.1) If we use the same path $`\{A_t0t1\},A_0=\theta ,A_1=A`$ in computing the spectral flows $`SF(\theta ,A,h;^2),SF(\theta ,A,h;s(u(1)\times u(2)))`$, then the difference $`\left[SF(\theta ,A,h;^2)(1/4)\left(SF(\theta ,A,h;s\left(u(1)\times u(2)\right))\right)\right]`$ is well-defined, independent of the choice of paths $`\{A_t0t1\}`$. ###### Demonstration Proof The ambiguities in $`SF(\theta ,A,h;^2)`$ and $`SF(\theta ,A,h;s(u(1)\times u(2))`$ are the result of the nontrivial nature of the fundamental group of the gauge space $`\pi _1((S(U(1)\times U(2)))=\pi _0(\text{Map}(X,U(2))=`$. A straightforward computation shows that they are 8 for $`SF(\theta ,A,h;s(u(1)\times u(2)))`$ and 2 for $`SF(\theta ,A,h;^2)`$. Hence, they cancel out in taking the difference $`SF(\theta ,A,h;^2))(1/4)(SF(\theta ,A,h;s(u(1)\times u(2)))`$. In view of (3.1),we can replace $`\lambda _{SU(3)}^{\prime \prime }(X)`$ in (2.10) by the expression: $`\mathrm{\Lambda }_{SU(3)}^{\prime \prime }(X)=`$ $`{\displaystyle \underset{[A]_{S(U(1)\times U(2)),h}^{}(X)}{}}`$ $`(1)^{SF(\theta ,A,h;s(u(1)\times u(2)))}[SF(\theta ,A,h;^2)`$ $`(1/4)SF(\theta ,A,h;s(u(1)\times u(2)))+(5/8)]`$ This has the advantage that we can free ourselves from the restriction of using only small perturbations. On the other hand without the assumption of small perturbation a new phenomenon has occurred. Namely, during a parametrized family of perturbations $`h_t`$ a pair of $`h_t`$-perturbed connections $`A_t(1),A_t(2)`$ from different components of $`_{S(U(1)\times U(2))}^{}`$ can annihilate each other, as in the birth-death point situation in parametrized Morse theory. In fact, as we will see such an annihilation will cause a jump in the sum 3.2 and to compensate for this we have to introduce a tertiary correction term from the Floer chain complex. From now on, we consider the space of admissible perturbations $`h`$ without the assumption of being small, i.e. $`(2.6),(2.7)`$. Note that the choice of Wilson’s loops $`\gamma _i:S^1\times D^2X`$ and the invariant functions $`\tau _i:SU(3)`$ are the same as in those in Floer’s work. In particular, when we restrict to the stratum $`𝒜_{S(U(1)\times U(2))}`$, we obtain the analogue of Floer’s theory. Namely, we have a chain complex $`FC_{}(X,h)`$ over $`/2`$, which has the elements of $`_{S(U(1)\times U(2)),h}^{}(X)`$ as generators and is indexed by the Floer degree. This Floer degree for a $`h`$-perturbed flat connection $`A`$ is given by $`SF(K(A_t,h,s(u(1)\times u(2)))`$ mod 8 where $`A_t`$ is any path of connections from the trivial connection $`\theta `$ to $`A`$. Hence associated to $`h`$, we have the integer $`\text{Floer }(X,h)={\displaystyle \underset{p=0}{\overset{7}{}}}(1)^pdim_{/2}\{\text{ image of }d:FC_{p+1}(X,h)FC_p(X,h)\}`$ where the chain complex is a slight extension of Floer’s treatment for $`SU(2)`$ to $`S(U(1)\times U(2))`$. The associated Floer homology is the same since by concentrating on small perturbations near $`𝒜_{SU(2)}`$, we can deform $`FC_{}(X,h)`$ back to the $`SU(2)`$ situation. Note that the integer $`\text{Floer }(X,h)`$ is sensitive to the perturbation $`h`$ and is precisely a device which can account for the birth-death points between different perturbations. With the Floer correction term as explained above, the perturbative $`SU(3)`$-Casson invariant $`\mathrm{\Lambda }_{SU(3)}(X)`$ of an integral homology 3-sphere $`X`$ is defined by the formula (1.3). Remark (3.3) As we will see in §4, the reason for $`(5/8)`$ in the formula of $`\mathrm{\Lambda }_{SU(3)}^{\prime \prime }(X)`$ is a normalization factor to make sure that our invariant has the property: $`\mathrm{\Lambda }_{SU(3)}(X)=\mathrm{\Lambda }_{SU(3)}(X)`$. From Definition (1.3) it is clear that $`8\mathrm{\Lambda }_{SU(3)}`$ is an integer; however $`4\mathrm{\Lambda }_{SU(3)}`$ is already an integer because $`\mathrm{\Sigma }(1)^{SF(\theta ,A,h;s(u(1)\times u(2)))}`$ is divisible by 2. ###### Theorem 3.4 The number $`\mathrm{\Lambda }_{SU(3)}(X)`$ is independent of the Riemannian metric on $`X`$ and the admissible perturbation $`h`$ with the property that the h-perturbed flat connections have isotropy group $`/3`$ or $`U(1)`$, and hence gives a well-defined, topological invariant of the integral homology 3-sphere $`X`$. ###### Demonstration Proof For the most part, we follow the argument of Boden and Herold in \[BH\] in establishing the well-definedness of $`\lambda _{SU(3)}(X)`$. First of all, as in Theorem 3.13 of \[BH\], there exists a Baire set $`^{}`$ of admissible perturbations (not necessarily small) such that for $`h^{}`$, an $`h`$-perturbed flat connection $`A`$ has isotropy subgroup $`_3`$ (irreducible case) or $`U(1)`$ (reducible case). In the irreducible case, $`\text{Ker}(K(A,h;su(3)))=0`$ and in the reducible case $`\text{Ker}(K(A,h;^2))=\text{Ker}(K(A,h;s(u(1)\times u(2)))=0`$. These are referred to as the regularity conditions because under these conditions the moduli spaces $`_{SU(2),h}^{}(X)`$ and $`_{S(U(1)\times U(2)),h}^{}(X)`$ are smooth, 0-dimensional oriented compact manifolds. In particular, they consist of finitely many points (up to gauge equivalence) and using the data associated to them we can compute the sum $`\mathrm{\Lambda }_{SU(3)}(X)=\mathrm{\Lambda }_{SU(3)}^{}(X)+\mathrm{\Lambda }_{SU(3)}^{\prime \prime }(X)(1/4)\text{ Floer }(X,h)`$ as in (1.3). Now for two such perturbations $`h_0,h_1`$, we can connect them up by a path of admissible perturbations $`\rho =\{h(t)0t1\}`$ such that the parametrized moduli space $`W_\rho `$ of $`h(t)`$-perturbed flat connections is regular. More precisely, $`W_\rho =W_\rho ^{}W_\rho ^r`$ with $`W_\rho ^{}`$ a space of irreducible $`SU(3)`$-connections and $`W_\rho ^r`$ a space of $`S(U(1)\times U(2))`$-connections. Both $`W_\rho ^{}`$ and $`W_\rho ^r`$ are properly embedded, smooth, oriented 1-manifold with boundary where the boundary of $`W_\rho ^{}`$ is the union $`_{SU(3),h_0}^{}_{SU(3),h_1}^{}F`$ with $`F`$ is a finite set of points in $`W_\rho ^r`$. and the boundary of $`W_\rho ^r`$ is $`_{S(U(1)\times U(2)),h_0}^{}_{S(U(1)\times U(2)),h_1}^{}`$. Note that $`W_\rho ^r`$ may contain circle components. However, the regularity condition for parametrized family implies that they are finitely in number because each gives rise to critical points with respect to the projection in t-direction and there are finitely many such critical points. Thus by partitioning $`[0,1]`$ into small intervals $`[t(i),t(i+1)],0=t(0)<t(1)<\mathrm{}<t(n)=1`$ in a suitable fashion, we can break down these circles as a union of arcs whose intersection with the closure $`\overline{W_\rho ^{}}`$ lie in the interior of these arcs. Since $`\frac{\mathrm{\Lambda }_{SU(3),h_1}\mathrm{\Lambda }_{SU(3),h_0}=}{i=0^{n1}[\mathrm{\Lambda }_{SU(3),h_{t(i+1)}}\mathrm{\Lambda }_{SU(3),h_{t(i)}}]}`$ is additive, we can concentrate on the parametrized families over these small intervals $`[t(i),t(i+1)]`$. In short, we can assume that no circle components exist in $`W_\rho ^r`$. In view of the above discussion, let $`S(0,1)`$ denote the union of curves in $`W_\rho ^r`$ that pass from $`t=0`$ to $`t=1`$, $`S(0,0)`$ denote those that pass from $`t=0`$ to $`t=0`$, and $`S(1,1)`$ to form $`t=1`$ to $`t=1`$. To simplify our notation, we list them as parametrized curves: $`S(0,1)`$ $`=\{\gamma (j,u)0u1,j=1,\mathrm{},N\}`$ $`S(0,0)`$ $`=\{\gamma ^{}(j^{},u)0u1,j^{}=1,\mathrm{},N^{}\}`$ $`S(1,1)`$ $`=\{\gamma ^{\prime \prime }(j^{\prime \prime },u)0u1,j^{\prime \prime }=1,\mathrm{},N^{\prime \prime }\}`$ As we move along a curve $`\{\gamma (j,u)0u1\}`$ in $`S(0,1)`$ Taubes \[T\] shows that the “tangential” signs $`(1)^{SF(\theta ,A,h;s(u(1)\times u(2))}`$ at the two ends agree. Denote this common value by $`s_{n(j)}=s_{n(\gamma (j,0))}=s_{n(\gamma (j,1))}`$. On the other hand, by \[BH\] there are precisely $`s_{n(j)}[SF(K(\gamma (j,u),h;^2)0u1)]`$ many $`h`$-perturbed flat, irreducible $`SU(3)`$ connections sinking into or emitting from this curve, each of which is counted with sign $`(1)^{SF(K(A,h;su(3))}`$. Hence we have $`\frac{\text{Sum}(01)=}{j=1^Ns_{n(j)}[SF(K(\gamma (j,u),h;^2)0u1)].}`$ Similarly, for a curve $`\gamma ^{}(j^{},u)0u1`$ in $`S(0,0)`$ it follows from \[T\] that the “tangential signs” $`(1)^{SF(\theta ,A,h;s(u(1)\times u(2))}`$ disagree. So we orient the curve in such a way that it traces form sign $`1`$ to sign $`+1`$. Then, in \[BH\], it is shown that there are $`[SF(K(\gamma ^{}(j^{},u),h;^2)0u1)]`$ many $`h`$-perturbed flat, irreducible, $`SU(3)`$-connections sinking into (or emitting from if negative) points on this curve, counted with the signs, $`(1)^{SF(K(A,h;su(3))}`$. In toto, they give $`\frac{\text{Sum}(00)=}{j^{}=1^N^{}\left[SF(K(\gamma ^{}(j^{},u),h;^2)u1)\right]}`$. The analysis for a curve $`\gamma ^{\prime \prime }(j^{\prime \prime },u)0u1`$ in $`S(1,1)`$ is the same. From \[T\], the tangential signs at the two ends disagree and we orient the curve so that it travels from $`1`$ to $`+1`$. From \[BH\], during its history, there are precisely $`+[SF(K(\gamma ^{\prime \prime }(j^{\prime \prime },u),h;^2)0u1)]`$ many $`h`$-perturbed flat, irreducible, $`SU(3)`$-connections sinking into (or emitting from) points on this curve, counted with their signs, $`(1)^{SF(K(A,h;su(3))}`$. They give the sum: $`\frac{\text{Sum}(11)=}{j^{\prime \prime }=1^{N^{\prime \prime }}[SF(K(\gamma ^{\prime \prime }(j^{\prime \prime },u),h;^2)0u1)].}`$ Note that an irreducible $`SU(3)`$-connection in $`_{SU(3),h_0}^{}(X)`$ at $`t=0`$ can either travel all the way to $`_{SU(3),h_1}^{}(X)`$ at $`t=1`$ or be destroyed (likewise created) along the paths in $`S(0,1),S(0,0),S(1,1)`$. In the first case, by \[T\], the contribution of the two end points cancel each other in the difference $`\mathrm{\Lambda }_{SU(3),h_0}^{}\mathrm{\Lambda }_{SU(3),h_1}^{}`$ while in the second case it enters as a term in $`\text{Sum}(01),\text{Sum}(00),\text{Sum}(11)`$ (respectively for points created). Thus we have the formula $`\mathrm{\Lambda }_{SU(3),h_0}^{}\mathrm{\Lambda }_{SU(3),h_1}^{}=\text{Sum}(01)+\text{Sum}(00)\text{Sum}(11)`$ $`3.5`$ To prove (3.4), we add the term $`\mathrm{\Lambda }_{SU(3),h_0}^{\prime \prime }\mathrm{\Lambda }_{SU(3),h_1}^{\prime \prime }`$ to the two sides of (3.5) to get: $`\left[\mathrm{\Lambda }_{SU(3),h_0}^{}\mathrm{\Lambda }_{SU(3),h_0}^{\prime \prime }\right]\left[\mathrm{\Lambda }_{SU(3),h_1}^{}\mathrm{\Lambda }_{SU(3),h_1}^{\prime \prime }\right]`$ $`3.6`$ $`=\text{Sum}(01)+\text{Sum}(00)\text{Sum}(11)+\left[\mathrm{\Lambda }_{SU(3),h_0}^{\prime \prime }\mathrm{\Lambda }_{SU(3),h_1}^{\prime \prime }\right]`$ The idea is to rewrite the right hand side so that it can be identified with the difference of Floer correction terms. Note that, for a path $`\{\gamma (u)0u1\}`$ of $`S\left(U(1)\times U(2)\right)`$-connections, the difference of the two spectral flows $`[SF(\theta ,\gamma (1),h;^2)`$ $`{\displaystyle \frac{1}{4}}SF(\theta ,\gamma (1),h;s(U(1)\times U(2)))]`$ $`[SF(\theta ,\gamma (0),h;^2)`$ $`{\displaystyle \frac{1}{4}}SF(\theta ,\gamma (0),h;s(U(1)\times U(2)))]`$ can be simplified into $$SF\left[K(\gamma (u),h;^2)0u1\right]\frac{1}{4}SF\left[K(\gamma (u),h;s(u(1)\times u(2)))0u1\right]$$ by the additivity of spectral flows. We will apply this device to the terms in $`\mathrm{\Lambda }_{SU(3),h_0}^{\prime \prime }(X)\mathrm{\Lambda }_{SU(3),h_1}^{\prime \prime }(X)`$ which correspond to pairs of points, connected up by paths in $`S(01),S(00),S(11)`$. For example, along a curve $`\gamma (j,u)`$ in $`S(01)`$ the signs $`s_{(\gamma (j,u))}`$, at the two ends $`u=0,1`$ are the same, and so in the difference $`\mathrm{\Lambda }_{SU(3),h_0}^{\prime \prime }(X)\mathrm{\Lambda }_{SU(3),h_1}^{\prime \prime }(X)`$ we have $`s_{(\gamma (j,1))}\left[SF(\theta ,\gamma (j,1),h;^2){\displaystyle \frac{1}{4}}SF(\theta ,\gamma (j,1),h;s(u(1)\times u(2)))\right]`$ $``$ $`s_{(\gamma (j,0))}\left[SF(\theta ,\gamma (j,0),h;^2){\displaystyle \frac{1}{4}}SF(\theta ,\gamma (j,0),h;s(u(1)\times u(2)))\right]`$ $`=`$ $`s_{(\gamma (j,0))}[SF(K(\gamma (j,u),h;)0u1)`$ $`{\displaystyle \frac{1}{4}}SF\left(K(\gamma (j,u),h;s(u(1)\times u(2))0u1)\right)].`$ Note that the first sum cancels the contribution to the sum $`S(01)`$ by the same curve $`\gamma (j,u)`$. Similarly, along a curve $`\gamma ^{}(j,u)`$ in $`S(00)`$, we have the following contribution to $`\mathrm{\Lambda }_{SU(3),h_0}^{\prime \prime }(X)\mathrm{\Lambda }_{SU(3),h_1}^{\prime \prime }(X)`$: $`s_{(\gamma ^{}(j^{},1))}[SF(\theta ,\gamma ^{}(j^{},1),h;^2){\displaystyle \frac{1}{4}}SF(\theta ,\gamma ^{}(j^{},1),h;s(u(1)\times u(2)))]`$ $`s_{(\gamma ^{}(j^{},0))}\left[SF(\theta ,\gamma ^{}(j^{},0),h;^2){\displaystyle \frac{1}{4}}SF(\theta ,\gamma ^{}(j^{},0),h;s(u(1)\times u(2)))\right]`$ $`=`$ $`[SF(K(\gamma ^{}(j^{},u),h;^2)0u1)`$ $`{\displaystyle \frac{1}{4}}SF(K(\gamma ^{}(j^{},u),h,s(u(1)\times u(2)))0u1)].`$ In the last line, the first term cancels the corresponding contribution to $`\text{Sum}(00)`$ in 3.6 by the curve. The same works for a curve $`\gamma ^{\prime \prime }(j^{\prime \prime },u)`$ in $`S(11)`$ and provides us with the contribution to $`\mathrm{\Lambda }_{SU(3),h_0}^{\prime \prime }(X)\mathrm{\Lambda }_{SU(3),h_1}^{\prime \prime }(X)`$: $`s_{(\gamma ^{\prime \prime }(j^{\prime \prime },1))}\left[SF(\theta ,\gamma ^{\prime \prime }(j^{\prime \prime },1),h;^2){\displaystyle \frac{1}{4}}SF(\theta ,\gamma ^{\prime \prime }(j^{\prime \prime },1),h;s(u(1)\times u(2)))\right]`$ $`+`$ $`s_{(\gamma ^{\prime \prime }(j^{\prime \prime },0))}\left[SF(\theta ,\gamma ^{\prime \prime }(j^{\prime \prime },0),h;^2){\displaystyle \frac{1}{4}}SF(\theta ,\gamma ^{\prime \prime }(j^{\prime \prime },0),h;s(u(1)\times u(2)))\right]`$ $`=`$ $`+[SF(K(\gamma ^{\prime \prime }(j^{\prime \prime },u),h;^2)0u1)`$ $`(1/4)SF(K(\gamma ^{\prime \prime }(j^{\prime \prime },u),h;s(u(1)\times u(2)))0u1)].`$ Once again, this last term cancels the contribution to $`\text{Sum}(11)`$ in 3.6 by the same curve. Thus we can rewrite 3.6 as follows: $`\left[\mathrm{\Lambda }_{SU(3),h_0}^{}(X)+\mathrm{\Lambda }_{SU(3),h_0}^{\prime \prime }(X)\right]\left[\mathrm{\Lambda }_{SU(3),h_0}^{}(X)+\mathrm{\Lambda }_{SU(3),h_1}^{\prime \prime }(X)\right]`$ $`3.7`$ $`=`$ $`(1/4)\left[\text{Sum}^{}(01)+\text{Sum}^{}(00)\text{Sum}^{}(11)\right].`$ Here the sums $`\text{Sum}^{}(01),\text{Sum}^{}(00),\text{Sum}^{}(11)`$ are obtained from the correspoinding sums $`\text{Sum}(01),\text{Sum}(00),\text{Sum}(11)`$ by replacing the spectral flow of the normal operator $`K(A_t,h;^2)`$ by the corresponding tangential operator $`K(A_t,h;s(u(1)\times u(2))`$ over the same path of connections $`A_t`$. To complete the proof of 3.4, it remains to show that the sum on the right hand side of 3.7 is $`(1/4)\left[\text{Floer }(X,h_0)\text{Floer }(X,h_1)\right]`$. For this, we observe that $`\text{Sum}^{}(01)=0`$ because by regularity the kernel of the operator $`K(\gamma (j,u),h;s(u(1)\times u(2))`$ is zero for every $`u,\mathrm{\hspace{0.33em}0}u1`$. On the other hand, the spectral flows in $`\text{Sum}^{}(00)`$ and $`\text{Sum}^{}(11)`$ are not always zero as the kernels of $`K(\gamma ^{}(j^{},u),h;s(u(1)\times u(2)))`$ and $`K(\gamma ^{\prime \prime }(j^{\prime \prime },u),h,s(u(1)\times u(2)))`$ may have jumps at critical points of $`t\left(\gamma ^{}(j^{},u)\right)`$ and $`t\left(\gamma ^{\prime \prime }(j^{\prime \prime },u)\right)`$. The situation can be explained in terms of deformations of Floer chain complexes. In the language of parametrized Morse theory, a Floer chain complex can be deformed from one to another by a sequence of four moves: Furthermore, in the above Moves, the generators, other than those pairs from birth-death points, move smoothly with constant Floer index and zero tangential spectral flows. While in a neighborhood of a birth point in Move 3, we have pairs of generators with consecutative Floer indice $`p,p+1`$. These pairs of generators trace out a curve $`\{\gamma (t),0t1\}`$, and the tangential spectral flow $`SF(K(\gamma (t),h;s(u(1)\times u(2))0t1\}`$ along this curve equals 1 as it starts from index $`p`$ and ends at index $`p+1`$. In the case of the death point, this is just the opposite. Hence in Moves 1, 2, the expression $`\left[\text{Sum}^{}(01)+\text{Sum}^{}(00)\text{Sum}^{}(11)\right]`$ is unchanged. In Move 3, this sum is increased by $`(1)^{p+1}(p+1)+(1)^pp=(1)^p`$, and in Move 4, it is decreased by $`(1)^p`$. We now show that the Floer correction term Floer $`(X,h)`$ changes in the same way. Let $`C_i(1),B_i(1),Z_i(1)`$ be the $`i^{\text{th}}`$-chains, $`i^{\text{th}}`$-boundaries, $`i^{\text{th}}`$-cycles associated to the mod 2 Floer chain complex before making any move. Let $`C_i(2),B_i(2),Z_i(2)`$ be the corresponding $`_2`$-vector spaces after one of the above moves. In Move 1, the dimension of all these are unchanged since the Floer chain complexes before aand after are identical. For the second Move, the only changes are in the differentials from $`(p+1)`$\- to $`p`$-chains and from $`p`$\- to $`(p1)`$-chains, and so $`dimB_i(1)=dimB_i(2)`$, for $`ip,p1`$. As for $`p,p1`$ terms, we have $`dimB_p(1)`$ $`=dimC_{p+1}(1)dimZ_{p+1}(1)`$ $`=dimC_{p+1}(1)dimFH_{p+1}dimB_{p+1}(1).`$ Since the last terms are the same for the chain complex after the move, it follows that $`dimB_p(1)=dimB_p(2)`$. Similarly, we have $`dimB_{p1}(1)=dimZ_{p1}(1)dimFH_{p1}`$. As the latter are the same for both complexes, we have $`dimB_{p1}(1)=dimB_{p1}(2)`$. Consequently, in Move 2 the Floer correction term Floer $`(X,h)`$ is unchanged. Consider the third Move where the dimension of $`C_p(1),C_{p+1}(1)`$ are increased by $`+1`$ in going to $`C_p(2),C_{p+1}(2)`$. Again $`dimB_i(1)=dimB_i(2)`$ for $`ip+1,p,p1`$. As in the above but with degree shifting by 1, we have $`dimB_{p+1}(1)`$ $`=dimC_{p+2}(1)dimZ_{p+2}(1)`$ $`=dimC_{p+2}(1)dimFH_{p+2}dimB_{p+2}(1).`$ Since these agree before and after, we have $`dimB_{p+1}(1)=dimB_{p+1}(2)`$. Using this last equality, it also follows that $`dimB_p(1)`$ $`=dimC_{p+1}(1)dimZ_{p+1}(1)`$ $`=dimC_{p+1}(1)dimFH_{p+1}dimB_{p+1}(1)`$ $`=\left[dimC_{p+1}(2)1\right]dimFH_{p+1}dimB_{p+1}(2)`$ $`=dimB_{p+1}(2)1.`$ Finally, by working from the lower degree end, we can deduce the formula $`dimB_{p1}(1)=dimZ_{p1}(1)dimFH_{p1}`$. As these last terms are the same for the chain complex after the Move, we have $$dimB_{p1}(1)=dimB_{p1}(2).$$ Consequently, we can conclude that the Floer correction term Floer $`(X,h)`$ is changed by $`(1)^p`$ in Move 3. Similarly, in Move 4, the Floer correction term Floer $`(X,h)`$ is changed by $`(1)^p`$. Since the argument is the same as above, we will omit the details in here. Thus we may conclude that for a generic homotopy of perturbations the change in $`\left[\text{Sum}^{}(01)+\text{Sum}^{}(00)\text{Sum}^{}(11)\right]`$ is the same as the change in $`\text{Floer}(X,h)`$. This completes the proof that our invariant $`\mathrm{\Lambda }_{SU(3)}(X)`$ is independent of all the choices. ## 4. Properties of $`𝚲_{𝕊𝕌(\mathrm{𝟛})}(𝕏)`$ The $`SU(3)`$-Casson invariants $`\lambda _{SU(3)}(X)`$ and $`\mathrm{\Lambda }_{SU(3)}(X)`$ are clearly different; nonetheless they share many common properties. For example, if all the irreducible, flat, $`SU(2)`$-connections of $`X`$ are cut out tranversely, i.e. $`H^1(X;s\left(u(1)\times u(2)\right))=H^1(X,^2)=0`$, then no perturbation along $`_{s(u(1)\times u(2))}^{}(X)`$ stratum is necessary. In this case, according to Theorem 5.10 of \[BHKK\], the correction term $`\lambda _{SU(2)}^{\prime \prime }(X)`$ is given by $$\lambda _{SU(3)}^{\prime \prime }(X)=\underset{[A]_{SU(2)}^{}(X)}{}(1)^{SF(\theta ,A,h;SU(2))}\left[\frac{1}{2}\rho \left(K(A;^2)\right)\right]$$ $`4.1`$ where $`\rho \left(K(A;^2)\right)`$ is the $`\rho `$-invariant of the self-dual operator coupled to the regular representation of $`SU(2)`$. A similar result holds for $`\mathrm{\Lambda }_{SU(3)}^{\prime \prime }(X)`$. ###### Proposition (4.2) Suppose $`X`$ is a homology $`3`$-sphere with the property that every irreducible flat $`SU(2)`$-connection $`A`$ has $`H^1(X;su(2)_A)=0`$ and $`H^1(X;_A^2)=0`$. Then there exist admissible perturbations $`h`$ which are zero on a neighborhood of $`_{SU(2)}(X)`$ and with respect to such perturbations: $`\mathrm{\Lambda }_{SU(3)}^{\prime \prime }(X)=`$ $`{\displaystyle \underset{[A]_{SU(2)}^{}(X)}{}}(1)^{SF(\theta ,A;SU(2))}[{\displaystyle \frac{1}{2}}\rho \left(K(A;^2)\right){\displaystyle \frac{1}{8}}\rho \left(K(A,su(2))\right]`$ ###### Demonstration Proof To calculate the spectral flows in $`\mathrm{\Lambda }_{SU(3)}^{\prime \prime }(X)`$, we choose a path of connections $`\{A(t)0t1\}`$ joining the trivial connection $`A(0)=\theta `$ with an element $`A(1)=A`$ in the unperturbed moduli space $`_{SU(2)}^{}(X)`$. Since $`𝒜_{SU(2)}`$ is connected, we can choose the path lying inside $`𝒜_{SU(2)}`$. Note that along this path the coefficients $`s\left(u(1)\times u(2)\right)`$ is decomposed into the sum $`su(2)`$. In particular, the kernel of the operator $`K(A(t);)`$ from the second factor is constant and hence gives no contribution to spectral flow, i.e. $`SF\left[K(A(t);)0t1\right]=0`$. It follows that $`SF\left[K(A(t);s\left(u(1)\times u(2)\right))0t1\right]`$ $`=SF\left[K(A(t);su(2))0t1\right].`$ From (5.4) and (6.5) of \[BHKK\], we have the following: $`SF[K(A(t);^2)0t1]`$ $`4.3`$ $`=2cs(A)+{\displaystyle \frac{1}{2}}\left[\rho \left(K(A(1);^2)\right)\rho \left(K(A(0);^2)\right)\right]`$ $`+{\displaystyle \frac{1}{2}}\left[dim\text{Ker}\left(K(A(1);^2)\right)dim\text{Ker}\left(K(A(0);^2)\right)\right],`$ $`SF\left[K(A(t),su(2))0t1\right]`$ $`=8cs(A)+{\displaystyle \frac{1}{2}}\left[\rho \left(K(A(1);su(2))\right)\rho \left(K(A(0);su(2))\right)\right]`$ $`+{\displaystyle \frac{1}{2}}\left[dim\text{Ker}(K(A(1);su(2)))dim\text{Ker}(K(A(0);su(2)))\right].`$ After substitution of 4.3 into $`\mathrm{\Lambda }_{SU(2)}^{\prime \prime }(X)`$, all the terms except for the $`\rho `$-invariants cancel out and the result is the formula in 4.2. ###### Corollary (4.4) For the Brieskorn homology $`3`$-sphere $`\mathrm{\Sigma }(p,q,r)`$, the difference of the two $`SU(3)`$ Casson invariant $`(\lambda _{SU(3)}\mathrm{\Lambda }_{SU(3)})(\mathrm{\Sigma }(p,q,r))`$ is given by $$\underset{[A]_{SU(2)}^{}(X)}{}(1)^{SF(\theta ,A;SU(2))}[\frac{1}{8}\rho \left(K(A,su(2))\right].$$ ###### Demonstration Proof Note $`\mathrm{\Sigma }(p,q,r)`$ satisfies the transversality condition in 4.2. In addition, its Floer chain complex is concentrated on odd degrees and so Floer $`(\mathrm{\Sigma }(p,q,r),0)=0`$. Our assertion follows immediately from comparing formulas in 4.4 and 4.3. In (5.3) of \[BH\], it has been established that the invariant $`\lambda _{SU(3)}(X)`$ is independent of orientation. We now show that this is also true for the perturbative $`SU(3)`$-Casson invariant $`\mathrm{\Lambda }_{SU(3)}(X)`$. ###### Proposition (4.5) $`\mathrm{\Lambda }_{SU(3)}(X)=\mathrm{\Lambda }_{SU(3)}(X)`$. ###### Demonstration Proof We first consider the effect of reversing the orientation $`XX`$ on the Floer chain complex $`FC_{}(X)`$. As in the usual Morse theory, the effect of changing $`X`$ to $`X`$ is accomplished by changing the perturbed Chern-Simons functional by its negative and so replaces $`C_p(X)`$ by its dual $`C^{3p}(X)=\text{Hom}(C_{3p}(X),/2)`$. Thus, we have $`dimB_p(X)`$ $`=dim\text{ Image }[d:C_{p+1}(X)C_p(X)]`$ $`=dim\text{ Image }[d^{}:C^{3(p+1)}(X)C^{3p}(X)]`$ $`=dim\text{ Image }[d:C_{3p}(X)C_{4p}(X)]`$ $`=dimB_{4p}(X),`$ and so Floer $`(X,h)=\text{Floer }(X,h)`$. On the other hand, the spectral flows change via: $`SF_X(\mathrm{\Theta },A,h;su(3))=SF_X(\mathrm{\Theta },A,h;su(3))8`$ $`SF_X(\theta ,A,h;s(u(1)\times u(2)))=SF_X(\theta ,A,h;s(u(1)\times u(2)))3`$ $`SF_X(\theta ,A,h;^2)=SF_X(\theta ,A,h;^2)2`$ Thus, changing the orientation leaves the signs of the $`SU(3)`$-irreducibles $`[A]_{SU(3)}^{}(X)`$ unchanged as $`(1)^{p8}=(1)^p`$. On the other hand, for a $`h`$-perturbed flat, $`S\left(U(1)\times U(2)\right)`$-connection $`A_{S\left(U(1)\times U(2)\right)}^{}(X)`$, we have $`(1)^{SF_X(\theta ,A,h;s\left(u(1)\times u(2)\right))}[SF_X(\theta ,A,h;^2)`$ $`{\displaystyle \frac{1}{4}}\left(SF_X(\theta ,A,h;^2)\right)+{\displaystyle \frac{5}{8}}]`$ $`=`$ $`(1)^{SF_X(\theta ,A,h;s\left(u(1)\times u(2)\right))}[SF_X(\theta ,A,h;^2)2`$ $`{\displaystyle \frac{1}{4}}(SF_X(\theta ,A,h;s(u(1)\times u(2)))3)+{\displaystyle \frac{5}{8}}]`$ $`=`$ $`(1)^{SF_X(\theta ,A,h;s\left(u(1)\times u(2)\right))}[SF_X(\theta ,A,h;^2)`$ $`{\displaystyle \frac{1}{4}}\left(SF_X(\theta ,A,h;s(u(1)\times u(2)))\right)+{\displaystyle \frac{5}{8}}].`$ Consequently, our invariant $`\mathrm{\Lambda }_{SU(3)}(X)`$ is unchanged when we reverse the orientation of $`X`$. In \[BH2\], Boden and Herold showed that their $`SU(3)`$-Casson invariant satisfy the connect sum formula: $`\lambda _{SU(3)}\left(X_1\mathrm{\#}X_2\right)`$ $`=\lambda _{SU(3)}(X_1)+\lambda _{SU(3)}(X_2)`$ $`4.6`$ $`+4\lambda _{SU(2)}(X_1)\lambda _{SU(2)}(X_2)`$ where $`\lambda _{SU(2)}(X_i)`$ is the normalized $`SU(2)`$-Casson invariant (see \[W\]). For the proof, they consider the connected sum $`X_1\mathrm{\#}X_2`$ as obtained from removing two flat $`3`$-balls $`B_1,B_2`$ from $`X_1,X_2`$ and gluing along the boundaries $`X_1B_1,X_2B_2`$ by an isometry. Then they choose system of loops in $`X_1,X_2`$ away from these balls $`B_1,B_2`$, and based on these loops they choose admissable perturbations $`h_i`$ of the self-dual equation on $`𝒜(X_i)`$. The advantage for this construction is that they can form the sum $`h_1\mathrm{\#}h_2`$ perturbation on $`𝒜(X)`$ such that all the $`h_1\mathrm{\#}h_2`$-perturbation flat connections are obtained from gluing two $`h_i`$-perturbed flat connections from $`X_i`$. However, the moduli space $`_{SU(3),h_1\mathrm{\#}h_2}(X)`$ obtained in this manner is not necessarily regular. Hence, they have to choose an additional perturbation $`h`$ of $`h_1\mathrm{\#}h_2`$ to get a regular moduli space $`_{SU(3),h}(X)`$ for which they can compute $`\lambda _{SU(3)}(X)`$ (see \[BH2\] for details). To conclude this section, we obtain a similar connect sum formula for $`\mathrm{\Lambda }_{SU(3)}(X)`$. ###### Theorem (4.7) Let $`X_1,X_2`$ be integral homology $`3`$-spheres and $`X_1\mathrm{\#}X_2`$ be their connected sum. Then, $`\mathrm{\Lambda }_{SU(3)}\left(X_1\mathrm{\#}X_2\right)=\mathrm{\Lambda }_{SU(3)}\left(X_1\right)+\mathrm{\Lambda }_{SU(3)}\left(X_2\right)+{\displaystyle \frac{9}{2}}\mathrm{\Lambda }_{SU(2)}\left(X_1\right)\mathrm{\Lambda }_{SU(2)}\left(X_2\right)`$ $`{\displaystyle \frac{1}{4}}\left[\text{Floer}(X_1\mathrm{\#}X_2,h)\text{Floer}(X_1,h_1)\text{Floer}(X_2,h_2)\right]`$ where the perturbations $`h_i`$ for $`X_i`$ and $`h`$ for $`X_1\mathrm{\#}X_3`$ are the same as Boden-Herold perturbations in \[BH2\]. ###### Demonstration Proof As in \[BH2\], we choose small perturbations $`h_1,h_2`$ for the self-dual equations of $`𝒜_1,𝒜_2`$ such that $`_{SU(3),h_i}^{}(X_i)=\{A_{ij}j=1,\mathrm{}m_i\}`$ and $`_{SU(2),h_i}^{}(X_i)=\{B_{ij}j=1,\mathrm{}m_i\}`$ consist of respectively isolated, $`h_i`$-perturbed flat $`SU(3)`$-,$`SU(2)`$\- connections. Then with respect to $`h_1\mathrm{\#}h_2`$, the perturbed flat connections in $`𝒜(X_1\mathrm{\#}X_2)`$ are given by the glued connection $`C_1\mathrm{\#}C_2`$ where $`C_1,C_2`$ ranges over the orbits of $`\{\theta _1,A_{1j},B_{1k}\}\times \{\theta _2.A_{2j},B_{2k}\}`$. In particular, when the pair has isotropy subgroups $`\mathrm{\Gamma }_1,\mathrm{\Gamma }_2`$, then the glued connections ranges over a connected component isomorphic to the double coset space $`\mathrm{\Gamma }_1\backslash SU(3)/\mathrm{\Gamma }_2`$. As explained before, it requires a further perturbation $`h`$ to achieve regularity. In \[BH2\], there is an explicit description of all the resulting $`h`$-perturbed flat connections and their spectral flows as follows. The pairs $`A_{1j}\mathrm{\#}\theta _2`$ are single points and remain so after $`h`$-perturbation. They are irreducible $`SU(3)`$-connections with $$SF_{X_1\mathrm{\#}X_2}(\mathrm{\Theta },A_{1j}\mathrm{\#}\theta _2,h;su(3))=SF_{X_1}(\mathrm{\Theta },A_{1j},h;su(3)).$$ The pairs $`B_{1k}\mathrm{\#}\theta _2`$ are also single points and represent irreducible $`SU(2)`$-connections with the same normal, tangential spectral flows as the corresponding spectral flows of $`B_{1k}`$. In particular, the signed coorection term for $`B_{1k}`$ in $`\mathrm{\Lambda }_{SU(3)}^{\prime \prime }(X_1\mathrm{\#}X_2)`$ is the same as the corresponding term for $`B_{1k}`$ in $`\mathrm{\Lambda }_{SU(3)}^{\prime \prime }(X_1)`$. The same holds for the pair $`\theta _1\mathrm{\#}A_{2j},\theta _1\mathrm{\#}B_{2k}`$. It follows that the contribution for these four type of points to $`\mathrm{\Lambda }_{SU(3)}(X_1\mathrm{\#}X_2)`$ is the sum $$(\mathrm{\Lambda }_{SU(3)}(X_1)+\frac{1}{4}\text{Floer}(X_1,h_1))+(\mathrm{\Lambda }_{SU(3)}(X_2)+\frac{1}{4}\text{Floer}(X_2,h_2))$$ Next we consider the pairs $`A_{1j}\mathrm{\#}A_{2k}`$, each of which yields a component of $`SU(3)`$-irreducible connections isomorphic to $`PSU(3)`$. Further perturbation by $`h`$ has the effect of introducing a Morse function $`f`$ to this component with its critical points $`Q_{i,i^{}}`$ as $`h`$-perturbed flat connections associated to this component. The tangential spectral flow $`SF_{X_1\mathrm{\#}X_2}(\mathrm{\Theta },Q_{i,i^{}},h;su(3))`$ of $`Q_{i.i^{}}`$ is given by $$SF_{X_1}(\mathrm{\Theta }_1,A_{1j},h_1;su(3))+SF_{X_2}(\mathrm{\Theta }_2,A_{2k},h_2;su(3))+\text{ index of }f\text{ at}Q_{i,i^{}}$$ Since we add up the signs $`(1)^{SF_{X_1\mathrm{\#}X_2}(\mathrm{\Theta },Q_{i,i^{}},h,su(3))}`$ in computing our invariant and since the Euler number of $`PSU(3)`$ is zero, the total contribution of these points to our invariant $`\mathrm{\Lambda }_{SU(3)}(X_1\mathrm{\#}X_2)`$ is zero. In a similar manner, the pairs $`A_{1j}\mathrm{\#}B_{2k}`$ yields a component of $`SU(3)`$-connections isomorphic to $`SU(3)/U(1)`$. Since the Euler number of the latter is zero, the same analysis shows that these pairs give no contribution to $`\mathrm{\Lambda }_{SU(3)}(X_1\mathrm{\#}X_2)`$. Similarly for the pairs $`B_{1k}\mathrm{\#}A_{2j}`$, they again give no contribution. There remain the pairs $`B_{1k}\mathrm{\#}B_{2k^{}}`$, each of which gives rise to a copy of $`U(1)\backslash SU(3)/U(1)`$. However because the relative position of the two $`U(1)`$’s there are two types of possible gluings with the result of irreducible $`SU(2)`$’s and irreducible $`SU(3)`$’s. In the situation of irreducible $`SU(2)`$’s, the double coset forms a copy of $`RP^3`$ which, upon a Morse function perturbation, breaks into four points $`\{Q_{k,k^{},t},t=0,1,2,3\}`$ indexed by the Morse index $`t`$. The tangential spectral flow $`SF_{X_1\mathrm{\#}X_2}(\theta ,Q_{k,k^{},t},h;s(u(1)\times u(2)))`$ of $`Q_{k,k^{},t}`$ is the sum $`a_1+a_2+t`$ where $`a_1,a_2`$ are respectively the tangential spectral flows $`SF_{X_1}(\theta _1,B_{1k},h_1;s(u(1)\times u(2))`$, $`SF_{X_2}(\theta _2,B_{2k^{}},h_2;s(u(1)\times u(2))`$ of $`B_{1k},B_{1k^{}}`$. As for the normal spectral flows $`SF_{X_1\mathrm{\#}X_2}(\theta ,Q_{k,k^{},t},h;^2)`$, they are the sum $`b_1+b_2`$ for all four points with $`b_i`$ the normal spectral flows $`SF_{X_i}(\theta _i,B_{ik},h_i;^2)`$. Hence the normal contribution to $`\mathrm{\Lambda }_{SU(3)}^{\prime \prime }(X_1\mathrm{\#}X_2)`$ by these four points is $`(1)^{a_1+a_2}(11+11)=0`$, or in other words the total contribution is zero. As for the tangential contribution to $`\mathrm{\Lambda }_{SU(3)}^{\prime \prime }(X_1\mathrm{\#}X_2)`$, we have $`(1/4)(1)^{a_1+a_2}[(a_1+a_2)(a_1+a_2+1)+(a_1+a_2+2)(a_1+a_2+3)]`$ $`=(1/2)(1)^{a_1+a_2}.`$ Therefore, in toto the contribution of these irreducible $`SU(2)`$ representations is $`(1/2)\lambda _{SU(2)}(X_1)\lambda _{SU(2)}(X_2)`$ as $`\lambda _{SU(2)}(X_i)=\mathrm{\Sigma }(1)^{a_i}`$. Note that the constant term $`(5/8)`$ has no effect because it is counted with the tangential signs and so gives $`(11+11)=0`$. We still have to count the contribution from the $`SU(3)`$-irreducible points in $`B_{1k}\mathrm{\#}B_{2k^{}}`$. By making an equivariant Morse function perturbation, each pair $`B_{1k}\mathrm{\#}B_{2k^{}}`$ gives four irreducible $`SU(3)`$\- orbits $`P_{k,k^{},t},t=0,1,2,3`$ with identical sign $`(1)^{a_1+a_2}`$. Consequently, these four points give $`4(1)^{a_1+a_2}`$ and the sum of all of them is $`4\lambda _{SU(2)}(X_1)\lambda _{SU(2)}(X_2)`$. Finally there are also changes in the Floer correction terms which are compensated by $$\text{Floer}(X_1\mathrm{\#}X_2,h)\text{Floer}(X_1,h_1)\text{Floer}(X_2,h_2).$$ Adding up all these, we have the connect sum formula as claimed. ## §5 Calculation of $`SU(3)`$-invariant for $`(2,q)`$-torus knots Given a knot $`TS^3`$, we have an integral homology $`3`$-sphere $`X(T,1/k)`$ given by $`1/k`$-surgery of $`T`$. In turn, these homology $`3`$-spheres provide a sequence of $`SU(3)`$-invariants $`\mathrm{\Lambda }_{SU(3)}(X(T,1/k)),k=\pm 1,\pm 2\mathrm{}`$ of the knot $`T`$. A natural question is the relation of these knot invariants to other known knot invariants (c.f. (5.9)). As a first step, we consider in this section the $`(2,q)`$-torus knot $`T(2,q)`$ and make explicit calcuclation of these $`SU(3)`$-invariants. ###### Theorem 5.1 Let $`X_K`$ denote the integral homology $`3`$-sphere given by $`1/K`$\- surgery of the $`(2,q)`$ torus knot $`T(2,q)`$. Then for $`q=3,5,7,9,`$ the $`SU(3)`$-Casson invariants $`\mathrm{\Lambda }_{SU(3)}(X_K)`$ are as listed in the following table (5.2). \| (2,q)-torus knot \| $`\mathrm{\Lambda }_{SU(3)}(X_K),K>0`$ \| $`\mathrm{\Lambda }_{SU(3)}(X_K),K<0`$ \| \| --- \| --- \| --- \| \| (2,3) \| $`\frac{1}{4}(10K9)K`$ \| $`\frac{1}{4}(10K11)K`$ \| \| (2,5) \| $`\frac{1}{4}(126K79)K`$ \| $`\frac{1}{4}(126K85)K`$ \| \| (2,7) \| $`\frac{1}{4}(540K230)K`$ \| $`\frac{1}{4}(540K242)K`$ \| \| (2,9) \| $`\frac{1}{4}(1540K514)K`$ \| $`\frac{1}{4}(1540K534)K`$ \| Table (5.2) ###### Demonstration Proof As is well-known, the $`1/k`$-surgery of a $`(2,q)`$ torus yields a Brieskorn sphere: $`\mathrm{\Sigma }(2,q,2qk1)`$ for $`K=k>0`$ and $`\mathrm{\Sigma }(2,2q,2qk+1)`$ for $`K=k,k>0`$ with the natural orientation from singularity theory. The invariant $`\lambda _{SU(3)}=\lambda _{SU(3)}^{}+\lambda _{SU(3)}^{\prime \prime }`$ of $`\mathrm{\Sigma }(2,q,2qk\pm 1)`$ have been studied in great details in \[B\],\[BHKK\]. To simplify the notation, we write: (5.3) Here $`ϵ`$ is $`1`$ for $`K=k>0`$ and $`+1`$ for $`K=k<0`$. In terms of $`A(q,K),B(q,K),C(q,K),D(q,K)`$, we have $`\lambda _{SU(3)}(X_K)`$ $`=A(q,K)+B(q,K)`$ $`\mathrm{\Lambda }_{SU(3)}(X_K)`$ $`=A(q,K)+B(q,K)+C(q,K)+D(q,K).`$ In \[B\], Boden has shown that the irreducible $`SU(3)`$-representations $`B_j`$ of $`\pi _1(X_K)`$ all satisfy the regularity condition, i.e. cut out transversely by equation, and contribute with $`Sign(B_j)=(1)^{SF(\mathrm{\Theta },B_j;su(3))}=1`$. Thus no further perturbation is necessary, $`h=0`$, and $`A(q,K)`$ is the number of irreducible $`SU(3)`$-representations of $`\pi _1(X_K)`$, listed in the first column of Table (5.4) below. The aforementioned work of Boden can be regarded as an extension of the results on $`SU(2)`$-representations of $`\pi _1(X_K)`$, all of which satisfy the regularity condition. As in \[B2\], \[FS\], there are $`(q^21)k/4`$ of these $`SU(2)`$ representations $`A_1,\mathrm{},A_{(q^21)k/4}`$ which have odd spectral flow $`SF(\theta ,A_j;su(2))`$ for $`K=k>0`$ and even for $`K=k<0`$. It follows that the Floer chain complex has zero boundary map in all these cases. In particular, our Floer correction term $`D(q,K)=\text{Floer}(X_K)=0`$ for all $`K`$. In \[BHKK\], the terms $`B(q,K)`$ are computed and are listed in the second column of (5.4). Since $`A(q,K),B(q,K),D(q,K)`$ are all known, our job is to calculate the remaining $`C(q,K)`$ in the third and fourth column in (5.4). Once this is achieved, the proof of (5.1) is immediate by adding these columns together. Table (5.4) \| A(q,K) \| \| B(q,K) \| \| C(q,K) for $`K>0`$ \| \| C(q,K) for $`K<0`$ \| \| \| --- \| --- \| --- \| --- \| --- \| --- \| --- \| --- \| \| $`3K^2K`$ \| \| $`\frac{K(24K^284K+13)}{6(6K1)}`$ \| \| $`\frac{K(12K^2+84K11)}{12(6K1)}`$ \| \| $`\frac{K(12K^248K5)}{12(6K1)}`$ \| \| \| \| \| \| \| \| \| \| \| \| $`33K^29K`$ \| \| $`\frac{K(200K^21620K+151)}{10(10K1)}`$ \| \| $`\frac{K(100K^2+1120K87)}{20(10K1)}`$ \| \| $`\frac{K(100K^2+48K57)}{20(10K1)}`$ \| \| \| \| \| \| \| \| \| \| \| \| $`138K^226K`$ \| \| $`\frac{K(784K^29128K+606)}{14(14K1)}`$ \| \| $`\frac{K(392K^2+5992K330)}{28(14K1)}`$ \| \| $`\frac{K(392K^2+4816K246)}{28(14K1)}`$ \| \| \| \| \| \| \| \| \| \| \| \| $`390K^258K`$ \| \| $`\frac{K(2160K^233192K+1714)}{18(18K1)}`$ \| \| $`\frac{K(1080K^2+20880K890)}{36(18K1)}`$ \| \| $`\frac{K(1080K^2+17640K710)}{36(18K1)}`$ \| \| \| \| \| \| \| \| \| \| \| Here the horizontal rows are the values of $`A(q,K),B(q,K),C(q,K),K>0,C(q,K),K<0`$ for q=3,5,7,9 respectively. Recall that $`C(q,K)`$ is the sum of $`\rho `$-invariants of the adjoint representation $`Ad(A_j)`$ where $`A_j`$ runs through all the irreducible $`SU(2)`$-representations of $`\pi _1(\mathrm{\Sigma }(2,q,2qk\pm 1))`$. Our first step is to tabulate these representations in a convenient manner. There are two cases, $`K>0`$ and $`K<0`$, which have to be treated seperately. The Case $`\mathrm{\Sigma }(2,q,2qk1),K>0`$ As is well-known, the Brieskorn sphere $`\mathrm{\Sigma }(2,q,2qk1)=\mathrm{\Sigma }(a_1,a_2,a_3)`$, $`a_1=2,a_2=q,a_3=2qk1`$ is a Seifert $`3`$-manifold with its Seifert invariant given by $`(b_0,b_1,b_2,b_3)=(1,1,m,k),m=(q1)/2`$. As a Seifert manifold, its fundamental group has the following presentation: $`\text{generators}:x_1,x_2,x_3`$ $`5.5`$ $`\text{relations}:x_1x_2x_3=h\text{ central},x_1^2=h^1,x_2^q=h^m,x_3^{2qk1}=h^k.`$ The central element $`h`$ plays an important role for an irreducible representation $`f:\pi _1(\mathrm{\Sigma }(2,q,2qk1))SU(2)`$ because by Schur’s lemma $`f(h)=\pm 1`$. If $`f(h)=1`$, then $`f(x_1)`$ is also central and the representation becomes abelian. As $`H_1(\mathrm{\Sigma }(2,q,2qk1))=0`$, this implies $`f`$ is the trivial representation. Hence we can omit this case and concentrate on $`f(h)=I`$ Let $`X_i=f(x_i)`$. Then from (5.5) we have the following conditions: $$X_1^2=I,X_2^q=(I)^m,X_3^{2qk1}=(I)^k,X_1X_2X_3=I$$ $`5.6`$ Consider an element $`gSU(3)`$ as a unit quarternion, written uniquely in the form $`g=cos\theta +sin\theta [icos(\pi t)+jsin(\pi t)],0\theta <\pi `$. Then the first three conditions in (5.6) imply that $`trace(X_1)`$ $`=2cos(L_1/2\pi ),trace(X_2)=2cos(L_2/2\pi ),`$ $`trace(X_3)`$ $`=2cos(L_3/2\pi )`$ where $`L_1,L_2,L_3`$ are integers with $`L_1=1,0<L_2<q,0<L_3<(2qk1),L_2=m(mod2),L_3=k(mod(2)).`$ In fact, by conjugation, we may assume that the pair $`(X_1,X_2)`$ takes the form $`X_1=i`$, $`X_2=cos(L_2\pi /q)+sin(L_2\pi /q)[icos(\pi t)+jsin(\pi t)],`$ with $`0<t<1`$. Such a choice of $`(X_1,X_2)`$ uniquely determines the representation because $`X_3=X_2^1X_1^1=icos(L_2\pi /q)+sin(L_2\pi /q)[cos(\pi t)+ksin(\pi t)]`$. Substition of this into $`X_3^{2qk1}=(I)^k`$ gives the constraint: $`sin(L_2\pi /2)cos(\pi t)`$ $`=cos(L_3\pi /2qk1)`$ on $`t`$. To solve this equation, we observe that as $`t`$ varies over $`(0,1)`$ the right hand side ranges monotonically over $`(1,1)`$. Hence it is not difficult to work out the permissible values of $`L_3`$ for a fixed $`L_2`$. For example, with $`q=3`$, we have $`L_2=1`$ and as $`sin(\pi /3)=cos(\pi /6),sin(\pi /3)=cos(5\pi /6)`$ the above constraint yields: $`\pi /6<L_3\pi /(6k1)<5\pi /6`$ and $`L_3=k`$ mod $`2`$ which is equivalent to $`L_3=(k2)+2t,t=1,\mathrm{},2k`$. In this way we work out the following table of all admissible $`L_1,L_2,L_3`$ for $`q=3,5,7,9`$. Table 5.7 \| (2,q) \| $`L_1`$ \| $`L_2`$ \| $`L_3`$ \| $`t`$ \| $`e`$ \| \| --- \| --- \| --- \| --- \| --- \| --- \| \| (2,3) \| 1 \| 1 \| (k-2)+2t \| 1…2k \| 36k+12t-17 \| \| (2,5) \| 1 \| 2 \| (k-2)+2t \| 1…4k \| 100k+20t-29 \| \| (2,5) \| 1 \| 4 \| (3k-2)+2t \| 1…2k \| 160k+20t-33 \| \| (2,7) \| 1 \| 1 \| (5k-2)+2t \| 1…2k \| 196k+28t-37 \| \| (2,7) \| 1 \| 3 \| (k-2)+2t \| 1…6k \| 196k+28t-41 \| \| (2,7) \| 1 \| 5 \| (3k-2)+2t \| 1…4k \| 280k+28t-45 \| \| (2,9) \| 1 \| 2 \| (5k-2)+2t \| 1…4k \| 324k+36t-49 \| \| (2,9) \| 1 \| 4 \| (k-2)+2t \| 1…8k \| 324k+36t-49 \| \| (2,9) \| 1 \| 6 \| (3k-2)+2t \| 1…6k \| 432k+36t-57 \| \| (2,9) \| 1 \| 8 \| (7k-2)+2t \| 1…2k \| 576k+36t-61 \| The case $`\mathrm{\Sigma }(2,q,2qk+1),K<0`$ In this case, the Brieskorn sphere $`\mathrm{\Sigma }(2,q,2qk+1)=\mathrm{\Sigma }(a_1,a_2,a_3),a_1=2,a_2=q,a_3=2qk+1`$ has its Seifert invariant given by $`(b_0,b_1,b_2,b_3)=(1,1,m,k)`$. With these minor changes, the argument goes through the same way as before. We will omit the details and just summarize our calculation in the following table. \| (2,q) \| $`L_1`$ \| $`L_2`$ \| $`L_3`$ \| $`t`$ \| $`e`$ \| \| --- \| --- \| --- \| --- \| --- \| --- \| \| (2,3) \| 1 \| 1 \| k+2t \| 1…2k \| 36k+12t+5 \| \| (2,5) \| 1 \| 2 \| k+2t \| 1…4k \| 100k+20t+9 \| \| (2,5) \| 1 \| 4 \| 3k+2t \| 1…2k \| 160k+20t+13 \| \| (2,7) \| 1 \| 1 \| 5k+2t \| 1…2k \| 196k+28t+9 \| \| (2,7) \| 1 \| 3 \| k+2t \| 1…6k \| 196k+28t+13 \| \| (2,7) \| 1 \| 5 \| 3k+2t \| 1…4k \| 280k+28t+17 \| \| (2,9) \| 1 \| 2 \| 5k+2t \| 1…4k \| 324k+36t+13 \| \| (2,9) \| 1 \| 4 \| k+2t \| 1…8k \| 324k+36t+17 \| \| (2,9) \| 1 \| 6 \| 3k+2t \| 1…6k \| 432k+36t+21 \| \| (2,9) \| 1 \| 8 \| 7k+2t \| 1…2k \| 576k+36t+25 \| Table(5.8) Now, as in \[FS\], the $`\rho `$-invariant $`\rho _{X_K}(Ad(A_j))`$ of the Adjoint representation can be computed by the following formula of Dedekind sum: $$1/2\rho =3/2+\underset{i=1}{\overset{3}{}}\underset{m=1}{\overset{a_i1}{}}(2a/a_i)cot(\pi am/a_i^2)cot(\pi m/a_i)sin^2(\pi em/a_i)$$ $`5.9`$ where $`e=_{i=1}^3L_i(a/a_i)`$ is listed in the last column of (5.7) (5.8). With these data at hand, we can put them into (5.9) and then add up the $`\rho `$-invariants to get our formula for $`C(q,K)`$. In practice, this last step is a little easier. As in Lemma 10.3 of \[FS\], the sum $`\mathrm{\Sigma }(2/a_i)cot(\pi am/a_i^2)cot(\pi m/a_i)sin^2(\pi em/a_i)`$ in (5.9) is given by $`int\mathrm{\Delta }(x,y)Area\mathrm{\Delta }(x,y)`$ where $`\mathrm{\Delta }(x,y)`$ is the triangle with vertices $`(0,0),(0,x),(x,y)`$ and $`Area\mathrm{\Delta }(x,y)`$ is its area and $`int\mathrm{\Delta }(x,y)`$ is the number of the lattice points inside and $`(x,y)=(e,(b_i/a_i)e^{}e)`$. After putting in our data, we see that $`\mathrm{\Delta }(x,y)Area\mathrm{\Delta }(x,y)`$ can be written a sum of greatest integer functions of the form \[linear in i/linear in k\] where i runs through integers in a fixed interval \[0, const.k\]. Then, after adding them up, $`(2qk1)C(q,K)`$ can be shown to be a cubic polynomial in $`K>0`$ (respectively $`K<0`$). (This process is similar to the calculation of $`B(q,K)`$ in \[BHKK\]). Knowing that this is a cubic polynomial, the proof reduces to a simple matter of linear algebra in deciding the coefficients by going through a finite number of examples. In this way, we obtain the result as tabulated above and complete the proof of (5.1). Remark(5.9) We conclude this paper with a conjecture. Observe that from our calculation $`\mathrm{\Lambda }_{SU(3)}(X_K)`$ are polynomials of degree 2: $`P_+(K,q)`$ for $`K>0`$ and $`P_{}(K,q)`$ for $`K<0`$. Moreover $`P_+(K,q)=P_{}(K,q)+(1/4)\|K\|N(q)`$ where $`N(3)=2,N(5)=6,N(7)=12,N(9)=20`$. In all the cases computed here $`N(q)\|K\|`$ equals the number of irreducible $`SU(2)`$-representations. On the other hand, $`\lambda _{SU(2)}`$ is $`K(q^21)/4`$ where $`(q^21)/4`$ is the second derivatives $`\mathrm{\Delta }_{T(2,q)}^{\prime \prime }(1)`$ at $`+1`$ of the normalized Alexander polynomial of the $`(2,q)`$-torus knot $`T(2,q)`$. In view of this, a natural conjecture is that the SU(3)-knot invariants $`\mathrm{\Lambda }_{SU(3)}(X(T,1/K))`$ are polynomials of degree 2 in $`K`$: $`P_+(K)`$ and $`P_{}(K)`$ for $`\|K\|`$ large, and their difference are given by the formula $`P_+(K)=P_{}(K)\|K\|\mathrm{\Delta }_T^{\prime \prime }(1)`$.
warning/0006/hep-ex0006005.html	ar5iv	text	# References The WA102 collaboration have studied centrally produced final states formed in the reaction $$ppp_f(X^0)p_s$$ (1) at 450 GeV/c. The subscripts $`f`$ and $`s`$ indicate the fastest and slowest particles in the laboratory respectively. By measuring the cross section as a function of energy it has been possible to deduce that a large number of the final states are compatible with being produced by Double Pomeron Exchange (DPE). Apart from kinematical factors DPE should be effectively flavour blind in the production of resonance states. However, Donnachie and Landshoff have recently claimed that in order to describe data from HERA they need to introduce two Pomerons; a so-called soft Pomeron with y axis intercept at 1.08 on the Chew-Frautschi plot and a hard Pomeron with intercept at 1.4. In addition, they have claimed that the soft Pomeron has a very weak coupling to $`c\overline{c}`$ pairs. To date no evidence has been observed for charmonium production in DPE. These states will be heavily suppressed due to the mass reach of the experiment, hence a search for charmonium states is limited to the lightest. Possible candidates are the $`\eta _c(1S)`$, the $`J/\psi `$ and the $`\chi _c(1P)`$ states. The $`J/\psi `$ can not be exclusively produced in DPE due to C-parity. It has been observed previously that $`J^{PC}`$ = $`0^+`$ states are suppressed in DPE therefore it is likely that the $`\eta _c(1S)`$ is also suppressed. $`J^{PC}`$ = $`0^{++}`$, $`1^{++}`$ and $`2^{++}`$ states are seen prominently in DPE therefore it may be interesting to search for the $`\chi _c`$ states. The dominant decay mode for the $`\chi _1(3510)`$ and $`\chi _2(3555)`$ is $`J/\psi \gamma `$. This decay has the advantage that it could be isolated from the normal hadronic background using the leptonic decay mode of the $`J/\psi `$. In this paper a search is presented for the $`\chi _c`$ states in the reaction $$ppp_f(J/\psi \gamma )p_s$$ (2) with $`J/\psi `$ $``$ $`e^+e^{}`$. Reaction (2) has been isolated from the sample of events having four outgoing charged tracks and one isolated $`\gamma `$, not associated with a charged track impact, reconstructed in the GAMS-4000 calorimeter, by first imposing the following cuts on the components of missing momentum: $`\|`$missing $`P_x\|<14.0`$ GeV/c, $`\|`$missing $`P_y\|<0.20`$ GeV/c and $`\|`$missing $`P_z\|<0.16`$ GeV/c, where the $`x`$ axis is along the beam direction. A correlation between pulse-height and momentum obtained from a system of scintillation counters was used to ensure that the slow particle was a proton. One or both of the centrally produced charged tracks are required to impact on the calorimeter. The shower profile associated with the charged track is required to be consistent with being an electromagnetic shower. Fig. 1 shows a plot of the energy deposited in the GAMS calorimeter divided by the momentum of the charged track detected in Omega. A clear peak can be observed centred at $`E/p`$ = 1.0 due to electrons. The electrons have been selected by requiring 0.9 $``$ $`E/p`$ $``$1.1. At least one charged track per event is required to be identified as an electron. If the other charged track hits the calorimeter it is required to be compatible with being an electron ($`E/p`$ $``$ 0.8). Fig. 2a) shows the resulting $`e^+e^{}`$ mass spectrum which peaks near zero consistent with the the majority of the electrons being due to $`\gamma `$ conversions. These $`\gamma `$ conversions were selected by requiring M($`e^+e^{})`$ $``$ 0.1 GeV. The momentum vector of the converted $`\gamma `$ has been combined with the $`\gamma `$ reconstructed in GAMS. Fig. 2b) shows the resulting $`\gamma \gamma `$ mass spectra where clear peaks can be observed at the $`\pi ^0`$ and $`\eta `$ masses. Fig. 3a) shows the $`e^+e^{}`$ mass spectrum for m($`e^+e^{})`$ $``$ 2.0 GeV. There is no evidence for a statistically significant peak at the mass of the $`J/\psi `$. Superimposed on the mass spectrum is a Monte Carlo prediction for a $`J/\psi `$ peak coming from $`\chi _c`$ decays. Possible $`J/\psi `$ events have been selected by requiring 3.05 $``$ M($`e^+e^{})`$ $``$ 3.15 GeV. Fig. 3b) shows the resulting $`J/\psi \gamma `$ mass spectra. The mass resolution has been calculated from Monte Carlo to be $`\sigma `$ = 55 MeV. Since there is no significant evidence for $`\chi _c`$ production only an upper limit can be calculated. After correcting for geometrical acceptances, detector efficiencies, losses due to cuts, and unseen $`J/\psi `$ decay modes, the cross-section for the $`\chi _c`$ resonances decaying to $`J/\psi \gamma `$ at $`\sqrt{s}`$ = 29.1 GeV is $`\sigma `$($`\chi _c`$ $`J/\psi \gamma `$$`<`$ 2.0 nb (90 % CL). A search has also been made for the reaction $$ppp_f(J/\psi )p_s$$ (3) with $`J/\psi `$ $``$ $`e^+e^{}`$. Reaction (3) has been isolated from the sample of events having four outgoing charged tracks by first imposing the cuts on the components of missing momentum described above. Fig. 4a) shows a plot of the energy deposited in the GAMS calorimeter divided by the momentum of the charged track detected in Omega. In this case there is a shoulder at 1.0 due to electrons. Electron candidates have been selected by requiring 0.9 $``$ $`E/p`$ $``$1.1. At least one charged track per event is required to be identified as an electron. If the other charged track hits the calorimeter it is required to be compatible with being an electron ($`E/p`$ $``$ 0.8). Fig. 4b) shows the resulting $`e^+e^{}`$ mass spectrum for M($`e^+e^{}`$) above 2 GeV. There is no sign of a peak in the $`J/\psi `$ region. A study of other final states has been performed in order to search for $`J/\psi \pi ^0`$, $`J/\psi \eta `$, $`J/\psi \pi ^+\pi ^{}`$ and $`J/\psi \pi ^0\pi ^0`$. In all cases there is no sign for a peak in the $`e^+e^{}`$ mass spectrum at the $`J/\psi `$ mass. In order to search for the production of the $`\eta _c(1S)`$ we have studied the channels constituting its dominant decay modes, namely: $`\eta \pi ^+\pi ^{}`$ and $`K_S^0K^\pm \pi ^{}`$ . The selection of the $`\eta \pi ^+\pi ^{}`$ and $`K_S^0K^\pm \pi ^{}`$ channels have been described in refs. and respectively. Fig. 4c) shows the $`\eta \pi ^+\pi ^{}`$ mass spectrum and fig. 4d) shows the $`K_S^0K^\pm \pi ^{}`$ mass spectrum above 2 GeV. There is no evidence for any $`\eta _c(1S)`$ signal above the background. In summary, a search for centrally produced charmonium states has been presented. There is no significant evidence for any charmonium production. In particular we have calculated an upper limit of 2 nb for the cross section for $`\chi _c`$ production using the decay $`\chi _c(1P)J/\psi \gamma `$ with the $`J/\psi `$ decaying to $`e^+e^{}`$. This upper limit could be used as a test of the hypothesis that the soft Pomeron has a very weak coupling to $`c\overline{c}`$ pairs . There is also evidence that in central $`pp`$ collisions $`s\overline{s}`$ production is much weaker than $`n\overline{n}`$ production. This evidence comes from the fact that the cross section for the production of the $`f_2(1270)`$, whose production has been found to be consistent with DPE , is more than 40 times greater than the cross section of the $`f_2^{}(1525)`$. Hence there could be some strong dependence on the mass of the quarks which could explain the lack of $`c\overline{c}`$ in DPE. Acknowledgements This work is supported, in part, by grants from the British Particle Physics and Astronomy Research Council, the British Royal Society, the Ministry of Education, Science, Sports and Culture of Japan (grants no. 07044098 and 1004100), the French Programme International de Cooperation Scientifique (grant no. 576) and the Russian Foundation for Basic Research (grants 96-15-96633 and 98-02-22032). Figures Figure 1 Figure 2 Figure 3 Figure 4
warning/0006/astro-ph0006121.html	ar5iv	text	# An Overview of Optical Galaxy Searches and their Completeness ## 1. Historic Perspective of the Zone of Avoidance A first reference to the Zone of Avoidance (ZOA), or the “Zone of few Nebulae” was made in 1878 by Proctor, based on the distribution of nebulae in the “General Catalogue of Nebulae” by Sir John Herschel (1864). This zone becomes considerably more prominent in the distribution of nebulae presented by Charlier (1922) using data from the “New General Catalogue” by Dreyer (1888, 1895). These data also reveal first indications of large-scale structure: the nebulae display a very clumpy distribution. Currently well-known galaxy clusters such as Virgo, Fornax, Perseus, Pisces and Coma are easily recognizable even though Dreyer’s catalog contains both Galactic and extragalactic objects. It was not known then that the majority of the nebulae actually are external stellar systems similar to the Milky Way. Even more obvious in this distribution, though, is the absence of galaxies around the Galactic Equator. As extinction was poorly known at that time, no connection was made between the Milky Way and the “Zone of few Nebulae”. A first definition of the ZOA was proposed by Shapley (1961) as the region delimited by “the isopleth of five galaxies per square degree from the Lick and Harvard surveys” (compared to a mean of 54 gal./sq.deg. found in unobscured regions by Shane & Wirtanen 1967). This “Zone of Avoidance” used to be “avoided” by astronomers interested in the extragalactic sky because of the lack of data in that area of the sky and the inherent difficulties in analyzing the few obscured galaxies known there. Merging data from more recent galaxy catalogs, i.e. the Uppsala General Catalog UGC (Nilson 1973) for the north ($`\delta 2.^{}5`$), the ESO Uppsala Catalog (Lauberts 1982) for the south ($`\delta 17.^{}5`$), and the Morphological Catalog of Galaxies MCG (Vorontsov-Velyaminov & Archipova 1963-74) for the strip inbetween ($`17.^{}5<\delta <2.^{}5`$), a whole-sky galaxy catalog can be defined. To homogenize the data determined by different groups from different survey material, the following adjustments have to be applied to the diameters: $`D=1.15D_{\mathrm{UGC}},D=0.96D_{\mathrm{ESO}}`$ and $`D=1.29D_{\mathrm{MCG}}`$ (Lahav 1987). According to Hudson & Lynden-Bell (1991) this “whole-sky” catalog then is complete for galaxies larger than $`D=1.^{}3`$. The distribution of these galaxies is displayed in Galactic coordinates in Fig. 1 in an equal-area Aitoff projection centered on the Galactic Bulge ($`\mathrm{}=0{}_{}{}^{},b=0^{}`$). The galaxies are diameter-coded, so that structures relevant for the dynamics in the local Universe stand out accordingly. Figure 1 clearly displays the irregularity in the distribution of galaxies in the nearby Universe such as the Local Supercluster visible as a great circle (the Supergalactic Plane) centered on the Virgo cluster at $`\mathrm{}=284{}_{}{}^{},b=74^{}`$, the Perseus-Pisces chain bending into the ZOA at $`\mathrm{}=95^{}`$ and $`\mathrm{}=165^{}`$, the general overdensity in the Cosmic Microwave Background dipole direction ($`\mathrm{}=276{}_{}{}^{},b=30^{}`$; Kogut et al. 1993) and the general galaxy overdensity in the Great Attractor region (GA) centered on $`\mathrm{}=320{}_{}{}^{},b=0^{}`$ (Kolatt, Dekel, & Lahav 1995) with the Hydra ($`270{}_{}{}^{},27^{}`$), Antlia ($`273{}_{}{}^{},19^{}`$), Centaurus ($`302{}_{}{}^{},22^{}`$) and Pavo ($`332{}_{}{}^{},24^{}`$) clusters. Most conspicuous in this distribution is, however, the very broad, nearly empty band of about 20 width. As optical galaxy catalogs are limited to the largest galaxies they become increasingly incomplete close to the Galactic Equator where the dust thickens. This diminishes the light emission of the galaxies and reduces their visible extent. Such obscured galaxies are not included in the above mentioned classic diameter- or magnitude-limited catalogs because they appear small and faint – even though they might be intrinsically large and bright. A further complication is the growing number of foreground stars close to the Galactic Plane which fully or partially block the view of galaxy images. Comparing this “band of few galaxies” with the currently available 100$`\mu `$m dust extinction maps of the DIRBE experiment (Schlegel, Finkbeiner, & Davis 1998), we can see that the ZOA – the area where the galaxy counts become severely incomplete – is described almost perfectly by the absorption contour in the blue $`A_B`$ of $`1.^\mathrm{m}0`$ (where $`A_B=4.14E(BV)`$; Cardelli, Clayton, & Mathis 1989). This contour matches the by Shapley (1961) defined ZOA closely. This wide gap, however, restricts a proper analysis of the dynamics in our local Universe which requires whole-sky coverage, in particular the determination of the peculiar velocity of the Local Group with respect to the Cosmic Microwave Background and velocity flow fields such as in the Great Attractor (GA) region (see Kraan-Korteweg & Lahav 2000, for a detailed review). The main uncertainty in, for instance, the determination of the apex of the LG motion, as well as the distance at which convergence is attained is dependent on the width of the ZOA. In the following, the achieved reduction of the ZOA from systematic deep optical galaxy searches is presented. ## 2. Status of Optical Galaxy Searches Using existing sky surveys such as the first and second generation Palomar Observatory Sky Surveys POSS I and POSS II in the north, and the ESO/SRC (United Kingdom Science Research Council) Southern Sky Atlas, various groups have performed systematic deep searches for “partially obscured” galaxies. They catalogued galaxies down to fainter magnitudes and smaller dimensions ($`D>0.^{}1`$) than previous catalogs (e.g. $`D1.^{}0`$; Lauberts 1982). Here, examination by eye remains the best technique. A separation of galaxy and star images can as yet not be done on a viable basis below $`\|b\|<10{}_{}{}^{}15^{}`$ by automated measuring machines and sophisticated extraction algorithms, nor with the application of Artificial Neural Networks (ANN). The latter was tested by Naim (1995) who used ANN to identify galaxies with diameters above 25<sup>′′</sup> at low Galactic latitudes ($`b5^{}`$). Galaxies could be identified using this algorithm, and although an acceptable hit rate for galaxies of 80 – 96% could be attained when ANN was trained on high latitude fields, the false alarms were of equal order. Using low latitude fields as training examples, the false alarms could be reduced to nearly zero but then the hit rate was low ($``$ 30 - 40%). Although the first attempts of using ANN in the ZOA are encouraging they clearly need further development. Thus, although surveys by eye clearly are both very trying and time consuming – and maybe not as objective – they currently still provide the best technique to identify partially obscured galaxies in crowded star fields. Meanwhile, nearly the whole ZOA has been surveyed (see Fig. 2). Over 50 000 previously unknown galaxies could be discovered in this way. The uncovered galaxies are not biased with respect to any particular morphological type. A comparison of the survey regions with the ZOA (Fig. 1) demonstrates that the systematic deep optical galaxy searches cover practically the whole ZOA. Details and further references about the surveys and results on the uncovered galaxy distributions can be found for: A: the Perseus-Pisces Supercluster region in Pantoja et al., these proceedings, B<sub>1-3</sub>: the northern Milky Way (Weinberger et al., these proceedings), C<sub>1</sub>: the Puppis region (Saito et al. 1990, 1991), C<sub>2-3</sub>: the Sagittarius and Aquila region (Roman & Saito, these proceedings), D<sub>1</sub>: the Puppis/Hydra region (Salem & Kraan-Korteweg, in prep.), D<sub>2</sub>: the Hydra/Antlia region (Kraan-Korteweg 2000), D<sub>3-4</sub>: the Crux and Great Attractor region (Woudt et al., these proceedings), D<sub>5</sub>: the Scorpius region (Fairall & Kraan-Korteweg, these proceedings), E: the Ophiuchus region (Wakamatsu et al., these proceedings), F: the northern GP/SGP crossing (Hau et al. 1995). ## 3. Completeness of Optical Galaxy Searches Most of these searches have quite similar characteristics. The distributions reveal that galaxies can easily be traced through obscuration layers of 3 magnitudes (see Fig. 2 in Fairall & Kraan-Korteweg, these proceedings), thereby narrowing the ZOA considerably. A few galaxies are still recognizable up to extinction levels of $`A_B=5.^\mathrm{m}0`$ and a handful of very small galaxy candidates have been found at even higher extinction levels. Overall, the mean number density follows the dust distribution remarkably well at low Galactic latitudes. The contour level of $`A_B=5.^\mathrm{m}0`$, for instance, is nearly indistinguishable from the galaxy density contour at 0.5 galaxies per square degree (Kraan-Korteweg 1992; Woudt 1998). The galaxies detected in these searches are quite small ($`<D>=0.^{}4`$) on average. So the question arises whether these new galaxies are relevant at all to our understanding of the dynamics in the local Unverse. Analyzing the galaxy density as a function of galaxy size, magnitude and/or morphology in combination with the foreground extinction has led to the identification of various distinct structures and their approximate distances. However, a detailed understanding of the completeness as a function of the foreground extinction in such searches is essential for the disentanglement of large-scale structure and absorption. Therefore, Kraan-Korteweg (2000) and Woudt (1998) studied the apparent diameter distribution as a function of the extinction $`E(BV)`$ (Schlegel et al. 1998) as well as the location of the flattening in the slope of the cumulative diameter curves $`(\mathrm{log}D)(\mathrm{log}N)`$ for various extinction intervals for the galaxies in their ZOA galaxy catalogs (D<sub>2-4</sub> in Fig. 2). Inspecting for instance the top panels of Fig. 3, it can be seen that the deep optical survey is complete to an apparent diameter of $`D=14^{\prime \prime }`$ ($`\mathrm{log}D=1.15`$) for extinction levels less than $`E(BV)=0.72`$, i.e. $`A_B=3.^\mathrm{m}0`$. How about the intrinsic diameters, i.e. the diameters galaxies would have if they were unobscured? A spiral galaxy seen through an extinction of $`A_B=1.^\mathrm{m}0`$ will, for example, be reduced to $`80\%`$ of its unobscured size. Only $`22\%`$ of a (spiral) galaxy’s original dimension is seen when it is observed through $`A_B=3.^\mathrm{m}0`$. In 1990, Cameron investigated these obscuration effects by artificially absorbing the intensity profiles of unobscured galaxies. He found a diameter reduction due to the extinction $`A_B`$ of $`f=10^{0.13A_{B}^{}{}_{}{}^{1.3}}`$ for ellipticals/lenticulars, and of $`f=10^{0.10A_{B}^{}{}_{}{}^{1.7}}`$ for spirals. When applying these corrections to the observed (reduced) diameters, it becomes clear that e.g. an obscured spiral or an elliptical galaxy at the apparent completeness limit of $`D=14^{\prime \prime }`$ seen through an extinction layer of e.g. at $`A_B=3.^\mathrm{m}0`$ has an intrinsic diameter of $`D^o60^{\prime \prime }`$, respectively $`D^o50^{\prime \prime }`$. At extinction levels higher than $`A_B=3.^\mathrm{m}0`$, an elliptical galaxy with $`D^o=60^{\prime \prime }`$ would appear smaller than the completeness limit $`D=14^{\prime \prime }`$ and might have gone unnoticed. Optical galaxy catalogs should therefore be complete to $`D^o60^{\prime \prime }`$ for galaxies of all morphological types down to extinction levels of $`A_B3.^\mathrm{m}0`$ with the possible exception of extremely low-surface brightness galaxies. Only intrinsically very large and bright galaxies – particularly galaxies with high surface brightness – will be recovered in deeper extinction layers. This completeness limit could be confirmed by independently analyzing the diameter vs. extinction and the cumulative diagrams of extinction-corrected diameters (see bottom panels of Fig. 3). It can thus be presumed that all the similarly performed optical galaxy searches in the ZOA are complete for galaxies with extinction-corrected diameters $`D^o1.^{}0`$ to extinction levels of $`A_B3.^\mathrm{m}0`$. As the completeness limit of the optical searches lies well below the completeness limit $`D=1.^{}3`$ of the ESO, UGC and MGC catalogs one can then supplement these catalogs with the galaxies from optical ZOA galaxy searches that have $`D^o1.^{}3`$ and $`A_B3.^\mathrm{m}0`$. This has been done in Fig. 4 which shows an improved whole-sky galaxy distribution with a reduced ZOA. In this Aitoff projection, all the UGC, ESO, MGC galaxies that have extinction-corrected diameters $`D^o1.^{}3`$ are plotted (remember that galaxies adjacent to the optical galaxy search regions are also affected by absorption though to a lesser extent: $`A_B<1.^\mathrm{m}0`$), next to all the galaxies from the various optical surveys with $`D^o=1.^{}3`$ and $`A_B3.^\mathrm{m}0`$ for which positions and diameters were available. The regions for which these data are not yet available are outlined in Fig. 4. As some searches were performed on older generation POSS I plates, which are less deep compared to the second generation POSS II and ESO/SERC plates, an additional correction was applied to those diameters, i.e. the same correction as for the UGC galaxies which also are based on POSS I survey material ($`D_{25}=1.15D_{\mathrm{POSSI}}`$). A comparison of Fig. 1 with Fig. 4 demonstrates convincingly how the deep optical galaxy searches realize a considerable reduction of the ZOA: we can now trace the large-scale structures in the nearby Universe to extinction levels of $`A_B=3.^\mathrm{m}0`$. Inspection of Fig. 4 reveals that the galaxy density enhancement in the GA region is even more pronounced (see for instance Woudt et al., these proceedings, for details on the uncovered rich cluster A3627 in the GA region) and a connection of the Perseus-Pisces chain across the Milky Way at $`\mathrm{}=165^{}`$ is more likely. Hence, these supplemented whole-sky maps certainly should improve our understanding of the velocity flow fields and the total gravitational attraction on the Local Group. ## 4. Conclusion In the last decade, enormous progress has been made in unveiling galaxies behind the Milky Way. At optical wavebands, the entire ZOA has been systematically surveyed. These surveys are complete for galaxies larger than $`D^o=1.^{}3`$ (corrected for absorption) down to extinction levels of $`A_B=3.^\mathrm{m}0`$. Combining these data with previous “whole-sky” maps reduces the “optical ZOA” by a factor of about 2 - 2.5, which allows an improved understanding of the velocity flow fields and the total gravitational attraction on the Local Group. Various previously unknown structures in the nearby Universe could be mapped in this way. A difficult task is still awaiting us, i.e. to obtain a detailed understanding of the selection effects in the various searches in which different groups identified galaxies from partly different plate material. Quantifying the selection effects is crucial for any optimal reconstruction method and important for quantitative cosmography. Moreover, we need a better understanding of the effects of obscuration on the observed properties of galaxies, i.e. the Cameron corrections, in addition to an accurate high-resolution, well-calibrated map of the Galactic extinction. The remaining optical ZOA might yet hide further dynamically important galaxy densities. Here, systematic surveys at other wavebands such as H I, near and far infrared, and X-ray become more efficient. The success and status of these approaches are discussed in various chapters in these proceedings and reviewed in Kraan-Korteweg & Lahav 2000. ## References Cameron, L.M. 1990, A&A, 233, 16 Cardelli, J.A., Clayton, G.C., & Mathis, J.S. 1989, ApJ, 345, 245 Charlier, C.V.L. 1922, Arkiv för Mat. Astron. Fys., 16, 1 Dreyer, J.L.E. 1888, Mem.R.A.S., XLIX, Part 1, ”A New General Catalogue of Nebulae and Clusters of Stars, being the catalogue of the late Sir John F.W. 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warning/0006/cond-mat0006057.html	ar5iv	text	# 1 Introduction ## 1 Introduction The idea of writing an exact equation for the scale dependence of the full action functional already appears in the review of Wilson and Kogut . Since it is an equation for a full functional of the fields, its detailed analysis is hindered by technical complications. The much simpler Wilson momentum shell integration method is commonly used for one loop calculations. Since it does not follow the full functional, subsequent efforts were made to embed it into a better controlled sharp cutoff exact RG . For practical perturbative calculations beyond one loop, field theoretical renormalization methods are more often used since they have proved vastly more efficient. However, the exact RG equations offer the hope to develop ab initio calculation relying on no assumption, possibly non perturbative, from any bare model. In principle it should be useful to obtain precise results when applied to bare theories for which we have little insight on possible underlying field theoretical description. In the work of Polchinski , the exact RG equation was put on a more precise and aesthetic framework, and used to prove the renormalizability of the $`\varphi ^4`$ theory in four dimensions. The exact renormalization group equations indeed provide formal results or general proofs about symmetries . For practical calculations however, one needs to truncate in some way these highly complicated functional equations. To do so, different procedures have been proposed , and have been mainly applied to the study of non-perturbative problems . For example the exponents of the $`O(n)`$ model in three dimensions were estimated using a choice of truncation. One commonly used projection method is the so called local potential approximation , obtained by a constant background field method neglecting the momentum dependence. Further extensions include additional projections on higher gradients of the field . Although very interesting, these projection methods are often uncontrolled. More accurate results are expected if more couplings are kept, which is possible with heavy numerical integrations of flow equations. In this respect, exact RG as a tool is now used both in particle and condensed matter physics. For instance, outstanding problems in strongly correlated electrons such as the Hubbard model in $`D=2`$, have been recently studied by numerically integrating the flow of a large number of vertices, using a fermionic version of the Polchinski equation. By contrast, comparatively a few works use exact RG method to develop perturbative calculations. One example is the computation of the beta function of $`\varphi ^4`$ in $`4ϵ`$ dimensions to one loop, where universality is made particularly explicit through the use of an arbitrary cutoff function. Although obviously more powerful methods are available in that case, there are some problems in condensed matter physics which appear within reach of perturbative calculations but for which no coherent field theoretical formulation is available at present. This is the case for the pinning of an elastic system in a random potential, for which a momentum shell RG method has been developed. In this problem, an infinite number of coupling constants becomes relevant for $`D<D_c=4`$ and one must write a RG equation for a full function $`R(u)`$ (the second cumulant of the disorder), hence the name “functional” renormalization group (FRG). As such it differs from standard field theoretical RG. Thus, to understand better this problem, i.e to show explicitly universality to one loop and beyond, there is a need for a perturbatively controlled exact RG method, able to admit a full function, the local part $`R(u)`$ as a small parameter. Indeed the field theoretical formulation is frought with difficulties, in particular because the function $`R(u)`$ develops non analytic behaviour at finite scale. These issues are discussed in a related work . In this paper we develop a novel method to solve the Polchinski exact renormalization group equation and use it for explicit calculations. Writing the action as a sum of multilocal interactions, we note that the Polchinski equation naturally reduces to a hierarchy of equations obeyed by simple functions. This hierarchy can be solved in an expansion in powers of the local part. Indeed, we find that exact integration of the multilocal parts yields a single RG equation for the local part. The method is thus controlled around fixed points where the local part is proportional to a well defined small parameter (e.g. $`ϵ=4D`$). It does not require any arbitrary projection procedure or neglect of operators, as is usually done in derivative expansions or local potential approximations. In addition, we obtain explicit formulas for any correlation function which allow for practical calculations. Since this is done for arbitrary cutoff functions, it allows explicit check of universality order by order in the expansion. The aim of this paper is twofold. On the one hand we present the general method to all orders, valid for a large class of theories. We derive the explicit form of the exact RG equation for the local interaction up to third order. On the other hand we apply this method to several problems, first as a check, to the $`O(n)`$ model, and second to the FRG for disordered elastic systems. Explicit calculations and applications in this paper are restricted mainly to one loop. Although briefly mentionned here, applications to two loops will be detailed in a companion paper . Two variants of the method are presented. The most direct one consists in a straight expansion of the action in multilocal terms. The second one consists instead of first absorbing tadpoles into the interaction (so-called Wick ordering), then expanding. Being inequivalent, they provide independent checks of the universal results. The first method yields more complicated equations but, can be better suited to some problems, such as the $`T>0`$ FRG. Note that although Wick ordered versions of the Polchinski equation have been studied before, the multilocal expansion performed here is to our knowledge novel. As mentionned above, the method is indeed well-suited to the FRG for disordered elastic systems of internal dimension $`D`$ since there the full local part is controlled by $`ϵ=4D`$. It allows us to show that the one loop FRG equation, as well as correlation functions, are independent of the cutoff function. In addition we obtain higher cumulants of the renormalized disorder, which as the second cumulant, are non analytic functions. This is necessary to escape the so-called dimensional reduction , i.e the property of the present theory by which all perturbative calculations at $`T=0`$ are identical to the same calculation in a trivial gaussian theory (see Appendix D). This nonanalytic behaviour is rounded at finite temperature $`T`$ and we obtain the scaling form of the rounding region. This allows us to compute, for the first time using the FRG method, the susceptibility fluctuations which characterize the glassy behaviour of finite size systems. Finally, we obtain the universal $`𝒪(ϵ^{1/3})`$ correlation function which describes the ground state of a domain wall in a random field confined by a field gradient, compare with exact results and variational method. The method presented in this paper also allows to investigate the theory of disordered elastic systems beyond lowest order in $`ϵ`$ (one loop). A recent two loop calculation was presented in . However since it was performed at $`T=0`$, and for analytic $`R(u)`$ it fails beyond a finite length (Larkin length) and cannot describe universal properties. The application of exact FRG to next order is described in . We sketch here however some preliminary results. The paper is organized as follows. In Section 2.1 we present in a pedagogical way the conventional exact RG method. Appendix A and Appendix B provide complements, respectively about general invariance properties of the correlations and about examples of solvable cases of the Polchinski equation. In 2.2, the multilocal expansion in the local part $`U`$ is introduced up to bilocal terms. The ensuing RG equations to order $`U^2`$ are given in 2.3. The multilocal expansion to arbitrary order and the RG equation to order $`U^3`$ is given in Appendix C. The multilocal expansion of the Wick ordered functional up to second order, and the resulting one loop RG equation is presented in 3.1. The general multilocal expansion (Appendix C.1) and the resulting form to third order is given in Appendix C.2. The explicit two loop RG equation is obtained in C.3. Application to the $`O(n)`$ model to one loop is presented in 3.2. We then turn to applications to disordered elastic systems in Section 4 (one loop) and Section 5 (two loops). First we recall and generalize in Appendix D the dimensional reduction phenomenon. Then the $`T=0`$ FRG equations are established in Section 4.1 and finite temperature extension are given in Section 4.2. Finally, the calculations of the scaling function in the random field Ising model is performed in 4.3. We sketch in Appendix E the variational calculation to be compared with the FRG results of 4.3 and sketch some preliminary steps of a two loop FRG in Appendix F. ## 2 Method ### 2.1 Exact RG procedure Consider a system whose state is described by a bosonic field $`\varphi _i^x=\varphi _i(x)`$, where $`x`$ denotes position in space, and $`i`$ is a general label denoting e.g. fields indices, spin, replica indices, additional coordinate (e.g. time) etc. (or more generally any quantity which will not undergo the coarse-graining). The system, in the presence of external sources $`J_i^x`$, is described by the partition function: $`Z(J)={\displaystyle _\varphi }e^{J:\varphi 𝒮(\varphi )}`$ (1) obtained by the integration over the field $`\varphi `$, where the action $`𝒮(\varphi )`$ is a functional of the field $`\varphi `$, and $`J:\varphi `$ denotes here and in the following the full scalar product (e.g. $`_x_iJ_i^x\varphi _i^x`$, with $`_xd^Dx`$). In a problem of equilibrium statistical mechanics, $`𝒮(\varphi )=(\varphi )/T`$ where $`(\varphi )`$ is the hamiltonian and $`T`$ the thermodynamic temperature, the free energy being $`F=T\mathrm{ln}Z(0)`$. Averages of any observable $`𝒜(\varphi )`$ (i.e. functional of $`\varphi `$) are defined by $`𝒜(\varphi )_𝒮={\displaystyle \frac{_\varphi 𝒜(\varphi )e^{𝒮(\varphi )}}{_\varphi e^{𝒮(\varphi )}}}`$ (2) The usual way to compute correlation functions and averages is to perform a perturbation expansion, writing the action as a sum of a quadratic part and a non-linear part $`𝒱(\varphi )`$ $$𝒮(\varphi )=\frac{1}{2}\varphi :G^1:\varphi +𝒱(\varphi )$$ (3) where $`𝒱(\varphi )`$ a functional of $`\varphi `$ and $`G_{ij}^{xy}=G_{ji}^{yx}`$ is a symmetric invertible matrix, $`\varphi :G^1:\varphi =_{ij}_{xy}\varphi _i^x(G^1)_{ij}^{xy}\varphi _j^y`$. In the following we denote the Gaussian average of any observable by $`[𝒜(\varphi )]_G=𝒜(\varphi )_{𝒮_G}`$ with respect to the quadratic theory $`𝒮_G=\frac{1}{2}\varphi :G^1:\varphi `$. We introduce the generating function of all correlation functions $$W(J)=\mathrm{ln}\left[e^{J:\varphi 𝒱(\varphi )}\right]_G$$ (4) Note that it differs from the usual definition by a $`J`$-independent quantity $`\mathrm{ln}Z(J)=W(J)+\frac{1}{2}\mathrm{Tr}\mathrm{ln}G`$. The ultra-violet cutoff, present in physical models, is necessary to yield finite results in the perturbative calculation with respect to $`𝒱`$. A broad class of soft cutoffs can be implemented on the Gaussian part, giving a vanishing weight to fast fields. For example a scalar massive theory, rotationnally invariant, is regularized in the UV by the following general cutoff function $$G(q)=\frac{c(\frac{q^2}{2\mathrm{\Lambda }^2})}{q^2+m^2}$$ (5) where $`c(0)=1`$ and $`c(s)`$ decreases rapidly to zero for $`s>1`$ as in Figure 1. The exact RG method consists in varying the cutoff $`\mathrm{\Lambda }`$ and writing an equation for the function $`𝒱(\varphi )`$ so as to conserve exactly the averages of all observables involving only “slow” modes of the field. More precisely, the average of an observable $`𝒜(\varphi )`$ depending only on modes $`q<\mathrm{\Lambda }^{}`$ of the field $`\varphi `$ can be computed within any of the theories linked by the equation presented by Polchinski corresponding to a cutoff $`\mathrm{\Lambda }>\mathrm{\Lambda }^{}`$. As in any RG procedure, the strategy will be to compute averages of slow observables using the coarse-grained theory of cutoff $`\mathrm{\Lambda }^{}\mathrm{\Lambda }_0`$. To this aim, a set of actions $`𝒮_l`$ $$𝒮_l(\varphi )=\frac{1}{2}\varphi :G_l^1:\varphi +𝒱_l(\varphi )$$ (6) is introduced, where the Gaussian part is an arbitrary function $`G_l`$ of $`l`$ (e.g. corresponding to a cutoff $`\mathrm{\Lambda }_l=\mathrm{\Lambda }_0e^l`$). The initial propagator, corresponding to a cutoff $`\mathrm{\Lambda }_0`$, is denoted $`G_{l=0}G`$ and the bare interaction $`𝒱_{l=0}𝒱`$. The correlation functions in $`𝒮_l`$ derive from $`W_l(J)=\mathrm{ln}\left[e^{J:\varphi 𝒱_l(\varphi )}\right]_{G_l}=\mathrm{ln}Z_l(J)\frac{1}{2}\mathrm{Tr}\mathrm{ln}G_l`$. For any given $`\mathrm{\Lambda }^{}`$, one defines a ($`\mathrm{\Lambda }^{}`$–)slow observable to be a functional of $`\varphi `$ depending only on the $`\varphi ^q=\varphi (q)`$ with $`q<\mathrm{\Lambda }^{}=\mathrm{\Lambda }_0e^l^{}`$. We want to choose the $`l`$-dependent non-linear part $`𝒱_l(\varphi )`$ so that the averages of slow observables remain unchanged. Through differentiation, it is equivalent to ensure that $$_lW_l(J)\text{ independent of }J$$ (7) for any source $`J`$ with $`J^q=0`$ for $`q>\mathrm{\Lambda }^{}`$. Using the general identity $$_l[𝒜_l(\varphi )]_{G_l}=\frac{1}{2}\mathrm{Tr}(_lG_l:[\frac{\delta ^2}{\delta \varphi \delta \varphi }𝒜_l(\varphi )]_{G_l})+[_l𝒜_l(\varphi )]_{G_l}$$ (8) valid for Gaussian averages of any $`l`$-dependent observable $`𝒜_l(\varphi )`$ and applying it to $`𝒜_l(\varphi )=e^{J:\varphi 𝒱_l(\varphi )}`$, one finds $`_l[e^{J:\varphi 𝒱_l(\varphi )}]_{G_l}=`$ $`\left[({\displaystyle \frac{1}{2}}(J{\displaystyle \frac{\delta }{\delta \varphi }}𝒱_l(\varphi )):_lG_l:(J{\displaystyle \frac{\delta }{\delta \varphi }}𝒱_l(\varphi ))_l𝒱_l(\varphi ){\displaystyle \frac{1}{2}}\mathrm{Tr}_lG_l:{\displaystyle \frac{\delta ^2}{\delta \varphi \delta \varphi }}𝒱(\varphi ))e^{J:\varphi 𝒱_l(\varphi )}\right]_{G_l}`$ where here and in (8), $`\mathrm{Tr}A:B_{ij}_{xy}A_{ij}^{xy}B_{ji}^{yx}`$. Hence, if $`𝒱_l(\varphi )`$ satisfies the Polchinski functional equation $$_l𝒱_l(\varphi )=\frac{1}{2}\mathrm{Tr}(_lG_l:\frac{\delta ^2}{\delta \varphi \delta \varphi }𝒱_l(\varphi ))+\frac{1}{2}\frac{\delta }{\delta \varphi }𝒱_l(\varphi ):_lG_l:\frac{\delta }{\delta \varphi }𝒱_l(\varphi )$$ (9) then the above conservation condition (7) is satisfied. We have used explicitely the condition $$J:_lG_l=0$$ (10) which imposes that the cutoff function verifies $`_lG_l^q=0`$ for $`q<\mathrm{\Lambda }^{}`$ and $`l>l^{}`$. Hence, for the example (5) one has to choose cutoff functions $`c(s)`$ such that $`c(s)=1`$ for $`0ss_0`$ with some (arbitrary) $`s_0`$. The above framework is in fact too restrictive. We can easily lift the restriction on slow modes (and on the form of the cutoff function $`c(s)`$). The applications of Polchinski equation can be generalized to the computation of any observable (not restricted to be “slow”). As shown in Appendix A.1 one can indeed express $`W(J)`$ in terms of any of the $`l`$-dependent actions $`𝒮_l(\varphi )`$: $`W(J)={\displaystyle \frac{1}{2}}J:(GG:G_l^1:G):J+W_l(J:G:G_l^1)`$ (11) In fact we show in Appendix A.2 an even more general method which allows for arbitrary field rescalings. Differentiating $`W(J)`$ once yields $`\varphi _𝒮=G:G_l^1\varphi _{𝒮_l}`$, and once again yields the two point connected correlation function $$\varphi \varphi _𝒮^c=G+G:G_l^1:\left(\varphi \varphi _{𝒮_l}^cG_l\right):G_l^1:G$$ (12) and so on for higher correlations. When performing a perturbative calculation, the factors $`G:G_l^1`$ restore the original propagator for the external lines, whereas internal lines of the graph involve $`G_l`$. Accordingly, with this procedure the function $`c(s)`$ can be arbitrary (it is however convenient - see below - to use $`c^{}(0)=0`$). Note that if $`G:J=G_l:J`$, one recovers (7), i.e. $`W(J)=W_l(J)`$ for these slow $`J`$’s as a special case of (5). In that case, for $`q<\mathrm{\Lambda }^{}`$, (12) reduces to $`\varphi \varphi _𝒮^c=\varphi \varphi _{𝒮_l}^c`$ as it should. To compute correlation functions, it is useful to express $`W(J)`$ in a perturbation expansion in powers of $`𝒱_l(\varphi )`$, which reads to lowest order $`W(J)={\displaystyle \frac{1}{2}}J:G:Je^{\frac{1}{2}J:G:G_l^1:G:J}\left[e^{J:G:G_l^1:\varphi }𝒱_l(\varphi )\right]_{G_l}+𝒪(𝒱_l^2)`$ (13) The Polchinski equation (9) can equivalently be written as a functional “diffusion” equation $`_le^{𝒱_l(\varphi )}={\displaystyle \frac{1}{2}}\mathrm{Tr}_lG_l:{\displaystyle \frac{\delta ^2}{\delta \varphi \delta \varphi }}e^{𝒱_l(\varphi )}`$ (14) or in its integrated form $`e^{𝒱_l(\varphi )}=\left[e^{𝒱_0(\varphi +\varphi ^{})}\right]_{GG_l}`$ (15) where the average is over $`\varphi ^{}`$, which makes explicit the definition of $`𝒱_l(\varphi )`$ as a coarse-grained interaction, i.e. integrated over the “fast part” $`\varphi ^{}`$ of the field. In fact, the decomposition into slow and fast modes and the definition of coarse-grained observables relies on the property $`\left[𝒜(\varphi )\right]_G=\left[\left[𝒜(\varphi +\varphi ^{})\right]_{GG_l}\right]_{G_l}`$ of Gaussian averages (see Appendix A.1). Although in general the Polchinski equation is far too complicated to be solved, in some simple cases one can find exact solutions e.g. Gaussian models, zero dimensional toy model. Most interestingly, there exist a large class of exact solutions which appear as superpositions of gaussians. In all these cases, one can explicitly verify an interesting property of the Polchinski equation to generate cusp singularities. This is further discussed in Appendix B and in forthcoming publication . ### 2.2 Multi-local expansion The Polchinski equation, in addition to being elegant, is conceptually more satisfactory than other RG methods, e.g. Wilson’s shell renormalization, because it is exact and better controlled since. Being valid for arbitrary cutoff procedures, it does not suffer from the problems associated with the sharp cutoff . However, this functional equation generates non-local operators, which until now, has limited its practical applications. This generation can be seen in terms of Feynman diagrams and compared to Wilson’s shell renormalization, since $`GG_l`$ which contains a range of wave-vectors centered around $`\mathrm{\Lambda }_0e^l`$, plays the role of the on-shell propagator. The term $`𝒱^{\prime \prime }`$ with a second derivative in (9) represents tadpoles while the term $`𝒱^{}𝒱^{}`$ represents diagrams with only one contraction (one particle reducible). These last terms are non-local operators. For instance in $`\varphi ^4`$ theory, it generates the operator $`\varphi (x)^3G^{xy}\varphi (y)^3`$ which is bi-local since it corresponds to a graph where external momenta must be greater than $`\mathrm{\Lambda }_l`$. The way Polchinski’s equation reproduces the loop diagrams (i.e. local terms) is that after integration over a slice $`dl`$, a bilocal interaction generated by the second term of (9) is fed into tadpole diagrams. A fast momentum goes around the corresponding loop, and slow external momenta are allowed. Thus one needs to integrate the flow and study the feedback of the generated non-local operators into local ones. We now present a method which allows to perform this program in a controlled way. The following expansion in the number of points (local, bi-local, etc..) $`𝒱(\varphi )={\displaystyle _x}U(\varphi ^x)+{\displaystyle _{xy}}V(\varphi ^x,\varphi ^y,xy)+\mathrm{}`$ (16) is valid a priori for any translationally invariant functional $`𝒱(\varphi )`$ interactions. We discuss here only the first two terms, the general systematics being given in Appendix C. Here, $`U(\varphi )`$ is a function of the vector $`\varphi _i`$ and involves the value of the field at one point in space. The bi-local part is a function $`V(\varphi ,\psi ,z)`$ of two vectors $`\varphi `$, $`\psi `$ and a space coordinate difference $`z`$. In order that the expansion be well-defined, one needs the bi-local interactions to have no projection on the local ones. A natural way to define such a projection, inspired from the conventional short-distance-expansion, is the exact equality $`{\displaystyle _{xy}}F(\varphi ^x,\varphi ^y,xy)`$ $`=`$ $`{\displaystyle _{xy}}F(\varphi ^x,\varphi ^x,y)+{\displaystyle _{xy}}\left(F(\varphi ^{x+y/2},\varphi ^{xy/2},y)F(\varphi ^x,\varphi ^x,y)\right)`$ (17) $`=`$ $`{\displaystyle _x}(\overline{P}_1F)(\varphi ^x)+{\displaystyle _{xy}}((1P_1)F)(\varphi ^x,\varphi ^y,xy)`$ (18) where we have introduced the projections $`(\overline{P}_1F)(\varphi )`$ $`=`$ $`{\displaystyle _y}F(\varphi ,\varphi ,y)`$ (19) $`(P_1F)(\varphi ,\psi ,z)`$ $`=`$ $`\delta (z){\displaystyle _y}F(\varphi ,\psi ,y)`$ (20) on the subspaces of local and bi-local interactions respectively. Indeed, $`(\overline{P}_1(1P_1)F)(\varphi )=_x((1P_1)F)(\varphi ,\varphi ,x)=0`$, i.e. $`(1P_1)F`$ has zero local part and is thus properly bi-local. Interestingly, this definition implies that the function $`V(\varphi ,\psi ,z)`$ appearing in the proper bi-local operator of (16) also satisfy the stronger property $`_zV(\varphi ,\psi ,z)=0`$ for any $`\varphi ,\psi `$. Note that with no loss of generality, $`V(\varphi ,\psi ,z)=V(\psi ,\varphi ,z)`$. Here in addition, we will consider parity invariant theories ($`V(\varphi ,\psi ,z)=V(\varphi ,\psi ,z)`$ too). For theories where the initial interaction $`U`$ is local and is formally treated as a “small” quantity $`U`$ (e.g. the $`\varphi ^4`$ theory in $`D=4ϵ`$ where $`Uϵ`$), it is natural to consider that the bi-local term will be of higher order $`𝒪(U^2)`$. In fact, this property results from the Polchinski equation since the term which creates bilocal interactions from local ones is $`𝒪(U^2)`$ (the first part $`𝒱^{\prime \prime }`$ does not increase the degree of non-locality of $`𝒱`$). This property that solutions of the Polchinski equation can be organized in powers of $`U`$ depending on their locality holds to arbitrary orders ($`p`$-local operators are $`𝒪(U^p)`$) as is discussed below and shown in Appendix C. Thus, to lowest non-trivial order $`𝒪(U^2)`$, the flow equations involve local and bilocal parts. Their schematic structure is $`U`$ $`=`$ $`U^{\prime \prime }+\overline{P}_1(V^{\prime \prime }+U^{}U^{})+𝒪(UV)+𝒪(V^2)`$ (21) $`V`$ $`=`$ $`(1P_1)(V^{\prime \prime }+U^{}U^{})+𝒪(UV)+𝒪(V^2)`$ (22) where we have written the subdominant terms which will be neglected in the following. A simplification occurs if we choose, as done in this Section, $`(_lG_l)_{ij}(q=0)=0`$. Indeed, the term $`\overline{P}_1U^{}U^{}`$ vanishes since $`{\displaystyle _x}(_lG_l^x)_{ij}_iU(\varphi )_jU(\varphi )=0`$ (23) Let us write now (21,22) in an explicit form: $`_lU_l(\varphi )={\displaystyle \frac{1}{2}}G_{ij}^{x=0}_i_jU_l(\varphi ){\displaystyle _x}G_{ij}^x_i^1_j^2V_l(\varphi ,\varphi ,x)`$ (24) $`_lV_l(\varphi ,\psi ,x)=_i^1_j^2\left(G_{ij}^xV_l(\varphi ,\psi ,x)\delta (x){\displaystyle _y}G_{ij}^yV_l(\varphi ,\psi ,y)\right)`$ (25) $`{\displaystyle \frac{1}{2}}G_{ij}^{x=0}\left(_i^1_j^1+_i^2_j^2\right)V_l(\varphi ,\psi ,x)+{\displaystyle \frac{1}{2}}G_{ij}^x_iU_l(\varphi )_jU_l(\psi )`$ (26) where $`G`$ stands for $`_lG_l`$ and $`_i^1A(\varphi ,\psi )`$ (resp. $`_i^2A(\varphi ,\psi )`$) for $`\frac{}{\varphi _i}A(\varphi ,\psi )`$ (resp. $`\frac{}{\psi _i}A(\varphi ,\psi )`$). ### 2.3 Solution to the lowest order RG-equations To solve (21,22), one switches to Fourier space (in the field): $`U^K`$ $`=`$ $`{\displaystyle 𝑑\varphi e^{iK.\varphi }U(\varphi )}`$ (27) $`V^{KPx}`$ $`=`$ $`{\displaystyle 𝑑\varphi 𝑑\psi e^{iK.\varphi iP.\psi }V(\varphi ,\psi ,x)}`$ (28) where $`K.\varphi _iK_i\varphi _i`$. It turns out that the equation for $`V_l`$ can be integrated explicitely as a retarded function of $`U_l`$: $`V_l^{KPx}`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left(F_l^{KPx}\delta (x){\displaystyle _y}F_l^{KPy}\right)`$ (29) $`F_l^{KPx}`$ $`=`$ $`{\displaystyle _0^l}dl^{}(K.G_l^{}^x.P)U_l^{}^KU_l^{}^Pe^{\frac{1}{2}K.(G_l^{x=0}G_l^{}^{x=0}).K+\frac{1}{2}P.(G_l^{x=0}G_l^{}^{x=0}).P+K.(G_l^xG_l^{}^x).P}`$ (30) since we have chosen $`V_{l=0}^{KPx}=0`$. One can then reinject this result in (21) and obtain a closed RG equation for $`U_l(\varphi )`$: $`_lU_l(\varphi )`$ $`=`$ $`{\displaystyle \frac{1}{2}}G_{ij}^{x=0}_i_jU_l(\varphi ){\displaystyle \frac{1}{2}}{\displaystyle _{KP}}e^{i(K+P).\varphi }{\displaystyle _x}K.(G_l^xG_l^{x=0}).P`$ (31) $`{\displaystyle _0^l}𝑑l^{}K.G_l^{}^x.Pe^{\frac{1}{2}K.(G_l^{x=0}G_l^{}^{x=0}).K+\frac{1}{2}P.(G_l^{x=0}G_l^{}^{x=0}).P+K.(G_l^xG_l^{}^x).P}U_l^{}^KU_l^{}^P`$ This is the exact renormalization equation for an arbitrary local interaction $`U(\varphi )`$ to $`𝒪(U^2)`$. Note that the second order term is retarded in $`l`$, since as discussed above, local terms are generated only after integration. More generally, this procedure can be carried out to any order in $`U`$ using the hierarchical structure of the flow equations for $`p`$-local interactions (see Appendix C). It is found that the general structure for the flow of the local part is $`_lU_l(\varphi )`$ $`=`$ $`\beta \left[U_{l^{}<l}(\varphi ^{})\right](\varphi )`$ (32) $`=`$ $`{\displaystyle \underset{n1}{}}{\displaystyle _{l_1<l_2<\mathrm{}<l_n<l}}𝒦_{l,l_1..l_{n1}}^n[{\displaystyle \frac{}{\varphi _1}},..{\displaystyle \frac{}{\varphi _n}}]U_{l_1}(\varphi _1)\mathrm{}U_{l_n}(\varphi _n)\|_{\varphi _p=\varphi }`$ (33) and in (31) we achieved the calculation of the $`\beta `$ function to second order in $`U`$. Once the solution of (32) is known up to $`𝒪(U^p)`$, all the $`p^{}`$-local flowing interactions for $`p^{}p`$ are also known by injecting the solution for $`U_l`$. For example, for $`p=2`$, the bilocal part is obtained from (29,30) injecting the solution to (31). To a given order in $`U`$ one can also perform a loop expansion by expanding the exponentials of propagators which appear in (31) (see Appendix C.4 for the $`𝒪(U^3)`$ equation). To order $`U^2`$ and one loop it reads $`_lU_l(\varphi )`$ $`=`$ $`J_l^0_{ii}U_l(\varphi )+{\displaystyle _0^l}𝑑l^{}J_{ll^{}}^D_{ij}U_l^{}(\varphi )_{ij}U_l^{}(\varphi )`$ (34) $`J_l^0`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle _q}G_l^q`$ (35) $`J_{ll^{}}^D`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle _q}G_l^qG_l^{}^q`$ (36) In order to compute the correlation functions for small wave-vectors $`q`$, the strategy of the RG consists in performing a perturbative calculation in the theory renormalized up to $`l^{}=\mathrm{ln}(\mathrm{\Lambda }_0/q)`$. In the favorable cases, the interaction $`𝒱_l`$ flows, from a small initial initial interaction $`𝒱_0`$, to “fixed points” in functional space (up to appropriate rescalings) controlled by a small parameter (such as the offset from the critical dimension). Once the asymptotic large $`l`$ behaviour of $`U_l(\varphi )`$ is known, one uses the invariance property of $`W(J)`$ (see (11) and Appendix C.5 where this is done in details) to compute the observables. To lowest order in $`U`$, it is sufficient to keep only the local part in (13) which yields $`W(J)={\displaystyle \frac{1}{2}}J:G:J{\displaystyle _x}{\displaystyle _K}U_l^Ke^{\frac{1}{2}K.G^{x=0}.K}e^{iK.(G:J)^x}+𝒪(U_l^2)`$ (37) Thus one has for the two-point function $`\varphi _i^q\varphi _j^q^{}_𝒮^c=\delta (q+q^{})𝖢_{ij}^q`$ with $`𝖢_{ij}^q=G_{ij}^q+{\displaystyle _K}(K.G^q)_i(K.G^q)_j\widehat{U}_l^K`$ (38) $`\widehat{U}_l^K=U_l^Ke^{\frac{1}{2}K.G_l^{x=0}.K}`$ (39) and more generally the $`n`$-point function ($`n2`$): $`\varphi _{j_1}^{q_1}\mathrm{}\varphi _{j_n}^{q_n}_𝒮^c=\delta _{_iq_i}\left({\displaystyle \underset{i}{}}G_{j_ik_i}^{q_i}_{k_i}\right)\widehat{U}_l(0)`$ (40) with $`\delta _q(2\pi )^D\delta (q)`$. To compute e.g. the two point correlation function at wave-vector $`q`$, one carries perturbation theory in $`U_l^{}`$ at a large scale $`l^{}`$ and it is convenient to choose $`l^{}=\mathrm{ln}\mathrm{\Lambda }/q`$. To first order in $`U_l^{}(\varphi )`$, one has $`𝖢_{ij}^q=G_{ij}^q+{\displaystyle _K}(K.G^q)_i(K.G^q)_jU_{l^{}=\mathrm{ln}\mathrm{\Lambda }/q}^Ke^{\frac{1}{2}K.G_{l^{}=\mathrm{ln}\mathrm{\Lambda }/q}^{x=0}.K}`$ (41) Of course, since $`W(J)`$ is by construction independent of $`l`$ the result should not depend on the choice of $`l^{}`$. Using the RG flow equation, it can be checked order by order in perturbation in powers of $`U_l`$ that this is the case. In the above computation of the two point function, the natural vertex which appear is not $`U_l(\varphi )`$ but $`\widehat{U}(\varphi )=_Ke^{iK.\varphi }\widehat{U}_l^K`$; it is thus interesting to study directly its flow equation. ## 3 Removing of tadpoles and application to $`\varphi ^4`$ ### 3.1 Modified Polchinski equation It is useful for some applications, and in particular to simplify higher orders calculations, to get rid of the linear term in the Polchinski equation. This can be achieved exactly by introducing the following functional: $`\widehat{𝒱}_l(\varphi )=e^{\frac{1}{2}\frac{\delta }{\delta \varphi }:G_l:\frac{\delta }{\delta \varphi }}𝒱_l(\varphi )`$ (42) Inserted in (9) one finds that it satisfies $`_l\widehat{𝒱}_l(\varphi )={\displaystyle \frac{1}{2}}e^{\frac{\delta }{\delta \varphi _1}:G_l:\frac{\delta }{\delta \varphi _2}}{\displaystyle \frac{\delta }{\delta \varphi _1}}:G_l:{\displaystyle \frac{\delta }{\delta \varphi _2}}\widehat{𝒱}_l(\varphi _1)\|_{\varphi _1=\varphi }\widehat{𝒱}_l(\varphi _2)\|_{\varphi _2=\varphi }`$ (43) The graphical representation of this equation is drawn in Fig. 2. Since this equation does not contain a linear term, its solution does not contain tadpole-like diagrams. This functional has thus several advantages: first it enters directly the computation of any observable, second its flow is simpler than the one of the bare vertices. Finally in the context of quantum field theory it has the direct meaning of being the normally ordered vertices. We now perform a multilocal expansion, similar to the one introduced in the previous Section, but on the functional $`\widehat{𝒱}_l(\varphi )`$ as: $`\widehat{𝒱}_l(\varphi )={\displaystyle _x}\widehat{U}_l(\varphi ^x)+{\displaystyle _{xy}}\widehat{V}_l(\varphi ^x,\varphi ^y,xy)+..`$ (44) The modified Polchinski equation (43) can be solved order by order in $`\widehat{U}_l(\varphi )`$. The general analysis is performed in the Appendix C.1. Here we give only the result to order $`\widehat{U}^2`$ which reads: $`_l\widehat{U}_l(\varphi )`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle _x}e^{^1G_l^x^2}^1G_l^x^2\widehat{U}_l(\varphi _1)\|_{\varphi _1=\varphi }\widehat{U}_l(\varphi _2)\|_{\varphi _2=\varphi }`$ (45) An interesting property of this equation is that it is now local in $`l`$. Expansion in the number of loops $`k`$, restricted to order $`\widehat{U}_l^2`$, is thus straightforward: $`_l\widehat{U}_l(\varphi )={\displaystyle \frac{1}{2}}{\displaystyle \underset{k=1}{\overset{+\mathrm{}}{}}}{\displaystyle \frac{1}{k!}}I_l^k_{i_1,..i_{k+1}}\widehat{U}_l(\varphi )_{i_1,..i_{k+1}}\widehat{U}_l(\varphi )`$ (46) $`I_l^k={\displaystyle _x}(G_l^x)^kG_l^x={\displaystyle \frac{1}{k+1}}_l{\displaystyle _x}(G_l^x)^{k+1}`$ (47) Note that the multilocal expansion for $`\widehat{𝒱}`$ and $`𝒱`$ are not identical, i.e they do not produce order by order equations which can be transformed back into each others. However, they should yield the same result at the end when calculating universal fixed point quantities. This property will be tested and used in the rest of the paper. We also give the expression of the bilocal term, as one must check that it effectively reaches a fixed point for consistency. It reads as a function of the local term: $`\widehat{V}_l(\varphi _1,\varphi _2,q)={\displaystyle \frac{1}{2}}{\displaystyle _x}(e^{iqx}1){\displaystyle _0^l}𝑑l^{}e^{^1G_l^{}^x^2}^1G_l^{}^x^2\widehat{U}_l^{}(\varphi _1)\widehat{U}_l^{}(\varphi _2)`$ (48) ### 3.2 Modified RG equation to one loop and application to $`O(n)`$ model Expanding the exponential of the propagator in (45) yields a loop expansion of the beta function to order $`U^2`$. To one loop this gives: $`_l\widehat{U}_l(\varphi )=I_l^D_{ij}\widehat{U}_l(\varphi )_{ij}\widehat{U}_l(\varphi )`$ (49) $`I_l^D={\displaystyle \frac{1}{2}}{\displaystyle _q}G_l^qG_l^q`$ (50) As a simple application let us consider the $`O(n)`$ model in $`D=4ϵ`$ with the polynomial interaction: $`U_l(\varphi )={\displaystyle \frac{1}{2}}g_{2,l}\varphi ^2+{\displaystyle \frac{1}{4!}}g_{4,l}(\varphi ^2)^2+{\displaystyle \frac{1}{6!}}g_{6,l}(\varphi ^2)^3+..`$ (51) the dimensionless variables being $`\stackrel{~}{g}_{n,l}=g_{n,l}\mathrm{\Lambda }_l^{\frac{D2}{2}nD}`$. The RG can be performed either using $`U_l(\varphi )`$ as in the previous section, or in terms of $`\widehat{U}_l(\varphi )`$, by which we start. One has: $`\widehat{U}_l(\varphi )=e^{\frac{1}{2}G_l^{x=0}^2}U_l(\varphi )={\displaystyle \frac{1}{2}}a_{2,l}\varphi ^2+{\displaystyle \frac{1}{4!}}a_{4,l}(\varphi ^2)^2+{\displaystyle \frac{1}{6!}}a_{6,l}(\varphi ^2)^3+..`$ (52) and, similarly $`\stackrel{~}{a}_{n,l}=a_{n,l}\mathrm{\Lambda }_l^{\frac{D2}{2}nD}`$ thus: $`\stackrel{~}{a}_{2,l}=a_{2,l}\mathrm{\Lambda }_l^2`$ (53) $`\stackrel{~}{a}_{4,l}=a_{4,l}\mathrm{\Lambda }_l^ϵ`$ (54) $`\stackrel{~}{a}_{6,l}=a_{6,l}\mathrm{\Lambda }_l^{22ϵ}`$ (55) From $`_{ij}\widehat{U}_l(\varphi )=a_{2,l}\delta _{ij}+\frac{a_{4,l}}{3!}(\delta _{ij}\varphi ^2+2\varphi _i\varphi _j)+\frac{a_{6,l}}{5!}(\delta _{ij}(\varphi ^2)^2+4\varphi _i\varphi _j\varphi ^2)+..`$, one obtains the RG equations: $`\stackrel{~}{a}_{2,l}=2\stackrel{~}{a}_{2,l}+I^D{\displaystyle \frac{2}{3}}(n+2)\stackrel{~}{a}_{4,l}\stackrel{~}{a}_{2,l}+𝒪(\stackrel{~}{a}_{4,l}^2)`$ (56) $`\stackrel{~}{a}_{4,l}=ϵ\stackrel{~}{a}_{4,l}+I^D{\displaystyle \frac{2}{3}}(n+8)\stackrel{~}{a}_{4,l}^2+𝒪(\stackrel{~}{a}_{4,l}^3)`$ (57) $`\stackrel{~}{a}_{6,l}=(2+2ϵ)\stackrel{~}{a}_{6,l}+𝒪(\stackrel{~}{a}_{4,l}^3)`$ (58) in terms of the single integral $`I^D`$ which has a universal value in $`D=4`$: $`I^D=\mathrm{\Lambda }_l^ϵI_l^D=\mathrm{\Lambda }_l^ϵ{\displaystyle \frac{1}{2}}{\displaystyle _q}{\displaystyle \frac{c^{}(\frac{q^2}{2\mathrm{\Lambda }_l})}{\mathrm{\Lambda }_l^2}}{\displaystyle \frac{c(\frac{q^2}{2\mathrm{\Lambda }_l})}{q^2}}`$ (59) $`={\displaystyle \frac{1}{2}}S_D{\displaystyle _{s>0}}(2s)^{ϵ/2}c^{}(s)c(s)={\displaystyle \frac{S_4}{4}}+𝒪(ϵ)`$ (60) with $`S_4=1/(8\pi ^2)`$ and here and in the following $`S_D`$ is the unit sphere area divided by $`(2\pi )^D`$. Thus $`\stackrel{~}{a}_{4,l}`$ flows to the fixed value: $`\stackrel{~}{a}_4^{}={\displaystyle \frac{3}{(n+8)}}16\pi ^2ϵ`$ (61) which is universal to this order. We have indicated terms in the above RG equations which arise at two loops and yield fixed point for $`\stackrel{~}{a}_{2,l}`$ and $`\stackrel{~}{a}_{6,l}`$ with: $`\stackrel{~}{a}_2^{}=𝒪(ϵ^2),\stackrel{~}{a}_6^{}=𝒪(ϵ^3)`$ (62) and more generally $`\stackrel{~}{a}_{2n}^{}=𝒪(ϵ^n)`$ for $`n3`$. The derivation of this is simple but goes beyond this paper . This fixed point is unstable in the direction $`\stackrel{~}{a}_2`$ and stable in all other directions. The stability eigenvalues to $`𝒪(ϵ)`$ read: $`\lambda _2=2{\displaystyle \frac{n+2}{n+8}}ϵ`$ (63) $`\lambda _4=ϵ`$ (64) $`\lambda _{2n}=2(n2)+ϵ(n1)n3`$ (65) The critical manifold of the $`O(n)`$ model corresponds to $`\stackrel{~}{a}_2=\stackrel{~}{a}_2^{}`$. This corresponds indeed to the massless case, since the self energy $`\mathrm{\Sigma }^q=\widehat{U}^{\prime \prime }(0)+𝒪(\widehat{U}^2)=\mathrm{\Lambda }_l^2\stackrel{~}{a}_{2,l}`$ (66) vanishes to lowest order on the critical manifold. The instability eigenvalue at the the fixed point gives the critical exponent $`\gamma `$: $`\gamma ={\displaystyle \frac{2}{\lambda _2}}=1+{\displaystyle \frac{(n+2)}{2(n+8)}}ϵ+𝒪(ϵ^2)`$ (67) thus recovering the standard result. One also gets $`\omega =ϵ`$ and $`\eta =𝒪(ϵ^2)`$. Note that to first order in $`ϵ`$ there is no $`q`$ dependence of $`\mathrm{\Sigma }^q`$ and no wave function renormalization. This can be incorporated in the method to two loops (see Appendix A.2 and ). ## 4 Application to disordered elastic systems ### 4.1 FRG equations and universality to one loop #### 4.1.1 The model Let us consider an elastic system of internal dimension $`D`$ embedded in a disordered medium. It is described by a single component displacement field $`u^x`$ ($`x`$ is the internal variable), which is either the height function for an interface problem, or the continuous deformation field for periodic systems. The energy reads $`H(u)={\displaystyle _x}\left({\displaystyle \frac{c}{2}}\|u^x\|^2W(x,u^x)+{\displaystyle \frac{m^2}{2}}\|u^x\|^2\right)`$ (68) where a short-distance cutoff is implicit. The elastic constant is set to $`c=1`$ here, and the mass to $`m=0`$, its effect will be studied in Section 4.3. The disordered potential $`W(x,u)`$ is a random variable which has the following properties (i) $`\overline{W(x,u)}=0`$ (ii) the potential at different $`x`$ are uncorrelated (iii) the distribution of $`W(x,u)`$ is translationally invariant in $`u`$ space. Its cumulants read $`\overline{W(x_1,u_1)\mathrm{}W(x_N,u_N)}^c=\delta (x_1x_2)\mathrm{}\delta (x_1x_N)S^{(N)}(u_1,\mathrm{},u_N)`$ (69) where the symmetric functions $`S^{(N)}`$ satisfy $`S^{(N)}(u_1,\mathrm{},u_N)=S^{(N)}(u_1+u,\mathrm{},u_N+u)`$ for any $`u`$. In particular, the second cumulant is denoted by $`R(uu^{})=S^{(2)}(u,u^{})`$. In the case of an interface, these correlators can be either long–range, e.g. random field, or short–range, e.g. random bond. In the periodic case, the cumulants have the periodicity of the lattice. We assume parity symmetry $`S^{(N)}(u_1,\mathrm{},u_N)=S^{(N)}(u_1,\mathrm{},u_N)`$. This problem is usually studied by introducing $`n`$ replicas $`\varphi _a^x`$, $`a=1\mathrm{}n`$, of $`u^x`$ and by averaging over the disorder. It yields the action $`𝒮(\varphi )={\displaystyle _x}\left[{\displaystyle \frac{1}{2T}}{\displaystyle \underset{a}{}}\|\varphi _a^x\|^2{\displaystyle \underset{N2}{}}{\displaystyle \frac{1}{N!T^N}}{\displaystyle \underset{a_1\mathrm{}a_N}{}}S^{(N)}(\varphi _{a_1}^x,\mathrm{},\varphi _{a_N}^x)\right]`$ (70) Thus the bare $`𝒮`$ has the general form (3) with $`G_{ab}^q={\displaystyle \frac{T}{q^2}}c({\displaystyle \frac{q^2}{2\mathrm{\Lambda }^2}})\delta _{ab}`$ (71) $`𝒱(\varphi )={\displaystyle _x}U(\varphi ^x)`$ (72) $`U(\varphi )={\displaystyle \frac{1}{2T^2}}{\displaystyle \underset{ab}{}}R(\varphi _a\varphi _b){\displaystyle \frac{1}{3!T^3}}{\displaystyle \underset{abc}{}}S^{(3)}(\varphi _a,\varphi _b,\varphi _c)+\mathrm{}`$ (73) We will consider any cutoff function $`c(s)`$ such that $`c(0)=1`$ with no loss of generality and with $`c^{}(0)=0`$ for convenience (see below). Direct perturbation theory can be performed on this model. One can show that it has a well defined $`T=0`$ limit (see Appendix D). Furthermore, at $`T=0`$ this perturbation theory is in fact trivial, i.e the disorder average of any observable is identical to its value in the linear random force model, as shown in the Appendix D. Within the exact RG one can in fact escape this well known dimensional reduction phenomenon, since, as we will see below, the flowing disorder becomes non analytic. As shown below it yields non trivial results for correlations. #### 4.1.2 RG analysis We now use the exact RG method introduced above. For now we use the RG equations based on the multilocal expansion of $`𝒱`$ while the other method in terms of $`\widehat{𝒱}`$ (explained in Section 3.1 and Appendix C.1) will be used in Section 4.3. The method with $`𝒱`$ turns out to be more convenient to analyze finite $`T`$ effects. The $`l`$ dependence of the Gaussian part is implemented by the choice $`(G_l)_{ab}^q=T(\overline{G}_l)_{ab}^q={\displaystyle \frac{T}{q^2}}c({\displaystyle \frac{q^2}{2\mathrm{\Lambda }_l^2}})\delta _{ab}`$ (74) where $`\mathrm{\Lambda }_l=\mathrm{\Lambda }e^l`$. This choice is particularly convenient here since there is no correction to any order to the connected quadratic part (statistical tilt symmetry). The flowing interaction functional $`𝒱_l(\varphi )`$ remains translationally and parity invariant in $`x`$ space. Since translation invariance in the $`u`$ space is conserved, its local part $`U_l(\varphi )`$ remains of the form (73). In order to obtain fixed points it is convenient to define a rescaled dimensionless temperature $`\stackrel{~}{T}_l=T\mathrm{\Lambda }_l^{D2}`$ and rescaled functions $`\stackrel{~}{U}_l(\varphi )`$ $`=`$ $`\mathrm{\Lambda }_l^DU_l(\varphi )`$ (75) $`=`$ $`{\displaystyle \frac{1}{2\stackrel{~}{T}_l^2}}{\displaystyle \underset{ab}{}}\stackrel{~}{R}_l(\varphi _a\varphi _b){\displaystyle \frac{1}{3!\stackrel{~}{T}_l^3}}{\displaystyle \underset{abc}{}}\stackrel{~}{S}^{(3)}(\varphi _a,\varphi _b,\varphi _c)+\mathrm{}`$ (76) $`\stackrel{~}{R}_l(u)`$ $`=`$ $`\mathrm{\Lambda }_l^{D4}R_l(u)`$ (77) $`\stackrel{~}{S}_l^{(N)}(u_1,\mathrm{},u_N)`$ $`=`$ $`\mathrm{\Lambda }_l^{DN2ND}S_l^{(N)}(u_1,\mathrm{},u_N)`$ (78) The general RG equation (32) for $`U_l(\varphi )`$ implies a set of flow equations for the rescaled cumulants $`\stackrel{~}{R}_l(u)`$, $`\stackrel{~}{S}_l^{(N)}(u_1,\mathrm{},u_N)`$ (since the former is in fact a set of equations for functions of a $`n`$-dimensional vector $`\varphi `$ for any $`n`$). The rescalings above have been chosen such that these rescaled functions flow to fixed functions denoted $`\stackrel{~}{R}^{}(u)`$, $`\stackrel{~}{S}^{(N)}(u_1,\mathrm{},u_N)`$ independent of $`T`$. An important property of the theory (70) is that it admits a well-defined $`T=0`$ limit, at least at the perturbative level. This can be seen either by examination of the diagrammatics (all negative powers of $`T`$ in the perturbative calculation of observables are in factor of a positive power of $`n`$, see Appendix D), or in the $`T=0`$ dynamics . Similarly there exists a well-defined $`T=0`$ limit of the set of flow equations for the cumulants. For small $`ϵ=4D`$, this complicated set of coupled equations can be organized in powers of $`ϵ`$. Specifically one finds that $`\stackrel{~}{R}^{}=𝒪(ϵ)`$ while $`\stackrel{~}{S}^{(N)}=𝒪(ϵ^N)`$ for $`N3`$. This can be seen on the schematic structure (ordered in $`U`$ and $`T`$) of the flow equations obeyed by the rescaled $`\stackrel{~}{R}_l`$, $`\stackrel{~}{S}_l^{(N)}`$, which can be read off from Appendix C.4: $`U=TU+T^2U^2e^T+T^3U^3e^T+\mathrm{}`$ (79) The two first terms reproduce (31) since $`GT`$, while the third term mimics the $`𝒪(U^3)`$ in the $`\beta `$ function. Its three $`U`$ vertices must be linked by at least three propagators because of the constraint of locality. Substituting symbolically $`\stackrel{~}{U}=\stackrel{~}{R}/T^2+\stackrel{~}{S}/T^3`$, where we restrict to the two lowest cumulants, one finds $`\stackrel{~}{R}=ϵ\stackrel{~}{R}+\stackrel{~}{S}\|_2+\stackrel{~}{R}^2\|_2+\stackrel{~}{R}\stackrel{~}{S}e^T/T\|_2+\stackrel{~}{R}^3e^T/T\|_2`$ (80) $`\stackrel{~}{S}=(62D)\stackrel{~}{S}+\stackrel{~}{R}\stackrel{~}{S}\|_3+\stackrel{~}{R}^3\|_3+\stackrel{~}{S}^2e^T/T\|_3+\stackrel{~}{R}^2\stackrel{~}{S}e^T/T\|_3`$ (81) where we have denoted projections on $`2`$ and $`3`$ replica parts. All terms containing $`1/T`$ vanish after these projections since a well-defined $`T=0`$ limit exists. We have discarded terms, such as $`_l\stackrel{~}{S}=T\stackrel{~}{R}^2\|_3`$, which (formally) vanish at $`T=0`$. One sees immediately on these equations that the fixed $`\stackrel{~}{R}^{}=𝒪(ϵ)`$ while $`\stackrel{~}{S}^{}=𝒪(ϵ^3)`$. This can be generalized by noting that the lowest order (in $`ϵ`$) correction to $`S^{(N)}`$ is of the form $`\stackrel{~}{R}^N\|_N`$ thus $`\stackrel{~}{S}^{(N)}=𝒪(ϵ^N)`$. To $`𝒪(ϵ^2)`$ at $`T=0`$ we thus need: $`\stackrel{~}{R}=ϵ\stackrel{~}{R}+\stackrel{~}{R}^2\|_2+\stackrel{~}{S}\|_2+\stackrel{~}{R}^3e^T/T\|_2`$ (82) $`\stackrel{~}{S}=(62D)\stackrel{~}{S}+\stackrel{~}{R}^3\|_3`$ (83) In this paper we simply perform the $`𝒪(ϵ)`$ calculation to which we now turn, for which consideration of two replica terms is sufficient. We perform the analysis in the $`T=0`$ limit as explained above. The propagator can be expressed in terms of dimensionless quantities as $`G_l^x=\stackrel{~}{T}_l_q\frac{c(\frac{q^2}{2})}{q^2}e^{iq\mathrm{\Lambda }_lx}`$. At finite $`T`$, the exponentials of propagators in (31) would reduce to $`1`$ asymptotically at large $`l`$. This is also true in the $`T=0`$ limit for any $`l`$. It is thus a priori unnecessary to include higher number of loops within order $`U^2`$. Denoting by $`\stackrel{~}{M}_l(\varphi )`$ the two–replica term contained in the local operator $`U`$ $`\stackrel{~}{M}_l(\varphi )={\displaystyle \frac{1}{2}}{\displaystyle \underset{ab}{}}\stackrel{~}{R}_l(\varphi _a\varphi _b)`$ (84) the flow equation to one loop (34) (using the change of variables $`l^{}ll^{}`$ yields $`_l\stackrel{~}{M}_l(\varphi )=(4D)\stackrel{~}{M}_l(\varphi ){\displaystyle \frac{1}{2}}{\displaystyle _0^l}𝑑l^{}𝖪_l^{}{\displaystyle \underset{ab}{}}[_{ab}\stackrel{~}{M}_{ll^{}}(\varphi )]^2\|_{2rep}`$ (85) where the kernel responsible for the retarded nature of the flow is $`𝖪_l^{}=4J_{l,ll^{}}^D\mathrm{\Lambda }_{ll^{}}^{2ϵ}\mathrm{\Lambda }_l^ϵ=2e^{(6D)l^{}}{\displaystyle _q}c^{}({\displaystyle \frac{q^2}{2}})c^{}({\displaystyle \frac{q^2}{2}}e^{2l^{}})`$ (86) Since $`c^{}(u)`$ is typically peaked around $`u1`$ and decreases fast at infinity, one sees on (86) that the range of the kernel $`𝖪_l`$ is also of order one and can be made as small as desired by choosing narrow enough cutoff functions. The above RG equation (85) involves computing the contraction: $`{\displaystyle \underset{ab}{}}\left[_a_b\stackrel{~}{M}(\varphi )\right]^2`$ $`=`$ $`{\displaystyle \underset{ab}{}}\left[\stackrel{~}{R}^{\prime \prime }(\varphi _a\varphi _b)^22\stackrel{~}{R}^{\prime \prime }(0)\stackrel{~}{R}^{\prime \prime }(\varphi _a\varphi _b)\right]`$ (88) $`+{\displaystyle \underset{abc}{}}\stackrel{~}{R}^{\prime \prime }(\varphi _a\varphi _c)\stackrel{~}{R}^{\prime \prime }(\varphi _c\varphi _b)`$ where we have used $`_a_b\stackrel{~}{M}(\varphi )=\delta _{ab}_c\stackrel{~}{R}^{\prime \prime }(\varphi _a\varphi _c)\stackrel{~}{R}^{\prime \prime }(\varphi _a\varphi _b)`$. The last sum being a three replica term, it does not enter the equation for $`\stackrel{~}{R}`$ (it is a correction to $`S`$ proportional to $`T`$), which reads: $`_l\stackrel{~}{R}_l(u)=ϵ\stackrel{~}{R}_l(u)+{\displaystyle _0^l}𝑑l^{}𝖪_l^{}\left({\displaystyle \frac{1}{2}}\stackrel{~}{R}_{ll^{}}^{\prime \prime }(u)^2\stackrel{~}{R}_{ll^{}}^{\prime \prime }(0)\stackrel{~}{R}_{ll^{}}^{\prime \prime }(u)\right)`$ (89) Let us first study the case of periodic elastic systems, with $`\stackrel{~}{R}_l(\varphi )`$ periodic of period $`1`$. Taking the large $`l`$ limit we find the fixed point equation: $`0=ϵ\stackrel{~}{R}^{}(u)+({\displaystyle _0^+\mathrm{}}𝑑l^{}𝖪_l^{})\left({\displaystyle \frac{1}{2}}\stackrel{~}{R}^{\prime \prime }(u)^2\stackrel{~}{R}^{\prime \prime }(0)\stackrel{~}{R}^{\prime \prime }(u)\right)`$ (90) It is now easy to see that the factor $`𝖪=_0^{\mathrm{}}𝑑l𝖪_l`$ in (90), which a priori depends on the dimension of space and of the whole arbitrary cutoff function $`c(s)`$, becomes universal in $`D=4`$. Indeed: $`𝖪`$ $`=`$ $`2S_D2^{ϵ/2}{\displaystyle _0^{\mathrm{}}}𝑑ss^ϵc^{}(s){\displaystyle _0^s}𝑑tt^ϵc^{}(t)`$ (91) $`=`$ $`2S_4{\displaystyle _0^{\mathrm{}}}𝑑sc^{}(s)(c(s)1)+𝒪(ϵ)=S_4+𝒪(ϵ)`$ (92) where we used the new variables $`s=q^2/2`$, then $`t=se^{2l}`$, kept only the lowest order in $`ϵ`$, and used $`c(0)=1`$. We denote by $`S_D`$ the surface of the unit sphere in $`D`$ dimensions divided by $`(2\pi )^D`$. Thus, to one loop, the FRG equation does not depend on the cutoff procedure. It coincides with the fixed point equation obtained from Wilson’s momentum shell renormalization. In Appendix C.3, we also mention the result of a two-loop calculation of the beta-function in our exact renormalization framework. The solution to (90) is known to be the $`1`$–periodic function defined by $`\stackrel{~}{R}^{}(u)={\displaystyle \frac{ϵ}{72S_4}}\left({\displaystyle \frac{1}{36}}u^2(1u)^2\right)`$ (93) for $`0<u<1`$. This fixed point function is non–analytic which is an important and unusual feature. It was argued in that this non–analyticity appears at a finite scale. This scale $`R_c=e^{l_c}/\mathrm{\Lambda }`$ can be identified with the Larkin length at which metastability and glassiness appears. Taking the fourth derivative at $`u=0`$ of (89) yields a closed retarded equation for $`\stackrel{~}{R}_l^{iv}(0)`$ $`_l\stackrel{~}{R}_l^{iv}(0)=ϵ\stackrel{~}{R}_l^{iv}(0)+3{\displaystyle _0^l}𝑑l^{}𝖪_l^{}\stackrel{~}{R}_{ll^{}}^{iv}(0)^2`$ (94) In the limit of narrow cutoffs, the equation becomes local and $`\stackrel{~}{R}_l^{iv}(0)`$ diverges at a finite scale. One can show that this feature persits in the non–local equation. The case of an interface (i.e a directed polymer for $`D=1`$) corresponds to another fixed point where one must rescale the function $`\stackrel{~}{R}_l(u)`$ as follows: $`\stackrel{~}{R}_l(u)=e^{4\zeta l}r_l(ue^{\zeta l})`$ (95) and we must now determine $`\zeta =𝒪(ϵ)`$ such that $`r_l(v)`$ converges to a fixed point $`r^{}(v)`$. Inserting (95) into (89) yields: $`_lr_l(v)=(ϵ4\zeta )r_l(v)+\zeta vr_l^{}(v)+{\displaystyle _0^l}𝑑l^{}𝖪_l^{}e^{4\zeta l^{}}\left({\displaystyle \frac{1}{2}}r_{ll^{}}^{\prime \prime }(ve^{\zeta l^{}})^2r_{ll^{}}^{\prime \prime }(0)r_{ll^{}}^{\prime \prime }(ve^{\zeta l^{}})\right)`$ (96) Although the kernel has been modified, this does not affect the results for the fixed point to lowest order in $`ϵ`$. The fixed point equation reads: $`0=(ϵ4\zeta )r^{}(v)+\zeta vr^{}(v)+S_4\left({\displaystyle \frac{1}{2}}r^{\prime \prime }(v)^2r^{\prime \prime }(0)r^{\prime \prime }(v)\right)`$ (97) and is thus universal, independent of $`c(s)`$. This shows that $`\zeta `$, which, as shown below is the roughness exponent, is universal to one loop. It will be studied below for the random field case and in the case of short range disorder it is thus equal to $`𝒪(ϵ)`$ to the values given in . #### 4.1.3 Correlation function Let us now compute the two–point correlation function at $`T=0`$ using (12). To lowest order in $`ϵ`$, it is sufficient to use the first order formula (41). The bare Gaussian part $`G^q`$ vanishes at $`T=0`$. We thus get: $`𝖢_{ab}^q={\displaystyle \frac{T^2}{q^4}}c({\displaystyle \frac{q^2}{2\mathrm{\Lambda }^2}})^2_a_bU_l(\varphi )\|_{\varphi 0}={\displaystyle \frac{R_{l=\mathrm{ln}(q/\mathrm{\Lambda })}^{\prime \prime }(0)}{q^4}}={\displaystyle \frac{\stackrel{~}{R}^{\prime \prime }(0)}{q^D}}={\displaystyle \frac{ϵ}{S_4}}{\displaystyle \frac{1}{36}}q^D`$ (98) where we used that $`\stackrel{~}{R}_l`$ converges to the fixed point $`\stackrel{~}{R}^{}`$ and small $`q`$ such that $`c(q^2/2\mathrm{\Lambda }^2)=1`$. In real space, it yields logarithmic growth of the displacements with a universal prefactor $`\overline{(u^xu^0)^2}`$ $`=`$ $`{\displaystyle \frac{ϵ}{18}}\mathrm{ln}\|\mathrm{\Lambda }x\|`$ (99) In the case of short range disorder (e.g. random bond an for Ising interface) one gets instead: $`𝖢_{ab}^q={\displaystyle \frac{R_{l=\mathrm{ln}(q/\mathrm{\Lambda })}^{\prime \prime }(0)}{q^4}}=e^{2\zeta l}\mathrm{\Lambda }_l^ϵ{\displaystyle \frac{r^{\prime \prime }(0)}{q^D}}{\displaystyle \frac{1}{q^{D+2\zeta }}}`$ (100) This yields to a roughness exponent $`\overline{(u^xu^0)^2}\|x\|^{2\zeta }`$ with a nonuniversal amplitude (since the FRG fixed point equation (97) is invariant under $`r^{}(v)\lambda ^4r^{}(v/\lambda )`$ and, contrarily to the periodic case, nothing here fixed the scale). We can now investigate in more details the structure of the asymptotic flow of the various higher order interactions (three replica terms and higher, as well as bilocal interaction and more). Although this is beyond the scope of this paper, such an analysis is in principle necessary for consistency, i.e to ensure the existence of a global fixed point (for all interactions) and the validity of the result to $`𝒪(ϵ)`$. We sketch it here for the periodic case $`\zeta =0`$, generalizations to interfaces being simple. We start with estimating the higher cumulants of the renormalized disorder, i.e the higher replica components of the local interaction $`U_l`$. To lowest order in $`R`$, the correction to $`S_l^{(N)}`$ is proportional to $`R_l^N`$ and takes the schematic form: $`\stackrel{~}{S}^{(N)}=(2N+DDN)\stackrel{~}{S}^{(N)}+\stackrel{~}{R}^{\prime \prime N}`$ (101) Graphically, the diagram is made of one loop. We dropped the numerous higher order terms in $`ϵ`$ coming from contractions of various other cumulants than $`R`$. One finds that the fixed point $`\stackrel{~}{S}^{(N)}`$ takes the following form to lowest order in $`ϵ`$ $`{\displaystyle \underset{a_1\mathrm{}a_N}{}}\stackrel{~}{S}^{(N)}(\varphi _{a_1}\mathrm{}\varphi _{a_N})=c_{N,D}\left(\mathrm{Tr}\left(W^N\right){\displaystyle \underset{a_1\mathrm{}a_N,b}{}}\stackrel{~}{R}_{ba_1}^{\prime \prime }\mathrm{}\stackrel{~}{R}_{ba_N}^{\prime \prime }\right)`$ (102) where $`W_{ab}(\varphi )=\delta _{ab}_c\stackrel{~}{R}_{ac}^{\prime \prime }\stackrel{~}{R}_{ab}^{\prime \prime }`$, $`\stackrel{~}{R}_{ab}^{\prime \prime }`$ denotes $`\stackrel{~}{R}^{\prime \prime }(\varphi _a\varphi _b)`$, and $`c_{N,D}`$ is some number depending on the cutoff procedure. The last term in the trace has been substracted since the product of the $`N`$ $`\delta `$’s is a $`N+1`$ replica term. For instance, the third cumulant is of order $`𝒪(ϵ^3)`$ and reads $`\stackrel{~}{S}^{(3)}(u_1,u_2,u_3)=c_{3,D}\text{Sym}_{u_1,u_2,u_3}[\stackrel{~}{R}^{\prime \prime }(u_2u_3)\stackrel{~}{R}^{\prime \prime }(u_3u_1)\stackrel{~}{R}^{\prime \prime }(u_1u_2)`$ (103) $`3\stackrel{~}{R}^{\prime \prime }(u_1u_2)\stackrel{~}{R}^{\prime \prime }(u_1u_3)^2+3\stackrel{~}{R}^{\prime \prime }(0)\stackrel{~}{R}^{\prime \prime }(u_2u_1)\stackrel{~}{R}^{\prime \prime }(u_3u_1)]`$ (104) where $`c_{3,4}`$ is computed in and reads: $`c_{3,4}={\displaystyle \frac{S_4}{12}}{\displaystyle _0^{\mathrm{}}}𝑑s{\displaystyle \frac{(1c(s))^3}{s^2}}`$ (105) Now we check that the bilocal part has a well defined fixed point. Its expression is given by (29), where at $`T=0`$, the exponentials should be expanded at most to first order. The zero-th order term yields three replica terms, while the first order term yields two replica terms (as well as a correction proportional to $`T`$ to three replica terms which we can discard at $`T=0`$). Thus we get $`V_l(\varphi _1,\varphi _2,q)={\displaystyle \frac{\mathrm{\Lambda }_l^ϵ}{2T^2}}{\displaystyle \underset{ab}{}}\stackrel{~}{V}_l^{(2,2)}({\displaystyle \frac{q}{\mathrm{\Lambda }_l}}){\displaystyle \frac{\mathrm{\Lambda }_l^{2ϵ2}}{6T^3}}{\displaystyle \underset{abc}{}}\stackrel{~}{V}_l^{(2,3)}({\displaystyle \frac{q}{\mathrm{\Lambda }_l}})`$ (106) where we have explicitly separated two and three replica terms respectively: $`\stackrel{~}{V}_l^{(2,2)}(\stackrel{~}{q})`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle _k}({\displaystyle \frac{1}{k^2(k+\stackrel{~}{q})^2}}(c(k^2/2)1)(c((k+\stackrel{~}{q})^2/2)1)\text{idem q=0})`$ $`({\displaystyle \underset{ab}{}}\stackrel{~}{R}_{ab}^{\prime \prime 1}\stackrel{~}{R}_{ab}^{\prime \prime 2}\stackrel{~}{R}^{\prime \prime }(0){\displaystyle \underset{ab}{}}(\stackrel{~}{R}_{ab}^{\prime \prime 1}+\stackrel{~}{R}_{ab}^{\prime \prime 2}))`$ $`{\displaystyle \frac{1}{4}}({\displaystyle _k}{\displaystyle \frac{1}{k^2}}c(k^2/2)){\displaystyle _0^1}𝑑\alpha ({\displaystyle \frac{1}{\alpha }}1)c^{}(\alpha \stackrel{~}{q}^2/2)(2{\displaystyle \underset{abc,abac}{}}\stackrel{~}{R}_{ab}^{\prime \prime \prime 1}\stackrel{~}{R}_{ac}^2+\stackrel{~}{R}_{ab}^1\stackrel{~}{R}_{ac}^{\prime \prime \prime 2})\|_{2rep}`$ $`\stackrel{~}{V}_l^{(2,3)}(\stackrel{~}{q})`$ $`=`$ $`3{\displaystyle \frac{c(\stackrel{~}{q}^2/2)1}{\stackrel{~}{q}^2}}{\displaystyle \underset{abc}{}}\stackrel{~}{R}_{ab}^1\stackrel{~}{R}_{ac}^2`$ where $`\stackrel{~}{R}_{ab}^1`$ stands for $`\stackrel{~}{R}^{}(\varphi _{1,a}\varphi _{1,b})`$ etc.. The bilocal term thus has a scale invariant fixed form of order $`ϵ^2`$ and is a well-defined function of $`\stackrel{~}{q}=q/\mathrm{\Lambda }_l`$ with no divergences. More generally, we conjecture that there is a fixed asymptotic form for all multilocal interactions $`V^{(p)}`$ which can be explicitly written as a sum of properly rescaled multi-replica terms as $`V_l^{(p)}(\varphi _1,..\varphi _p,x_1,..x_p)=\mathrm{\Lambda }_l^{Dp}{\displaystyle \underset{c2}{}}{\displaystyle \frac{\mathrm{\Lambda }_l^{c(2D)}}{c!T^c}}{\displaystyle \underset{a_1,..a_c}{}}\stackrel{~}{V}_l^{(p,c)}(\{\varphi _{\alpha ,a_i}\}_{i=1,..c}^{\alpha =1,..p},\mathrm{\Lambda }_lx_1,..\mathrm{\Lambda }_lx_p)`$ (107) where the number of replicas $`c`$ corresponds graphically to the number of connected components. The consistency of the method demands that the $`\stackrel{~}{V}_l`$ flow to well defined fixed points, perturbative in $`ϵ`$. It is indeed natural to conjecture that in this theory there is no wave function renormalization. We can now come back to the calculation of the correlation function. Although for convenience we have computed $`𝖢_{ab}^q`$ from the theory with $`l=\mathrm{ln}(q/\mathrm{\Lambda })`$, this is unnecessary. As discussed above, the existence of a fixed point with well-defined functions of $`\stackrel{~}{q}=q/\mathrm{\Lambda }_l`$ implies that the $`ϵ`$ expansion of $`𝖢_{ab}^q`$ at fixed $`q\mathrm{\Lambda }`$ should be of the form: $`𝖢_{ab}^q={\displaystyle \frac{1}{q^4}}\mathrm{\Lambda }_l^ϵ\stackrel{~}{\mathrm{\Sigma }}(\stackrel{~}{q})`$ (108) where the dimensionless self energy $`\stackrel{~}{\mathrm{\Sigma }}(\stackrel{~}{q})`$ depends only on $`\stackrel{~}{q}`$ and $`ϵ`$. Since $`𝖢_{ab}^q`$ is $`l`$ independent, it implies, taking the derivative, that $`\stackrel{~}{\mathrm{\Sigma }}(\stackrel{~}{q})=C_ϵ\stackrel{~}{q}^ϵ`$ and thus $`𝖢_{ab}^q`$ $`=`$ $`C_ϵq^D`$ (109) $`C_ϵ`$ $`=`$ $`{\displaystyle \frac{2\pi ^2}{9}}ϵ`$ (110) to lowest order in $`ϵ`$, as in . The form (109) should be valid to all orders in $`ϵ`$ if the hypothesis about the fixed point formulated above are satisfied. ### 4.2 FRG at finite temperature #### 4.2.1 Renormalization equations Since in (31) the terms in the exponentials containing the temperature go to zero as $`\mathrm{\Lambda }_l^{D2}`$ one can first study the effect of temperature, compared to $`T=0`$ by looking at the linear term. Up to order $`TR`$ and $`R^2`$ (i.e to one loop) the RG equation thus reads: $`_l\stackrel{~}{R}_l(u)=ϵ\stackrel{~}{R}_l(u)+\widehat{T}_l\stackrel{~}{R}_l^{\prime \prime }(u)+{\displaystyle _0^l}𝑑l^{}𝖪_l^{}\left({\displaystyle \frac{1}{2}}\stackrel{~}{R}_{ll^{}}^{\prime \prime }(u)^2\stackrel{~}{R}_{ll^{}}^{\prime \prime }(0)\stackrel{~}{R}_{ll^{}}^{\prime \prime }(u)\right)`$ (111) with $`\widehat{T}_l=G_l^{x=0}=T{\displaystyle _q}\mathrm{\Lambda }_l^2c^{}({\displaystyle \frac{q^2}{2\mathrm{\Lambda }_l^2}})`$ (112) $`=2TS_4\mathrm{\Lambda }_l^2{\displaystyle _{s>0}}c(s)+𝒪(ϵ)`$ (113) In the case of sharp cutoff this equation has been studied in . It was found that at fixed $`u`$, $`\stackrel{~}{R}_l(u)`$ converges to $`\stackrel{~}{R}^{}(u)`$ but that temperature rounds the cusp of the $`T=0`$ solution in a boundary layer of size $`u\widehat{T}_l`$. As in we look for a solution of the form: $`\stackrel{~}{R}_l(0)\stackrel{~}{R}_l(u)=\stackrel{~}{R}_l^{\prime \prime }(0){\displaystyle \frac{u^2}{2}}𝖪{\displaystyle \frac{\widehat{T}_l^3}{ϵ^2\chi ^2}}H_l({\displaystyle \frac{uϵ\chi }{\widehat{T}_l}})`$ (114) Here, $`\chi `$ (of order $`ϵ^0`$) is defined by $`ϵ\chi =\stackrel{~}{R}^{\prime \prime \prime }(0^+)`$ and thus $`H^{\prime \prime \prime \prime }(0)=1`$. One has also $`H_l(0)=H_l^{\prime \prime }(0)=0`$. Injecting (114) into (111) and identifying the leading order in $`\widehat{T}_l`$, one gets: $`{\displaystyle \frac{x^2}{2}}=H^{\prime \prime }(x)+{\displaystyle \frac{1}{2}}{\displaystyle _{l>0}}K_le^{4l}H^{\prime \prime }(xe^{2l})^2`$ (115) with $`_{l>0}K_l=1`$. This equation can be solved iteratively in $`n`$ for $`H^{}(x)=_{n>0}a_nx^{2n}/(2n)!`$. One has $`a_1=1`$, $`a_2=3`$ but higher $`a_n`$’s are non-universal. The large $`x`$ behavior of $`H^{}`$ is universal and given by $`H^{}(x)x`$. In the case of sharp cutoff one recovers $`H^{\prime \prime }(x)=\sqrt{1+x^2}1`$ (116) This result should be further examined by consideration of consistency within higher loop corrections, which goes beyond this paper. The most important result of the section is that the following relation between the finite temperature solution and the $`T=0`$ solution: $`\underset{l+\mathrm{}}{lim}\widehat{T}_l\stackrel{~}{R}_l^{\prime \prime \prime \prime }(0)=C\stackrel{~}{R}_l^{\prime \prime \prime }(0^+)^2`$ (117) where $`C=S_4`$ holds irrespective of the cutoff function, and thus is determined by the $`T=0`$ fixed point. This property will be used below. #### 4.2.2 Calculation of universal susceptiblity fluctuations It was noted recently that a signature of glassy behaviour in a disordered system was the large sample to sample fluctuations of the response to external perturbations . These are described by the following suceptibility: $`\chi ={\displaystyle \frac{1}{T}}{\displaystyle \frac{1}{L^D}}{\displaystyle _{xy}}(_\alpha u^x_\alpha u^y_\alpha u^x_\alpha u^y)`$ (118) in a finite system of size $`L`$, which measures the response in a given sample to a field coupling to $`u`$ (e.g. the tilt or compression a flux lattice, or the compression response). The $`X`$ denotes the thermal averages in a given sample. These have been studied in connection with mesoscopic behaviour of disordered systems . Here we have considered only the trace of the response tensor (extension being straightforward). To perform the calculation in the replicated theory we define: $`C_{ab}^{\alpha \beta }={\displaystyle \frac{1}{T}}{\displaystyle \frac{1}{L^D}}{\displaystyle _{xy}}_\alpha u_a^x_\beta u_b^y`$ (119) $`C_{abcd}={\displaystyle \frac{1}{T^2}}{\displaystyle \frac{1}{L^{2D}}}{\displaystyle _{xyzt}}u_a^xu_b^yu_c^zu_d^t`$ (120) We now compute respectively the first and second moment of the sample to sample fluctuations of the susceptibility. They read: $`\overline{\chi }=C_{aa}C_{ab}=1`$ (121) $`\overline{\chi ^2}=C_{aabb}+C_{abcd}2C_{aabc}`$ (122) where $`\overline{X}`$ denote disorder averages and $`a,b,c,d`$ take values all distinct from each other. Note the well known property that the average susceptibility is identical to the susceptibility of the pure system. We now compute $`C_{abcd}`$ to lowest order in $`ϵ`$. Only zero and one loop graphs involving respectively $`R_l^{\prime \prime }(0)`$ and $`R_l^{\prime \prime \prime \prime }(0)`$ contribute. Interestingly, due to the quadratic nature of the term proportional to $`R_l^{\prime \prime }(0)`$ the zero loop graphs cancel in $`\overline{\chi ^2}`$, as can be easily seen since $`C_{abcd}=C_{ab}^2+2_{\alpha \beta }(C_{ab}^{\alpha \beta })^2`$ for any gaussian theory (performing the Wick contractions). One is left with: $`C_{abcd}=(n\delta _{abcd}(\delta _{bcd}+\delta _{cda}+\delta _{dab}+\delta _{abc})+(\delta _{ab}\delta _{cd}+\delta _{ac}\delta _{bd}+\delta _{ad}\delta _{bc}))AR_l^{\prime \prime \prime \prime }(0)`$ (123) where $`A=L^{2D}_w(_{xy}G^{xw}G^{yw})^2`$ and thus $`\overline{(\mathrm{\Delta }\chi )^2}\overline{\chi ^2}\overline{\chi }^2=AR_l^{\prime \prime \prime \prime }(0)R_l^{\prime \prime \prime \prime }(0)CL^{4D}`$ (124) for a system of finite size $`L`$ (see also for a similar result in straight perturbation theory). Note that one can equivalently study the perturbation of an infinite system (i.e $`L\mathrm{}`$ first) by a periodic external field of wavevector $`q_{ext}`$. In that case $`A=q_{\mathrm{ext}}^{D4}`$. Thanks to the exact RG equations at finite $`T`$ and substituting $`l=\mathrm{ln}L`$ we obtain the mesoscopic susceptibility fluctuations at low temperature as: $`\overline{(\mathrm{\Delta }\chi )^2}=C^{}{\displaystyle \frac{L^\theta }{T}}`$ (125) where $`\theta =D2+2\zeta `$ is the energy fuctuation exponent and $`C^{}=𝒪(ϵ^2)`$ for a periodic system ($`\zeta =0`$) and $`C^{}=𝒪(ϵ^{4/3})\sigma ^{2/3}`$ for an interface in random field disorder (see Section 4.3). This result, derived here through exact FRG calculation, is consistent with the droplet picture . Indeed the second moment of the susceptibility fluctuations is dominated by the rare configurations of disorder (of probability $`p_{\mathrm{deg}}1`$) with two almost degenerate (i.e within $`𝒪(T)`$ in energy) ground states as follows: $`\overline{(\mathrm{\Delta }\chi )^2}p_{\mathrm{deg}}(\delta \chi _{\mathrm{typ}})^2`$ (126) where $`p_{\mathrm{deg}}T/L^\theta `$ and the typical fluctuation is $`\delta \chi _{\mathrm{typ}}T^1L^DL^{2D2+2\zeta }`$ from 118. One thus recovers the above result since $`\theta =D2+2\zeta `$. ### 4.3 Interface in a biased random field and toy model In this Section we study the model (68) in the presence of a mass term $`m>0`$, which confines the fluctuations of the displacement $`u^x`$. We consider two cases (i) random field disorder (ii) periodic disorder. A physical realization of (i) consists in a domain wall separating the $`\pm `$ phases in a ferromagnet, submitted to a random magnetic field. The magnetic energy of the interface, assumed without overhangs, is: $`(u)=2{\displaystyle d^Dx_0^{u^x}𝑑u^{}h(u^{},x)}`$ (127) Thus the effect of the mass term corresponds to applying an additional field gradient $`h(u,x)h(u,x)+m^2u/2`$. Note that this field gradient can either stabilize ($`m^2>0`$) or destabilize ($`m^2<0`$) the domain wall. We will study the approach to the critical value $`m^20^+`$. The case (ii) is of interest when studying the competition between disorder and e.g. a periodic potential. In the phase where the periodic potential is relevant it is natural to approximate it by replacing it by an harmonic well (see e.g. ). Here we examine only ground state properties (zero temperature). We show that the disorder induced fluctuations of the displacement $`u^x`$ is described, as $`m0`$ by a universal scaling function of the form: $`\overline{u^qu^q}=m^\alpha F[cq^2/m^2]`$ (128) which we determine to lowest order in $`ϵ=4D`$. Note that $`c`$ can be measured from the thermal connected correlation, which is unchanged by disorder for models like (68) which possess the statistical tilt symmetry. #### 4.3.1 RG equations in presence of a mass In this Section it is more convenient to use the RG equation resulting from the multilocal expansion on $`\widehat{𝒱}`$, which is local in $`l`$ to this order. Since we are studying $`T=0`$ we set $`\widehat{R}_l=R_l`$ in the following. The RG equation reads: $`_lR_l(u)=J_l\left({\displaystyle \frac{1}{2}}R_l^{\prime \prime }(u)^2R_l^{\prime \prime }(0)R_l^{\prime \prime }(u)\right)`$ (129) $`J_l=2{\displaystyle _q}\overline{G}_l^q\overline{G}_l^q`$ (130) Using the action $`𝒮_l`$, the $`T=0`$ correlation function reads to lowest order in $`R`$: $`\overline{u^qu^q}=R_l^{\prime \prime }(0)\left({\displaystyle \frac{c(q^2/2\mathrm{\Lambda }^2)}{cq^2+m^2}}\right)^2`$ (131) It is easy to transform (129) into the RG equation in the absence of a mass. Using the change of variable: $`R_l(u)=c^2\mathrm{\Lambda }_{t(l)}^{ϵ4\zeta }\stackrel{~}{R}_{t(l)}(u\mathrm{\Lambda }_{t(l)}^\zeta )`$ (132) one finds that $`\stackrel{~}{R}_l`$ satisfies the $`m=0`$ flow equation: $`_t\stackrel{~}{R}_t(x)=(ϵ4\zeta )\stackrel{~}{R}_t(x)+\zeta x\stackrel{~}{R}_t^{}(x)+S_D\left({\displaystyle \frac{1}{2}}\stackrel{~}{R}_t^{\prime \prime }(x)^2\stackrel{~}{R}_t^{\prime \prime }(0)\stackrel{~}{R}_t^{\prime \prime }(x)\right)`$ (133) provided that $`t(l)`$ satisfies $`\mathrm{\Lambda }_{t(l)}^ϵ{\displaystyle \frac{dt}{dl}}=J_l{\displaystyle \frac{c^2}{S_D}}`$ (134) which is integrated into: $`{\displaystyle \frac{e^{ϵt_l}1}{ϵ}}`$ $`=`$ $`{\displaystyle _0^{\mathrm{}}}q^{D1}𝑑q{\displaystyle \frac{c(q^2/2)^2c(q^2e^{2l}/2)^2}{(q^2+\alpha )^2}}`$ (135) with $`\alpha =\frac{m^2}{c\mathrm{\Lambda }^2}`$. The function $`t(l)`$ is increasing and bounded. Its limit $`t(+\mathrm{})=t_{\mathrm{}}`$ for $`D<4`$ is given by: $$\frac{e^{ϵt_{\mathrm{}}}1}{ϵ}=_0^{\mathrm{}}q^{D1}𝑑q\frac{c(q^2/2)^2}{(q^2+\alpha )^2}$$ (136) and it diverges for $`m0`$ as: $$e^{ϵt_{\mathrm{}}}ϵ_0^{\mathrm{}}q^{D1}𝑑q\frac{1}{(q^2+\alpha )^2}\alpha ^{\frac{ϵ}{2}}(1\frac{ϵ}{2})\frac{\frac{ϵ\pi }{2}}{\mathrm{sin}\frac{ϵ\pi }{2}}$$ (137) In $`D=4`$ it diverges as: $`t_{\mathrm{}}{\displaystyle \frac{1}{2}}\mathrm{ln}({\displaystyle \frac{1}{\alpha }})`$ (138) We now distinguish the two cases. #### 4.3.2 Random field In that case the correlations of the potential are $`\overline{(W(r,u)W(r^{},u^{}))^2}=2\delta ^D(rr^{})R(uu^{})`$ with (from (127), $`R(u)\sigma \|u\|`$ at large $`u`$. In the massless case it is known that the FRG to one loop reproduces the purely dimensional result $`u_0u_r\sigma ^{2/3}c^{4/3}r^{2(4D)/3}`$ with a roughness exponent $`\zeta =(4D)/3`$. From this we expect, in the massive case, the small $`m`$ behaviour: $$u\sigma ^{1/3}m^{ϵ/3}c^{D/6}$$ It is known that one must fix $`\zeta =ϵ/3`$ to obtain a reasonable fixed point. From the above equation, the (reduced) correlator of the force $`\mathrm{\Delta }_t(x)=\stackrel{~}{R}_t^{\prime \prime }(x)S_D`$ then satisfies $$_t\mathrm{\Delta }_t(x)=\frac{ϵ}{3}\left(x\mathrm{\Delta }_t(x)\right)^{}\frac{1}{2}\left(\mathrm{\Delta }_t(x)\mathrm{\Delta }_t(0)\right)_{}^{2}{}_{}{}^{\prime \prime }$$ and flows for $`t\mathrm{}`$, to a fixed point $`\mathrm{\Delta }_{\mathrm{}}(x)`$ given in terms of a function $`y(x)`$ implicitly defined as : $$\{\begin{array}{ccc}\mathrm{\Delta }_{\mathrm{}}(x)& =& \mathrm{\Delta }_{\mathrm{}}(0)y(x\sqrt{\frac{ϵ}{3\mathrm{\Delta }_{\mathrm{}}(0)}})\\ \mathrm{\Delta }_{\mathrm{}}(0)& =& \left(\frac{ϵ}{24\gamma ^2}\right)^{1/3}\left(_{\mathrm{}}^+\mathrm{}𝑑x\mathrm{\Delta }_0(x)\right)^{2/3}\\ \frac{x^2}{2}& =& y(x)1\mathrm{ln}y(x)\end{array}$$ with $`\gamma =_0^1𝑑y\sqrt{y1\mathrm{ln}y}=0.5482228893..`$ Note that $`_{\mathrm{}}^+\mathrm{}𝑑x\mathrm{\Delta }_t(x)`$ is $`t`$ independent and thus equal to $`_{\mathrm{}}^+\mathrm{}𝑑x\mathrm{\Delta }_0(x)=\frac{S_D}{c^2}R_0^{\prime \prime }=2\sigma \frac{S_D}{c^2}`$. Putting this together with (131), (137) yields the result: $`\overline{u^qu^q}=\sigma ^{2/3}m^{D2\zeta }c^{D/6}F_D[cq^2/m^2]`$ $`F_D[x]=C_D{\displaystyle \frac{1}{(1+x)^2}}+\text{h.o.t}`$ (139) $`C_D=\left({\displaystyle \frac{(4\pi )^{D/2}}{6\mathrm{\Gamma }(\frac{ϵ}{2})\gamma ^2}}\right)^{1/3}`$ with $`\zeta =ϵ/3`$. Note that the universal scaling function must behave at large $`x`$ as $`F_D[x]x^{\zeta D/2}`$, and is determined here only to order $`0`$ in $`ϵ`$. From this one also finds the local fluctuation: $`\overline{(u^x)^2}=ϵ^{2/3}6^{1/3}\left({\displaystyle \frac{ϵ\mathrm{\Gamma }(\frac{ϵ}{2})}{(4\pi )^{D/2}\gamma }}\right)^{2/3}\sigma ^{2/3}m^{2\zeta }c^{D/3}`$ (140) which is also universal. The fact that this quantity is dominated by large scale fluctuations can be seen from the convergence of the integral ($`\zeta >0`$). The calculation can also be performed exactly in $`D=4`$. One finds: $`\overline{u^qu^q}=\sigma ^{2/3}c^{2/3}m^4\left(\mathrm{ln}{\displaystyle \frac{1}{m}}\right)^{1/3}\left({\displaystyle \frac{4\pi ^2}{3\gamma ^2}}\right)^{1/3}{\displaystyle \frac{1}{(1+\frac{cq^2}{m^2})^2}}`$ (141) The values we find for $`C_D`$, which vanishes as $`C_D3.5246ϵ^{2/3}`$ as $`D4^{}`$ are as follows $`C_32.40653`$, $`C_21.91006`$, $`C_11.30416`$, $`C_00.82157`$, remarkably close to the exact result in $`D=0`$ $`C_0=1.05423856519`$. It is also useful to compare these results with the Gaussian variational method with replica symmetry breaking. Extending the calculation of to the non zero mass case, which is done in Appendix E, we find the same form as (139) with $`F_D[x]=C_D^{}[{\displaystyle \frac{1}{(1+x)^2}}+{\displaystyle \frac{\theta (2\theta )}{4}}{\displaystyle \frac{1}{1+x}}{\displaystyle _1^+\mathrm{}}{\displaystyle \frac{dy}{y^{1+\frac{\theta }{2}}}}{\displaystyle \frac{y1}{y+x}}]`$ (142) $`C_D^{}/C_D=({\displaystyle \frac{12}{\pi }}\gamma ^2)^{1/3}=1.04708`$ (143) and $`\theta =(6ϵ)/3`$ and $`\zeta =ϵ/3`$. Since as $`ϵ0`$ for fixed $`x`$ the second integral is subdominant, the leading order in $`ϵ`$ are identical and the amplitude of the RSB solution compared to the FRG solution is $`C_D^{}/C_D`$ as $`ϵ0`$. #### 4.3.3 Periodic case In the case of a periodic system with period $`a`$, one gets a fixed point function with $`\zeta =0`$ which reads: $$\mathrm{\Delta }_{\mathrm{}}(u)=\frac{ϵ}{6}\left(\frac{a^2}{6}u(au)\right)$$ (144) It yields: $`\overline{u^qu^q}`$ $`=`$ $`a^2c^{D/2}m^D{\displaystyle \frac{(4\pi )^{D/2}}{36\mathrm{\Gamma }[\frac{ϵ}{2}]}}{\displaystyle \frac{1}{(1+\frac{cq^2}{m^2})^{D/2}}}`$ (145) $`\overline{u_r^2}`$ $``$ $`{\displaystyle \frac{ϵ}{36}}a^2\mathrm{ln}({\displaystyle \frac{1}{m}})`$ (146) and in $`D=4`$: $`\overline{u^qu^q}={\displaystyle \frac{2\pi ^2}{9}}a^2c^2{\displaystyle \frac{m^4}{\mathrm{ln}\frac{1}{m}}}{\displaystyle \frac{1}{(1+\frac{cq^2}{m^2})^2}}`$ (147) ## 5 towards two loop FRG The exact RG method allows to compute quantities beyond the lowest order in $`ϵ`$. It can be carried either at $`T0`$ for fixed system size ($`T=0`$ limit) or at finite $`T`$. Solving the exact RG equation at $`T=0`$ requires to follow non analytic functions. This is a difficult question, e.g. distinguishing the various cumulants in the local part demands a special procedure that we have developed. This is discussed in . These problems do not arise at $`T>0`$ where the singularity is smoothed within a boundary layer (at one loop see Section 4.2). In the Appendix F we have used the exact RG flow to third order (given in C.4) and obtain the two loop exact FRG equation for the second cumulant $`R_l(u)`$ at $`T>0`$. At large $`l`$ the effective temperature $`\widehat{T}_l0`$ and one recovers an “effective” zero temperature equation. This equation differs from the one obtained in as it contains a new “anomalous” term of the form $`\lambda R^{\prime \prime \prime }(0^+)^2R^{\prime \prime }(u)`$. We find that the coefficient of this term is universal with $`\lambda =1/2`$. Interestingly this value is consistent with the renormalizability arguments given in . The question of calculation of correlations and of their universality to two loops is rather delicate . Let us mention here that our exact RG fixed point equation depends only on one non universal coefficient $`\overline{K}^C`$, which vanishes in the case of sharp cutoff. The solutions of this equation, given in Appendix F, exhibit the property of a non zero value of $`R^{}(0^+)`$, referred to as a supercusp since it is a stronger non analyticity than the one loop one ($`R^{\prime \prime \prime }(0^+)0`$). This feature is unpleasant as it naively yields (by perturbative expansion) additional divergences as $`T^{1/2}`$, a sign of possible fractional dependence in $`ϵ`$ (a related phenomenon is discussed in ). On the other hand since its magnitude is proportional to $`\overline{K}^C`$ it is absent in sharp cutoff calculations. This problem and its relation to the structure of the boundary layers at high orders is further examined in . ## 6 Conclusion In this paper we have introduced a systematic method which turns the exact, though abstract, RG functional equation of Wilson-Polchinski into a tool for concrete perturbative calculations to any number of loops using arbitrary cutoff functions. The strategy was to explicitly integrate out all non local interactions, which can be expressed in terms of the local part alone, order by order in the local part. In the process we have preserved the exactness and the controlled nature of the original Wilson-Polchinski equation. Indeed, no approximation was made, and the resulting RG equation for the local part, as well as the expressions for the nonlocal ones and for the correlation functions, are formally exact order by order in an expansion in the local part. This expansion will be useful for theories where the local part is small, i.e when it is controlled by a small parameter (e.g. the shift from the upper critical dimension) and when the RG equation admits a perturbative fixed point in this parameter. We have considered here theories with a bare local interaction and a fixed point for the local part, e.g. as in the $`O(n)`$ model, but the method is more general and can be extended to theories where the bilocal part of the interaction serves as the small parameter, e.g. for self avoiding manifolds . In a sense, the exact RG in the operational form presented here directly translates the ideas of Wilson and provides explicit checks of universality. In addition to presenting the method formally to all orders, we have derived the explicit RG equation for the local part up to third order. Further expanding in the number of loops, we have explicitly given the coefficients up to two loops and third order. Two distinct, although equivalent, methods have been presented, depending on whether one considers the Wick ordered functional or not. Each method has its advantages: the Wick ordered method yields apparently simpler (less nonlocal) RG equations, but it is not always the most adequate (e.g. for the finite $`T`$ one loop FRG analysis). Although the present paper contains all the material necessary for two loop applications (e.g. for $`O(n)`$ and for the FRG) we have preferred to defer giving the detailed calculations and results to a companion paper . In particular we have sketched here the simple extensions needed to deal with the so-called wave function renormalization which arises in e.g. the $`O(n)`$ model to two loops, examined in more details in . We have thus considered here mostly one loop applications. The first one was a simple check to recover the one loop exponents of the $`O(n)`$ model. The second application was to the theory which describes elastic systems in random potentials. It was previously analyzed through simpler Wilson momentum shell integration but the rather unusual nature of the theory ($`n0`$ limit, non-analyticity) made it important to verify explicitly that the results are universal. Also universality in disordered systems is rather less established than in pure systems, especially in the $`T=0`$ limit where it is known to fail in some cases. Thus we first derived the $`T=0`$ one loop RG equation for the second cumulant function $`R(u)`$ in arbitrary cutoff scheme and found that its coefficients are universal to this order. This yields the universality to $`𝒪(ϵ)`$ of the roughness exponent $`\zeta `$ of pinned interfaces. In the periodic case, we also explicitly verified that the correlation function contains a universal amplitude. Similarly, we computed the scaling function of the ground state deformations of a confined interface in a random field and found a universal result. This quantity can be experimentally measured in disordered magnets in the presence of a small additional field gradient. Although temperature is formally irrelevant (the dimensionless temperature flows to zero) it is well known to be “dangerously” so. Our exact FRG at $`T>0`$ shows that although the “boundary layer”, i.e the detailed asymptotic form of the cumulant $`R(u)`$ for $`uT_l`$ is nonuniversal, some of its features are universal, and in particular we were able to extract from it the universal divergence of the mesoscopic fluctuations of the suceptibility $`\mathrm{\Delta }\chi `$. The divergence of this quantity, which is dominated by rare almost degenerate low energy configurations, is an accepted unambiguous measure of “glassiness” in a disordered system and is measured in experiments, e.g. in microsize vortex systems. Some of the peculiar features of the theory of pinned elastic systems have been also discussed. We have found it useful to give a detailed diagrammatic proof of the triviality of naive perturbation theory, as we have not seen it explicitly in the litterature (though more general statements about dimensional reduction appear in a number of other works). We have discussed how the non analytic nature of the theory yields non trivial results. Pinning of disordered media thus provided us here with one example of a problem where exact renormalization is needed to get insight, as no field theoretical description is yet available. The reason for it is that one must follow in principle a rather complicated object, the full probability distributions or the disorder, or equivalently the whole series of cumulants. The method seems thus promising for other problems with similar features, such as random Sine Gordon models . It is interesting to note that while presenting the FRG method, Fisher pointed out (Ref. 12 in ) that the momemtum-shell RG “suffers from pathologies due to the sharp cutoff”, and that the cusp in $`R(u)`$ “requires a careful analysis of the full renormalization group”. Through the use of the exact RG method presented here, we provide a simple way to integrate explicitely and exactly what is left aside in the traditional RG. We are thus able to control the approximations of former approaches and to perform new calculations. Furthermore, thanks to our general framework expressed in terms of any cutoff function, the universality of the results is checked. Let us close by noting that the application of the multilocal solution to the exact RG equation seems promising also to study other disordered problems, or even give a new perspective on simpler pure problems. For instance one could apply it to wetting problems taking into account the nonlinear part, or to the roughening problems to improve on previous analysis using uncontrolled projections methods The multilocal expansion allows also interesting extensions to theories with bilocal bare action, such as polymers, mutually interacting or with disorder. Finally, it is also worth studying more closely the set of exact solutions to the Polchinski equation presented in this paper (Appendix B). Some of these extensions will be explored in future publication. ## Appendix A Invariance properties of generating functional and renormalization equation In this Appendix we give a concise derivation of the exact invariance properties of the generating functional of correlation functions under coarse graining. These properties provide the basis for developing exact renormalisation procedures of the Polchinski type. In the second part we generalize the framework to include additional field transformations, such as rescaling. This extended framework is suitable for theories where wave function renormalization must be included (see ). ### A.1 Invariance under coarse graining We use only the two following properties of Gaussian averages. The notations are the same as in the body of the paper. First, transformation under a change of variable $`\varphi \varphi +\psi `$ for any field $`\psi `$ in the functional integration over $`\varphi `$ yields: $`\left[𝒜(\varphi )\right]_G=e^{\frac{1}{2}\psi :G^1:\psi }\left[e^{\psi :G^1:\varphi }𝒜(\varphi +\psi )\right]_G`$ (148) for any functional $`𝒜(\varphi )`$. We will also use the composition property: $`\left[\left[𝒜(\varphi _1+\varphi _2)\right]_{G_2}\right]_{G_1}=\left[𝒜(\varphi )\right]_{G_1+G_2}`$ (149) where in the l.h.s. the average over $`\varphi _i`$ is performed using Gaussian correlations $`G_i`$. Using successively the shifts $`\varphi _1\varphi _1G_2:J`$ and $`\varphi _2\varphi _2+G_2:J`$ yields the fundamental relation $`\left[e^{J:\varphi 𝒱(\varphi )}\right]_{G_0}`$ $`=`$ $`\left[\left[e^{J:(\varphi _1+\varphi _2)𝒱(\varphi _1+\varphi _2)}\right]_{G_2}\right]_{G_1}`$ (150) $`=`$ $`e^{\frac{1}{2}J:(G_2+G_2:G_1^1:G_2):J}\left[e^{J:(1+G_2:G_1^1):\varphi _1}\left[e^{𝒱(\varphi _1+\varphi _2)}\right]_{G_2}\right]_{G_1}`$ (151) where we denoted $`G_2=G_0G_1`$. Thus, if $`𝒱_1`$ is coarse–grained transformed of the interaction $`𝒱`$, defined by $`e^{𝒱_1(\varphi _1)}=\left[e^{𝒱(\varphi _1+\varphi _2)}\right]_{G_0G_1}`$ (152) then one has $`\left[e^{J:\varphi 𝒱(\varphi )}\right]_G`$ $`=`$ $`e^{\frac{1}{2}J:(G_0G_0:G_1^1:G_0):J}\left[e^{J:G_0:G_1^1:\varphi _1}e^{𝒱_1(\varphi _1+\varphi _2)}\right]_{G_1}`$ (153) We now use this property of Gaussian integrals as follows. One defines a family of actions $`𝒮_G(\varphi )`$ and their associated generating functional $`W_G(J)`$ $`𝒮_G(\varphi )={\displaystyle \frac{1}{2}}\varphi :G^1:\varphi +𝒱_G(\varphi )W_G(J)=\mathrm{ln}\left[e^{J:\varphi 𝒱_G(\varphi )}\right]_G`$ (154) They are indexed by the matrix $`G`$ and we choose them to be related by the coarse graining operation (152) where $`G`$ plays the role of $`G_1`$, namely: $`e^{𝒱_G(\varphi )}=\left[e^{𝒱_{G_0}(\varphi +\psi _2)}\right]_{G_0G}`$ (155) or, equivalently in a differential form, the $`𝒱_G`$ satisfy the “RG equation”: $`{\displaystyle \frac{\delta }{\delta G}}e^{𝒱_G(\varphi )}={\displaystyle \frac{1}{2}}{\displaystyle \frac{\delta ^2}{\delta \varphi \delta \varphi }}e^{𝒱_G(\varphi )}`$ (156) obtained by differentiating (155) with respect to $`G`$. The coarse–graining equation (156), read along a given path $`lG_l`$, is the Polchinski equation in its “diffusive” form (14). It is easy to see from (153) that this choice of a family $`𝒱_G`$ implies the property: $`\stackrel{~}{W}_G(J:G^{}:G^1)\text{ independent of }G`$ (157) where we have defined the interaction part $`\stackrel{~}{W}_G(J)=W_G(J)\frac{1}{2}J:G:J`$. It allows to relate correlations within any member of the family $`𝒮_G`$, i.e under coarse graining. ### A.2 Generalization including rescaling and change in Gaussian part The previous properties can be extended to a larger set of transformations which include simultaneous (i) coarse graining (ii) linear transformation of the fields (iii) redefinition of the Gaussian part (such as needed to absorb its possible renormalization). It is based on the following properties of Gaussian integrals. One defines: $`W_{G,𝒱}(J)=\mathrm{ln}[e^{J:\varphi 𝒱(\varphi )}]_G`$ (158) The first property correspond to performing an arbitrary linear transformation on the field: $`W_{G,𝒱}(J)=W_{M^1:G:M^1,𝒱(M:\varphi )}(J:M)`$ (159) valid for any $`G,𝒱,J,M`$. The second property is simply the identity obtained when redistributing the Gaussian part: $`W_{G,𝒱}(J)={\displaystyle \frac{1}{2}}\mathrm{Tr}\mathrm{ln}(1+H:G)+W_{(G^1+H)^1,𝒱(\varphi )\frac{1}{2}\varphi :H:\varphi }(J)`$ (160) valid for any $`G,𝒱,J,H`$. First, let $`𝒱_G(\varphi )`$ satisfy the RG equation (156). Then from the previous Section we know that $`W_{G,𝒱_G}(J:G^{}:G^1)\frac{1}{2}J:G^{}:G^1:G^{}:J`$ is independent of $`G`$ for any $`J,G^{}`$. Setting $`G=G_l`$ and $`G^{}=G_0`$ one gets the Polchinski equation and one can compute $`W(J)`$. One now defines $`𝒱_{G,M}(\varphi )=𝒱_G(M:\varphi )+{\displaystyle \frac{1}{2}}\varphi :(M:G^1:MG^1):\varphi `$ (161) Using the above properties one has $`W_{G,𝒱_{G,M}}(J:G^{}:G^1:M){\displaystyle \frac{1}{2}}J:G^{}:G^1:G^{}:J{\displaystyle \frac{1}{2}}\mathrm{Tr}\mathrm{ln}(M^1:G^1:M^1:G)`$ (162) is independent of $`G`$ and $`M`$, for any $`G^{},J`$. We have used the two invariances choosing $`H=M^1:G^1:M^1G^1`$ leading to the intermediate formula: $`W_{G,𝒱}(J)={\displaystyle \frac{1}{2}}\mathrm{Tr}\mathrm{ln}(M^1:G^1:M^1:G)+W_{G,𝒱(M:\varphi )+\frac{1}{2}\varphi :(M:G^1:MG^1):\varphi }(J:M)`$ (163) Defining a new family of functional indexed by $`l`$ as: $`𝒱_l=𝒱_{G_l,M_l}`$ (164) and symmetric matrices $`G,M`$ one finds that the functional $`𝒱_l`$ now satisfies a new RG equation $`_l𝒱={\displaystyle \frac{𝒱}{\varphi }}:M^1:M:\varphi +\varphi :G^1:M^1:M:\varphi `$ (165) $`{\displaystyle \frac{1}{2}}\mathrm{Tr}(G:{\displaystyle \frac{^2𝒱}{\varphi \varphi }})+{\displaystyle \frac{1}{2}}{\displaystyle \frac{𝒱}{\varphi }}:G:{\displaystyle \frac{𝒱}{\varphi }}`$ (166) which contains additional terms. In particular the quadratic piece can be used to absorb “wave function renormalization” terms, so as to keep $`𝒱_l`$ small. Once this equation is solved the correlations can be related within any of the corresponding $`𝒮_l`$ theories using the above invariance property (162) of $`W_{G,𝒱_{G,M}}(J)`$. This will be further exploited in . ## Appendix B General properties and exact solutions of Polchinski equation Let us first mention a few general properties of (9,14). For the class of cutoff functions (5) used in practice, the diffusion tensor in (14) is positive $`c^{}(s)0`$ (but not definite positive since there exists modes with $`_lG_l^q=0`$). There are some exactly formally conserved quantities, such as $`_\varphi e^{𝒱_l(\varphi )}`$ and $`\left[e^{𝒱_l(\varphi )}\right]_{G_l}`$. Since (14) is a diffusion equation, it satisfies a $`\mathrm{H}`$-theorem of increase of the “entropy” $`𝖲_l=_\varphi 𝒱_l(\varphi )e^{𝒱_l(\varphi )}`$, which flows as $`_l𝖲_l=\frac{1}{2}_\varphi \frac{\delta }{\delta \varphi }e^{𝒱_l(\varphi )}:_lG_l:\frac{\delta }{\delta \varphi }e^{𝒱_l(\varphi )}0`$ and is compatible with the fact that RG trajectories do not have limit cycles. Finally, since (14) is a linear equation, if we now a set of solutions $`𝒱_l^\alpha (\varphi )`$, then any superposition such as $`𝒱_l(\varphi )=\mathrm{ln}{\displaystyle \underset{\alpha }{}}c^\alpha e^{𝒱_l^\alpha (\varphi )}`$ (167) is also solution. This can now be used to construct non trivial exact solutions to the Polchinski equation. The simplest family of exact solutions is of course the quadratic potential, for which one finds the solutions $`𝒱_l(\varphi )={\displaystyle \frac{1}{2}}(\varphi \psi ):M_l:(\varphi \psi ){\displaystyle \frac{1}{2}}\mathrm{Tr}\mathrm{ln}M_l`$ (168) $`M_l=\left(M_0^1+G_0G_l\right)^1`$ (169) where $`\psi `$ is an $`l`$-independent field, with $`\varphi _𝒮=(1+M^1:G^1)^1:\psi `$. A much less trivial family of exact solutions of Polchinski equation is obtained by superposition of gaussians, i.e of quadratic potentials. It reads: $`𝒱_l(\varphi )=\mathrm{ln}{\displaystyle \underset{\alpha }{}}c^\alpha e^{\frac{1}{2}(\varphi \psi ^\alpha ):M_l^\alpha :(\varphi \psi ^\alpha )+\frac{1}{2}\mathrm{Tr}\mathrm{ln}M_l^\alpha }`$ (170) with arbitrary constant coefficients $`c^\alpha `$ and each $`M_l^\alpha `$ satisfies (168). This is somewhat reminiscent of a decomposition into “pure states” and is clearly of interest to describe low temperature states in pure models (in phases with broken symmetry) or in disordered models and glasses (with many metastable states). It is an interesting question to ask, quite generally, whether this family of solutions can in some cases be an attractive manifold in a larger functional space, or whether one can carry perturbation around this subspace. These and related issues will be discussed in a future publication A generic property of these solutions to Polchinski equation is to generate cusp singularities separating the “pure states”. This can be seen directly above since negative curvatures tend to increase in absolute value (see (168) and is presumably a very general mechanism. It can also be seen on the simple example of the zero-dimensional toy model. There, the field $`\varphi `$ is a real number and $$Z=_{\mathrm{}}^{\mathrm{}}𝑑\varphi e^{\frac{\varphi ^2}{2G}V(\varphi )}$$ (171) where $`V`$ is an arbitrary function. One can introduce $`G_l=Gl`$, and $`V_l(\varphi )`$ for this model, verifying $$_lV_l(\varphi )=\frac{1}{2}\left(V_l^{\prime \prime }(\varphi )V_l^{}(\varphi )^2\right)$$ (172) with initial condition $`V_0(\varphi )=V(\varphi )`$, and one can integrate up to $`l=G`$. One has $`e^{V_l(\varphi )}=\left[e^{V(\varphi +\psi )}\right]_l`$. The evolution of $`V_l(\varphi )`$ is that the curvature $`M_l=V_l^{\prime \prime }(0)`$, which would obey (168) $`M_l=M_0/(1+M_0l)`$ for a quadratic hill or well, diverges at a finite $`l`$ for maxima and decreases as $`1/l`$ for minima of $`V(\varphi )`$. Thus the landscape $`V_l(\varphi )`$ develops cusps, encoding for discontinuities in the force $`V^{}(\varphi )`$. In the case of a periodic landscape, the natural superposition of gaussian solutions is the Villain potential $`V(\varphi )=\mathrm{ln}_nce^{(\varphi n)^2/(2l)}`$. In these Sine gordon type potential, as well as in the $`2D`$ XY model, it is a well known property that the renormalized potential converges towards the Villain form at low temperature as found in from the Migdal Kadanoff RG (see also more recently ). The detailed behaviour of the RG flow can be studied in a more controlled way using the method presented of this paper ## Appendix C Multilocal expansion and higher order RG equation In this Appendix we derive the systematic multilocal expansion and obtain the RG equation to higher orders. We give a detailed presentation for the functional $`\widehat{𝒱}_l(\varphi )`$, which is simpler, and give explicitly the corresponding RG equation to order $`\widehat{𝒱}_l^3`$ and up to two loops. Then we simply sketch the result for the same procedure applied to the functional $`𝒱_l(\varphi )`$, which is more involved and will be presented in . ### C.1 Multilocal expansion for $`\widehat{𝒱}`$ The tadpole-free functional $`\widehat{𝒱}_l(\varphi )`$, defined in (42), can be written as a sum of multilocal interactions $`\widehat{𝒱}_l(\varphi )={\displaystyle \underset{p>0}{}}{\displaystyle _{x_1..x_p}}V^{(p)}(\varphi _{x_1}..\varphi _{x_p},x_1..x_p)`$ (173) Note that we are not even assuming here translational invariance. The translationally invariant case discussed in (2.2) can be recovered by setting $`V_l^{(1)}(\varphi _1,x_1)=\widehat{U}_l(\varphi _1)`$, $`V_l^{(2)}(\varphi _1,\varphi _2,x_1,x_2)=\widehat{V}_l(\varphi _1,\varphi _2,x_1x_2)`$ etc.. Since we want to impose that each $`V^{(p)}`$, $`p>1`$, has zero local part (this is sufficient for our purpose), we define (extending (19,20)) respectively the projection operator $`\overline{P_1}`$ which projects a $`p`$-local interaction on a local one, and the projection operator $`P_1`$ which transform a $`p`$-local interaction into another $`p`$-local interaction as: $`(\overline{P}_1A)(\varphi ,t)={\displaystyle _{x_1..x_p}}\delta (t{\displaystyle \frac{x_1+\mathrm{}+x_p}{p}})A(\varphi ,..\varphi ,x_1,..x_p)`$ (174) $`(P_1A)(\varphi _1,..\varphi _p,x_1,..x_p)=\delta (x_1x_2)\mathrm{}\delta (x_1x_p)`$ (175) $`\times {\displaystyle _{y_1\mathrm{}y_p}}\delta (x_1{\displaystyle \frac{y_1+\mathrm{}+y_p}{p}})A(\varphi _1\mathrm{}\varphi _p,y_1\mathrm{}y_p)`$ The property $`{\displaystyle _{x_1,..x_p}}(P_1A)(\varphi _{x_1},..\varphi _{x_p},x_1,..x_p)={\displaystyle _t}(\overline{P}_1A)(\varphi _t,t)={\displaystyle _t}A(\varphi _t,..\varphi _t,t,..t)`$ (176) ensures that one can choose the $`V^{(p)}`$, $`p>1`$ in the decomposition (173) to have no local part, i.e: $`P_1V_l^{(p)}=0\overline{P}_1V_l^{(p)}=0`$ (177) for any $`l`$ by applying $`P_1`$ and $`1P_1`$ act on both sides of the Polchinski equation. Since the modified Polchinski equation (43) concatenates two operators, it is then easy to see that if the $`V_l^{(p)}`$ satisfy the following set of equations: $`_lV^{(1)}(\varphi ,t)={\displaystyle \frac{1}{2}}{\displaystyle \underset{p>0}{}}{\displaystyle \underset{q=1}{\overset{p1}{}}}{\displaystyle _{x_1\mathrm{}x_p}}\delta (t{\displaystyle \frac{x_1+\mathrm{}+x_p}{p}})e^{^{1\mathrm{}q}G_l^{q+1\mathrm{}p}}^{1\mathrm{}q}G_l^{q+1\mathrm{}p}`$ $`V^{(q)}(\varphi _{x_1}\mathrm{}\varphi _{x_q},x_1\mathrm{}x_q)V^{(pq)}(\varphi _{x_{q+1}}\mathrm{}\varphi _{x_p},x_{q+1}\mathrm{}x_p)\|_{\varphi _i=\varphi }`$ (178) $`_lV^{(p)}(\varphi _{x_1}\mathrm{}\varphi _{x_q},x_1\mathrm{}x_q)={\displaystyle \frac{1}{2}}𝐒(1P_1){\displaystyle \underset{q=1}{\overset{p1}{}}}e^{^{1\mathrm{}q}G_l^{q+1\mathrm{}p}}^{1\mathrm{}q}G_l^{q+1\mathrm{}p}`$ $`V^{(q)}(\varphi _{x_1}\mathrm{}\varphi _{x_q},x_1\mathrm{}x_q)V^{(pq)}(\varphi _{x_{q+1}}\mathrm{}\varphi _{x_p},x_{q+1}\mathrm{}x_p)\text{ for }p>1`$ (179) then (43) is obeyed by $`\widehat{𝒱}_l(\varphi )`$. Since we prefer to work with symmetric functions we have defined the symmetrization operator: $`𝐒B^{(p)}(\varphi _1\mathrm{}\varphi _p,x_1\mathrm{}x_p)={\displaystyle \frac{1}{p!}}{\displaystyle \underset{\sigma \mathrm{\Sigma }_p}{}}B^{(p)}(\varphi _{\sigma (1)}\mathrm{}\varphi _{\sigma (p)},x_{\sigma (1)}\mathrm{}x_{\sigma (1)})`$ (180) we have also defined the following shorthand notations: $`^{1\mathrm{}q}G^{q+1\mathrm{}p}={\displaystyle \underset{\alpha =1}{\overset{q}{}}}{\displaystyle \underset{\beta =q+1}{\overset{p}{}}}G_{ij}^{x_\alpha x_\beta }_i^\alpha _j^\beta `$ (181) It is easy to see that if $`V^{(1)}`$ is considered formally as “small” in some sense (e.g. controlled by a small parameter such as $`ϵ`$) then one can integrate exactly these equations order by order in $`V^{(1)}`$ and check that $`V^{(p)}=𝒪(V_{}^{(1)}{}_{}{}^{p})`$. More precisely, to a given order one can exactly integrate the equations for higher point functions and reduce to a single equation for $`V^{(1)}`$. This is the procedure that we now follow. The structure to the lowest order $`O(V_{}^{(1)}{}_{}{}^{2})`$ is simply a closed equation for $`V^{(1)}`$ of the schematic form: $`_lV^{(1)}=\overline{P_1}(V^{(1)}V^{(1)})+O(V_{}^{(1)}{}_{}{}^{3})`$ (182) To next order $`O(V_{}^{(1)}{}_{}{}^{3})`$ one needs to solve the coupled set: $`_lV^{(1)}=\overline{P_1}(V^{(1)}V^{(1)}+V^{(1)}V^{(2)})+O(V_{}^{(1)}{}_{}{}^{4})`$ (183) $`_lV^{(2)}=(1P_1)(V^{(1)}V^{(1)})`$ (184) The second equation is explicitly integrated which yields $`V^{(2)}[V^{(1)}]`$ which is then substituted in the first equation, producing a closed equation for $`V^{(1)}`$. This procedure can be extended to any order in $`V^{(1)}`$. We now give the explicit calculation. ### C.2 RG equation up to order $`V_{}^{(1)}{}_{}{}^{3}`$ To (lowest) order $`V_{}^{(1)}{}_{}{}^{2}`$, the beta function is local in $`l`$ as the modified Polchinski equation itself and reads $`_lV^{(1)}(\varphi ,t)`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle _{x_1x_2}}\delta (t{\displaystyle \frac{x_1+x_2}{2}})e^{^1G_l^2}^1G_l^2V^{(1)}(\varphi _1,x_1)\|_{\varphi _1=\varphi }V^{(1)}(\varphi _2,x_2)\|_{\varphi _2=\varphi }`$ (185) up to terms of order $`𝒪(V_{}^{(1)}{}_{}{}^{3})`$. To next order $`V_{}^{(1)}{}_{}{}^{3}`$, as explained above one first compute the bi-local operator as a function of $`V^{(1)}`$. Its flow equation to the necessary order reads: $`_lV_l^{(2)}(\varphi _1\varphi _2,x_1x_2)`$ $`=`$ $`{\displaystyle \frac{1}{2}}e^{^1G_l^2}^1G_l^2V^{(1)}(\varphi _1,x_1)V^{(1)}(\varphi _2,x_2)`$ $`\delta (x_1x_2){\displaystyle _{y_1y_2}}\delta (x_1{\displaystyle \frac{y_1+y_2}{2}})e^{^1G_l^2}^1G_l^2V^{(1)}(\varphi _1,y_1)V^{(1)}(\varphi _2,y_2)`$ up to $`𝒪(V_{}^{(1)}{}_{}{}^{3})`$ terms. Integrating $`_\mu V_\mu ^{(2)}(\varphi _1\varphi _2,x_1x_2)`$ using (C.2) from $`0`$ to $`l`$ and substituting the result into the equation for $`V^{(1)}`$ one finds the RG equation of the local part of the interaction to order $`V_{}^{(1)}{}_{}{}^{3}`$: $`_lV^{(1)}(\varphi ,t)={\displaystyle \frac{1}{2}}{\displaystyle _{x_1x_2}}\delta (t{\displaystyle \frac{x_1+x_2}{2}})e^{^1G_l^2}^1G_l^2V^{(1)}(\varphi _1,x_1)V^{(1)}(\varphi _2,x_2)`$ (187) $`+{\displaystyle \frac{1}{2}}{\displaystyle _{x_1x_2x_3}}\delta (t{\displaystyle \frac{x_1+x_2+x_3}{3}})e^{^{12}G_l^3}^{12}G_l^3({\displaystyle _0^l}d\mu `$ $`[e^{^1G_\mu ^2}^1G_\mu ^2V_\mu ^{(1)}(\varphi _1,x_1)\|_{\varphi _1=\varphi }V_\mu ^{(1)}(\varphi _2,x_2)\|_{\varphi _2=\varphi }\delta (x_1x_2){\displaystyle _{y_1y_2}}\delta (x_1{\displaystyle \frac{y_1+y_2}{2}})`$ $`e^{^1G_\mu ^2}^1G_\mu ^2V_\mu ^{(1)}(\varphi _1,y_1)\|_{\varphi _1=\varphi }V_\mu ^{(1)}(\varphi _2,y_2)\|_{\varphi _2=\varphi }]V_l^{(1)}(\varphi _3,x_3)\|_{\varphi _3=\varphi })`$ (188) up to $`𝒪(V_{}^{(1)}{}_{}{}^{4})`$ terms. ### C.3 Translation invariant theory and loop expansion In a spatially translational invariant theory the local interaction does not depend explicitly on the space variable $`t`$, $`V^{(1)}(\varphi ,t)=\widehat{U}_l(\varphi )`$. The above formulas, when expanding the exponentials in a loop expansion, possess a representation in terms of Feynman graphs as indicated in Fig. 3. Interestingly, all one particle reducible graphs vanish due to the property $`_lG_l^{q=0}=0`$ ($`c^{}(0)=0`$). In addition, since each graph to order $`\widehat{U}^3`$ possesses a counterpart with a minus sign which is the product of two (factorized) graphs with independent sets of loop integrations, this automatically cancels all such (factorized) graphs. The RG equation, at any given order in $`\widehat{U}_l`$, can be further expanded in the number of loops by expanding the exponentials in (187). Let us give the specific result for the case of a diagonal gaussian part $`G_{l,ij}^q=\delta _{ij}G_l^q`$, the generalization being straighforward. To order $`\widehat{U}_{l}^{}{}_{}{}^{3}`$ and up to two loops we obtain from (187) the RG equation for $`\widehat{U}_l(\varphi )`$ as: $`_l\widehat{U}_l(\varphi )`$ $`=`$ $`I_l^DD_l(\varphi )+I_l^FF_l(\varphi )+{\displaystyle _0^l}𝑑\mu \left(I_{l\mu }^TT_{l\mu }(\varphi )+I_{l\mu }^AA_{l\mu }(\varphi )+I_{l\mu }^A^{}A_{}^{}{}_{l\mu }{}^{}(\varphi )\right)`$ (189) up to $`O(\widehat{U}_{l}^{}{}_{}{}^{4})`$ terms, where the contraction graphs are $`D_l(\varphi )`$ $`=`$ $`_{ij}\widehat{U}_l(\varphi )_{ij}\widehat{U}_l(\varphi )`$ (190) $`F_l(\varphi )`$ $`=`$ $`_{ijm}\widehat{U}_l(\varphi )_{ijm}\widehat{U}_l(\varphi )`$ (191) $`T_{l\mu }(\varphi )`$ $`=`$ $`_{ij}\widehat{U}_l(\varphi )_{jm}\widehat{U}_\mu (\varphi )_{mi}\widehat{U}_\mu (\varphi )`$ (192) $`A_{l\mu }(\varphi )`$ $`=`$ $`_{ij}\widehat{U}_l(\varphi )_{imn}\widehat{U}_\mu (\varphi )_{jmn}\widehat{U}_\mu (\varphi )`$ (193) $`A_{l\mu }^{}(\varphi )`$ $`=`$ $`_{ij}\widehat{U}_\mu (\varphi )_{imn}\widehat{U}_\mu (\varphi )_{jmn}\widehat{U}_l(\varphi )`$ (194) and the momenta graphs read $`I_l^D`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle _q}G_l^qG_l^q`$ (195) $`I_l^F`$ $`=`$ $`{\displaystyle \frac{1}{4}}{\displaystyle _{q_1q_2q_3}}\delta _{q_1+q_2+q_3}G_l^{q_1}G_l^{q_2}G_l^{q_3}`$ (196) $`I_{l\mu }^T`$ $`=`$ $`{\displaystyle _q}G_l^qG_l^qG_\mu ^q`$ (197) $`I_{l\mu }^A`$ $`=`$ $`{\displaystyle _{q_1q_2q_3}}(\delta _{q_1+q_2+q_3}\delta _{q_2+q_3})G_l^{q_1}G_l^{q_1}G_\mu ^{q_2}G_\mu ^{q_3}`$ (198) $`I_{l\mu }^A^{}`$ $`=`$ $`{\displaystyle _{q_1q_2q_3}}\delta _{q_1+q_2+q_3}({\displaystyle \frac{1}{2}}G_l^{q_1}G_l^{q_2}G_l^{q_3}G_\mu ^{q_1}+G_l^{q_2}G_l^{q_3}G_l^{q_1}G_\mu ^{q_1})`$ (199) Note that to two loops the RG flow is generically non local in $`l`$. The values of the above integrals will be computed in . ### C.4 RG equation for $`U_l(\varphi )`$ The systematic expansion in multilocal interactions can also be performed directly on the functional $`𝒱((\varphi )`$. The procedure parallels the previous section and its details are given in . Here we give only the result for a translationally invariant theory, for the RG flow of $`U_l(\varphi )`$ in the translationally invariant case to order $`U_l^3`$. It reads: $`U_l(\varphi )={\displaystyle \frac{1}{2}}(G_l)_{\alpha \beta }^{x=0}_\alpha _\beta U_l(\varphi )`$ (200) $`{\displaystyle \frac{1}{4}}{\displaystyle _{x_1x_2}}\delta ({\displaystyle \frac{x_1+x_2}{2}})^{12}(G_lG_l^{x=0})^{12}{\displaystyle _0^l}𝑑\mu e^{\frac{1}{2}^{12}G_{l\mu }^{12}}^1G_\mu ^2U_\mu (\varphi _1)_{\|\varphi _1=\varphi }U_\mu (\varphi _2)_{\|\varphi _2=\varphi }`$ $`{\displaystyle \frac{1}{4}}{\displaystyle _{x_1x_2x_3}}\delta ({\displaystyle \frac{x_1+x_2+x_3}{3}}){\displaystyle _0^l}𝑑\mu `$ $`\left[^{123}(G_lG_l^{x=0})^{123}e^{\frac{1}{2}^{123}G_{l\mu }^{123}}^{12}G_\mu ^3\text{idem }x_1=x_2{\displaystyle \frac{x_1+x_2}{2}}\right]`$ $`{\displaystyle _0^\mu }𝑑\nu e^{\frac{1}{2}^{12}G_{\mu \nu }^{12}}^1G_\nu ^2U_\nu (\varphi _1)_{\|\varphi _1=\varphi }U_\nu (\varphi _2)_{\|\varphi _2=\varphi }U_\mu (\varphi _3)_{\|\varphi _3=\varphi }`$ Note that the $`\text{idem }x_1=x_2\frac{x_1+x_2}{2}`$ applies only in the square bracket to the arguments of the $`G`$’s. We have also defined: $`^{1\mathrm{}p}G^{1\mathrm{}p}={\displaystyle \underset{\alpha ,\beta =1}{\overset{p}{}}}G_{ij}^{x_\alpha x_\beta }_i^\alpha _j^\beta `$ (201) Again the 1PR diagrams are elimnated by construction since they have one point $`x_i`$ on which one can integrate freely, producing a $`G^{q=0}`$ which vanishes by construction. The loop expansion of this formula will be detailed in . ### C.5 Computation of the correlation functions via RG The invariance of the generating functional $`W(J)`$ of the (connected) correlation functions with respect to $`l`$ is now used as a tool for computing the correlation functions of the initial model $`𝒮_0`$. The expansion of $`W(J)`$ in powers of the running interaction $`𝒱_l(\varphi )`$ reads formally to all orders: $`W(J)={\displaystyle \frac{1}{2}}J:G:J+{\displaystyle \underset{m=1}{\overset{+\mathrm{}}{}}}\kappa _m`$ (202) where we have defined: $`\mu _n=\left[e^{J:G:G_l^1:\varphi }(𝒱_l(\varphi ))^n\right]_{G_l}`$ (203) $`Y=e^{\frac{1}{2}J:G:G_l^1:G:J}`$ (204) $`{\displaystyle \underset{m=1}{\overset{+\mathrm{}}{}}}\kappa _mx^m=\mathrm{ln}(1+Y{\displaystyle \underset{n=1}{\overset{+\mathrm{}}{}}}{\displaystyle \frac{(x)^n}{n!}}\mu _n)`$ (205) Up to second order, this expansion reduces to: $`W(J)={\displaystyle \frac{1}{2}}J:G:Je^{\frac{1}{2}J:G:G_l^1:G:J}\left[e^{J:G:G_l^1:\varphi }𝒱_l(\varphi )\right]_{G_l}`$ (206) $`+{\displaystyle \frac{1}{2}}e^{\frac{1}{2}J:G:G_l^1:G:J}\left[e^{J:G:G_l^1:\varphi }𝒱_l(\varphi )^2\right]_{G_l}{\displaystyle \frac{1}{2}}(e^{\frac{1}{2}J:G:G_l^1:G:J}\left[e^{J:G:G_l^1:\varphi }𝒱_l(\varphi )\right]_{G_l})^2+O(𝒱_l^3)`$ The interaction functional $`\widehat{𝒱}_l(\varphi )`$ defined by (42) naturally appears in the expansion of $`W(J)`$. Using the properties (148) and $`[𝒜(\varphi )]_G=e^{\frac{1}{2}\frac{\delta }{\delta \varphi }:G:\frac{\delta }{\delta \varphi }}𝒜(0)`$, one obtains: $`W(J)`$ $`=`$ $`{\displaystyle \frac{1}{2}}J:G:J\widehat{𝒱}_l(G:J)+{\displaystyle \frac{1}{2}}(\widehat{𝒱_l^2}(G:J)\widehat{𝒱}_l^2(G:J))+𝒪(𝒱_l^3)`$ (207) where $`\widehat{𝒱_l^2}(\psi )=e^{\frac{\delta }{\delta \varphi _1}:G_l:\frac{\delta }{\delta \varphi _2}}\widehat{𝒱}_l(\varphi _1)\widehat{𝒱}_l(\varphi _2)\|_{\varphi _1=\varphi _2=\psi }`$. On this expression, it becomes obvious that $`W(J)`$ is indeed $`l`$-independent (order by order), as a consequence of the RG equation for $`\widehat{𝒱}_l(\varphi )`$. As is clear from these formulae, all external legs of correlation functions will carry the propagator $`G`$ while all internal legs will carry $`G_l`$. We must now distinguish between the two methods which consist in performing the multi-local expansion on $`𝒱_l(\varphi )`$, $`\widehat{𝒱}_l(\varphi )`$ respectively. Before doing so, we give a formula, in Fourier representation, which is valid in both cases: $`W(J)={\displaystyle \frac{1}{2}}J:G:J{\displaystyle _{xK}}\widehat{U}_l^Ke^{iK.(G:J)^x}`$ (208) $`{\displaystyle _{xyKP}}e^{iK.(G:J)^x+iP.(G:J)^y}\left(\widehat{V}_l^{KP}(xy){\displaystyle \frac{1}{2}}(e^{K.G_l^{xy}.P}1)\widehat{U}_l^K\widehat{U}_l^P\right)`$ (209) $`\widehat{U}_l^K=U_l^Ke^{\frac{1}{2}K.G_l^{x=0}.K}`$ (210) $`\widehat{V}_l^{KP}(x)=V_l^{K,P}(x)e^{\frac{1}{2}K.G_l^{x=0}.K\frac{1}{2}P.G_l^{x=0}.PK.G_l^x.P}`$ (211) the way to compute the functions $`\widehat{U}_l`$ and $`\widehat{V}_l`$ being however different in each case. Inserting the corresponding formula for $`\widehat{V}_l`$ as a function of $`\widehat{U}_l`$ yields expressions in terms of $`\widehat{U}_l`$ only, which we now give in each case (for variety, we also alternate between the -equivalent - field and Fourier representations). #### C.5.1 Method with $`\widehat{𝒱}_l(\varphi )`$ We start with the formalism using the multi-local expansion of $`\widehat{𝒱}_l`$. One finds: $`W(J)={\displaystyle \frac{1}{2}}J:G:J{\displaystyle _x}\widehat{U}_l((G:J)^x)+{\displaystyle \frac{1}{2}}{\displaystyle _{xy}}{\displaystyle _{l^{}>0}}[\delta _{ll^{}}(e^{_1G_l^{xy}_2}1)`$ (212) $`\theta _{ll^{}}_l^{}(e^{^1G_l^{}^{xy}^2}\delta (xy){\displaystyle _z}e^{_1G_l^{}^z_2})\widehat{U}_l^{}(\varphi _1)\|_{\varphi _1=(G:J)^x}\widehat{U}_l^{}(\varphi _2)\|_{\varphi _2=(G:J)^y}]`$ (213) up to $`O(U^3)`$ terms. We denote $`\delta _{ll^{}}=\delta (ll^{})`$ and $`\theta _{ll^{}}=\theta (ll^{})`$. From this formula one can compute all connected correlations to $`O(U^2)`$. Let us give the self energy, defined as usual from the two point function $`C=G+\delta C`$ as: $`\mathrm{\Sigma }=C^1G^1=G^1\delta CG^1+G^1\delta CG^1\delta CG^1+O(\delta C^3)`$ (214) It reads: $`\mathrm{\Sigma }_{ij}^{q=0}=_i_j\widehat{U}_l(0){\displaystyle _x}[(_i^1_j^1+_i^1_j^2)(e^{^1G_l^x^2}1)_i^1_j^2^1G^x^2]\widehat{U}_l(\varphi _1)\widehat{U}_l(\varphi _2)\|_{\varphi _i=0}`$ $`\mathrm{\Sigma }^q\mathrm{\Sigma }^{q=0}={\displaystyle _x}(e^{iqx}1)\mathrm{\Sigma }^x`$ (215) $`\mathrm{\Sigma }_{ij}^x=_i^1_j^2{\displaystyle _{l^{}>0}}[\delta _{ll^{}}(e^{^1G_l^x^2}^1G^x^21)\theta _{ll^{}}^1G_l^{}^x^2e^{^1G_l^{}^x^2}]\widehat{U}_l^{}(\varphi _1)\widehat{U}_l^{}(\varphi _2)\|_{\varphi _i=0}`$ Note that it involves a term with a $`G`$ propagator. #### C.5.2 Method with $`𝒱_l(\varphi )`$ Inserting the multilocal expansion of $`𝒱_l`$, (206) transforms into an expansion in powers of the local interaction $`U_l(\varphi )`$: $`W(J)={\displaystyle \frac{1}{2}}J:G:J{\displaystyle _x}{\displaystyle _K}\widehat{U}_l^Ke^{iK.G_x:J}+{\displaystyle \frac{1}{2}}{\displaystyle _{xy}}{\displaystyle _{KP}}e^{iK.G_x:J+iP.G_y:J}[\widehat{U}_l^K\widehat{U}_l^P(e^{K.G_l^{xy}.P}1)`$ $`{\displaystyle _0^l}dl^{}\widehat{U}_l^{}^K\widehat{U}_l^{}^P_l^{}(e^{K.G_l^{}^{xy}.P}\delta (xy){\displaystyle _z}e^{K.G_l^{}^z.P+K.(G_l^zG_l^0).P})]+O(U^3)`$ (216) Using the RG equation for $`U_l`$, it is easily checked again that this expression is $`l`$-independent order by order. From (212), one can compute the self energy $`\mathrm{\Sigma }^q`$ of the theory. One gets to order $`U_l^2`$: $`\mathrm{\Sigma }_{ij}^{q=0}={\displaystyle _K}K_iK_jU_l^Ke^{\frac{1}{2}KG_l^{x=0}K}+{\displaystyle _{KP}}(K_iK_jA_l^{KP}(q=0)+K_iP_jB_l^{KP}(q=0))`$ (217) $`\mathrm{\Sigma }^q\mathrm{\Sigma }^{q=0}={\displaystyle _{KP}}K_iP_j(B_l^{KP}(q)B_l^{KP}(q=0))`$ where $`A_l^{KP}(q)={\displaystyle _{l^{}>0}}U_l^{}^KU_l^{}^Pe^{\frac{1}{2}KG_l^{}^{x=0}K+PG_l^{}^{x=0}P}(\delta _{ll^{}}{\displaystyle _x}e^{iqx}(e^{KPG_l^x}1)`$ (218) $`B_l^{KP}(q)={\displaystyle _{l^{}>0}}U_l^{}^KU_l^{}^Pe^{\frac{1}{2}KG_l^{}^{x=0}K+PG_l^{}^{x=0}P}(\delta _{ll^{}}{\displaystyle _x}e^{iqx}(e^{KG_l^xP}+KG_0^xP1)`$ (219) $`+\theta _{ll^{}}{\displaystyle _x}(e^{iqx}e^{K.(G_l^xG_l^0).P})KG_l^{}^xPe^{KG_l^{}^xP})`$ ## Appendix D Dimensional reduction from graphs ### D.1 Perturbation theory In this appendix, we sketch diagrammatically how the perturbation expansion in $`R`$ of the average of any observable $`A[u]`$ at $`T=0`$ is the same as the one which would be obtained in the Gaussian theory corresponding to a simple random force. Precisely, the actions $`𝒮[u]={\displaystyle \frac{1}{2T}}{\displaystyle \underset{a}{}}{\displaystyle _{xy}}u_a^x(\overline{G}^1)^{xy}u_a^y{\displaystyle \frac{1}{2T^2}}{\displaystyle \underset{ab}{}}{\displaystyle _x}R(u_a^xu_b^x)`$ (220) and $`𝒮_{\mathrm{rf}}[u]={\displaystyle \frac{1}{2R^{\prime \prime }(0)}}{\displaystyle \underset{ab}{}}{\displaystyle _{xy}}u_a^x((\overline{G}\overline{G})^1)^{xy}u_b^y`$ (221) where $`(\overline{G}\overline{G})^x=_z\overline{G}^{xz}\overline{G}^z`$ yield the same results when computing the average of any functional $`A[u]`$ of the replicated field at $`T=0`$, e.g. $`A[u]=_iu_{a_i}^{x_i}`$. To this aim, one first show that the perturbation expansion within (220) is well-defined at $`T=0`$. We use a diagrammatics with propagator $`u_a^xu_b^y=T\delta _{ab}\overline{G}^{xy}`$ (222) which conserves the replica index, and vertex $`{\displaystyle \frac{1}{2T^2}}{\displaystyle \underset{ab}{}}{\displaystyle _x}R(u_a^xu_b^x)`$ (223) associated to one point in space but involving a summation over two replica indices. Thus we choose to split the vertex into two subvertices corresponding to each replica index. For any graph occuring in the computation of $`A[u]R^p_𝒮^c`$, let us denote by $`k`$ the number of lines connecting $`A`$ to the vertices (involving the extraction of $`k`$ legs from $`A`$ : $`_{u_{a_1}^{x_1}\mathrm{}u_{a_k}^{x_k}}A[u]`$). Let $`𝒦`$ be the graph obtained by considering only the splitted vertices, the propagators between them, forgetting the observable and the $`k`$ lines attached to it. The graph $`𝒦`$ has $`v=2p`$ subvertices. Contrarily to the initial graph with unsplitted vertices, $`𝒦`$ is not necessarily connected and is made of $`c`$ connected components. To each one corresponds a replica index. If one of them is not connected to the observable, i.e. if it does not inherit from a replica index contained in $`A`$, then the summation over this index is free, giving a factor $`n`$. Hence each connected component has to be linked to the observable in order to survive the $`n0`$ limit, which yields $`kc`$. Collecting the factors of $`T`$ in front of the initial graph ($`𝒦`$, $`A`$, the $`k`$ propagators, and possibly $`t`$ tadpoles on $`A`$), the power of $`T`$ is $`t+e+kv`$ where $`e`$ is the number of propagators in $`𝒦`$. Euler relation in $`𝒦`$ reads $`v+l=c+e`$ where $`l`$ is the number of loops in $`𝒦`$. But since $`kc`$ and $`l0,t0`$, one obtains that each graph is in factor of a non-negative power of $`T`$. The existence of the $`T=0`$ perturbation theory is thus confirmed. The graphs which remain at $`T=0`$ have $`t=0`$, $`l=0`$, $`k=c`$, which means the following properties (i) their subgraph $`𝒦`$ has no loop, each of its connected component is a tree, (ii) there is no tadpole on $`A`$, (iii) $`A`$ is linked to each connected component of $`𝒦`$ by one unique propagator. This result is easily extended to a non-Gaussian disorder, which possess higher cumulants of the general form (69). The second part of the argument uses the property of translation invariance in $`u`$ space of the disorder distribution, on which the first part does not rely. Since each connected component of $`𝒦`$ is linked to $`A`$, let us call root the point to which it is attached. This provides a natural orientation to the branches of the trees from root to leaves. If any point of $`𝒦`$ possess at least a branch going to the direction of the leaves, the graph obtained by mounting this branch to the companion point (which belongs to the same $`R`$ before splitting) has the opposite value. One can convince oneself that such graphs can be grouped by mutually cancelling pairs. Thus the only graphs which survive to this mounting operation look like flowers, with $`A`$ at the center and petals $`R`$ made of two propagators (see Fig. 5). The generalization including higher cumulants is straightforward, but yields a non-Gaussian theory. The corresponding equivalent action for computing observables is $`𝒮_{\mathrm{rf}}[u]`$ $`=`$ $`{\displaystyle \frac{1}{2T}}{\displaystyle \underset{a}{}}{\displaystyle _{xy}}u_a^x(\overline{G}^1)^{xy}u_a^y{\displaystyle \underset{N2}{}}{\displaystyle \frac{1}{N!T^N}}_{1\mathrm{}N}S^{(N)}(0\mathrm{}0){\displaystyle _x}({\displaystyle \underset{a}{}}u_a^x)^N`$ (224) Even if this is not obvious on (224), this action possess statistical tilt symmetry as can be checked thanks to $`n0`$. ### D.2 Corrections to $`R`$ The computation of the effective action $`\mathrm{\Gamma }`$ (1PI) involves corrections to the various cumulants of the disorder. At $`T=0`$, the graphs correcting a $`N`$ replica term ($`N^{\mathrm{th}}`$ cumulant) is made of $`N`$ connected components, so that there exists a free sum over $`N`$ replica indices. The power of $`T`$ in front of such a cumulant has to be $`N`$. The graphs correcting $`R`$ with $`p`$ $`R`$’s are made of two connected components ($`c=2`$), the power of $`T`$ is $`ev`$ where $`e`$ is the number of propagators and $`v=2p`$. Euler relation yields $`ev=lc2`$ with equality for $`l=0`$. Hence such graphs are made of two trees. Furthermore, the graphs such that the two points of a splitted $`R`$ are connected to the same connected component and such that one of them is connected to at least two branches vanish. This can be seen by mounting one of these two branches on the companion point. Hence, if two points of a $`R`$ belong to the same connected component, then each one is connected to a unique branch. As a corrolary, the two points of an $`R`$ cannot be connected to each other by a branch (since it would be impossible to connect this $`R`$ to the rest of the diagram thanks to the argument above). This considerably reduces the form of the possible corrections to $`R`$. These corrections obey in particular $$\delta R=(ϵ4\zeta )R+\zeta uR^{}+\underset{p>0}{}\left(\frac{d}{du}\right)^{4(p1)}R^p$$ (225) where the last term symbolically only means that the $`p^{\mathrm{th}}`$ order term contains $`4(p1)`$ derivatives (not that it is a total $`4(p1)`$ derivative). We allowed for a field rescaling with exponent $`\zeta `$. To order $`R^3`$ the arguments above allow only for the following corrections $`\delta R=(ϵ4\zeta )R+\zeta uR^{}+K({\displaystyle \frac{1}{2}}R^{\prime \prime 2}R^{\prime \prime }R^{\prime \prime }(0))+A(R^{\prime \prime }R^{\prime \prime }(0))R^{\prime \prime \prime 2}+C(R^{\prime \prime }R^{\prime \prime }(0))^2R^{\prime \prime \prime \prime }`$ (226) with some constants $`K`$, $`A`$ and $`C`$, and valid only for an analytic $`R(u)`$. In the periodic case ($`\zeta =0`$), the fixed point equation is easily solved since there exists to any order in $`ϵ`$ a fixed point function of the form $$R^{}(u)=a+bu(1u)+c\left(u(1u)\right)^2$$ (227) where $`a,b,c`$ can be computed in series of $`ϵ`$, once the coefficients of the fixed point equation are known. This is further examined in Sections F. ## Appendix E variational calculation Here we sketch the derivation of the scaling function for the confined interface using the replica variational method, extending the explicit solution of Ref. to a non zero mass. We use all notations of Ref. and Ref. . The disorder correlator for the random field problem studied here corresponds to the case $`\gamma =1/2`$ and $`g=\sigma `$ for the parameters of . Applying the variational ansatz for $`N=1`$ components yields the function $`\stackrel{~}{f}(x)=\widehat{g}\sqrt{r_f^2+x}`$ which describes the correlations, and $`\widehat{g}=\sigma \sqrt{2/\pi }`$. We have artifially extended the correlator to small scales, so as to obtain a well defined $`T=0`$ limit. The large scale results however are independent of the small scale details in the limit of small $`m`$. The variational equations reads: $`(r_f^2+2TB(u))^{3/2}=\widehat{g}j_D([\sigma ](u)+m^2)^{ϵ/2}`$ (228) with $`j_D=_k(k^2+1)^2=\mathrm{\Gamma }(2d/2)/(4\pi )^(d/2)`$ and the equation for the breakpoint (see Ref. ) is: $`(r_f^2+2TB(u_c))^{3/2}=\widehat{g}j_D(\mathrm{\Sigma }_c+m^2)^{ϵ/2}`$. This yields the solution: $`[\sigma ](u)+m^2=Au^{2/\theta }=\mathrm{\Sigma }_c(u/u_c)^{2/\theta }u^{}<u<u_c`$ (229) $`\sigma (u)=\sigma (0)=A^{\theta /2}{\displaystyle \frac{2}{2\theta }}m^{2\theta }u<u^{}`$ (230) and $`[\sigma ](u)=\mathrm{\Sigma }_c`$ for $`u>u_c`$. Here $`\theta =\frac{6ϵ}{3}`$ is the free energy fluctuation exponent and $`A=(\frac{ϵ}{6T}\widehat{g}^{2/3}j_D^{1/3})^{2/\theta }`$. This solution allows to compute the small $`q`$ behaviour of the correlation (for small $`mq`$) asL $`\overline{u_qu_q}={\displaystyle \frac{T}{q^2+m^2}}(1+{\displaystyle _{u_c(m^2/\mathrm{\Sigma }_c)^{\theta /2}}^{u_c}}{\displaystyle \frac{du}{u^2}}{\displaystyle \frac{\mathrm{\Sigma }_c(u/u_c)^{2/\theta }m^2}{q^2+\mathrm{\Sigma }_c(u/u_c)^{2/\theta }}}+\sigma (0){\displaystyle \frac{1}{q^2+m^2}})`$ (231) which yields the large scale result 143 given in the text. In $`D=0`$ one recovers the result of $`\overline{u^2}={\displaystyle \frac{3}{(4\pi )^{1/3}}}m^{8/3}\sigma ^{2/3}`$ (232) ## Appendix F FRG to two loops ### F.1 Method with $`𝒱`$ The exact RG equation to order $`U^3`$ given in C.4 when expanded to two loops yields the following finite temperature RG equation for $`\stackrel{~}{R}_l(u)`$ at large $`l`$ (the derivation is detailed in ): $`_l\stackrel{~}{R}_l=ϵ\stackrel{~}{R}_l+\widehat{T}_l\stackrel{~}{R}_l^{\prime \prime }+K_{l\mu }\left({\displaystyle \frac{1}{2}}\stackrel{~}{R}_\mu ^{\prime \prime }(u)^2\stackrel{~}{R}_\mu ^{\prime \prime }(0)\stackrel{~}{R}_\mu ^{\prime \prime }(u)\right)`$ (233) $`+K^A(\stackrel{~}{R}^{\prime \prime }\stackrel{~}{R}^{\prime \prime }(0))\stackrel{~}{R}^{\prime \prime \prime 2}+K^C(\stackrel{~}{R}^{\prime \prime }\stackrel{~}{R}^{\prime \prime }(0))^2\stackrel{~}{R}^{\prime \prime \prime \prime }`$ (234) $`+K^S_{12}\stackrel{~}{S}_l(u,u,0)+\widehat{T}_lK_{l\mu }^E\left(\stackrel{~}{R}_\mu ^{\prime \prime \prime \prime }(\stackrel{~}{R}_\mu ^{\prime \prime }(u)\stackrel{~}{R}_\mu ^{\prime \prime }(0))\stackrel{~}{R}_\mu ^{\prime \prime \prime \prime }(0)\stackrel{~}{R}_\mu ^{\prime \prime }\right)+\widehat{T}_lK_{l\mu }^F\stackrel{~}{R}_\mu ^{\prime \prime \prime 2}`$ (235) In this formula all terms of order $`R^2`$ and higher are retarded, and integrals $`_0^l𝑑\mu `$ are understood. For the $`R^3`$ terms we have ommitted the retardation integrals (which involve an additional integral $`_0^\mu 𝑑\nu `$) because near the fixed point they can be replaced by a single number. The feedback of the three replica term is through its partial derivatives. This three replica term satisfies its own RG equation given in . The precise values of all coefficients are detailed in . To obtain the large $`l`$ limit of this equation and thus the fixed point equation we use the fact that $`\widehat{T}_l0`$ and the property (117) which we need only to lowest order. Integrating out the third cumulant RG equation (which reaches the fixed point value (103)) and inserting into (235) yields the FRG fixed point equation (for simplicity in the periodic case): $`0=ϵ\stackrel{~}{R}^{}+{\displaystyle \frac{1}{2}}\stackrel{~}{R}^{\prime \prime 2}\stackrel{~}{R}^{\prime \prime }(0)\stackrel{~}{R}^{\prime \prime }`$ (236) $`+({\displaystyle \frac{1}{2}}+\overline{K}^C)(\stackrel{~}{R}^{\prime \prime }\stackrel{~}{R}^{\prime \prime }(0))\stackrel{~}{R}^{\prime \prime \prime 2}{\displaystyle \frac{1}{2}}\stackrel{~}{R}^{\prime \prime \prime }(0^+)^2\stackrel{~}{R}^{\prime \prime }+\overline{K}^C(\stackrel{~}{R}^{\prime \prime }\stackrel{~}{R}^{\prime \prime }(0))^2\stackrel{~}{R}^{\prime \prime \prime \prime }`$ (237) where only one coefficient, $`\overline{K}^C`$, is non universal. We have absorbed the exact one loop coefficient $`𝖪`$ obtained in (91) in $`R`$ (whose first $`𝒪(ϵ)`$ correction is non universal). In terms of the cutoff function $`c(s)=_a\widehat{c}(a)e^{as}`$ (or its expression as a sum of exponentials) one has: $`𝖪={\displaystyle \frac{1}{2(2\pi )^{d/2}}}[1+ϵ({\displaystyle \frac{1}{2}}{\displaystyle _a}\widehat{c}(a)\mathrm{ln}a+{\displaystyle \frac{3}{2}}{\displaystyle _{ab}}\widehat{c}(a)\widehat{c}(b)\mathrm{ln}(a+b))]`$ $`\overline{K}^C={\displaystyle _a}\widehat{c}(a)\mathrm{ln}a+{\displaystyle _{ab}}\widehat{c}(a)\widehat{c}(b)\mathrm{ln}(a+b)={\displaystyle _0^{\mathrm{}}}𝑑s{\displaystyle \frac{c(s)(1c(s))}{s}}`$ (238) to the desired order in $`ϵ`$. This equation has a fixed point solution: $`\stackrel{~}{R}^{}(0)=𝖪^1[ϵ({\displaystyle \frac{1}{2592}}{\displaystyle \frac{1}{72}}u^2(1u)^2)+`$ (239) $`ϵ^2({\displaystyle \frac{1+10\overline{K}^C}{7776}}{\displaystyle \frac{\overline{K}^C}{216}}u(1u){\displaystyle \frac{1+3\overline{K}^C}{108}}u^2(1u)^2)]`$ (240) Note that this solution, for $`\overline{K}^C=0`$ (i.e hard cutoff) does not contain a term with $`R^{}(0^+)0`$ (“supercusp”) ### F.2 method with $`\widehat{𝒱}`$ The method using the Wick ordered functional can also be used. Using the RG equation to third order in $`\widehat{U}`$ and two loops (189) one finds the equation for the corresponding two replica part of $`\widehat{U}`$: $`_l\stackrel{~}{R}_l=(ϵ4\zeta )\stackrel{~}{R}_l+\zeta u\stackrel{~}{R}_l^{}+K\left({\displaystyle \frac{1}{2}}\stackrel{~}{R}_l^{\prime \prime }(u)^2\stackrel{~}{R}_l^{\prime \prime }(0)\stackrel{~}{R}_l^{\prime \prime }(u)\right)`$ (241) $`+K^A(\stackrel{~}{R}^{\prime \prime }\stackrel{~}{R}^{\prime \prime }(0))\stackrel{~}{R}^{\prime \prime \prime 2}+\widehat{T}_lK_l^F\stackrel{~}{R}_l^{\prime \prime \prime 2}`$ (242) with: $`K={\displaystyle \frac{4}{T^2}}I_l^D\mathrm{\Lambda }_l^ϵ`$ (243) $`K_{ł\mu }^A={\displaystyle \frac{4}{T^4}}(I_{ł\mu }^A+I_{ł\mu }^A^{})`$ (244) $`K_{l\mu }^F={\displaystyle \frac{6}{T^2}}I_l^F\mathrm{\Lambda }_l^ϵ`$ (245) where the integrals have been defined in Section C.3. Calculation shows that the constant $`K^A=1/2`$ (to lowest order in $`ϵ`$) independent of the cutoff function $`c(s)`$. The coefficient of this term is in agreement with . The analysis of the boundary layer is more intricate in this formulation .
warning/0006/cond-mat0006343.html	ar5iv	text	# Magnetic ordering and fluctuation in kagomé lattice antiferromagnets, Fe and Cr jarosites ## I INTRODUCTION The antiferromagnets on the kagomé lattice have frustration due to the competition of the antiferromagnetic interactions between neighboring spins. The antiferromagnets on the triangular lattice also have been well known as the frustration systems. While the triangular lattice has 6 nearest neighbors and the adjacent triangles on the triangular lattice share one side, or 2 lattice points, in common, the kagomé lattice has only 4 nearest neighbors and the adjacent triangles on the kagomé lattice share only one lattice point in common. Thus the spins on the kagomé lattice suffer smaller restriction from neighboring spins than the spins on the triangular lattice. The Heisenberg antiferromagnet on the kagomé lattice exhibits infinite and continuous degeneracy of the ground state. Theoretically the two-dimensional isotropic Heisenberg kagomé lattice antiferromagnet have no magnetic phase transition at finite temperature. The thermal or the quantum fluctuation, however, resolves the degeneracy of the ground state . This effect induces the coplanar spin arrangement and two Néel states have been discussed as candidates for the spin structure at zero temperature. One is a $`𝐪=0`$ type and the other is a $`\sqrt{3}\times \sqrt{3}`$ type of the 120 structure. Theoretical studies suggest that the latter is favored slightly . When a weak Ising-like anisotropy is introduced into the Hisenberg kagomé lattice antiferromagnet, the system has the magnetic phase transition at finite temperature and has a peculiar spin structure . Small perturbation, anisotropy or distortion may resolve the degeneracy of frustrated systems and cause the phase transition. The jarosite family compounds, KCr<sub>3</sub>(OH)<sub>6</sub>(SO<sub>4</sub>)<sub>2</sub> and KFe<sub>3</sub>(OH)<sub>6</sub>(SO<sub>4</sub>)<sub>2</sub> are examples of the Heisenberg kagomé lattice antiferromagnets . We have investigated these powder samples by the measurements of magnetization and the <sup>1</sup>H nuclear magnetic resonance experiments to clarify the magnetic transition and the spin fluctuation in the Heisenberg kagomé lattice antiferromagnet . The magnetic ions Cr<sup>3+</sup> and Fe<sup>3+</sup> have spins 3/2 and 5/2, respectively. The ions form the kagomé lattice on the $`c`$-plane and interact antiferromagnetically with each other. The protons observed by NMR locate nearly on the kagomé planes. Adjacent kagomé planes are separated by nonmagnetic ions, S, O, H and K with the long interaction paths, so that the interplane magnetic interaction is very weak. ## II EXPERIMENTAL RESULTS The magnetization was measured using a SQUID magnetometer in the temperature range between $`2\mathrm{K}`$ and $`300\mathrm{K}`$. Figures 1 and 2 show the susceptibility of Fe jarosite and Cr jarosite, respectively. The susceptibility of Fe jarosite has the cusp at $`T_{\mathrm{N}[\mathrm{Fe}]}=65\mathrm{K}`$, while the susceptibility of Cr jarosite increases abruptly below $`4.2\mathrm{K}`$. The susceptibility for the Heisenberg kagomé lattice antiferromagnet has been calculated by the high temperature expansion up to the 8th order and the result is extended to the lower temperature by the Padé approximants . Figure 3 shows the comparison between the experimental and theoretical inverse susceptibility for Cr jarosite. The experimental values deviate clearly from the Curie-Weiss law below about $`150\mathrm{K}`$ and fit very well with the calculated curves above $`20\mathrm{K}`$. The values of the exchange interaction for Cr jarosite and Fe jarosite are derived to be $`J_{\mathrm{Cr}}/k_\mathrm{B}=4.9\mathrm{K}`$ and $`J_{\mathrm{Fe}}/k_\mathrm{B}=23\mathrm{K}`$, respectively. The theoretical susceptibility deviates remarkably from Curie-Weiss law below about $`8JS(S+1)/k_\mathrm{B}`$ due to the development of short-range spin correlation. For Fe jarosite the value of $`8JS(S+1)/k_\mathrm{B}`$ is about $`1600\mathrm{K}`$, that is far away from the experimental temperature region. For the other kagomé lattice antiferromagnet SrCr<sub>8-x</sub>Ga<sub>4+x</sub>O<sub>19</sub> the value is about $`860\mathrm{K}`$ and is also large . The value for Cr jarosite is about $`150\mathrm{K}`$, that is in the experimental temperature region. Thus Cr jarosite is a good example to show the deviation from the Curie-Weiss law owing to the small $`J`$ and $`S`$ values. The <sup>1</sup>H-NMR spectrum of Fe jarosite has a sharp peak in the paramagnetic phase, while the spectrum below $`65\mathrm{K}`$ becomes to be broader and shows typical pattern for the powder antiferromagnets . This transition temperature coincides with the susceptibility data and the spectrum indicates the antiferromagnetic ordering. The spin-lattice relaxation rates, $`1/T_1`$, of <sup>1</sup>H in Fe jarosite is shown in Fig. 4. The rate $`1/T_1`$ in the paramagnetic phase slightly increases as temperature approaches to $`T_{\mathrm{N}[\mathrm{Fe}]}`$. The rate in the ordered phase decreases sharply as temperature is lowered. The NMR spectrum for Cr jarosite has a sharp peak in the paramagnetic phase, while the half width increases below $`4.2\mathrm{K}`$. The rate $`1/T_1`$ for Cr jarosite is almost independent of the temperature in paramagnetic phase, however, it decreases below $`4.2\mathrm{K}`$ as temperature is lowered. ## III DISCUSSION The NMR spectrum of Fe jarosite indicates that all protons feel same magnitude of internal dipolar field from Fe<sup>3+</sup> spins. This suggests that the ordered spin structure is the $`𝐪=0`$ type of the $`120^{}`$ configuration with positive chirality. If there existed the magnetic alignment with negative chirality, two kinds of proton sites with different magnitude of the internal field must exist. The neutron diffraction experiments confirmed this magnetic structure and revealed that the spins direct to or from the center of triangle on the kagomé lattice . This spin structure is considered to be caused by the single-ion type anisotropy of magnetic ions. Each magnetic ion is surrounded by an octahedron composed of six oxygens, whose principal axis cants about $`\theta =20^{}`$ from the $`c`$-axis towards the center of a triangle and the octahedron deforms slightly. The deformation and the canting of the octahedron must cause the single-ion anisotropy. The spin system can be expressed as, $$=2J\underset{<i,j>}{}𝐒_i𝐒_j+D\underset{i}{}(S_i^z^{})^2E\underset{i}{}\{(S_i^x^{})^2(S_i^y^{})^2\},$$ (1) where the local coordinate $`(x^{},y^{},z^{})`$ for each ion is determined by the relation with each surrounding octahedron, $`D>0`$ and $`E>0`$. In the case of $$E>D\frac{\mathrm{sin}^2\theta }{1+\mathrm{cos}^2\theta },$$ (2) the spin structure with the minimum energy for the system is the $`𝐪=0`$ type with the positive chirality and the spins direct to or from the center of the triangle on the kagomé lattice. This means that the system corresponds effectively to the two-dimensional Ising antiferromagnet, which has the magnetic phase transition at finite temperature . The ordering in the plane would induce the three-dimensional ordering due to the infinitesimal interplane interaction. The relaxation rate in the ordered phase can be analyzed by the two-magnon process of the spin wave in the Heisenberg kagomé lattice antiferromagnet. The relaxation rate by the two-magnon process is expressed as , $$\frac{1}{T_1}=\frac{\pi }{2}\gamma _e^2\gamma _n^2\mathrm{}^2\underset{i,j}{}G_{ij}_{\omega _0}^{\omega _m}\{1+(\frac{\omega _m}{\omega })^2\}\frac{e^{\mathrm{}\omega /k_\mathrm{B}T}}{(e^{\mathrm{}\omega /k_\mathrm{B}T}1)^2}N(\omega )^2\mathrm{d}\omega ,$$ (3) where $`G_{ij}`$ is the geometrical factor of the dipolar interaction, $`\omega _m`$ is the maximum frequency, $`\omega _0`$ is the energy gap and $`N(\omega )`$ is the state density of magnons. The dispersion relation of magnons in the system of $`𝐪=0`$ type spin structure has been obtained by Harris et al. . We adapt their method for Fe jarosite by introducing the anisotropy. The dispersion curves have the energy gaps due to the anisotropy and the lowest energy gap is given as, $$\mathrm{\Delta }ϵ=S\sqrt{\left(3J+2E+2\left(E\mathrm{cos}^2\theta D\mathrm{sin}^2\theta \right)\right)\left(2\left(DE\right)+4\left(E\mathrm{cos}^2\theta D\mathrm{sin}^2\theta \right)\right)}.$$ (4) Applying the long wave approximation for the dispersion relation, the relaxation rate is given as , $$\frac{1}{T_1}=\frac{\pi }{2}\gamma _e^2\gamma _n^2\mathrm{}^2\underset{i,j}{}G_{ij}\frac{9\mathrm{}}{k_\mathrm{B}}\frac{1}{(T_m^2T_0^2)^3}T^5_{T_0/T}^{T_m/T}\{x^2(\frac{T_0}{T})^2\}\{x^2+\left(\frac{T_m}{T}\right)^2\}\frac{e^x}{(e^x1)^2}\mathrm{d}x,$$ (5) where $`T_m=\mathrm{}\omega _m/k_\mathrm{B}`$ and $`T_0=\mathrm{}\omega _0/k_\mathrm{B}`$. We calculated the temperature dependence of $`1/T_1`$ and the calculated values are shown in Fig. 4 by the solid curve. The agreement between the experimental data and the calculated values is fairly well and we get the value of energy gap to be $`25\mathrm{K}`$. The values of $`E`$ and $`D`$ are estimated by using Eq. (2) and (4) as, $`0.0012<{\displaystyle \frac{E}{J}}<0.020,`$ (6) $`0<{\displaystyle \frac{D}{J}}<0.020.`$ (7) As is seen in Fig. 2, the susceptibility for Cr jarosite increases sharply below $`4.2\mathrm{K}`$. Below this temperature the difference between the susceptibility measured after the zero-field cooling (ZFC) and that measured after the field cooling (FC) was observed. The same behavior has been reported by A. Keren et al. . The magnetization curve was measured at 2.0 K to clarify this anomaly and is shown in Fig. 5. There we find a small hysteresis loop, which suggests the existence of weak ferromagnetic moments. The difference in the susceptibility between ZFC and FC comes from the hysteresis loop below $`4.2\mathrm{K}`$. By our neutron diffraction experiment for Cr jarosite the long-range ordering has been observed below $`4.2\mathrm{K}`$. S. -H. Lie et al. have also reported the weak long range antiferromagnetic ordering observed by the neutron experiments . We conclude that the transition of Cr jarosite at $`4.2\mathrm{K}`$ is not a spin glass like but magnetic one. The weak ferromagnetic moment is considered to be caused by the canting of the $`120^{}`$ arrangement perpendicular to the $`c`$-plane due to the anisotropy. On the other hand, the ferromagnetic moment was not observed for Fe jarosite. These results can be explained by the antiparallel stacking of the net moments on the $`c`$-plane for Fe jarosite and parallel stacking of the net moments for Cr jarosite. This is consistent with the result from the neutron experiments that the magnetic unit cell in Cr jarosite is equal to the chemical unit cell, while that in Fe jarosite is double the chemical unit cell along the $`c`$-axis. ## IV SUMMARY In summary we have investigated the kagomé lattice antiferromagnets KFe<sub>3</sub>(OH)<sub>6</sub>(SO<sub>4</sub>)<sub>2</sub> and KCr<sub>3</sub>(OH)<sub>6</sub>(SO<sub>4</sub>)<sub>2</sub> by means of the magnetization, NMR and neutron experiments. The susceptibility data of these samples are well fitted with the susceptibility calculated by the high temperature expansion for the two-dimensional Heisenberg kagomé lattice antiferromagnet. Long range magnetic ordering occurs at 65 K for KFe<sub>3</sub>(OH)<sub>6</sub>(SO<sub>4</sub>)<sub>2</sub>. The spin structure in the ordered phase is the $`120^{}`$ structure with $`𝐪=0`$, +1 chirality and the direction being to or from the center of the triangle. The order is caused by the single-ion-type anisotropy $`D,E`$. This system corresponds effectively to the two-dimensional Ising system, which has the two-dimensional ordering. The fluctuation in the ordered phase is caused by the spin wave. The nuclear spin-lattice relaxation is governed by the two-magnon process. For KCr<sub>3</sub>(OH)<sub>6</sub>(SO<sub>4</sub>)<sub>2</sub> magnetic transition occurs at 4.2 K. The transition is not spin-glass one but the magnetic ordering. The weak ferromagnetic moments are observed. This comes from the canted $`120^{}`$ spin structure, and all net moments in the planes are parallel to the $`c`$-axis.
warning/0006/nucl-th0006020.html	ar5iv	text	# LATTICE GAUGE THEORY - QCD FROM QUARKS TO HADRONSaafootnote aLectures given at the 14th. Annual Hampton University Graduate Studies at CEBAF, 1st. to 18th. June, 1999 ## 1 Lattice QCD: the Basics ### 1.1 Introduction The fundamental forces of nature can by characterised by the strength of the interaction: gravity, the weak interaction, responsible for $`\beta `$-decay, the electromagnetic interaction, and finally the strong nuclear force. All but the weakest of these, gravity, are incorporated in the Standard Model of particle interactions. The Standard Model describes interactions through gauge theories, characterised by a local symmetry, or gauge invariance. The simplest is the electromagnetic interaction, with the Abelian symmetry of the gauge group U(1). The model of Glashow, Weinberg and Salam unified the electromagnetic and weak interactions through the a broken symmetry group $`\text{SU(2)}\text{U(1)}`$. The strong interaction is associated with the unbroken non-Abelian symmetry group SU(3), and is accorded the name Quantum Chromodynamics (QCD). The strength of the electromagnetic interaction is characterised by the dimensionless fine-structure constant $`\alpha _e1/137`$. A very powerful calculational technique is to expand as a series in $`\alpha _e`$ \- perturbation theory. QCD is characterised by a strong coupling constant $`\alpha _s𝒪(1)`$. QCD, however, is asymptotically free, with an effective running coupling $`\alpha _s(Q^2)`$ decreasing logarithmically with increasing $`Q^2`$. Thus processes with an energy scale large compared with the natural scale of the strong interaction, of the order of the proton mass, are often amenable to the techniques of perturbation theory. At energy scales of the order of the proton mass, perturbation theory fails. Yet a quantitative understanding of QCD is crucial both for the study of the strong interaction, and for the study of the other forces which are masked by the strong interaction. In this energy regime, we can either employ low-energy effective models of QCD, or seek some way of performing a quantitative calculation directly within QCD. Lattice QCD is the only means we have of performing such an ab initio calculation. Before proceeding to a description of lattice QCD, it is useful to make a comparison between the properties of QCD and of QED: \| \| QED \| vs. \| QCD \| \| --- \| --- \| --- \| --- \| \| Gauge particle \| Photon, $`\gamma `$ \| \| Gluon, $`G`$ \| \| Coupling to \| Electric charge, $`Q`$ \| \| Colour charge \| \| Charged particles \| $`e,\mu ,u,d,s\mathrm{}`$ \| \| Quarks, $`u,d,s\mathrm{},G`$ \| \| \| Photon is neutral \| \| Gluon has colour charge \| The gluon self-coupling reflects the non-Abelian, and highly non-linear, nature of QCD. Where are the quarks? They are bound into the colour-singlet hadrons we observe in nature. Lattice gauge theory provides the means to relate the quark degrees of freedom with the observed hadronic degrees of freedom. ### 1.2 Lattice Gauge Theory Lattice gauge theory was proposed by Ken Wilson in 1974.$`^\mathrm{?}`$ Because of the gluon self-coupling, we have a sensible pure-gauge theory of interacting gluons, even without quark, or matter, fields. We will consider this theory first. We begin by formulating QCD in Euclidean space, which we accomplish by a Wick rotation from Minkowski space, $$t\tau it.$$ (1) The gauge fields are defined through $$A_\mu (x)=A_\mu ^a(x)T^a,$$ (2) where the $`T^a,a=1,\mathrm{},8`$ are the generators of SU(3), satisfying $`[T^a,T^b]`$ $`=`$ $`if_c^{ab}T^c`$ (3) $`\text{Tr}T^aT^b`$ $`=`$ $`{\displaystyle \frac{1}{2}}\delta _{ab}.`$ (4) We now introduce the field-strength tensor $$F_{\mu \nu }^a_\mu A_\nu ^a_\nu A_\mu ^a+gf^{abc}A_\mu ^bA_\nu ^c,$$ (5) in terms of which the Euclidean continuum action is $$S=\frac{1}{4}d^4xsF_{\mu \nu }^aF_{\mu \nu }^a.$$ (6) As we will see later, the crucial property of Euclidean space QCD for the formulation of lattice gauge theories is that the action is real. Gauge invariance is manifest through invariance under the transformation $$A_\mu (x)\mathrm{\Lambda }(x)A_\mu (x)\mathrm{\Lambda }^1(x)\frac{1}{ig}(_\mu \mathrm{\Lambda }(x))\mathrm{\Lambda }^1(x).$$ (7) We proceed to the lattice formulation of QCD by replacing a finite region of continuum space-time by a discrete four-dimensional lattice, or grid, of points. The gluon degrees of freedom are represented by SU(3) matrices $`U_\mu (x)`$ associated with the links connecting the grid points, as shown in Figure 1. We work with the elements of the group, rather than elements of the algebra, and the SU(3) matrices $`U_\mu (x)`$ are related to the usual continuum gauge fields through $$U_\mu (x)=\mathrm{exp}iga_0^1𝑑tA_\mu (x+ta\widehat{\mu }),$$ (8) where $`g`$ is the coupling constant, and $`a`$ the lattice spacing. Under a gauge transformation $`\mathrm{\Lambda }(x)`$, the link variables transform as $$U_\mu (x)\mathrm{\Lambda }(x)U_\mu (x+\widehat{\mu })\mathrm{\Lambda }^1(x),$$ (9) in analogy with Eq. 7. Wilson’s form of the lattice gauge action is constructed from the elementary plaquettes $`^\mathrm{?}`$ $$U_{\mathrm{}_{\mu \nu }}(x)=U_\mu (x)U_\nu (x+\widehat{\mu })U_\mu ^{}(x+\widehat{\nu })U_\nu ^{}(x).$$ (10) The plaquettes are clearly gauge invariant, and the action is then written $$S_G=\frac{2N_c}{g^2}\underset{x}{}\underset{\mu >\nu }{}\left[1\frac{1}{N_c}\mathrm{}\text{Tr}U_{\mathrm{}_{\mu \nu }}(x)\right]\frac{\beta }{N_c}\underset{x}{}\underset{\mu >\nu }{}\mathrm{}\text{Tr}U_{\mathrm{}_{\mu \nu }},$$ (11) where we have ignored the constant term, and introduced $$\beta =\frac{2N_c}{g^2}$$ with, for QCD, $`N_c=3`$. It is straightforward to show that the Wilson lattice gauge action is related to the continuum counterpart, Eq. (6), by $$S_G=\frac{1}{4}d^4xF_{\mu \nu }^aF_{\mu \nu }^a+𝒪(a^2),$$ (12) so that the lattice gauge action has $`𝒪(a^2)`$ discretisation errors. ### 1.3 Observables and Lattice Gauge Simulations Within lattice gauge theory, the expectation value of an observable $`O`$ is given by the path integral $$O=\frac{1}{Z}𝒟UO(U)e^{S_G(U)}$$ (13) where $$𝒟U=\underset{x,\mu }{}dU_\mu (x)$$ (14) and $`Z`$ is the generating functional $$Z=𝒟Ue^{S_G(U)};𝒟U=\underset{x,\mu }{}dU_\mu (x).$$ (15) Before proceeding further, we need to define what we mean by the integration over a group variable $`dU`$. We do this through the Haar measure, which for a compact group is the unique measure having the following properties: 1. $$_G𝑑Uf(U)=_G𝑑Uf(VU)=_G𝑑Uf(UV)VG.$$ 2. $$_G𝑑U=1.$$ This choice of measure respects gauge invariance. Note that, because we are employing the compact variables, $`U_\mu (x)`$, rather than the elements of the algebra, we do not need to fix the gauge, and indeed in most circumstances we do not do so. However, there are cases where working in a fixed gauge is useful, most notably in lattice perturbation theory, where gauge fixing is essential, in the definition of hadronic wave functions, where it is often useful to work in Coulomb gauge, and most directly in the study of the fundamental gluon and quark Green functions of the theory. On a finite lattice, the calculation of observables is equivalent to the evaluation of a very high, though finite, dimensional integral. In principle, we could estimate this integral by evaluating the integrand at uniformly distributed points. This, however, would be hopelessly inefficient; the exponential behaviour ensures that the integral is dominated by regions where the action is small. Instead we use importance sampling, and generate gauge fields with a probability distribution $$e^{S_G(U)}.$$ (16) The interpretation of this exponential in terms of a probability distribution requires that the action be real, and hence the need to work in Euclidean space. The formulation follows that of many systems in statistical physics. ### 1.4 Statistical and Systematic Uncertainties #### Statistical Uncertainties Observables in lattice QCD calculations arise from a Monte Carlo procedure, and thus have statistical uncertainties. Once we have reached thermalisation, these uncertainties decrease as the square root of the number of configurations, providing successive configurations are sufficiently widely separated to be statistically independent. #### Systematic Uncertainties Of even greater delicacy than the statistical uncertainties are the systematic uncertainties that enter our computations. These arise from a variety of sources, including: * Finite Volume: Our box must be sufficiently large that finite volume effects are under control. For light hadron spectroscopy, box sizes of at least $`2\text{fm}`$ are necessary to ensure that the hadron is not “squeezed”, but for excited states even larger volumes may be required. In addition, the requirement that the spatial extent of the lattice be large compared with the correlation length, set by the pseudoscalar mass, sets a still more stringent constraint at the physical pion mass. * Discretisation Effects: Increasing the inverse coupling $`\beta `$ corresponds to progressing to weaker coupling, and hence smaller lattice spacing $`a`$. We must ensure that $`\beta `$ is sufficiently large that the scale-breaking discretisation errors are under control, and in practice we perform calculations at several values of $`a`$ and extrapolate to the limit $`a=0`$. We will encounter several other potential sources of systematic errors when we discuss the inclusion of the quarks. ### 1.5 Including the Quarks The full generating functional for lattice QCD with a single flavour of quark is $$Z=𝒟U𝒟\psi 𝒟\overline{\psi }e^{S_G(U)+_{x,y}\overline{\psi }(x)M(x,y,U)\psi (y)},$$ (17) where $`M(x,y,U)`$ is the fermion matrix which, in its “naïve” form, is $$M(x,y,U)=m\delta _{x,y}+\frac{1}{2}\underset{\mu }{}\gamma _\mu \left(U_\mu (x)\delta _{y,x+\widehat{\mu }}U_\mu ^{}(x\widehat{\mu })\delta _{y,x\widehat{\mu }}\right)$$ (18) with $`m`$ the quark mass. Because the fermion fields are represented by Grassman variables, we can integrate out the fermion degrees of freedom, to obtain $$Z=𝒟UdetM(U)e^{S_G(U)}.$$ (19) The determinant fluctuates rapidly between configurations. Thus it is not sufficient for a Monte-Carlo procedure to generate configurations with probability $`e^{S_G(U)}`$, and only include the determinant in the calculation of observables; $`detM(U)`$ must be included in the measure. Furthermore, whilst multiplication by the fermion matrix $`M`$ involves only nearest neighbour communication, the evaluation of $`detM(U)`$ is essentially a global operation. Thus $`detM(U)`$ must be re-evaluated every time we update even a single value link variable $`U_\mu (x)`$. The most efficient algorithms for the simulation of QCD with dynamical quarks, such as the Hybrid Monte Carlo algorithm,$`^\mathrm{?}`$ involve a non-local updating procedure. Nevertheless, calculations with dynamical quarks are at least 1000 times as expensive as pure gauge calculations. The computational overhead of completely including the quark degrees of freedom has encouraged many calculations to be performed in the quenched approximation to QCD, in which we set $$detM1,$$ in Eq. (19). This corresponds to suppressing the contribution of closed quark loops in the path integral. There are two justifications for this seemly radical approximation. Firstly, the phenomenological observation that the neglect of the quark loops corresponds to the neglect of OZI-suppressed processes. Secondly, the quenched approximation emerges in the large $`N_c`$ limit of QCD, where $`N_c`$ is the number of colours. ### 1.6 Fermion doubling and chiral symmetry Unfortunately, the lattice formulation of fermions presents a further challenge. To illustrate how this arises, let us consider the momentum-space fermion propagator $$M_{xy}^1=_0^{\frac{\pi }{a}}\frac{d^4p}{(2\pi )^4}\frac{e^{ip(xy)}}{m+i_\mu \gamma _\mu \mathrm{sin}ap_\mu }.$$ (20) In the massless limit, the propagator has a pole not only at $`p_\mu =0`$, but also at the edges of the Brillouin zone $`p_\mu =\pi /a`$. Thus in four dimensions, we have a theory with $`2^4`$ non-interacting, equal mass fermions. This situation is a consequence of the Dirac equation being first order. Historically, there have been two solutions to this problem. #### Wilson Fermions Wilson proposed the addition of a second derivative term, or momentum-dependent mass term, to the action: $`S_F^W={\displaystyle \underset{x}{}}\{(m+4r)\overline{\psi }(x)\psi (x)`$ (21) $`{\displaystyle \frac{1}{2}}{\displaystyle \underset{\mu }{}}[\overline{\psi }(x)(r\gamma _\mu )U_\mu (x)\psi (x+\widehat{\mu })+\overline{\psi }(x+\widehat{\mu })(r+\gamma _\mu )U_\mu ^{}(x)\psi (x)]\}.`$ In the continuum limit, we find $$S_F^W=d^4x\overline{\psi }(x)(D+m\frac{arD^2}{2})\psi (x)+𝒪(a^2).$$ (22) The addition of the second derivatives lifts the mass of the unwanted doublers, but at a price. We have added $`𝒪(a)`$ discretisation errors to the fermion matrix, and furthermore the additional term explicitly breaks chiral symmetry at any non-zero value of the lattice spacing, though it is important to remember that chiral symmetry is restored in the continuum limit. The breaking of chiral symmetry has the unfortunate consequence that the fermion masses are subject to an additive mass renormalisation. In simulations, it is conventional to reparameterise the fermion matrix as $$M_{x,y}=(m+4r)\left\{\delta _{x,y}1\kappa \times \text{“hopping term”}\right\}$$ (23) where the hopping parameter $$\kappa \frac{1}{2(4r+m)}$$ (24) is now a tunable parameter, reflecting the additive quark-mass renormalisation. The critical value of the hopping parameter, $`\kappa _{\mathrm{crit}}`$, is that value for which the pion mass vanishes. #### Kogut-Susskind Fermions The second approach, due to Kogut and Susskind, regards the complete loss of chiral symmetry at finite $`a`$ as too great a sacrifice, and therefore aims to preserve a remnant of chiral symmetry whilst reducing the flavour-doubling problem. This formulation leads to four flavours of quark, but the different flavour and spin components are assembled from fields at the sixteen corners of a $`2^4`$ hypercube. While the Kogut-Susskind formulation has been extensively employed in the calculation of quantities where chiral symmetry is crucial, the problematic flavour identification means that I will concentrate on the results using the Wilson formulation in these lectures. #### Chiral Fermions and the Ginsparg-Wilson Relation Is it possible to construct a formulation that does indeed possess a symmetry analogous to chiral symmetry at a finite lattice spacing, whilst admitting the correct spectrum of quark states? Let us list four properties desired of the free fermion action, which we write in the form $$S_F=a^4\underset{x}{}\overline{\psi }(x)D(x,y)\psi (y)$$ 1. $`D(x,y)`$ is local 2. Far below the cut-off, $`D(p)i\gamma _\mu p_\mu +𝒪(p^2)`$. 3. $`D(p)`$ is invertible at all non-zero momenta. 4. $`\gamma _5D+D\gamma _5=0`$. The last two requirements require explanation; 3 demands that the only poles occur at zero momentum, and hence that there be no doublers, whilst 4 is just a statement of chiral symmetry. The famous Nielsen-Ninomiya “no-go” theorem $`^\mathrm{?}`$ states that it is not possible to find a Dirac operator that allows all four requirements to be satisfied simultaneously, and since the first two requirements were deemed sacrosanct either chiral symmetry had to be broken, or flavour-doubling had to be accepted. The recent revolution in our understanding of chiral fermions are related to the rediscovery of the Ginsparg-Wilson relation $`^\mathrm{?}`$ $$\gamma _5D+D\gamma _5=aD\gamma _5D,$$ (25) as a replacement for requirement 4. At non-zero distances, the Dirac operator does indeed commute with $`\gamma _5`$, and a symmetry, reducing to chiral symmetry in the continuum limit, is preserved even at non-zero values of the lattice spacing. The problem is finding a formulation of the Dirac operator that does indeed satisfy the relation of Eq. 25. Recently, two formulations satisfying this relation have been discovered. In the case of Domain Wall fermions $`^{\mathrm{?},\mathrm{?}}`$ (DWF), an auxiliary fifth dimension, with coordinate $`s`$ and extent $`N_s`$, is introduced. The action is essentially a five-dimensional Wilson fermion action $$S_F^{\mathrm{DWF}}=\underset{x,y,s,s^{}}{}\overline{\psi }(x)\left(D(x,y)\delta _{s,s^{}}+D^5(s,s^{})\delta _{x,y}\right)\psi (y),$$ (26) where $`D(x,y)`$ is the usual Wilson-Dirac operator introduced in Eq. 21, but with a negative mass term $`M`$. The operator in the fifth dimension, $`D^5(s,s^{})`$, couples the boundaries through a parameter $`m`$, which is proportional to the usual four-dimensional quark mass; note that no gauge links are introduced in the fifth dimension. The chiral limit corresponds to $`L_s\mathrm{}`$, and then $`m0`$; following the former of these limits, the quark mass is only multiplicatively renormalised. A crucial issue is how small a value of $`L_s`$ is sufficient to maintain good chiral properties whilst minimising the computational cost. For the case of hadronic physics, perhaps more important than having good chiral properties is being able to perform simulations at sufficiently small quark mass for the pion cloud to emerge. Fig. 2 shows the residual pion mass in the chiral limit as a function of function of $`L_s`$.$`^\mathrm{?}`$ The second approach is the Overlap formalism, introduced by Narayanan and Neuberger.$`^{\mathrm{?},\mathrm{?}}`$ Here the overlap-Dirac operator satisfying the property 4 is $$D^N=\frac{1}{2}(1+\mu +(1\mu )\gamma _5\frac{H(m)}{\sqrt{H(m)H(m)}}$$ (27) where $`H(m)`$ is the Hermitian Wilson-Dirac fermion operator, with negative mass $`m`$, defined by $`H=\gamma _5D`$ where $`D`$ is the usual Wilson-Dirac operator. The parameter $`\mu `$ is related to the physical quark mass. In this case, the extra computational cost comes not from computing in five dimensions, but rather from evaluating the step function $$ϵ(H)=\frac{H}{\sqrt{HH}}.$$ (28) The relative computational overheads of the two implementations is the subject of intense investigation,$`^\mathrm{?}`$ but in any case the overhead compared to the standard Wilson fermion action is considerable. Whilst this overhead is justified for chiral gauge theories, the situation in the case of hadronic physics is less clear; perhaps there are more efficient ways of approaching physical values of the light-quark masses. ### 1.7 Improvement The addition of the Wilson term to the fermion action has introduced $`𝒪(a)`$ discretisation errors; in contrast the gauge action has only $`𝒪(a^2)`$ discretisation errors. Thus there has been an emphasis on reducing the errors in the fermion sector through the addition of higher dimensional terms to the action, the improvement programme of Symanzik.$`^\mathrm{?}`$ In the case of the Wilson fermion action, the leading $`𝒪(a)`$ errors can be removed through the addition of a single dimension-five operator, the magnetic moment, or clover term, proposed by Sheikholeslami and Wohlert $`^\mathrm{?}`$ $$S_F=S_F^Wi\frac{c_{\text{sw}}\kappa }{2}\underset{x,\mu ,\nu }{}\overline{\psi }(x)F_{\mu \nu }(x)\sigma _{\mu \nu }\psi (x).$$ (29) The name “clover” is clear from the natural lattice discretisation of $`F_{\mu \nu }`$ illustrated in Figure 3. Using tree-level perturbation theory, the clover coefficient $`c_{\text{sw}}`$ is unity, and the discretisation errors on hadron masses and, with an appropriate discretisation of operators, on-shell matrix elements are formally $`𝒪(ag^2)`$$`^\mathrm{?}`$ UKQCD performed an extensive investigation of the hadron spectrum and hadronic matrix elements using this value of $`c_{\text{sw}}`$, and the discretisation errors, particularly for systems containing heavy quarks, can be substantial. $`^\mathrm{?}`$ More recently, two prescriptions for determining $`c_{\text{sw}}`$ have been proposed with the aim of reducing discretisation errors still further. In the first, the clover coefficient is constrained to its mean-field-improved, or tadpole, value $`^\mathrm{?}`$ $$c_{\text{sw}}=\text{TAD}=\frac{1}{u_0^3}$$ (30) where $$u_0=\frac{1}{3}\text{Tr}U_{\mathrm{}}$$ (31) is an estimate of the mean-value of the link variable $`U_\mu `$. Though formally the discretisation errors remain $`O(ag^2)`$, this prescription recognises the poor behaviour of naive lattice perturbation theory arising from the “tadpole” contributions, and attempts to resum the dominant higher-order contributions through the use of a more physical expansion parameter. The second prescription $`^{\mathrm{?},\mathrm{?}}`$ determines $`c_{\text{sw}}`$ non-perturbatively in such a way as to remove all $`calO(a)`$ discretisation errors from hadron masses, and, with an appropriate choice of operators, from all on-shell matrix elements $`^\mathrm{?}`$ $$c_{\text{sw}}=\text{NP}=\frac{10.656g_0^20.152g_0^40.054g_0^6}{10.922g_0^2},g_0^21,$$ (32) where $`g_0^2=6/\beta `$. We end this section by remarking that the chiral-fermion formulations are already $`𝒪(a)`$-improved; the $`𝒪(a)`$ discretisation are introduced through the chiral-symmetry-breaking Wilson term. ## 2 The light-hadron spectrum The calculation of the spectrum of hadrons containing the light quarks (u,d,s) is the benchmark calculation of lattice QCD; we know many of the results! It also provides a useful theatre for discussion of some of the issues I raised in the introduction. However, let us begin with one of the simplest observations we can make in lattice QCD, that of the linear confining potential. ### 2.1 The Static Quark Potential and Quark Confinement The simplest observable we can obtain from a lattice simulation is the potential between two (infinitely heavy) static quarks. We construct the Wilson loops $$W(R,T)=\text{Tr}U(C(R,T))$$ (33) where $`U(C(R,T))`$ is the product of gauge links around a $`R\times T`$ space-time loop. At large times, we can extract the potential $`V(R)`$ between two static quarks $`Q`$ at separation $`R`$, using $$W(R,T)\stackrel{T\mathrm{}}{}e^{TV(R)}.$$ (34) An area-law decay of the large Wilson loops is characteristic of a linear, confining potential in QCD, giving rise to a constant force with increasing separations $`r`$. We parameterise this force $`F(r)`$ by $$F(r)r_0^2=1.65+\frac{\pi }{12}\left(\frac{r_0^2}{r^2}1\right)$$ (35) where $`r_00.5\text{fm}`$ is a phenomenological parameter $`^\mathrm{?}`$ which we use to determine the scale. We show this force for the pure-gauge theory, corresponding to the quenched approximation, in Figure 5. At large separations we see the constant force indicative of confinement. But there is a further important observation. The results from all three calculations lie on a single curve, even though the calculations span a factor of two in lattice spacing $`a`$, from about $`0.05\text{fm}`$ to $`0.1\text{fm}`$. Do we expect the same picture of a rising, linear static-quark potential in full QCD, with dynamical quarks? As the two heavy quarks are separated, the energy stored in the string increases. Eventually, the string can “break” to form a quark-antiquark pair, a process that does not occur in the pure-gauge theory. This should lead to a flattening of the potential at some distance corresponding to an energy in the flux tube of $`2M_B`$, twice the binding energy of static-heavy-light meson. In practice, there has been no clear observation of such a feature at zero temperature from the simple Wilson loop operator; the behaviour of the potential in full QCD from a calculation using an $`𝒪(a)`$-improved fermion action $`^\mathrm{?}`$ is shown in Figure 6. As the string breaks, the $`Q\overline{Q}`$ system crosses to a system of two heavy-light $`\overline{Q}q`$ mesons. The lack of observation of the string breaking from the Wilson loop is ascribed to the poor overlap of the Wilson loop operator with two such heavy-light mesons. The mixing between these two states has been successfully investigated in simpler systems $`^{\mathrm{?},\mathrm{?},\mathrm{?}}`$, and recently a study has been made within QCD.$`^\mathrm{?}`$ Both the ground state and first excited state energies are extracted by a variational calculation using the Wilson loop and $`Q\overline{q}\overline{Q}q`$ operators, as shown in Figure 7. We will study a related problem when we discuss the nucleon-nucleon interaction in Section 4. ### 2.2 Spectrum recipe The elemental building blocks of a spectrum calculation are the quark propagators $$G_{\alpha \beta }^{ij}(x,y)=0\|\psi _\alpha ^i(x)\overline{\psi }_\beta ^j(y)\|0.$$ (36) The quark propagator to every point $`x`$ on the lattice from a fixed source point $`y`$, or linear combination of source points, is obtained by inverting the fermion matrix for a fixed source vector. There are a variety of linear-solver methods used to accomplish this. In principle, the recipe for determining the mass of a ground-state hadron $`P`$ is straightforward: 1. Choose an interpolating operator $`𝒪`$ that has a good overlap with $`P`$ $$0𝒪P0,$$ and ideally a small overlap with other states having the same quantum numbers. 2. Form the time-sliced correlation function $$C(t)=\underset{\stackrel{}{x}}{}𝒪(\stackrel{}{x},t)𝒪^{}(\stackrel{}{0},0).$$ This is expressed using a Wick expansion in terms of the quark propagators of Eq. 36 3. Insert a complete set of states between $`𝒪`$ and $`𝒪^{}`$. The time-sliced sum puts the intermediate states at rest, and we find $`C(t)`$ $`=`$ $`{\displaystyle \underset{\stackrel{}{x}}{}}{\displaystyle \underset{P}{}}{\displaystyle \frac{d^3k}{(2\pi )^32E(\stackrel{}{k})}0\|𝒪(\stackrel{}{x},t)\|P(\stackrel{}{k})P(\stackrel{}{k})\|𝒪^{}(\stackrel{}{0},0)\|0}`$ $`=`$ $`{\displaystyle \underset{P}{}}{\displaystyle \frac{0𝒪P^2}{2M_P}}e^{iM_Pt}.`$ 4. Continue to Euclidean space $`tit`$, and we find $$C(t)=\underset{P}{}\frac{0𝒪P^2}{2M_P}e^{M_Pt}.$$ (37) At large times, the lightest state dominates the spectral sum in Eq. (37), and we can extract the ground state mass. However there are many considerations that complicate this picture. Firstly, the temporal separation between the hadrons must be sufficiently large that the ground state can be identified in Eq. (37); we aim to accomplish this by choosing an operator having a large overlap with the ground state relative to the excited states, and by fitting to several interpolating operators. Secondly, the correlation lengths in our calculation must be small compared with the size of the box in which we are working. This correlation length is simply the inverse of the pion mass, and we require $`m_\pi L5`$, where $`L`$ is the spatial extent of the lattice. Most, though not all, simulations to date have restricted consideration to quark masses in the region of the strange-quark mass. The benchmark calculation of the quenched light-hadron spectrum using the unimproved fermion action has been performed by the CP-PACS collaboration.$`^\mathrm{?}`$ They perform their calculation on a variety of lattice sizes, to control finite size effects, and at a variety of lattice spacings, to enable an extrapolation to the continuum limit. Recently, there has been a similar calculation using the non-perturbatively improved clover fermion action by the UKQCD Collaboration.$`^\mathrm{?}`$ They also perform an extrapolation to the continuum limit, but in their case the discretisation uncertainties are $`𝒪(a)`$ rather than $`𝒪(a^2)`$, and I will describe some of the details of this calculation. UKQCD generated $`16^3\times 32`$ lattices at $`\beta =5.7`$, $`16^3\times 48`$ lattices at $`\beta =6.0`$ and $`24^3\times 48`$ lattices at $`\beta =6.2`$, corresponding to approximately a factor two span of lattice spacings but at roughly the same spatial volumes. In addition, a calculation was performed on a larger $`32^3\times 64`$ lattice at $`\beta =6.0`$ to enable a study of finite-volume effects. Quark propagators were computed with the clover coefficient having both its tadpole-improved value $`c_{\text{sw}}=\text{TAD}`$ ($`\beta =5.7,6.0,6.2`$), and its non-perturbatively determined value $`c_{\text{sw}}=\text{NP}`$ ($`\beta =6.0,6.2`$). Since the quark propagators were computed at values of the quark mass in the region of the strange quark mass, it is necessary to extrapolate in the quark mass to obtain results at the $`u`$\- and $`d`$-quark masses, and interpolate to obtain results at the $`s`$-quark mass. The bare, or unrenormalised quark mass, is related to the hopping parameter $`\kappa `$ through $$m_q=\frac{1}{2a}\left(\frac{1}{\kappa }\frac{1}{\kappa _{\mathrm{crit}}}\right).$$ (38) The bare quark mass must be rescaled in the $`𝒪(a)`$-improved theory so that spectral quantities approach the continuum limit with $`𝒪(a^2)`$,$`^\mathrm{?}`$ $$\stackrel{~}{m}_q=m_1(1+b_mam_q),$$ (39) where the perturbative one-loop value of $`b_m`$ is used.$`^\mathrm{?}`$ To extrapolate the results to the physical quark masses, the following ansatz is employed: $`m_{\mathrm{PS}}^2`$ $`=`$ $`B(\stackrel{~}{m}_{q,1}+\stackrel{~}{m}_{q,2}`$ (40) $`m_\mathrm{V}`$ $`=`$ $`A_\mathrm{V}+C_\mathrm{V}(\stackrel{~}{m}_{q,1}+\stackrel{~}{m}_{q,2})`$ (41) $`m_{\mathrm{Oct}}`$ $`=`$ $`A_{\mathrm{Oct}}+C_{\mathrm{Oct}}(\stackrel{~}{m}_{q,1}+\stackrel{~}{m}_{q,2}+\stackrel{~}{m}_{q,3})`$ (42) $`m_{\mathrm{Dec}}`$ $`=`$ $`A_{\mathrm{Dec}}+C_{\mathrm{Dec}}(\stackrel{~}{m}_{q,1}+\stackrel{~}{m}_{q,2}+\stackrel{~}{m}_{q,3}),`$ (43) where the subscripts PS, V, Oct and Dec refer to the pseudoscalar meson, vector meson, octet baryons ($`\mathrm{\Sigma }`$\- and $`\mathrm{\Lambda }`$-like) and decuplet baryons ($`\mathrm{\Delta }`$-like) respectively. The critical hopping parameter corresponds to the value of $`\kappa `$ for which $`m_{\mathrm{PS}}`$ vanishes. The quality of the chiral extrapolations of the vector, $`\mathrm{\Sigma }`$ and $`\mathrm{\Lambda }`$ masses for the $`c_{\text{sw}}=\text{NP}`$ data is shown in Figure 8. The $`c_{\text{sw}}=\text{TAD}`$ data has in principle a remnant $`𝒪(a)`$ discretisation error, whilst the $`c_{\text{sw}}=\text{NP}`$ data is fully $`𝒪(a^2)`$-improved. In the continuum extrapolations, UKQCD performs a simultaneous fit to both the NP and TAD data. In order to investigate the approach to the continuum limit, it is not necessary to study the chirally extrapolated values. Indeed, a clear demonstration of the efficacy of improvement can be seen by looking at the lattice-spacing dependence of hadron masses at a fixed $`m_\pi /m_\rho `$ ratio,$`^\mathrm{?}`$ shown in Figure 9. The final UKQCD results for the quenched light-hadron spectrum, together with the CP-PACS results using the standard Wilson fermion action, are shown in Figure 10. The different UKQCD plotting symbols correspond to determining the lattice spacing by requiring that either $`K^{}`$ or $`N`$ have its physical value. Both calculations support the assertion that the quenched light-hadron spectrum agrees with experiment at the 10% level. Now that we have established the reliability with which we can compute the known hadron masses, it is time to investigate the predictive power of lattice QCD. We begin by considering the glueball spectrum. ### 2.3 Glueball Spectrum The gluon self-coupling that distinguishes QCD from the Abelian QED admits the existence of purely gluonic bound states, or glueballs. Indeed, glueballs are the only true states in quenched QCD! The good agreement of the quenched light-hadron spectrum with the experimental value was perhaps not surprising; Zweig’s rule tells us that hadronic decays involving the annihilation of the initial quarks are highly suppressed. Zweig’s rule also suggests that glueball mixing with quark states should be similarly suppressed. Thus a quenched calculation of the glueball spectrum is very important, and can yield crucial information to guide experiment. The calculation of the glueball spectrum has been plagued by two inter-related problems. Firstly, the glueballs are relatively heavy and thus the correlation functions die rapidly at increasing temporal separations. Secondly the glueball correlators are subject to large fluctuations independent of separation. In consequence, the signal-to-noise ratio for glueball correlators is very poor. Calculations of the spectrum using the standard Wilson gluon action, Eq. (11), have emphasised the construction of improved gluonic operators which more correctly describe the ground-state glueball wave function, as illustrated in Figure 11. In the case of the determination of the spectrum of states at rest, the rotation group used in the construction of the continuum glueball operators is reduced to the cubic group of the lattice. The different components of, for example, the $`J^{PC}=2^{++}`$ glueball lie in the $`E^{++}`$ and $`T_2^{++}`$ representations of the cubic group. As the continuum limit is approached, the masses obtained from the different representations of the cubic group should become degenerate, signifying the restoration of rotation symmetry. Despite the discretisation errors of the standard Wilson gauge action being $`𝒪(a^2)`$, the lightest glueball state is subject to much larger $`𝒪(a^2)`$ discretisation errors than the spectrum for quark states, as shown in Figure 12.$`^\mathrm{?}`$ To improve upon these calculations, Morningstar and Peardon $`^\mathrm{?}`$ chose to employ an $`𝒪(a^2)`$-improved gluon action, having discretisation errors of $`𝒪(a^4)`$;note that it is only necessary to consider operators of even dimension in the construction of the gluonic part of the action. Unfortunately, the relatively large mass of the glueball states in lattice units allows only a couple of time slices to be used in extracting the glueball masses. They then observed that one could employ a relatively coarse lattice in the spatial directions to produce a reasonable approximation to the glueball wave function, whilst employing a finer lattice in the temporal direction to enable the isolation of the ground state and excited state masses in each channel.$`^\mathrm{?}`$ The anisotropic lattice is implemented through the choice of different coupling constants for the space-space and space-time plaquettes in the gluonic action Eq. 11; this involves a non-trivial tuning, since the bare couplings are renormalised. The resulting glueball spectrum,$`^\mathrm{?}`$ after extrapolation to the continuum limit, is shown in Figure 13. ### 2.4 Exotic Hadrons The search for hadrons with excited glue is one of the primary goals of the $`N^{}`$ programme at CEBAF. There has been a flurry of recent activity looking for exotic states, and in particular exotic mesons, in the lattice community; lattice gauge theory aficionados generally try to comprehensively understand the mesonic sector before venturing into the realm of baryons. #### Exotics and Hybrids Within the quark model, the charge conjugation $`C`$ and parity $`P`$ of a meson are related to the spin $`S`$ and orbital angular momentum $`L`$ through $$P=(1)^{L+1};C=(1)^{L+S}.$$ States not conforming to these relations are called exotics, and examples are the states with $$J^{PC}=1^+,0^+,2^+.$$ An exotic can be formed in two ways. Firstly, as a quark-antiquark-glue state, which we call a hybrid. Secondly as a bound state of two quarks and two antiquarks. In this section I will discuss lattice studies of hybrid states. These studies have been given increased impetus by experimental observations of $`1^+`$ resonance states in the region of $`1.4\text{GeV}`$.$`^{\mathrm{?},\mathrm{?}}`$ #### Hybrid interpolating operators The usual interpolating operator for the pion is $$𝒪_\pi (\stackrel{}{x},t)=\overline{\psi }(\stackrel{}{x},t)\gamma _5\psi (\stackrel{}{x},t).$$ (44) In the case of the hybrid state $`1^+`$, a possible interpolating operator would be $$𝒪_{1^+}(\stackrel{}{x},t)=\overline{\psi }(\stackrel{}{x},t)\gamma _iF_{ij}(\stackrel{}{x},t)\psi (\stackrel{}{x},t)$$ (45) where $`F_{ij}`$ is a lattice discretisation of the field-strength tensor constructed in Figure 3. In practice to get any sort of signal for hybrid mesons, it is necessary to use interpolating operators in which the quark and antiquark are separated in space. The signals are inevitably much noisier than for the pseudoscalar and vector meson states. To see why, we note that the hybrid correlator $`C_{\mathrm{hyb}}(t)`$ decays exponentially with the mass of the hybrid, $$C_{\mathrm{hyb}}(t)e^{m_{\mathrm{hyb}}t}.$$ (46) In contrast, the correlator for the variance is that of the square of the interpolating operator $$C_{\sigma ^2}(t)=\underset{\stackrel{}{x}}{}\|𝒪_{\mathrm{hyb}}(\stackrel{}{x},t)\|^2\|𝒪_{\mathrm{hyb}}(\stackrel{}{0},0)\|^2.$$ (47) Typically, $`\|𝒪_{\mathrm{hyb}}\|^2`$ is an interpolating operator for two pions, and therefore the signal-to-noise ratio with increasing temporal separations increases as $$\frac{\mathrm{signal}}{\mathrm{noise}}e^{(m_{\mathrm{hyb}}m_\pi )t}.$$ (48) Since the masses of the hybrids are relatively large, the signal quickly is lost in the noise. In the case of the glueball calculations, the situation is particularly severe since the square of the glueball operator has a non-zero vacuum expectation value, leading to the constant noise alluded to earlier. There have been recent calculations of the light-quark hybrid spectrum, and in particular of the $`1^+`$ state, in both the quenched approximation,$`^{\mathrm{?},\mathrm{?}}`$ and in full QCD.$`^{\mathrm{?},\mathrm{?}}`$ These calculations all find a $`1^+`$ mass around $`2\mathrm{GeV}`$, far larger than that of the experimental candidates. A possible resolution is that this resonance is actually a four-quark state; we will return to this interpretation in Section 4. ### 2.5 The $`N^{}`$ Spectrum The measurement of the excited nucleon spectrum reveals the full $`SU(3)`$ nature of QCD, and is a critical part of the experimental programme at CEBAF. The observed $`N^{}`$ spectrum is shown schematically in Figure 14. The nucleon $`N(938)`$ has positive parity; its parity partner, with negative parity, is the $`N(1535)`$. The usual nucleon interpolating operators employed in lattice calculations are $$N_\alpha =ϵ^{ijk}(u^iC\gamma _5d^j)u_\alpha ^k.$$ (49) On forming the time-sliced correlator, both positive and negative parity states can contribute to the correlation function. However, we can perform a parity projection $$C(t)=\underset{\stackrel{}{x}}{}0N_\alpha (\stackrel{}{x},t)(1\pm \gamma _0)_{\alpha \beta }\overline{N}_\beta (0)0$$ (50) to project out the forward-propagating positive (+ sign) or negative (- sign) parity states, with states of the opposite parity propagating in the negative direction. On a periodic lattice, our correlator contains both the forward- and backward-propagating states, and we rely on a sufficiently long temporal extent to our lattice to delineate the two parities. Recently, there have been two lattice calculation of this mass splitting. The first $`^\mathrm{?}`$ employs a highly improved fermion action, the $`D_\chi 34`$ action of Hamber and Wu.$`^\mathrm{?}`$ Not only do the authors extract the mass of the $`J=1/2^{}`$ state, but also find a signal for the $`J=3/2^{}`$ state. The second calculation $`^\mathrm{?}`$ employs domain-wall fermions; here the authors argue that, since the $`J=1/2^+`$ and $`J=1/2^{}`$ state are degenerate in an unbroken chirally symmetric theory, the use of an action having a possessing exact chiral symmetry, even at non-zero lattice spacing, is crucial in correctly extracting the splitting. Both calculations find mass splittings between the positive- and negative-parity states in accord with experiment, though with still substantial systematic and statistical uncertainties. The masses of the $`J=1/2^+`$ (nucleon) and $`J=1/2^{}`$ states using DWF at a fixed value of the lattice spacing are shown in Figure 15. ## 3 Hadron Structure As well as enabling the calculation of the hadron spectrum, lattice QCD enables the study of the distribution of the quarks and gluons within hadrons. Information about these is contained in the form factors, and in the quark and gluon structure functions. These calculations have in common the determination of some (local) hadronic matrix element, so we will begin this section with a discussion of the lattice technology of determining matrix elements. ### 3.1 Hadronic Matrix Elements The paradigm calculation is that of $`f_\pi `$, the pion decay constant defined through $$0A_\mu \pi =ip_\mu f_\pi ,$$ (51) where $`A_\mu \overline{\psi }\gamma _\mu \gamma _5\psi `$ is the axial vector current. This matrix element we can obtain as a by-product of the determination of $`m_\pi `$, and our analysis will follow that of Section 2.2. We construct the correlator $$C(t)=\underset{\stackrel{}{x}}{}0A_4^{\mathrm{lat}}(\stackrel{}{x},t)A_4^{\mathrm{lat}}(0)0.,$$ (52) where $`A^{\mathrm{lat}}`$ is a lattice discretisation of the continuum axial-vector current. Inserting a complete set of states between the two interpolating operators, we obtain $`C(t)`$ $`=`$ $`{\displaystyle \underset{\stackrel{}{x}}{}}{\displaystyle \underset{P}{}}{\displaystyle \frac{1}{(2\pi )^3}}{\displaystyle \frac{d^3\stackrel{}{p}}{2E(\stackrel{}{p})}0\|A_4^{\mathrm{lat}}(\stackrel{}{x},t)\|P(\stackrel{}{p})P(\stackrel{}{p})\|A_{4}^{\mathrm{lat}}{}_{}{}^{}(0)\|0}`$ (53) $`=`$ $`{\displaystyle \underset{\stackrel{}{x}}{}}{\displaystyle \underset{P}{}}{\displaystyle \frac{1}{(2\pi )^3}}{\displaystyle \frac{d^3\stackrel{}{p}}{2E(\stackrel{}{p})}e^{iEt+i\stackrel{}{p}\stackrel{}{x}}0\|A_4^{\mathrm{lat}}(0)\|P(\stackrel{}{p})P(\stackrel{}{p})\|A_{4}^{\mathrm{lat}}{}_{}{}^{}(0)\|0}`$ $`=`$ $`{\displaystyle \underset{P}{}}{\displaystyle \frac{d^3\stackrel{}{p}}{2E(\stackrel{}{p})}e^{iEt}\delta ^{(3)}(\stackrel{}{p})0\|A_4^{\mathrm{lat}}\|P(\stackrel{}{p})P(\stackrel{}{p})\|A_{4}^{\mathrm{lat}}{}_{}{}^{}\|0}`$ $`\stackrel{t\mathrm{}}{}`$ $`{\displaystyle \frac{1}{2}}m_\pi f_{\pi }^{\mathrm{lat}}{}_{}{}^{2}e^{m_\pi t}+\text{excited states}`$ The lattice discretisation has provided both a cut-off, and a renormalisation scheme. We, of course, want $`f_\pi `$ is some familiar continuum scheme, such as $`\overline{\mathrm{MS}}`$. To provide us with that, we need to compute the matching coefficient $`Z_A`$ for the axial vector current, such that $$A_\mu ^R=Z_AA^{\mathrm{lat}}.$$ (54) The determination of the matching coefficient $`Z`$ is one of the most delicate, and generally onerous, tasks of any calculation of hadronic matrix elements. The lattice formulation reproduces continuum QCD as the lattice spacing approaches zero, and thus the anomalous dimensions of the operators in the lattice formulation matches those of the continuum operators. However, the replacement of the continuum Lorentz symmetry by the hypercubic symmetry of the lattice, and the lack of chiral symmetry in most fermion formulations, complicates the calculation of the matching coefficients enormously, even for such a simple operator as the axial vector current. In particular, the lattice allows mixing with higher dimension operators, combined with appropriate powers of the lattice spacing $`a`$. An important element of the improvement programme is finding a combination of lattice operators such that matrix elements are free of $`𝒪(a)`$, or higher, discretisation errors. In principle, we can compute $`Z`$ in perturbation theory. Perturbation theory using the bare lattice coupling $`g`$ as an expansion parameter apparently fails, resulting in very large perturbative corrections. The bulk of these large corrections can be identified as lattice artifacts, the “tadpole” contributions arising from the $`𝒪(g^2)`$ term in the expansion of the link variable, Eq. 8. These terms can effectively be resummed through the expansion in terms of a renormalised coupling constant.$`^\mathrm{?}`$ This prescription is precisely that used in the specification of the tadpole-improved clover coefficient of Eq. 30. An alternative route is to attempt to determine the matching coefficients, and improvement coefficients, non-perturbatively through the imposition of chiral Ward identities.$`^\mathrm{?}`$ Indeed, this prescription enables, in principle, the elimination of all $`𝒪(a)`$ discretisation effects from on-shell quantities, providing appropriate renormalisation conditions can be found. Both these routes require considerable effort, and uncertainty in the calculation of matching and improvement coefficients is a major uncertainty in the calculation of hadronic matrix elements. Let me conclude this subsection by noting that the chiral fermion actions of Section 1.6 are automatically $`𝒪(a)`$-improved, and admit a smaller degree of operator mixing. This may be prove a substantial advantage for these formulations. ### 3.2 Nucleon Form Factors The electric and magnetic form factors of the nucleon are among the simplest quantities that contain information about the structure of the nucleon, and are measured in electron proton scattering. They are related to the matrix elements of the vector current $`J_\mu `$ through $$p^{},s^{}J_\mu (q)p,s=\overline{u}(p^{},s^{})\left[\gamma _\mu F_1(q^2)+i\sigma _{\mu \nu }\frac{q^\nu }{2m_N}F_2(q^2)\right]u_p(p,s),$$ (55) where $`q=pp^{}`$ is the momentum of the photon probe. Note that $`F_1`$ and $`F_2`$ satisfy $$F_1(0)=1;F_2(0)=\mu 1$$ where the former result expresses current conservation, and $`\mu `$ is the magnetic moment of the nucleon. For point-like particles, both quantities would be constant, and therefore they are a measure of the spatial extent of the nucleon. Rather than quoting these quantities directly, it is usual to form the Sach’s form factors $`G_E(q^2)`$ $`=`$ $`F_1(q^2)+{\displaystyle \frac{q^2}{4m_N^2}}F_2(q^2)`$ (56) $`G_M(q^2)`$ $`=`$ $`F_1(q^2)+F_2(q^2),`$ (57) where we note that $`q^2`$ is space-like. Phenomenologically, it is usual to parameterise the form factors through the vector dominance model by a dipole fit $`G_E^p(q^2)`$ $``$ $`G_M^p(q^2)/\mu ^2G_M^N(q^2){\displaystyle \frac{1}{\left(1q^2/m_V^2\right)^2}}`$ $`G_E^n(q^2)`$ $``$ $`0.`$ (58) A recent lattice determination of the proton electromagnetic form factors $`^\mathrm{?}`$ is shown in Figure 16, together with the experimental data.$`^\mathrm{?}`$ The lines are fits to the data using the dipole forms of Eq. 58. ### 3.3 Hadronic Structure Functions The hadronic structure functions, describing the distribution of quarks and gluons inside, say, a nucleon in inclusive processes, are related to the hadronic tensor $$W_{\mu \nu }=\frac{1}{4\pi }d^4xe^{iqx}N(p,s)\|J_\mu (x)J_\nu (0)\|N(p,s),$$ (59) where $`J_\mu `$ is the electroweak current, and $`p,s`$ are the nucleon momentum and spin respectively. Decomposing $`W_{\mu \nu }`$ according to the possible Lorentz structures yields four structure functions, two spin-averaged, $`F_{1,2}(x,Q^2)`$ and two spin-dependent, $`g_{1,2}(x,Q^2)`$, where $`x`$ is the Bjorken variable, and $`Q^2=q^2`$. Phenomenologically, these are determined in Deep Inelastic Scattering, and parameterised at some reference energy scale. Near the light cone, $`x^20`$, the structure functions can be expanded using the operator product expansion (OPE) in terms of the matrix elements of certain local operators, of twist (dimension - spin) two, together with Wilson coefficients calculable in perturbation theory. Historically, it is these matrix elements that are computed in lattice simulations, since the non-zero lattice spacing in our calculations precludes the measurement of the currents in Eq. 59 at sufficiently small separations, and more fundamentally it is unclear how to extract this quantity at light-like separations in Euclidean space. The local matrix elements are related to the $`x`$-moments of the structure functions. In principle, we can recover the full $`x`$-dependence of the structure functions by measuring increasing moments. The simplest operators are the non-singlet operators for both the unpolarised and polarised structure functions, $`𝒪_{\mu _0\mathrm{}\mu _n}`$ $`=`$ $`\overline{\psi }\gamma _{\mu _0}iD_{\mu _1}\mathrm{}iD_{\mu _n}\tau \psi `$ $`𝒪_{\mu _0\mathrm{}\mu _n}^5`$ $`=`$ $`\overline{\psi }\gamma _5\gamma _{\mu _0}iD_{\mu _1}\mathrm{}iD_{\mu _n}\tau \psi ,`$ (60) where symmetrisation of indices and removal of traces is understood, and the $`\tau `$ is an SU(2) flavour matrix. The first few moments moments for the nucleon have been measured by several groups.$`^{\mathrm{?},\mathrm{?},\mathrm{?},\mathrm{?}}`$ The lowest moment of the unpolarised quark distribution has a particularly simple interpretation in terms of the momentum fraction carried by the quarks. Figure 17 shows the first moment of the $`u`$ and $`d`$ quark distributions in the quenched approximation;$`^\mathrm{?}`$ both distributions are somewhat higher than phenomenological expectations. Unfortunately, it is unclear the extent to which the calculation of the first few moments of the structure functions enables a useful picture of the $`x`$-dependence of the structure functions, and a means of performing a direct computation of the hadronic tensor, Eq. 59, would be invaluable. The study of the flavour-singlet sector involves consideration of both the quark and gluon distributions, which mix. Computationally, these studies are much more demanding, but of tremendous interest since they venture beyond the simple valence picture of the nucleon. More recently, there have been attempts to investigate the rôle of higher-twist contributions,$`^\mathrm{?}`$ to which upcoming experiments at JLAB should be particularly sensitive. ## 4 The Nucleon-Nucleon Interaction In the preceding, we have used lattice gauge theory to acquire a fundamental understanding of the internal structure of an isolated hadron from first principles. It is natural to aim at a similar understanding of the interactions between hadrons, and in particular of the nucleon-nucleon interaction, the very foundation of nuclear physics. Understanding the strong interaction in multi-hadron systems from lattice QCD is a notoriously difficult problem. Multi-hadron states involve the computation of a four-point function and are relatively massive, and therefore the corresponding correlation functions quickly vanish into noise at increasing temporal separations. Furthermore, multi-hadron systems are large, and therefore the spatial extent of the lattice needs to be correspondingly larger than that used in hadronic spectroscopy. Finally, the use of a Euclidean lattice obscures the the extraction of the phase information of the full scattering matrix.$`^\mathrm{?}`$ Despite these difficulties, the problem is fundamental and compelling. Historically, there have been two approaches to this problem within lattice QCD. The first aimed to extract certain quantitative parameters of the hadron-hadron interaction by direct lattice simulation. Lüscher$`^{\mathrm{?},\mathrm{?},\mathrm{?}}`$ exploited the finite-size dependence to extract a discrete set of $`s`$-wave scattering lengths. The was thoroughly tested within an $`O(4)`$-symmetric $`\varphi ^4`$ model $`^\mathrm{?}`$, and scattering lengths have been computed within QCD for pions,$`^{\mathrm{?},\mathrm{?}}`$ and for nucleons.$`^\mathrm{?}`$ Fiebig et al. $`^\mathrm{?}`$ explored the $`I=2`$ $`\pi \pi `$ system by extracting a residual interaction potential, and then proceeded to compute the scattering phase shifts which were compared with experiment. The extraction of the $`s`$-wave scattering lengths of the $`\pi \pi `$ interaction has been encouraging, as illustrated in Figure 18 where the $`s`$-wave scattering length for the isospin $`I=2`$ pion-pion interaction is shown.$`^\mathrm{?}`$ The investigation of the $`NN`$ system is more problematical. Here the scattering lengths are of the order of 10 fm, rather than less than 1 fm as is the case for the $`\pi \pi `$ interaction. Therefore, while lattice calculations do indeed find scattering lengths for the $`NN`$ interaction considerably larger than those for the $`\pi \pi `$ and $`\pi N`$ interaction,$`^\mathrm{?}`$ this approach is limited by our present inability to simulate on lattice sizes of the order of $`1020\text{fm}`$, and at physical values of the pseudoscalar mass. The second approach is motivated by the realisation that important insight into the nucleon-nucleon interaction can be gleaned by studying the interactions of a much simpler system, that of two heavy-light mesons, with static heavy quarks.$`^{\mathrm{?},\mathrm{?}}`$ Such a system exhibits most of the salient features of the nucleon-nucleon system, namely quark exchange, flavour exchange and colour polarization. The interaction between the mesons can be understood by the study of the four-point functions, shown in Figure 19: $$C^{(4)}(x,r;y,s)=O_1(y)O_2(s)\stackrel{~}{O}_1^{}(x)\stackrel{~}{O}_2^{}(r).$$ (61) Here each operator can either be that for a pseudoscalar ($`P`$) or for a vector ($`V`$). The range of the interaction can be assessed by forming the $`z`$\- and $`t`$-sliced sum, $$\stackrel{~}{C}(R,T)=\underset{t_1,t_2,\stackrel{}{a}_{}}{}C(x,r;y,s),$$ (62) where $`x`$ $`=`$ $`(\stackrel{}{0},t_1),y=(\stackrel{}{0},t_1+T)`$ $`r`$ $`=`$ $`(\stackrel{}{a}_{},R,t_2),s=(\stackrel{}{a}_{},R,t_2+T).`$ At large distances $`R`$ and times $`T`$, the correlation function is dominated by the lightest state $`n`$, of mass $`M_n`$, that can be exchanged between the mesons, with $$\stackrel{~}{C}(R,T)e^{M_nR}0\|O_1(\stackrel{}{0},T)\stackrel{~}{O}_1^{}(\stackrel{}{0},0)\|n\times n\|O_2(\stackrel{}{0},T)\stackrel{~}{O}_2^{}(\stackrel{}{0},0)\|0.$$ (63) Can these correlation functions be constructed from the elemental quark propagators of Eq. 36? The connected diagram of Figure 19 requires the evaluation of the propagator from one point on every time slice to every point on the lattice; this is manageable. Unfortunately, the computation of the disconnected diagram requires the evaluation of all-to-all propagators. Nonetheless, the study of the connected diagram alone is valuable. It describes the flavour-exchange interaction, and lattice simulations have shown that the interaction is indeed mediated by meson exchange at large distances, and furthermore that the quantum numbers of the exchanged particle are in accord with naive expectations; for the process $`PPPP`$ a vector meson is exchanged, whilst for the process $`PVVP`$ a pseudoscalar particle is exchanged.$`^\mathrm{?}`$ The especially attractive feature of heavy-light systems is that the heavy quarks admit the definition of a relative coordinate, and thereby a local adiabatic potential. Recently, exploratory studies have been made of this potential,$`^{\mathrm{?},\mathrm{?}}`$ and evidence for nuclear binding sought, as illustrated in Figure 20. The investigation of this potential is important and more feasible than the measurements of the scattering lengths, because the large scattering lengths for the $`NN`$ system come from a short-range potential. Furthermore, by exploring the potential, we can discover the relative importance of gluon and meson exchange contributions at various distances. Understanding the nature of this potential is also crucial to spectroscopy; are exotic mesons predominantly quark-antiquark-glue hybrid states, or four-quark states? ## 5 Conclusions In these lectures I have tried to convey the power of lattice gauge calculations as a means of understanding hadronic physics. There are very many areas that I have not addressed - topology and the role of instantons, finite-temperature and finite-density phase transitions, and, reaching beyond hadronic physics, the calculation of weak-interaction matrix elements and even supersymmetry and gravity. I trust that I have convinced you that lattice gauge theory provides not only an ab initio tool for obtaining quantitative results (the spectrum, form factors etc.), but also provides a means of increasing our conceptual understanding of the strong interaction, for example through the study of the nuclear-nuclear force. ## Acknowledgements I am grateful for helpful discussions with Stefano Capitani, Robert Edwards, Rudolf Fiebig, Nathan Isgur, Xiandong Ji, Frank Lee, and Stephen Wallace. I also thank Jose Goity and staff for their excellent HUGS workshop. 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. ## References
warning/0006/astro-ph0006179.html	ar5iv	text	# A spectroscopic study of field BHB star candidates Based on observations obtained at KPNO, operated by the Association of Universities for Research in Astronomy, Inc., under contract with the National Science Foundation, and the European Southern Observatory, Chile. , Tables 4 and 5 are only available in electronic form at the CDS via anonymous ftp to cdsarc.u-strasbg.fr ## 1 Introduction The field blue horizontal branch (BHB) stars have often been used to trace the galactic halo. Recent surveys of distant BHB stars include those of Pier (1983), Sommer-Larsen & Christensen (1986), Flynn & Sommer-Larsen (1988), Sommer-Larsen et al. (1989), Preston et al. (1991), Arnold & Gilmore (1992), Kinman et al. (1994, hereafter KSK), Beers et al. (1996) and Sluis & Arnold (1998). The nearby BHB stars have been discovered sporadically over the past sixty years $``$ the majority by Strömgren 4-colour photometry. Pre-eminent among the discoverers have been A. G. Davis Philip (Philip 1994) and Stetson (1991). The only attempt, however, to obtain a complete sample of the nearby BHB stars (and hence a local space density) appears to be that by Green & Morrison (1993). Following Philip et al. (1990), they showed that a BHB star must not only have the appropriate Strömgren $`(by)`$ and c<sub>1</sub> indices, but must also show little or no rotational broadening in high-resolution spectra. This criterion must now be somewhat modified since Peterson et al. (1995) found BHB stars with $`v\mathrm{sin}i`$ as large as 40 km s<sup>-1</sup> in the globular cluster M13. Philip et al. also considered that a BHB star must have an appropriate location in the C(19$``$V)<sub>0</sub> vs. (b$``$y)<sub>0</sub> diagram<sup>1</sup><sup>1</sup>1The C(19$``$V) index is derived from the magnitude at 1 900Å in IUE spectra and the V magnitude of the star.. In the solar neighbourhood, disk stars greatly outnumber halo stars and there is a relatively high probability of finding disk objects whose Strömgren indices are close to those of BHB stars. To emphasize this, we give, in the Appendix A, a non-exhaustive list of stars whose colours resemble those of BHB stars but which most probably do not belong to this category. The use of high-resolution spectra is mandatory for the selection of BHB stars in the solar neighbourhood since both accurate abundances and $`v\mathrm{sin}i`$ are needed as criteria. High resolution studies of nearby RR Lyrae stars have been made by Clementini et al. (1995) and by Lambert et al. (1996). Both the RR Lyrae and BHB stars may be expected to have similar galactic kinematics. There are, however, disk RR Lyrae stars in the nearby field, but there are (as far as we know) no corresponding nearby field BHB stars that have disk kinematics<sup>2</sup><sup>2</sup>2 One BHB star is known in the old metal-rich galactic cluster NGC 6791 (Green et al. 1996) and extended blue horizontal branches have been found in the two disk metal-rich globular clusters NGC 6388 and NGC 6441 by Rich et al. (1997). A search for metal-rich BHB stars in the galactic bulge has been started by Terndrup et al. (1999).. While it is known that the field BHB stars generally show the low metal abundances that characterize halo stars, early determinations of these abundances show a rather wide scatter (see Table A27 in KSK). The first reliable determination was probably that based on the co-added photographic spectra of HD 161817 by Adelman et al. (1987). The metallic lines in the visible spectra of BHB stars are relatively weak and early photographic spectra did not have adequate signal-to-noise to measure these lines with sufficient accuracy. Also, until relatively recently, it was not known with certainty whether or not the evolution from the tip of the giant branch to the blue end of the horizontal branch (with significant mass-loss) would change the composition in the stellar atmospheres and whether diffusion effects would be present. Glaspey et al. (1989) observed two HB stars in the globular cluster NGC 6752. The hotter (16 000 K) showed low rotation, a strong overabundance of iron and a helium deficiency. The cooler (10 000 K) showed a higher rotation and no abundance anomalies compared to the red giants in the cluster. An example of a hot (16 430 K) field HB star is Feige 86 which was analyzed by Bonifacio et al. (1995). They found overabundances of the heavy elements and other pecularities which might be attributed to diffusion. Lambert et al. (1992) used an echelle spectrograph with a CCD detector to obtain moderately high-resolution spectra ($`\lambda `$/$`\mathrm{\Delta }\lambda `$ 18 000) of two BHB stars (with $`T_{\mathrm{eff}}`$ $``$10 000 K) in the globular clusters M4 and NGC 6397. They found that their metallicities agreed well with those found previously for the red giants in these clusters. Caloi (1999) proposed that the gap observed in the HB sequence in many globular clusters at a ($`BV`$) of about zero is a surface phenomenon and that stars with $`T_{\mathrm{eff}}`$ $`>`$10 000 K will show peculiar chemical compositions. Grundahl et al. (1999) have noted that a jump in both Strömgren $`u`$ and $`\mathrm{log}g`$ occurs for stars hotter than $`T_{\mathrm{eff}}`$ = 11 500 K in the EHB of globular clusters and suggest that this marks the onset of radiative levitation. This would explain the results of Glaspey et al. (1989) and the more recent discoveries of strong overabundances of Fe in these hotter stars in the globular clusters NGC 6752 (Moehler et al. 1999) and M13 (Behr et al. 1999). Behr et al. (2000) find that the HB stars in M13 that are cooler than $`T_{\mathrm{eff}}`$ = 11 000 K have high rotation ($`v\mathrm{sin}i`$ $``$ 40 km s<sup>-1</sup>) while the hotter stars have a low rotation as might be expected if radiative levitation is operating. All stars in our sample are cooler than 11 000 K because hotter stars cannot easily be identified as BHB stars by their Strömgren indices. We should therefore expect them to have chemical abundances that are similar to those of other halo field stars such as halo RR Lyrae stars and halo red giants. We should not expect abundance anomalies to be present, and none have been reported, in the cooler field BHB stars that have previously been observed. In addition to HD 161817 (Adelman & Hill 1987), abundances have been derived from CCD spectra for ten other nearby field BHB stars (Adelman & Philip 1990, 1992, 1994, 1996a, 1996c). We consider that the abundances of BHB stars based on photographic spectra by Klochkova & Panchuk (1990) are less accurate because of the poor agreement of their equivalent widths with those obtained from CCD spectra. The aim of the present study is to provide data for a reliable sample of the BHB stars in the solar neighbourhood. This includes the colour distribution, the reddenings, the stellar parameters, the projected stellar rotations ($`v\mathrm{sin}i`$ ) and the abundance ratios. These data can be compared with data for BHB in globular clusters and in other parts of the galaxy. The galactic orbits of about half the stars in our present sample have recently been calculated and analyzed by Altmann & de Boer (2000). It is intended, in a future paper, to derive the galactic orbits not only for this BHB sample but also for other local samples of halo stars so that these may be compared. These samples can help us to determine a better overall definition of the local halo and determine to what extent it may be distinguished from the disk populations<sup>3</sup><sup>3</sup>3 For instance Majewski (1999) questions whether there is any difference between populations that have been identified as “Intermediate Population II” and as the “Flat halo”. If the concept of stellar populations is to be useful, there is a continual need to refine the definitions of each population so that misunderstandings are less likely to occur.. ## 2 The Selection of Candidates: notes on the individual objects Green & Morrison (1993) found 10 BHB stars among the 23 candidates that they studied and considered that their sample was incomplete for BHB stars with V $`>`$ 8.5. Many nearby BHB stars have been identified among high proper motion stars and so any sample of them will have kinematic bias. Thus Stetson (1991) made 4-colour observations of high proper motion early-type stars taken from the SAO Catalogue. More bright BHB stars might well be discovered by using a more recent source of proper motions such as the PPM Star Catalogue (Röser & Bastian 1991) in which a larger fraction of the stars have spectral types. To do this, even for a part of the sky, would be a large undertaking and we have therefore chosen to limit our observations to previously identified BHB star candidates. Strömgren photometry can only be used to distinguish BHB stars that are redder than $`(by)`$ $``$$``$0.01 mag, so that the hotter stars (belonging to the extended horizontal branch) are excluded. This paper enlarges the local sample of definite BHB stars, but does not affect our knowledge of the local BHB space density because this depends only on the number of the very brightest of these stars. Our sample is limited to stars that are brighter than $`V`$ = 10.9; these stars are near enough to have significant proper motions and bright enough for their high-resolution spectra to be obtainable with the Kitt Peak coudé feed spectrograph and with the ESO-CAT spectrograph. Thirty-one nearby BHB candidates were selected from the literature. BD +00 0145 was listed by Huenemoerder et al. (1984). Twelve candidates were described by Philip (1984) who gave finding charts and some references to their original identification. These same stars and a (FHB) numbering system are also given in a more recent compilation and discussion of BHB star candidates by Gray et al. (1996). The remaining eighteen candidates were identified as possible HB stars by Stetson (1991) as a result of his 4-colour photometry of high proper motion A stars; some of these had been identified earlier as BHB stars as noted below. (FHB No. 61) Noted by Oke et al. (1966). Stetson (1991). Noted by Cowley (1958). Kilkenny (1984) classified it as A0 from his 4-colour photometry. Our colours (($`BV`$) = +0.04, $`(uB)_\mathrm{K}`$ =+ 1.83) would not make it a BHB star if the reddening given by the maps of Schlegel et al. (1998, hereafter SFD) ($`E(BV)`$ = 0.028) is correct. Huenemoerder et al. (1984) included it in their list of HB stars but derived a high gravity ($`\mathrm{log}g`$ = 3.9) for this star. We find a similar gravity that is too high for it to be a BHB star. Stetson (1991). Stetson (1991). (FHB No. 23) Philip (1969). Stetson (1991). This is the type c RR Lyrae star CS Eri which was discovered by Przybylski (1970). Stetson (1991). Stetson (1991). (FHB No. 47). Noted by Roman (1955a). (FHB No. 48). Noted by Roman (1955a). Adelman & Philip (1996a) give \[Fe/H\] = $``$ 1.40 (see Sect.10.1). Stetson (1991). (FHB No. 66). Noted by Oke et al. (1966). Adelman & Philip (1996a) give \[Fe/H\] = $``$ 1.80 (see Sect. 10.1). Stetson (1991). Stetson (1991). Stetson (1991). Adelman & Philip (1996a) give \[Fe/H\] = $``$ 1.40 (see Sect. 10.1). (FHB No. 1) Originally noted by Slettebak & Stock (1959), Gray et al. (1996) described this star as “UV bright” or “above horizontal branch”. Mitchell et al. (1998) refer to this star as SBS 10. They derive $`T_{\mathrm{eff}}`$ = 11 200 K and $`\mathrm{log}g`$ = 2.2 from c<sub>1</sub> and the equivalent widths of H$`\gamma `$ & H$`\delta `$ and $`T_{\mathrm{eff}}`$ = 10 700 K and $`\mathrm{log}g`$ = 2.28 from a fit of the observed high-resolution spectrum to a grid of synthetic spectra. They classify it as a post-AGB star in their $`T_{\mathrm{eff}}`$ vs $`\mathrm{log}g`$ diagram in which the star lies close to the track for a 0.546 M post-AGB star (Schönberner 1983). Our results agree with this classification. Stetson (1991). This star had previously been classified as a metal-poor HB star by Przybylski (1971). (FHB No. 03). Identified as a BHB star by Philip (1967). (FHB No. 67). Originally noted by Slettebak, Bahner & Stock (1961), an early abundance analysis was made by Wallerstein & Hunziker (1964). Adelman & Philip (1994) give \[Fe/H\] = $``$ 1.89 (see Sect. 10.1). Stetson (1991). Identified as an HB star by Hill et al. (1982). (FHB No. 49). Noted by Roman (1955a, 1955b) whose radial velocity ($``$44.6 km s<sup>-1</sup>) differs completely from that given by Greenstein & Sargent (1974: +141 km s<sup>-1</sup>) and by Kilkenny & Muller (1989) with which our velocity agrees. Adelman & Philip (1992) observed this star but only give an abundance from two Si ii lines. Stetson (1991). Adelman & Philip (1996a) give \[Fe/H\] =$``$1.26 (see Sect. 10.1). The \[Ca/Fe\] ratio which they derive ($``$1.03) is very low. (FHB No. 68). First suggested to be a halo star by Luyten (1957) (as CoD $``$26 10505) and later by Greenstein & Eggen (1966). Found to be a velocity variable by Przybylski & Kennedy (1965b) and also Hill (1971). It does not, however, show light variations (ESA Hipparcos Catalogue 1997) nor was it found to be a photometric binary by Carney (1983). Adelman & Philip (1996a) give \[Fe/H\] = $``$2.03 (see Sect.10.1). Stetson (1991). Stetson (1991). This star was first noted as an HB star by Graham & Doremus (1968). It is NSV 7204 in the New Catalogue of Suspected Variable stars (1982). Corben et al. (1972) found a range of 0.08 magnitudes in V over six observations. It does not appear to be variable according to the ESA Hipparcos Catalogue (1997). (FHB No. 69). Albitzky (1933) took the first spectrum of HD 161817 and noted its large radial velocity. Slettebak (1952) gives a referenced account of the early spectroscopic observations of this star. Burbidge & Burbidge (1956) were the first to show that it was a metal-weak Population II star. Other early abundance determinations are mentioned by Takeda & Sadakane (1997) who made a non-LTE study of its C, N, O and S abundances. They adopted $`T_{\mathrm{eff}}`$ = 7 500 K and $`\mathrm{log}g`$ = 3.0 and found $`v\mathrm{sin}i`$ from between 14.3 km s<sup>-1</sup> and 15.9 km s<sup>-1</sup>. Their re-analysis of Adelman & Philips (1994) data leads to \[Fe/H\] $``$$``$ 1.5; Adelman & Philip (1994) and Adelman & Philip (1996a) derived \[Fe/H\] = $``$1.74 and \[Fe/H\]=$``$1.66 respectively (see also Sect. 10.1) Stetson (1991). Adelman & Philip (1996a) give \[Fe/H\] = $``$1.80 (see Sect. 10.1). Stetson (1991). (FHB No. 70). Noted by MacConnell et al. (1971) as a probable HB star. It was shown by Przybylski & Bessell (1974) to have a very low $`V`$ amplitude (0.075 mag) with a period of 11.5 hours; it is classified as a type c RR Lyrae star (AW Mic). Przybylski & Bessell deduced from its colour that this star must be very close to the blue edge of the instability strip; they derived a $`T_{\mathrm{eff}}`$ of 7400 K and $`\mathrm{log}g`$ = 3.1 in good agreement with the values derived by us. It was confirmed spectroscopically as an HB star by Kodaira & Philip (1984). Adelman & Philip (1990) give \[Fe/H\] = $``$2.36 (see Sect. 10.1) Stetson (1991). The large radial velocity was discovered by Przybylski & Kennedy (1965a) and it was noted as a probable HB star by MacConnell et al. (1971). ## 3 Photometric observations in the visible spectrum Table 1 is a compilation of both existing and new photometry for all our BHB candidates except for the RR Lyrae variable HD 016456<sup>4</sup><sup>4</sup>4 The amplitude of this RR Lyrae is large enough ($`\mathrm{\Delta }V`$ 0.5 mag) for its colours to be quite variable. Although Strömgren photometry for this star is given by Gray & Olsen (1991) and Stetson (1991), there are not enough individual observations (with phases) to determine the stellar parameters.. The final adopted photometry is given in boldface. The new photometric observations were made by Kinman with the Mk III photometer on the Kitt Peak 1.3-m telescope (with chopping secondary) on the $`(uBV)_\mathrm{K}`$ system as described by KSK. Additional $`(uBV)_\mathrm{K}`$ observations were also made with the Kitt Peak 0.9-m telescope using a 512 $`\times `$ 512 CCD under control of the CCDPHOT program; details of this observing system are given by Kinman (1998). The $`(uBV)_\mathrm{K}`$ photometry gives ($`BV`$) on the Johnson system and a hybrid $`(uB)_\mathrm{K}`$ index from the Strömgren $`u`$ filter and the Johnson $`B`$ filter. The $`(uB)_\mathrm{K}`$ vs ($`BV`$) diagram can be used to separate BHB from other stellar types as described by KSK. A $`(uB)_\mathrm{K}`$ vs ($`BV`$) diagram using the most recent data is shown in Fig. 3 of Kinman (1998). There is a satisfactory separation of the BHB stars and RR Lyrae stars with ($`BV`$$``$ 0.00, but bluer than this the separation becomes rapidly more difficult. The $`(uB)_\mathrm{K}`$ vs ($`BV`$) diagram gives a satisfactory way of distinguishing fainter BHB stars at high galactic latitudes because the risk of confusion with other types of early-type stars is not too severe and the integration times are smaller than for the Strömgren photometry; this is an important consideration for faint stars. In the solar neighbourhood, however, there is a wide variety of early-type stars and these diagrams can only be used to provide BHB candidates. Some idea of the accuracy of the adopted photometric data can be appreciated from the plots of $`(by)`$ against ($`BV`$) shown in Fig. 1. With the exception of the Post-AGB star (BD +32 2188), which has a lower gravity than the remaining stars, the BHB star candidates approximately follow the linear relationship: $$BV=1.459(by)0.013$$ which is shown by the dashed line in Fig 1. None of the BHB stars depart from this relation by more than 0.01 mag in $`(by)`$. This suggests that these quantities are not likely to be in error by more than one or two hundredths of a magnitude. Hipparcos magnitudes (which are of high accuracy and on a very homogeneous system) are available for twenty one of the thirty stars given in Table 1. It was found that the difference ($`\mathrm{\Delta }V`$) between the Hipparcos magnitude and the mean $`V`$ magnitude<sup>5</sup><sup>5</sup>5The observations of Stetson (1991) were given double weight in forming these means. for our BHB star candidates could be expressed as the following linear function of $`(BV)`$: $$\mathrm{\Delta }V=0.002+0.275(BV)$$ The Hipparcos Catalogue (Vol. 1) (1997) gives values of $`\mathrm{\Delta }V`$ for various $`(VI)`$ in Table 1.3.5 and values of $`(VI)`$ for different $`(BV)`$ in Table 1.3.7. Thus the catalogue values of $`\mathrm{\Delta }V`$ may be obtained for various $`(BV)`$. These $`\mathrm{\Delta }V`$ agree well with our linear relation at a $`(BV)`$ of 0.00 and 0.22 but are up to 0.01 magnitudes larger at intermediate $`(BV)`$. The catalogue $`\mathrm{\Delta }V`$ are for “early type stars” and we have preferred our relation because it refers to the specific class of stars that we are studying. Our linear relation was therefore used to convert the Hipparcos magnitudes to $`V`$ magnitudes and these are our adopted magnitudes. If no Hipparcos magnitude is available, the weighted mean $`V`$ magnitude was adopted. Significant systematic differences exist between values of the Strömgren $`\beta `$ -index made by different observers (Joner & Taylor 1997). Fortunately, many of the BHB candidates have been observed by Stetson (1991) and were therefore on one system. New $`\beta `$ observations of a selection of our candidates were made using BHB (and other stars of similar colour that were observed by Stetson) as standards so as to be on his system<sup>6</sup><sup>6</sup>6 The Strömgren $`\beta `$ index is very valuable because it is not changed by interstellar extinction but it does require measuring to a high accuracy to be useful. The central wavelength of the narrow H$`\beta `$ filter undoubtedly shifts with temperature and this means that careful calibration is needed in order to get onto the standard system.. These new $`\beta `$ values are given in the first line of Table 1, when the source K(n,m,o) is given. It should be noted that the large radial velocities of BHB stars can cause their H$`\beta `$ line to be shifted (in the case of HD 161817 by as much as 6 Å ) from the rest wavelength. The FWHM of the narrow H$`\beta `$ filter is only 30 Å, so that small inaccuracies may be expected from this cause. As a check, synthetic $`\beta `$ indices were determined by measuring the “magnitudes” of the H$`\gamma `$-line through 30Å and 150Å bandpasses in our spectra (which do not include H$`\beta `$) using the magband routine in the CTIO package of IRAF. It was found that these synthetic $`\beta `$ indices (on the photoelectric system) could be derived as a linear function of the difference between the broad and narrow H$`\gamma `$ “magnitudes”; these synthetic indices are given in column 5 of Table 15. In general, these synthetic $`\beta `$ agree well with the mean photoelectric values of $`\beta `$ taken from Hauck & Mermilliod (1998) and given in Table 1 and with our adopted values that are also given in Table 16. The $`rms`$ difference between our synthetic $`\beta `$ and the adopted photoelectric values for the BHB stars is $`\pm `$0.009 if we omit HD 161817 for which the difference is 0.031. Photometric data both from the far ultraviolet and from the infrared can also be used for the determination of the interstellar reddening and stellar parameters. These data are discussed in Sects 5.4 and 7.5 respectively. ## 4 Spectroscopic observations High resolution spectra of the thirty-one candidates were obtained either with the Kitt Peak coudé feed spectrograph or with the ESO-CAT spectrograph at La Silla, Chile; six stars were observed at both observatories. The journals of the observations are given in Table 2 and Table 3 for Kitt Peak and ESO respectively. These tables contain the coordinates (columns 2 and 3) and $`V`$ magnitude (column 4) of each star. The UT date, starting time and duration of each integration is given in columns 5, 6 and 7. The S/N of each spectrum (column 8) was determined by using the IRAF $`splot`$ task which determined the ($`\sqrt{(}meansignal)/rms`$) near the $`\lambda `$4481 Mg ii line in each spectrum. The measured heliocentric radial velocities and their $`rms`$ errors are given in columns 9 and 11 and the number of lines used is in column 10. The agreement between the two sets of observations for the stars in common is satisfactory if we consider the number of lines that were available and also that three of these stars (HD 16456, HD 202759 and possibly HD 139961) are variable. The spectra of BD +00 0145 and HD 014829 have a significantly poorer quality than the others and were not used for a complete abundance analysis. We were able, however, to measure the equivalent width of the $`\lambda `$4481 Mg ii line in these spectra and so derive an approximate \[Fe/H\] for these stars as explained in Sect. 8.2. ### 4.1 KPNO Observations The spectroscopic observations of the northern BHB candidates were made by Kinman and Harmer using the Kitt Peak 0.9 m coudé feed spectrograph. The long collimator (F/31.2; focal length 10.11 m) and camera 5 (F/3.6; focal length 108.0 cm) were used with grating A (632 grooves/mm) in the second order with a Corning 4-96 blocking filter. This gives a 300 Å bandpass covering $`\lambda \lambda `$ 4260$``$4560 which includes both H$`\gamma `$, the Mg ii $`\lambda `$4481-line and a selection of Fe i, Fe ii and Ti ii lines. The detector was a Ford 3KB chip (3072$`\times `$1024 pixels) with a pixel size of 15 microns. This gives a 3-pixel resolution of approximately 0.3Å. The nominal resolution at 4 500Å is therefore 15 000. Biases were taken at the start of each night and a series of flat field quartz calibration exposures were taken at the start and end of each night. ThAr arc lamp spectra for wavelength calibration were made at the start, end and at frequent intervals during each night. The spectra were reduced using standard IRAF proceedures of bias subtraction, flat field correction and the extraction of the \[1-d\] spectrum. The wavelength calibration was made using the ThAr arc spectrum that was closest in time to the program spectrum. The spectra were normalized to the continuum level interactively by using an updated version of the NORMA code (Bonifacio 1989, Castelli & Bonifacio 1990). These normalized spectra were used to derive stellar parameters from the H$`\gamma `$-profile and for the comparison with the synthetic spectra. ### 4.2 ESO-CAT Observations The southern BHB candidates were observed by Bragaglia with the CAT + CES (Coudé Auxiliary Telescope, 1.4 m diameter + Coudé Echelle Spectrograph) combination at La Silla, Chile, during April and September 1995. This equipment gives a single echelle order which was observed with two different instrumental configurations. In April we used an RCA CCD (ESO #9), 1024 pixels long, covering about 40 Å at a resolution of 0.14 Å (or R $``$ 30 000), while in September the detector was a Loral CCD (ESO #38), 2688$`\times `$512 pixels, covering about 50 Å at a resolution of 0.11 Å (or R $``$ 40 000). In both cases the spectra were centered on the $`\lambda `$4481 Mg ii line. Integration times ranged from 10 to 70 minutes; the faintest stars were observed twice. The ESO-CAT spectra also were reduced with standard IRAF proceedures. The extraction of the \[1-d\] spectra from the \[2-d\] images was performed weighting the pixels according to the variance and without automatic cleaning from cosmic rays. The wavelength calibration also was computed from a series of Thorium arc-spectra and is estimated to be accurate to a few hundredths of an Å. IRAF tasks were used to clean the spectra from cosmic rays and defects, for flattening and for normalization. ### 4.3 The measurement of the Kitt Peak (KPNO) and ESO-CAT spectra In order to be able to compare the spectra with the models, they were transformed to zero velocity using the IRAF $`dopcor`$ routine. Line positions and equivalent widths were obtained from the reduced spectra using the IRAF $`splot`$ routine, approximating (or deblending, if necessary) lines with gaussians functions. When either two KPNO or two ESO-CAT spectra were available for the same star, they were measured independently and the values of the equivalent widths were averaged. The comparison with the synthetic spectra was made, however, with the spectrum of highest quality in order to compare H$`\gamma `$ profiles, to derive stellar parameters, to test abundances (derived from the averaged equivalent widths), to test the microturbulent velocity and to derive the rotational velocities. Our measured equivalent widths, together with the derived abundances (Sect. 8), are given in Table 4 and Table 5 for the KPNO and ESO-CAT spectra respectively. The wavelengths and multiplet numbers in these tables are taken from Moore (1945). Fig. 2 gives a comparison of the equivalent widths that we and other observers obtained from the spectrum of HD 161817. Fig.2 (a) compares the equivalent widths obtained from the 1994 Kitt Peak spectrum of HD 161817 with those obtained from a spectrum that was taken with the same equipment at the end of the night of 1995 May 03 UT and which has a significantly poorer focus than any of our other program spectra; even in this case, the effect on the equivalent widths appears to be minor. The comparison in (b) is with the early photographic observations of Kodaira (1964) which were made with the Palomar coudé spectrograph (10Å/mm) and shows a fairly large scatter (presumably because of the low S/N of single photographic exposures) but the systematic differences are small. The comparison in (c) with the more recent photographic observations of Klochkova & Panchuk (1990), however, shows substantial differences in the sense that the equivalent widths of these authors are systematically too large with respect to the present measurements. On the other hand, the systematic agreement of our data for this star with those of Adelman et al. (1987) shown in Fig. 2 (d) is quite good. The Adelman et al. spectrum was derived from 12 co-added photographic spectra (6.5Å/mm) and has a resolution of about 25 000; a 100Å-section of this spectrum is shown in Fig. 3 (above) together with the KPNO spectrum of 1994 Sept 06 UT (below)<sup>7</sup><sup>7</sup>7 The first spectra of HD 161817 were taken by Albitzky (1933) who noted “The spectrum contains fairly good H lines, strong K line, and a number of faint metallic lines. The Mg 4481 is hardly perceptible and was measured on one plate only.” The Mg ii ($`\lambda `$4481) line is the strongest line (equivalent width 210 mÅ) in this figure.. The noise in the KPNO CCD spectrum is such that some of the fainter lines (equivalent widths less than about 30 mÅ) can be quite distorted. Such lines can generally be recognized and omitted from our analysis. Fig. 4 compares the equivalent widths for HD 74721, HD 86986 and HD 93329 from the KPNO spectra with those measured by Adelman & Philip (1994, 1996a) using the same equipment. The agreement is satisfactory except for the Fe ii $`\lambda `$4555 and Ti ii $`\lambda `$4563 lines in HD 74721. The KPNO equivalent widths give abundances that are in agreement with the other lines of these species and were preferred. Otherwise, these various comparisons give no evidence for significant systematic differences between our equivalent widths and those given by Adelman & Philip. Fig. 5 compares the KPNO equivalent widths of HD 31943 and HD 180903 with those obtained from the higher resolution ESO-CAT spectra; the agreement is very satisfactory. The 28 spectra of the stars in our sample identified by us as BHB stars are shown for the spectral region 4 475 to 4 490 Å in Fig. 6; they are numbered as in Table 1. The determination of the chemical composition of the BHB stars requires a knowledge of the parameters that govern the physical conditions in their atmospheres such as the effective temperature ($`T_{\mathrm{eff}}`$), the surface gravity ($`\mathrm{log}g`$), the microturbulent velocity ($`\xi `$) and also assumptions about convection. These parameters are determined from both spectroscopic and photometric data. The latter require correction for interstellar reddening and this can be determined in several ways. These different methods and the extent to which they agree are discussed in the next section. ## 5 The interstellar reddening for the program stars We have estimated the interstellar reddening for our BHB candidates by two direct and two indirect methods. The first direct method makes use of the whole sky map of the dust infrared emission and the second is based on the empirical calibration of the Strömgren colours. The indirect methods use model atmospheres to compare the observed and computed visible spectrophotometric data and the observed and computed UV colour indices. ### 5.1 The interstellar reddening for the program stars from whole-sky maps The reddening in the direction of our program stars was estimated from the whole-sky maps of Schlegel et al. (1998, SFD) which give the total line-of-sight reddening ($`E(BV)_{total}`$) as a function of the galactocentric coordinates ($`l`$, $`b`$). The reddening between the stars and the observer (Table 6, column 6) was derived by multiplying $`E(BV)_{total}`$ by ($`1\mathrm{exp}(z/h))`$ where $`z`$ is the star’s distance above the galactic plane. The value that was assumed for the scale height ($`h`$) was was taken to increase linearly from 50 pc for stars at a distance of 200 pc to 120 pc at a distance of 600 pc and to remain constant thereafter. The stellar distances (Table 6, column 4) were computed assuming the $`M_V`$ vs. ($`BV`$) relation given by Preston et al. (1991) with the zero-point modified to give an $`M_V`$ of +0.60 at ($`BV`$) = 0.20 (the blue edge of the instability strip). The mean difference between the $`E(BV)`$ found in this way from the SFD maps and those given by Harris (1996) for 16 high-latitude globular clusters is satisfactorily small (+0.004$`\pm `$0.003). At lower latitudes ($``$ 30$`\mathrm{°}`$), however, the extinction is too patchy for the simple exponential model to be reliable and the reddenings found in this way are much less certain. The least reliable values (Table 6, column 6) are marked with a colon. ### 5.2 Reddening from the intrinsic colour calibration We used the UVBYLIST code of Moon (1985) to derive the intrinsic Strömgren indices from the observed indices of our program BHB stars by means of empirical calibrations that are taken from the literature. The stars are divided into eight photometric groups according to their spectral class and a different empirical calibration is used for each group. All our program stars except BD+32 2188 have 2.72$`\beta `$2.88 and belong to group 6 (stars of spectral type A3–F0 with luminosity class III–V). We placed BD+32 2188 in group 4 (B0–A0 bright giants). A complete description of the dereddening procedures can be found in Moon (1985) and also Moon & Dworetsky (1985). Here we recall that for group 6, $`(by)_0`$, and hence the reddening, is calculated from the equations given by Crawford (1979), which relate $`(by)_0`$ to the $`\beta `$, $`\delta `$c<sub>1</sub>, and $`\delta `$m<sub>1</sub>($`\beta `$) indices. For group 4, a dereddening equation was derived by coupling linear relations between the c<sub>0</sub> and $`(ub)_0`$ colours, determined from Table IV of Zhang (1983), with the reddening ratios given by Crawford & Mandwewala (1976): $$(by)_0=(by)E(by)$$ $$m_0=m_1+0.32E(by)$$ $$c_0=c_10.20E(by)$$ We emphasize, however, that the empirical calibrations used by this method are based on stars of spectral type B0 to M2 that lie on or near the main sequence. Hence, for the BHB stars, the reddening, the intrinsic indices, and results from them, should be compared with the corresponding quantities obtained with other methods in order to assess the reliability of this dereddening procedure. The reddening values derived from the UVBYLIST program are given in column 8 of Table 6. ### 5.3 Reddening from Spectrophotometric Data Spectrophotometric observations are available (Philip & Hayes 1983, Hayes & Philip 1983) for twelve of our candidate BHB stars. An estimate of the reddening was derived for these stars in the process of obtaining the stellar parameters (Sect. 7) by fitting the observed energy distributions to a grid of computed fluxes. For each star, we dereddened the observed energy distribution for a set of $`E(BV)`$ values, sampled at steps of 0.005 mag and starting from 0.000 mag. The adopted reddening law A($`\lambda `$) was taken from Table 1 in Mathis (1990) for $`A_V/E(BV)`$ = 3.1. For each $`E(BV)`$, the stellar parameters are those that give the minimum $`rms`$ (Sect. 7.2). We assumed as the most probable $`E(BV)`$, that which gave the minimum $`rms`$ among those given by the fitting procedure. These $`E(BV)`$ are listed in column 7 of Table 6. ### 5.4 Reddening from IUE Ultraviolet Data It has been shown (Huenemoerder et al. 1984) that far-UV spectra can be useful for classifying BHB stars and for determining their reddening. All of our candidate BHB stars (except HD 16456 and BD+25 2602) have UV IUE low-resolution (6 Å) spectra, that have been previously analysed and discussed (Huenemoerder et al. 1984, Cacciari 1985, Cacciari et al. 1987 and de Boer et al. 1997 and references therein ). We felt, however, that we should re-discuss the UV-spectra of these stars, especially the short-wavelength spectra (SWP, 1150-1980 Å), using the data that is in the IUE Final Archive<sup>8</sup><sup>8</sup>8The data in the Final Archive was reprocessed by the IUE Project using the latest and most accurate flux calibrations and the most recent image-processing techniques so that no further processing of this data is needed.. In this way we could extract all the UV-spectra in a homogeneous way using the final IUE flux calibration and image-processing techniques (Nichols & Linsky 1996, Bohlin 1996) and compare them to the latest model atmospheres for metal-poor stars computed by Castelli with the ATLAS9 code and the Opacity Distribution Functions (ODFs) from Kurucz (Castelli 1999). The region of the UV spectrum that is best reproduced by the model atmospheres of stars with $`T_{\mathrm{eff}}`$ between 7 500 K and 10 000 K seems to be that in the region of 1 800Å (Huenemoerder et al. 1984, Cacciari et al. 1987). The values of the observed fluxes at 1 800Å were obtained from the SWP spectra by averaging the flux over a rectangular bandpass 150 Å wide. The UV-colour $`(18V)`$ (given in Table 6, column 5) is defined as $$(18V)=2.5(\mathrm{log}F_{\mathrm{1\hspace{0.17em}800}}\mathrm{log}F_V)$$ where $`logF_V=0.4V8.456`$ (Gray 1992). The UV-flux is strongly affected by interstellar extinction. Consequently, the reddening can be estimated from the $`(18V)`$ colour by comparing it with that predicted by a model atmosphere assuming that the temperature and/or gravity are known. We used corrections for reddening that were based on Seaton’s (1979) reddening law, which gives $$E(18V)/E(BV)=4.748$$ on the assumption that $`A_V=3.1E(BV)`$. The recent reanalysis of the interstellar extinction by Fitzpatrick (1999) would give a somewhat higher value (4.85) for this ratio. We also estimated the $`(19V)`$-colour, defined similarly to $`(18V)`$, as a check on the consistency of our results. The colours $`(18V)`$ and $`(19V)`$ sample contiguous parts of the energy distribution and so are highly correlated; $`(19V)`$ is closer to the 2 200Å feature and can be more noisy because it is near the edge of the energy distribution in the SWP spectra. We verified that both of these colours gave consistent results but only have used the more reliable $`(18V)`$ colour so as to avoid duplication. We started with preliminary values of $`T_{\mathrm{eff}}`$$`\mathrm{log}g`$ and abundances that had been derived from the model atmosphere analysis. When it was available, we preferred the parameters derived from the H$`\gamma `$ profile because these are reddening-independent. These stellar parameters were used to calculate an intrinsic $`(18V)`$ colour and the difference between this and the observed $`(18V)`$ colour gives the reddening $`E(BV)`$, called here $`E(BV)_1`$ The reddening $`E(BV)`$ may also be estimated by comparing the observed $`(18V)`$ vs. $`(by)`$ pairs with those predicted by the models at a given gravity, and is called here $`E(BV)_2`$. In Fig 7 we show the program stars and theoretical relations for \[M/H\]=–1.5 and gravities 2.5, 3.0, 3.5 and 4.0 in the $`(18V)`$ vs. $`(by)`$ plane. If these two estimates of the reddening were consistent within $``$ 0.02 mag, then we assumed that our initial values of $`T_{\mathrm{eff}}`$ and $`\mathrm{log}g`$ were reasonably correct. If this was not the case, we repeated the analysis with different initial values. Our finally adopted values for $`E(BV)_1`$ and $`E(BV)_2`$ are given in columns 9 and 10 of Table 6, where they are compared with the other reddening determinations. The finally adopted values for \[M/H\], $`T_{\mathrm{eff}}`$ and $`\mathrm{log}g`$ used to obtain these reddenings are given in column 11 of Table 6. They generally agree with other determinations (Sect. 7). In the second method, the UV data essentially constrain the $`\mathrm{log}g`$ that is permitted for a given reddening; in particular this strongly discriminates between FHB stars and main sequence stars of higher gravity. The internal accuracies of the parameters that are found by this way are estimated to be $`\pm `$0.1 in $`\mathrm{log}g`$ and $`\pm `$100K in $`T_{\mathrm{eff}}`$. We estimate that the typical error in these reddenings that comes from photometric errors and the systematic errors to the absolute visual and UV photometric calibrations is $``$ 0.03 mag. Using only the 20 higher latitude BHB stars where the SFD-derived reddenings (Table 6, column 6) are reliable, the mean value of the SFD reddenings minus the mean of the two reddenings derived from the IUE data (Table 6, columns 9 and 10) is +0.017$`\pm `$0.004. The mean difference between the reddenings derived by the intrinsic colour calibration (Sect. 5.2; Table 6, column 11) and the mean of the two reddenings derived from the IUE data is $``$0.011$`\pm `$0.004 (28 stars). A detailed comparison between the different reddening estimates is given in Table 6. Clearly systematic differences of the order of a few hundredths of a magnitude in $`E(BV)`$ exist between the reddenings derived by the different methods even at high galactic latitudes. At lower latitudes, the differences are much larger because of the greater uncertainties in the reddenings derived from whole sky maps. It does not seem possible to resolve these differences without additional observations (e.g. mapping the extinction in the direction of the BHB stars using the Strömgren photometry of main sequence field stars). ## 6 The Model Atmosphere analysis The high-resolution spectra were analyzed with the model atmosphere technique. Stellar parameters were estimated from Strömgren photometry, from spectrophotometry, from H$`\gamma `$ profiles, from IUE ultraviolet colours and (for nine stars) from ($`VK`$) colours. The estimates obtained by these different methods and the values of the parameters that we adopted are given in Table 7. Having fixed the model atmosphere, we computed abundances from both the equivalent widths and line profiles for each star observed at KPNO, except for BD +00 0145 and HD 14829. For these two stars and for the BHB stars that were observed at ESO (whose spectra only extended over 50 Å) we estimated the abundances from the equivalent widths alone. We used model atmospheres and fluxes that were computed by Castelli with an updated version of the ATLAS9 code (Kurucz 1993a). We adopted models for stars with an $`\alpha `$-element enhancement \[$`\alpha /\alpha _{\mathrm{}}`$\]=+0.4 (which is generally appropriate for halo stars). The symbol “a” near the metallicity in column 6 of Table 7 indicates when these models were used. The convective models ($`T_{\mathrm{eff}}`$$`<`$ 8750 K) were calculated with the no-overshooting approximation. More details about these models can be found in Castelli et al. (1997) and in Castelli (1999). The synthetic grids of Strömgren indices, Johnson ($`VK`$) indices and H$`\gamma `$ profiles were also computed by Castelli from the above models. Grids of models, fluxes and colours are available either at the Kurucz website (http://kurucz.harvard.edu) or upon request. We derived abundances from the equivalent widths using the WIDTH code (Kurucz 1993a), modified so that we could derive the Mg abundance from the measured equivalent width of the doublet Mg ii 4481 Å. The SYNTHE code (Kurucz 1993b), together with the atomic line lists from Kurucz & Bell (1995), were used to compute the synthetic spectra. ## 7 Stellar parameters ### 7.1 Stellar parameters from Strömgren photometry The stellar parameters $`T_{\mathrm{eff}}`$ and $`\mathrm{log}g`$ were found from the observed Strömgren indices after de-reddening (as discussed in Sect. 5) by interpolation in the $`uvby\beta `$ synthetic grids. The adopted indices are those listed in boldface in Table 1. Dereddened indices were obtained both from $`E(BV)`$ values derived from the SFD whole sky map (Table 6, column 6) and from the $`E(BV)`$ derived from the UVBYLIST program of Moon (1985) (Table 6, column 8). The reddening relations given in Sect. 5.2 were used in both cases. When $`T_{\mathrm{eff}}`$$`>`$8 500 K and $`\mathrm{log}g`$$`<3.5`$, the (c, $`(by)`$) grid does not give an unambigous determination of the parameters and the (a, r) grid (Strömgren 1966) is to be preferred. It should be noted that different values for the reddening may be derived for a star by the two methods, so that it may lie in the (a, r) plane according to one reddening determination, and in the (c, $`(by)`$) plane according to the other. For each star, we started by selecting, from among the available grids of colour indices, the one which had the metallicity closest to that given in the literature or from a preliminary estimate based on the strength of the $`\lambda `$4481 Mg ii line (KSK). After a new metallicity was found from the model atmosphere analysis, it was used to determine, by interpolation, the colour grid which corresponded to this new metallicity. New parameters were then redetermined. We found that the stellar parameters were, in practice, relatively insensitive to the value used for the metallicity. For this reason, the stellar parameters found from the Strömgren indices and listed in the first two (or three) lines of Table 7 are those relative to the approximate metallicity listed in column 6. At this stage, we also adopted a microturbulent velocity of $`\xi `$= 2.0 km s<sup>-1</sup> for all the stars. In Table 7, the data on the first line for each star correspond to the $`E(BV)`$ derived from the SFD whole sky-map (Table 6, column 6), while the data on the second line correspond to the $`E(BV)`$ derived using Moon’s program (Table 6, column 8). The reddening $`E(BV)`$=$`E(by)`$/0.73 is given in column 3 of Table 7. The specific Strömgren indices that we used to obtain $`T_{\mathrm{eff}}`$ and $`\mathrm{log}g`$ for each star are given in the second column of Table 7. The errors in the parameters were calculated by assuming an uncertainty of $`\pm `$ 0.015 mag for all Strömgren indices except $`\beta `$ for which $`\pm `$ 0.005 mag was adopted. The actual error in $`\beta `$ may well be larger than this for some stars as noted in Table 1 and in Sect. 3. ### 7.2 Stellar parameters from spectrophotometry in the visible Spectrophotometric observations are available (Philip & Hayes 1983, Hayes & Philip 1983) for some of our candidate BHB stars. Stellar parameters were derived for these stars by fitting the observed energy distribution to the fluxes of that grid, among those available to us, which had the closest metallicity either to that given in the literature, or to that obtained from a preliminary estimate based on the strength of the $`\lambda `$4481 Mg ii line, or to that given in a preliminary abundance analysis. The observed energy distribution was dereddened as described in Sect. 5.3. The fitting procedure is that described by Lane & Lester (1984) in which the entire energy distribution is fitted to the model which yields the minimum $`rms`$ difference. The search for the minimum $`rms`$ difference is made by interpolating in the grid of computed fluxes. The computed fluxes are sampled in steps of 50 K or 100 K in $`T_{\mathrm{eff}}`$ depending whether $`T_{\mathrm{eff}}`$$``$ 10000 K or $`T_{\mathrm{eff}}`$$`>`$10000 K, and in steps of 0.1 dex in $`\mathrm{log}g`$. The fluxes are actually given in steps of 250 K or 500 K in $`T_{\mathrm{eff}}`$ and in steps of 0.5 dex in $`\mathrm{log}g`$, so the finer sampling was obtained by linear interpolation. The parameters derived from the energy distributions are given on the “En. Distr.” line in Table 7 and the adopted metallicity is that listed in column 6. The errors in the parameters were estimated from the ranges in $`T_{\mathrm{eff}}`$ and $`\mathrm{log}g`$ for which $`rms`$=$`rms`$(min)+50% $`rms`$(min). Lane & Lester note that the point-to-point scatter that determines the value of $`rms`$ may be less important in their data than the calibration errors over large ranges of wavelength. In our data the main uncertainty in deriving $`T_{\mathrm{eff}}`$ and $`\mathrm{log}g`$ from the energy distribution probably comes from the spectrophotometric observations being available at relatively few wavelengths. This makes it difficult to get accurate results when they are fitted to the computed spectra. ### 7.3 Stellar parameters from H$`\gamma `$ For stars cooler than about 8000 K, the H$`\gamma `$ profile is a good temperature indicator because it is almost independent of gravity, while for hotter stars with $`T_{\mathrm{eff}}`$ between 8000 K and 10 000 K it depends on both $`T_{\mathrm{eff}}`$ and $`\mathrm{log}g`$. Above 10 000 K, H$`\gamma `$ becomes a good gravity indicator, because it is almost independent of temperature. In order to derive the stellar parameters from the H$`\gamma `$ profiles given by the KPNO spectra, we fitted the observed profiles (normalized to the continuum level) to the grids of profiles computed with the BALMER9 code (Kurucz, 1993a). For each star, we used the grid computed for a microturbulent velocity $`\xi `$ = 2 km s<sup>-1</sup> and the metallicity closest to that derived for the star in a preliminary abundance analyses. We found that the fit was insensitive to the adopted value of $`\xi `$. We used an interactive routine to omit all the lines of other elements which affect the H$`\gamma `$ profile, and by linear interpolation, we derived the residual intensities R<sub>obs</sub>(i) of H$`\gamma `$ for each $`\lambda `$(i) sampled in the observed spectrum. We then used the same fitting procedure as that used to derive the parameters from the energy distributions. For each star, the parameters $`T_{\mathrm{eff}}`$ and $`\mathrm{log}g`$ are those which give the minimum $`rms`$ difference. For stars cooler than 8000 K, this procedure gives $`T_{\mathrm{eff}}`$, but not $`\mathrm{log}g`$, because the H$`\gamma `$ profile is not sensitive to gravity for these temperatures. Therefore, to derive $`T_{\mathrm{eff}}`$ for these stars, we adopted the average $`\mathrm{log}g`$ from the Strömgren photometry and UV colours, since small differences in $`\mathrm{log}g`$ do not change the value of $`T_{\mathrm{eff}}`$. For stars with $`T_{\mathrm{eff}}`$ between 8000 K and 10000 K both $`T_{\mathrm{eff}}`$ and $`\mathrm{log}g`$ can be obtained by the fitting procedure, but the situation is less satisfactory because some ambiguity occurs in this range. For example, for \[M/H\] = $``$1.5, the H$`\gamma `$ profile is almost the same for $`T_{\mathrm{eff}}`$ = 8800 K, $`\mathrm{log}g`$ = 3.0 as for $`T_{\mathrm{eff}}`$ = 9500 K, $`\mathrm{log}g`$ = 3.4. This means that very small differences in the reduction procedure may give very different values for the parameters. Therefore, when the parameters derived from the fitting procedure were in reasonably agreement with other determinations, we have given both $`T_{\mathrm{eff}}`$ and $`\mathrm{log}g`$. Otherwise we fixed either $`T_{\mathrm{eff}}`$ or $`\mathrm{log}g`$ and calculated the other parameter. The stellar parameters found in this way are given on the “H$`\gamma `$” line in Table 7. We give in parenthesis the parameters that were fixed in advance. As for the energy distribution, the errors in the parameters were estimated from the ranges in $`T_{\mathrm{eff}}`$ and $`\mathrm{log}g`$ for which $`rms`$ = $`rms`$(min)+50% $`rms`$(min). The main error in deriving $`T_{\mathrm{eff}}`$ and $`\mathrm{log}g`$ from H$`\gamma `$ comes from the uncertainty in the normalization of the KPNO spectra; this is largely because of a small non-linear distortion in the spectra which means that it is not a straightforward task to decide where the wings of H$`\gamma `$ start. The uncertainty in $`T_{\mathrm{eff}}`$ produced by the extraction procedure of the unblended H$`\gamma `$ profile is of the order of 50 K. ### 7.4 Stellar parameters from IUE data As we discussed in Sect. 5, the parameters derived from the ultraviolet fluxes are those which lead to the most consistent values of reddening when one compares the observed $`(18V)`$ colours and also the observed $`(18V)`$ vs. $`(by)`$ colours with the corresponding theoretical values. The parameters found in this way are on the “UV” lines in Table 7. As a further check, we compared the whole UV-observed energy distributions, for the stars that have both short- and long-wavelength IUE data, with model energy distributions computed with the adopted parameters given in Table 7. We did not find systematic discrepancies between the models and the observed data at 1 600 Å and shorter wavelengths, as was found by Huenemoerder et al. (1984) and Cacciari et al. (1987) using the 1979 Kurucz models. For more than half of these stars (HD 2857, HD 4850, HD 13780, HD 14829, HD 31943, HD 74721 and HD 93329) the observed and calculated energy distributions match rather well over the entire IUE wavelength range. For three stars (HD 78913, BD +00 0145 and HD 130201), the UV data suggest hotter temperatures than those adopted in Table 7. For three other stars (HD 8376, HD 60778 and HD 252940), the discrepancies may be caused by incorrect values of the adopted stellar parameters and/or uncertainties in the IUE and Strömgren photometry. A detailed investigation, that compares the observed and synthetic UV energy distributions using the latest model atmospheres, would be of interest but is beyond the scope of this paper. Meanwhile, we are confident that the use of the $`(18V)`$ colour index gives results for the reddening and physical parameters which are consistent with and give the same degree of uncertainty as those that would be derived by using the entire IUE energy distributions. ### 7.5 The Effective Temperatures from $`(VK)_0`$. The ($`VK`$) colours are available for nine of our candidate BHB stars (Arribas & Martinez Roger 1987). These ($`VK`$) colours are listed in Table 1. For seven of these stars, ($`VK`$) colours had previously been given by Carney (1983). The mean difference between these two sets of colours (Carney minus Arribas & Martinez Roger) is 0.016$`\pm `$0.005; this corresponds to a temperature difference of $``$50 K; presumably the systematic error in these colours is of this order. The largest source of error in deriving temperatures in this way is likely to come from the correction for reddening. We assumed that $`E(VK)`$ = 2.72 $`E(BV)`$(Cohen et al. 1999) and took the $`E(BV)`$ to be the mean of the $`E(BV)`$ derived from the other methods given in column 3 of Table 7. We assumed the mean $`\mathrm{log}g`$ from the other determinations, and derived $`T_{\mathrm{eff}}`$ by interpolation in the $`T_{\mathrm{eff}}`$$`\mathrm{log}g`$ and $`(VK)_0`$ grid. These temperatures are given in Table 7 and their errors are scaled from the estimated errors in $`E(BV)`$; they were not used in deriving the mean $`T_{\mathrm{eff}}`$ but gave a useful independent check on the temperatures obtained by other methods (see Table 7). We see that the systematic difference between our adopted mean $`T_{\mathrm{eff}}`$ and the $`T_{\mathrm{eff}}`$ derived from ($`VK`$) is only slightly larger than that expected from the likely systematic errors in the ($`VK`$) colours. ### 7.6 The comparison of the stellar parameters determined by the different methods. Table 7 gives, for each star, the straight means of $`E(BV)`$, $`T_{\mathrm{eff}}`$, and $`\mathrm{log}g`$ together with the errors of the means. In nearly all cases, the extinction derived from the SFD maps exceeds that derived by using the Moon UVBYLIST program (Table 6) and the use of the SFD extinctions with the $`(c,(by))`$ data gives higher $`T_{\mathrm{eff}}`$ than those found by other methods. This difference is most pronounced for low-latitude stars (HD 252940, HD 60778, HD 78913, HD 130095, HD 130201, HD 139961, HD 161817 and HD 180903) whose computed extinction depends upon an uncertain model of the local distribution of the interstellar extinctions. We have therefore felt justified in rejecting the stellar parameters that were derived using the SFD maps for these low-latitude stars. We also excluded the parameters determined from the Strömgren indices according to the Moon UVBYLIST program for the stars HD 117880 and HD 130095, because of the excessive difference betwen the reddening derived from the Moon code and that from the other determinations. These excluded parameters (and those derived from ($`VK`$)) are enclosed in square brackets in Table 7. The differences from these straight means were then computed for each method. The average of these differences ($`\mathrm{\Delta }`$) for $`T_{\mathrm{eff}}`$ are given for each method in Table 8. The dispersions given in column 4 of Table 8 are of the same order as the error estimates of the $`T_{\mathrm{eff}}`$ given in column 4 of Table 7 but there are significant differences. Thus the Energy Distribution method has among the smallest errors in Table 7 but has one of the largest dispersions in Table 8. This, together with the undoubted presence of systematic errors associated with each method has stopped us from using the error estimates for any attempt at weighting the $`T_{\mathrm{eff}}`$ in Table 7; we have therefore adopted the straight means for the parameters given in this Table. ## 8 Abundances ### 8.1 Abundances from KPNO and ESO-CAT spectra Our first estimate of the abundances (using the mean stellar parameters given in Table 7) was made by fitting the measured equivalent widths (W<sub>λ</sub>) of the apparently unblended lines to the computed ones. In the case of the spectra observed at Kitt Peak<sup>9</sup><sup>9</sup>9 except for BD +00 0145 and HD 14829 for which only the Mg ii 4481 Å line was measured., we tried to determine the microturbulent velocity ($`\xi `$) by assuming that, for a given element, the abundance is independent of the equivalent widths. The uncertainty, however, both in the equivalent widths of the weak lines and in the $`\mathrm{log}gf`$ values (especially for the lines of Ti ii, which are the most numerous) severely limits this method of obtaining $`\xi `$. We therefore, in addition, determined $`\xi `$ by comparing the observed spectra against a series of synthetic spectra in which $`\xi `$ was sampled in steps of 1.0 km s<sup>-1</sup>; in a few cases an intermediate step of 0.5 km s<sup>-1</sup> was used. In the case of BD +00 0145 and HD 14829 and for the stars observed at ESO we assumed a microturbulent velocity $`\xi `$ of 2.0 km s<sup>-1</sup>, since there were too few lines in their spectra to allow us to derive $`\xi `$. In computing the synthetic spectra, we used either the mean abundance derived from the equivalent widths for species with more than one measured line (e.g. Fe i, Fe ii, and Ti ii) or the abundance computed from a single line if only one line of a species was available (e.g. Ba ii $`\lambda `$4554). The synthetic spectra were computed at a resolving power of 500 000 and then were degraded to 15 000 (the nominal resolution of the Kitt Peak spectra) using a gaussian instrumental profile. The computed spectra were then broadened by the rotational velocity ($`v\mathrm{sin}i`$) that is given in column 2 of Table 15. This $`v\mathrm{sin}i`$ was derived by fitting the observed profile of the Mg ii 4481 Å to the computed profile assuming the Mg abundance that had been derived from the measured equivalent width. No macroturbulent velocity was considered. The comparison of our observed spectra with the synthetic spectra showed that some of the lines in our original list should be discarded either because they were blended or because they were too weak. The WIDTH program was now used to recompute new abundances from the equivalent widths (W<sub>λ</sub>) of the remaining lines using the value of $`\xi `$ that had been determined from the synthetic spectra. We made several iterations using both the comparison of the observed and the computed W<sub>λ</sub> and the comparison of the observed and synthetic spectra until the abundances obtained by the two methods were consistent. In the course of the successive iterations we changed the $`\xi `$ and the metallicity of the models so that they were as close as possible to the values that we derived from the abundance analysis. The measured equivalent widths (W<sub>λ</sub>), the adopted $`\mathrm{log}gf`$, their sources, and the logarithmic abundances relative to the total number of atoms are given for the individual lines for each star in Table 4 for the KPNO spectra and in Table 5 for the ESO-CAT spectra. Table 9 lists, for each star, the model parameters, the microturbulent velocity and the average abundances derived from the measured equivalent widths of the individual lines. We derived the barium abundance from the Ba ii 4554.033 Å line. For a few stars, we used only the synthetic spectra, while for some others we used the equivalent width method in addition. Both values are given in Table 9 (that from the synthetic spectra is identified with the superscript S). The slight systematic difference between the abundances obtained by the two methods may be related to the placement of the continuum level which was fixed independently by Kinman for the measurement of the KPNO equivalent widths and by Castelli for the normalization of the whole observed spectrum. Table 10 summarizes the abundances relative to the solar values together with the \[Mg/Fe\] and \[Ti/Fe\] ratios. The solar abundances, relative to the total number of atoms, are taken from Grevesse et al. (1996). Their logarithmic values are –4.46 for Mg, –5.68 for Ca, –8.87 for Sc, –7.02 for Ti,–6.37 for Cr, –4.54 for Fe, and –9.91 for Ba. A few of them are also given in the last line of Table 10 for reference. The ESO-CAT abundances, although based on only a few lines, show excellent agreement with those derived from the KPNO spectra for the non-variable stars HD 31943, HD 130095, HD 139961 and HD 180903 and for the low-amplitude variable HD 202759. The case of the larger amplitude type-c variable HD 16456 (CS Eri) is discussed in Sect. 10.7. For the stars whose $`T_{\mathrm{eff}}`$ exceeds about 8 500 K (or about half the stars in our sample), the He i $`\lambda `$ 4471 line is visible in our spectra. Its strength agrees with that predicted by the synthetic spectrum for a solar helium abundance. ### 8.2 The \[Fe/H\] abundance as a function of the equivalent width of Mg ii $`\lambda `$4481 line and the colour index $`(BV)_0`$ In most halo stars, \[Mg/Fe\] can be assumed either to be constant or a slowly-varying monotonic function of \[Fe/H\] (see Sect. 10.5). If we have the photometric information, we can derive the stellar parameters and then determine \[Mg/H\] from the equivalent width of the Mg ii $`\lambda `$4481 line even in quite low resolution spectra; \[Fe/H\] can then be derived by assuming an appropriate value for \[Mg/Fe\]; in this paper we assume \[Mg/Fe\] = 0.43. Even if only $`(BV)_0`$ is available, one can estimate \[Fe/H\] from the the equivalent width W of the Mg ii $`\lambda `$4481 doublet and the intrinsic colour. Using the data and \[Fe/H\] abundances that we derived from our KPNO spectra we found the following expression: $`[Fe/H]=3.350+0.01119W0.00001315W^2`$ $`0.30(BV)_0`$ where $`(BV)_0`$ was obtained by using the mean extinctions given in boldface in column 3 of Table 7<sup>10</sup><sup>10</sup>10 One may replace the $`(BV)_0`$ term by $``$0.44$`(by)_0`$.. \[Fe/H\] derived from the above equation is listed in the last column of Table 10. The $`rms`$ difference between our measured \[Fe/H\] and those obtained from this equation is $`\pm `$0.12 for the range $``$0.05$``$$`(BV)_0`$$``$0.17. Systematic differences can occur between equivalent widths measured at very different spectral resolutions. Our relation strictly applies only to spectra whose resolution is comparable to those discussed in this paper; it may be less accurate if used with equivalent widths derived from lower resolution spectra. ## 9 Uncertainties In this section we consider the effect on our abundances of uncertainties in $`T_{\mathrm{eff}}`$, $`\mathrm{log}g`$, and the microturbulent velocity $`\xi `$. We also consider errors in log $`gf`$ and NLTE effects. ### 9.1 Uncertainty in the the stellar parameters $`T_{\mathrm{eff}}`$, $`\mathrm{log}g`$ The quantitative dependence of the derived abundances on differences $`\mathrm{\Delta }`$$`T_{\mathrm{eff}}`$ = $`\pm `$100 K and $`\mathrm{\Delta }`$$`\mathrm{log}g`$ = $`\pm `$0.1 dex in the stellar parameters is given for the stars HD 161817, HD 139961, HD 167105, and HD 87112 in Table 11. These stars are representative of stars having $`T_{\mathrm{eff}}`$ around 7500 K, 8500 K, 9000 K, and 9750 K respectively. It is seen that the uncertainty in $`T_{\mathrm{eff}}`$ affects the abundances more than the uncertainty in $`\mathrm{log}g`$. Furthermore, the species most affected by uncertainties in the parameters are Cr i, Fe i and Ba ii. Their abundance changes by about 0.1 dex for $`\mathrm{\Delta }`$$`T_{\mathrm{eff}}`$ = $`\pm `$100 K. The effect on Mg ii$`\lambda `$ 4481 is small and decreases with increasing $`T_{\mathrm{eff}}`$. ### 9.2 Uncertainty in $`\xi `$ The value of $`\xi `$ was assumed for the spectra of the two stars BD 00+00 145 and HD 14829 and for all the ESO-CAT spectra because there were too few lines in these spectra to determine this quantity. Table 12 gives the abundances of the different species in these stars for microturbulent velocities $`\xi `$ = 2 km s<sup>-1</sup>, 3 km s<sup>-1</sup>and 4 km s<sup>-1</sup>. For a change $`\mathrm{\Delta }`$$`\xi `$ = 1 km s<sup>-1</sup>, the abundance derived from the Mg ii $`\lambda `$ 4481 line changes by about 0.2 dex for the stars observed at ESO and about 0.05 dex for the two weaker-lined stars observed at KPNO (BD +00 145 and HD 14829). The abundance derived from the Ti ii lines is also affected by the value of $`\xi `$; the change varies from 0.2 dex for HD 4850 and HD 13780 to 0.05 dex for HD 106304. The effect of $`\xi `$ on the Fe i and Fe ii abundances is very small in all these stars. ### 9.3 Errors in $`\mathrm{log}gf`$ The errors in $`\mathrm{log}gf`$ can be a significant source of uncertainty if only a few lines of a species are available for measurement. This can happen if the star is very metal-poor (e.g. HD 008376) so that only the strongest lines are measurable or, as with the ESO-CAT spectra, the observed waveband is not large. We inferred the presence of these errors in $`\mathrm{log}gf`$ as follows. Our first estimate of the abundance was made by fitting the measured equivalent widths (W<sub>λ</sub>) of the apparently unblended lines to those computed by Kurucz’s WIDTH program. We therefore have an abundance for each line and the difference between this abundance and the mean for that species in a given star is called $`\mathrm{\Delta }`$\[m/H\]. This quantity, when averaged over all our program stars, ($`<`$$`\mathrm{\Delta }`$\[m/H\]$`>`$) is shown in Fig 8 for both the Fe ii and Ti ii lines. It shows little correlation with equivalent width (the W<sub>λ</sub> on the left of Fig. 8 are those for HD 93329 which has an intermediate $`T_{\mathrm{eff}}`$). $`<`$$`\mathrm{\Delta }`$\[m/H\]$`>`$ was also computed (for the same lines) from the BHB star data of Lambert et al. (1992) and is called $`<`$$`\mathrm{\Delta }`$\[m/H\]$`>`$<sub>LMS</sub>. It is seen that there is a correlation between the values of $`<`$$`\mathrm{\Delta }`$\[m/H\]$`>`$ determined from our data and those of Lambert et al.; moreover the range in this quantity is markedly greater for the Ti ii lines than for the Fe ii ones. This scatter in $`<`$$`\mathrm{\Delta }`$\[m/H\]$`>`$ is greater than can be accounted for by measuring errors (the vertical error bars) and must be caused by a factor that is intrinsic to each species and which is common to both our calculations and those of Lambert et al. It seems most likely that it is caused by errors in the assumed $`\mathrm{log}gf`$. ### 9.4 Non-LTE effects The models used to derive our abundances assume LTE conditions. In hot stars, however, UV radiation can cause the Fe i states to be underpopulated while the Fe ii lines are relatively unaffected; the effect is expected to increase with decreasing metallicity. Lambert et al. (1992) tried to allow for this effect by adjusting their stellar parameters so as to make \[Fe i\] $``$ \[Fe ii\] = $``$0.2 . Cohen & McCarthy (1997), however, made no non-LTE corrections in deriving the abundances of BHB stars in M 92. The $`T_{\mathrm{eff}}`$ of their stars were in the range 7 500 K to 9 375 K and were derived from their $`(BV)`$ and $`(VK)`$ colours. They found a mean value for $`<`$\[Fe i\]$``$\[Fe ii\]$`>`$ of only $``$0.08; this suggests that non-LTE effects are not significant. The abundances, moreover, which they found for their BHB stars were in excellent agreement with those previously found for red giants in the same cluster. We find $`<`$\[Fe i\]$``$\[Fe ii\]$`>`$ = 0.01$`\pm `$0.01 for the 27 spectra where we measured both Fe i and Fe ii lines. We therefore feel that it is unlikely that our iron abundances are significantly compromised by non-LTE effects. Our barium abundances (Table 9) were derived from the Ba ii $`\lambda `$4554.03 line alone and gave a mean LTE abundance of \[Ba/Fe\] from nine stars of $``$0.08$`\pm `$0.05; hyperfine broadening was not taken into account and significant non-LTE effects may be expected for this line (Mashonkina & Bikmaev 1996, Belyakova et al. 1998). ### 9.5 Convection For the coolest stars of our sample ($`T_{\mathrm{eff}}`$$`<`$8 000 K) there may be a problem with the treatment of the convection in the model atmospheres. Uncertainties of the order of 200 K in $`T_{\mathrm{eff}}`$ can be expected in the sense that $`T_{\mathrm{eff}}`$ is higher for the mixing-length parameter l/H = 1.25 that we adopted than for the lower value l/H =0.5 suggested by Fuhrmann, Axer & Gehern (1993, 1994). Also, a different convection theory, like that of Canuto & Mazzitelli (1992) leads to a very low convection (or no convection) in stars hotter than 7 000 K, so that $`T_{\mathrm{eff}}`$ derived by adopting this theory may be lower than that derived by us. We feel, however, that more accurate observations that allow a more precise location of the continuum and more discussions on the theories adopted to compute the Balmer profiles are needed in order to confirm the superiority of other convections over that adopted by us. The effect of convection on the colour indices and Balmer profiles, and therefore on the $`T_{\mathrm{eff}}`$ derived from them, has been discussed by Smalley & Kupka (1997), Van’t Veer-Menneret & Megessier (1996), Castelli et al. (1997), and Gardiner et al. (1999). ## 10 Discussion ### 10.1 Comparison with previous observers. Table 13 compares model parameters and abundances found by us (KCCBHV) with those given by other authors. Stellar abundances are relative to the solar values from Grevesse et al. (1996), as given at the end of Table 10. Parameters from de Boer et al. (1997) (BTS) are only averages of previous determinations taken from the literature. Takeda & Sadakane (1997) estimated the stellar parameters of HD 161817 from the literature. They obtained a microturbulent velocity $`\xi `$ = 4 km s<sup>-1</sup> from an analysis of Oĩ lines in this star and suggested that $`\xi `$ is depth dependent. The mean differences between our parameters and abundances and those found by Adelman & Philip (1990, 1994, 1996a) for the nine stars we have in common are: $`<\mathrm{\Delta }`$\[Fe/H\]$`>`$ = $`+`$0.08$`\pm `$0.05 ($`\pm `$0.14) $`<\mathrm{\Delta }`$\[Mg/H\]$`>`$ = $``$0.02$`\pm `$0.14 ($`\pm `$0.35) $`<\mathrm{\Delta }`$\[Ti/H\]$`>`$ = $`+`$0.16$`\pm `$0.05 ($`\pm `$0.14) $`<\mathrm{\Delta }`$$`T_{\mathrm{eff}}`$$`>`$ = $`+`$331 K$`\pm `$75 K ($`\pm `$212 K) $`<\mathrm{\Delta }`$$`\mathrm{log}g`$$`>`$ = $`+`$0.10$`\pm `$0.10 ($`\pm `$0.27) $`<\mathrm{\Delta }`$$`\xi `$$`>`$ = +1.0$`\pm `$0.4 ($`\pm `$1.0) where the numbers in parentheses are the $`rms`$ differences between the individual determinations. The most significant difference is in $`T_{\mathrm{eff}}`$ and this may well be traceable to different assumptions for interstellar reddening. The largest of these is the 800 K difference in $`T_{\mathrm{eff}}`$ for HD 130095 for which there is a large range in the different estimates of $`E(BV)`$. In spite of this, the differences between the abundance estimates for this star are quite small. For further comments on HD 130095 see Sect. 10.6. Gray et al. (1996) give stellar parameters for BHB stars that were determined from Philip’s Strömgren photometry, classification-dispersion spectra and spectral synthesis. The mean differences between our parameters and theirs for the ten stars in common are: $`<\mathrm{\Delta }`$\[Fe/H\]$`>`$ = $``$0.26$`\pm `$0.05 ($`\pm `$0.16) $`<\mathrm{\Delta }`$$`T_{\mathrm{eff}}`$$`>`$ = $`+`$40 K$`\pm `$91 K ($`\pm `$272 K) $`<\mathrm{\Delta }`$$`\mathrm{log}g`$$`>`$ = $``$0.09$`\pm `$0.02 ($`\pm `$0.06) The systematic difference between our $`T_{\mathrm{eff}}`$ and those of Gray et al. are much smaller than for those given by Adelman & Philip. The abundance estimates of Gray et al. from their low resolution spectra, however, average 0.2 to 0.3 dex more metal rich than ours. ### 10.2 Comparison of BHB abundances with those of other types of halo stars. Excluding BD +32 2188, BD +00 0145 and HD 16456, we have 28 stars that from their stellar parameters, abundances, $`v\mathrm{sin}i`$ and kinematics have a very high probability of being BHB stars HD 202759 has been classified as a type c RR Lyrae star, but its $`V`$-amplitude is so low ($`<`$ 0.1 mag), and its $`T_{\mathrm{eff}}`$ is so high (7500 K), that it has been included with the BHB stars. The \[Fe/H\] of these 28 stars lie in the range $``$0.99 (for HD 31943) to $``$2.95 (for HD 8376) with a mean value of $``$1.67$`\pm `$0.08 and an $`rms`$ dispersion ($`\sigma `$) about this mean of $`\pm `$0.42<sup>11</sup><sup>11</sup>11The 24 BHB stars for which we derived abundances from high resolution spectra have a mean \[Fe/H\] of $``$1.66$`\pm `$0.09. The four BHB stars for which an abundance was estimated from the Mg ii ($`\lambda `$4481) line have a mean \[Fe/H\] of $``$1.71$`\pm `$0.27. We compare these parameters with those of other types of halo stars in Table 14. The small group of nearby red horizontal branch stars are taken from Pilachowski et al. (1996). The nearby RR Lyrae stars include those with abundances by Clementini et al. (1995) and by Lambert et al. (1996). The red giants are those within 600 pc from the sample given by Chiba & Yoshi (1998). The halo globular clusters are those listed by Armandroff (1989). The first sample is a subset of 21 of these clusters whose \[Fe/H\] has been given by Carretta & Gratton (1997). The second sample contains all those in Armandroff’s list, using Carretta & Gratton’s abundances for 21 of the clusters while for the remainder, the abundances given by Armandroff (which are on the Zinn & West (1984) scale) were converted to the system of Carretta & Gratton using the quadratic relation given in their paper<sup>12</sup><sup>12</sup>12 The most metal-poor cluster, NGC 5053, lies outside the range of this relation. This makes the metal-poor limit of this cluster sample uncertain but scarcely affects its mean value.. The halo clusters, on the average, appear to be 0.1 or 0.2 dex more metal-rich than the field halo stars. On the Zinn & West scale, they would have had more comparable metallicities. The red giant sample contains a greater fraction of very metal-poor stars than the other groups. Thus, 30% of the red giants have \[Fe/H\]$``$$``$2.00 while only between 5 and 10% of the globular clusters are this metal-poor; this difference is significant at better than the 1% level. This is possibly because many of the red giants were discovered in the objective-prism surveys of Bond (1970, 1980) which, while being kinematically unbiased, tended to accentuate the discovery of the most metal-poor stars. The large subdwarf samples of Ryan & Norris (1991), although they contain stars in the range +0.01$``$\[Fe/H\]$``$$``$3.70 and presumably include thick disk stars, have a maximum frequency in \[Fe/H\] at $``$1.65. This is similar to what we find for the field halo stars but not for the halo globular clusters where the maximum frequency is $``$0.3 dex more metal-rich. Thus, although the \[Fe/H\] abundances which we have derived for the BHB stars is in general agreement with those found for other local halo stars, they are appreciably more metal-poor than those of the halo globular clusters. This discrepancy requires further investigation<sup>13</sup><sup>13</sup>13 Current abundance estimates of late-type halo stars are generally based on LTE analyses. The problem of NLTE effects in these stars is discussed by Gratton et al. (1999) and by Thévenin & Idiart (1999).. ### 10.3 Comparison with ZAHB models. The $`T_{\mathrm{eff}}`$ and $`\mathrm{log}g`$ that we adopted for the analysis of the Kitt Peak and ESO-CAT spectra (Table 10) are plotted in Fig 9. The 28 stars that have a high probability of being BHB stars are plotted as filled circles and the c-type RR Lyrae star HD 16456 as a filled triangle. For comparison we show the ZAHB models of Dorman et al. (1993) with \[m/H\] = $``$1.48 and \[O/Fe\] = 0.6, the models of Straniero et al. (1998, priv. comm.) with \[m/H\] = $``$1.3 (equivalent to \[m/H\] = –1.6 with $`\alpha `$-enhancement +0.4, see Salaris et al. 1993) and the He-enhanced models of Sweigert (1997, 1999) ($`\mathrm{\Delta }`$X<sub>mix</sub> = 0.0 and 0.10<sup>14</sup><sup>14</sup>14$`\mathrm{\Delta }`$X<sub>mix</sub> is a measure of the amount of helium that is mixed into the envelope of the red giant precursor of the HB star. with \[m/H\] = $``$1.56). We also show models by Bono & Cassisi (1999, priv. comm.) for \[Fe/H\] = $``$1.7 and $``$2.5; these illustrate the small metallicity dependence that is present. The agreement is generally satisfactory except for HD 130201 whose $`T_{\mathrm{eff}}`$ is not very well determined. A similar plot for the BHB stars in globular clusters (both metal-poor and the metal-rich NGC 6388, NGC 6441, NGC 362, and 47 Tuc) has been given in Fig. 8 of the recent review by Moehler (1999). At $`\mathrm{log}T_{\mathrm{eff}}`$ = 3.95, the metal-poor globular cluster BHB have $`\mathrm{log}g`$ in the range 2.90 to 3.44 and are mostly concentrated in the range 3.10 to 3.40. We have eleven BHB with $`\mathrm{log}T_{\mathrm{eff}}`$ in the range 3.93 to 3.97 and and their mean $`\mathrm{log}g`$ is 3.27, so there is good agreement between the field and cluster BHB stars in the $`T_{\mathrm{eff}}`$ $`vs`$ $`\mathrm{log}g`$ plot. Both field and cluster BHB stars tend to lie slightly above the ZAHB, suggesting either that some evolution is present or that some He-enhancement is required. The difference is, however, comparable with the errors in the computed gravities so that no definitive conclusion is possible. ### 10.4 Projected rotational velocities ($`v\mathrm{sin}i`$) Peterson et al. (1983) measured the projected rotational velocities ($`v\mathrm{sin}i`$ ) of eight of the brighter field BHB stars from echelle spectra (resolution of 24 000) and found rotations of up to 30 km s<sup>-1</sup> . Peterson (1983, 1985a and 1985b) also measured the $`v\mathrm{sin}i`$ of HB stars in the globular clusters M3, M5, M13, M4 and NGC 288. More recently, the $`v\mathrm{sin}i`$ of 67 HB stars in M3, M5, M13 and NGC 288 have been measured by Peterson et al. (1995, hereafter PRC). Also, Cohen & McCarthy (1997) have determined $`v\mathrm{sin}i`$ for 5 HB stars in M92 from HIRES Keck spectra. Behr et al. (2000) have also measured $`v\mathrm{sin}i`$ for stars in M13. Rotations of up to 40 km s<sup>-1</sup> were found in both M13 and M92 for HB stars whose $`T_{\mathrm{eff}}`$ were less than 11 000 K. PRC could find no correlation between ($`BV`$) and $`v\mathrm{sin}i`$. Cohen & McCarthy suspected a possible trend of $`v\mathrm{sin}i`$ with abundance. The resolution of most of our spectra (15 000) is not enough for us to make definitive measurements of $`v\mathrm{sin}i`$, but we can distinguish quite easily between stars with a $`v\mathrm{sin}i`$ of less than 15 km s<sup>-1</sup> and those with a $`v\mathrm{sin}i`$ $``$ 30 km s<sup>-1</sup>. We chose to use the Mg ii ($`\lambda `$ 4481) line<sup>15</sup><sup>15</sup>15This close doublet was used by Slettebak (1954) for his study of the rotational velocities of stars of spectral types B8 to A2. The line was also used by Glaspey et al. (1989) to derive $`v\mathrm{sin}i`$ for two HB stars in NGC 6752. The line is strong over a wide range of spectral types and is essentially unblended. and measured its FWHM (F) with the IRAF routine that employs a simple gaussian fit. The $`v\mathrm{sin}i`$ of seven field BHB stars observed by Peterson et al. (1983) were used to convert the FWHM to $`v\mathrm{sin}i`$ with the relation: $$v\mathrm{sin}i=59.0\times \sqrt{(F^2K)}$$ where F is in Å and the constant K is 0.221 for the Kitt Peak spectra and 0.151 for the ESO CAT spectra. The fit for the Kitt Peak spectra is shown in Fig 10. A number of early-type stars whose $`v\mathrm{sin}i`$ are given in the IAU Transactions (1991) were also observed and they are shown by open circles. Their $`v\mathrm{sin}i`$ follow the same trend with F as the calibrating BHB stars (filled circles) but their $`v\mathrm{sin}i`$ are systematically lower for a given F. The reason for this discrepancy is not understood but we have chosen to follow the calibration defined by the observations of Peterson et al. (1983) because our main interest is to compare our $`v\mathrm{sin}i`$ with those obtained by PRC for the BHB stars in globular clusters. We point out, however, that the use of our relation for $`v\mathrm{sin}i`$ $`>`$ 30 km s<sup>-1</sup> does involve a small extrapolation beyond the range of the calibration. Had we used a calibration based on the IAU standards, our computed $`v\mathrm{sin}i`$ would have been about 60% of those given in Table 15. In Fig 11(b), we compare the $`v\mathrm{sin}i`$ that were determined from the FWHM of the Mg ii line with the estimates of the rotational broadening that were obtained in fitting the observed and computed Mg ii line profiles. There is a good correlation between the two for $`v\mathrm{sin}i`$ $``$ 15 km s<sup>-1</sup> ; for smaller $`v\mathrm{sin}i`$, the fractional errors in the estimates are greater and so there is a poorer correlation. In any case, we should not expect the two quantities to be identical since the $`v\mathrm{sin}i`$ determined from the Mg ii line have been forced onto the system of another observer, whereas the rotational broadenings deduced from the model involve different assumptions. In Fig 11 (a) we compare the $`v\mathrm{sin}i`$ that were obtained from the ESO-CAT spectra with those obtained for the same seven stars (six BHB stars and HD 140194) with the KPNO coudé feed. The good agreement between these independent estimates of $`v\mathrm{sin}i`$ fully supports the conclusion that our data can be used to distinguish between stars with a $`v\mathrm{sin}i`$ $``$ 30 km s<sup>-1</sup> and those of lower rotational velocity. The dependence of $`v\mathrm{sin}i`$ on the metallicity is shown in panel (a) of Fig 12. Although the six most metal-weak stars have lower than average $`v\mathrm{sin}i`$, it is not thought that these data show any significant trend of $`v\mathrm{sin}i`$ with metallicity. The middle and lower panels of Fig 12 show plots of $`v\mathrm{sin}i`$ against $`(BV)_0`$ for the HB stars in globular clusters (middle) and for our field BHB (below). The distributions in the clusters and in the field are similar and in neither case is there a trend seen between $`v\mathrm{sin}i`$ and colour. The interpretation of the observed distribution of $`v\mathrm{sin}i`$ in terms of a randomly oriented population has been discussed by Chandrasekhar & Münch (1950) and by Brown (1950). Brown, in particular, points out that the true distribution of rotational velocities can only be determined from relatively large samples. It is possible to put some constraints on the true distribution using the expressions given by Chandrasekhar & Münch for the mean and mean square deviation of this distribution (their equation (20)). Table 16 gives the mean projected rotational velocity ($`\overline{v\mathrm{sin}i}`$ ), the mean true rotational velocity ($`\overline{v}`$) and the root mean square deviation of this true rotational velocity ($`(\overline{v\overline{v})^2}`$ ) in km s<sup>-1</sup> for our sample of field BHB stars and for various samples of globular cluster HB stars. Bearing in mind that our measured $`v\mathrm{sin}i`$ undoubtedly have somewhat larger observational errors than those of the globular cluster HB stars, the $`\overline{v\mathrm{sin}i}`$ , $`\overline{v}`$ and $`(\overline{v\overline{v})^2}`$ of our sample well match the whole sample of globular cluster HB stars. This suggests that the two subgroups of globular clusters with low $`\overline{v}`$ and $`(\overline{v\overline{v})^2}`$ (M3 & NGC 288) and high $`\overline{v}`$ and $`(\overline{v\overline{v})^2}`$ (M13 & M92) are fairly equally represented in the field. None of these samples show significant evidence for skewness so the characterization of the true velocity distribution in terms of $`\overline{v}`$ and $`(\overline{v\overline{v})^2}`$ is sufficient. It is to be noted that the $`(\overline{v\overline{v})^2}`$ of the low velocity group must be very largely produced by observational error so that the intrinsic dispersion in this subgroup must be very low. ### 10.5 Abundances of the $`\alpha `$-elements. It is well known that the $`\alpha `$-elements are more abundant relative to iron in metal-poor halo stars than in disk stars with solar abundances ( Wheeler et al. 1989). The exact form of this enhancement may differ somewhat from element to element. Thus Boesgaard et al. (1999) have found a linear relation between \[O/H\] and \[Fe/H\] in the range 0.0$`>`$\[Fe/H\]$`>`$$``$3.0, but the relation is less well-defined for other $`\alpha `$-elements such as Mg and Ti. The mean abundances of these two elements (relative to iron) are given in Table 17 for the BHB stars in our sample and for a number of other samples of metal-poor stars of similar metallicity. All of these other samples are late-type halo stars except for the old metal-poor selection taken from the thick-disk stars of Edvardsson et al. (1993) and the halo RR Lyrae sample of Clementini et al. (1995). Some systematic differences may be expected between the abundance ratios found for the different samples because they are derived from different lines of these elements and also different ionization states and undoubtedly systematic errors are present in their assumed $`\mathrm{log}gf`$. Also, the abundance determined from the Mg ii $`\lambda `$4481 line can be quite sensitive to the assumed microturbulent velocity (Table 12). Under these circumstances, we consider that the $`\alpha `$-element enhancement in our BHB sample is in reasonable agreement with other recent determinations for halo stars. ### 10.6 BHB Binaries and HD 130095. Binaries may be expected among halo stars and a discussion of their possible effect on the abundances has been given by Edvardsson et al. (1993) and Clementini et al. (1999). We have no direct evidence from the spectra that there are any binaries in our sample except that HD 130095 may have a variable radial velocity although it does not appear to vary in light (ESA Hipparcos Catalogue 1997, Stetson 1991). Although the published radial velocities of this star (Table 18) show a spread of over 50 km s<sup>-1</sup>, more than half of these velocities lie in a 5 km s<sup>-1</sup> range centered on +63 km s<sup>-1</sup>. It does not seem entirely impossible that HD 130095 has a constant velocity of +63 km s<sup>-1</sup> and that the errors of the velocities that are outside this range have been greatly underestimated. If, however, the spread is real, then a period of about seven months seems to be possible, although far from certain. Now if $`P`$ is the period in years, $`a`$ is the semi-major axis of the orbit (in A.U.) and $`m_1`$ and $`m_2`$ are the masses of the two components (in M), then $$a^3=P^2\times (m_1+m_2)$$ If we assume equal components with a combined mass of 1.2 M, then the semi-major axis will be 0.74 A.U.; this is somewhat larger than the radius of the red giant progenitor of the HB star ($``$100R). The other component might possibly be an equally metal-poor subdwarf (\[Fe/H\] = $``$2.0) whose lines would not be easily detectable in the spectrum of HD 130095. Such a star would be much less luminous than but of comparable mass to the HB star. Such a companion would not be particularly bright in the infrared and so would not have been discovered in the survey for infrared-bright companions of halo stars by Carney (1983). It is known (Smart 1931) that $$A\mathrm{sin}i=6875P(\alpha +\beta )\sqrt{(1e^2)}$$ where A is the semi-axis major (in km), T is the period (in days), $`e`$ is the orbital eccentricity and ($`\alpha `$ \+ $`\beta `$) is the velocity amplitude. If we assume a velocity amplitude of 50 km s<sup>-1</sup>, then we find $$\mathrm{sin}i=1.5\times \sqrt{(1e^2)}$$ which requires that $`e>`$ 0.75. Thus the published radial velocities are not incompatible with HD 130095 being a binary, but it does seem highly desirable to make new velocity measurements over a period of several months so that the reality of the variability can be confirmed and a period established. The star is relatively bright ($`V`$ = 8.15) and at declination $``$27$`\mathrm{°}`$; the observations would most easily be made in the southern hemisphere. ### 10.7 The RR Lyrae variable CS Eri (HD 16456) Solano et al. (1997) observed CS Eri (HD 16456) with an Image Tube spectrograph (resolving power 19 000) on the SAAO 1.9-m telescope at Sutherland in July, 1995. They determined abundances by assuming a microturbulent velocity ($`\xi `$) of 3.6 km s<sup>-1</sup> and a $`\mathrm{log}g`$ of 2.75. A summary of their observations and ours is given in Table 19. Solano et al. found the phases of their observations from the ephemeris of CS Eri given in the General Catalogue of Variable Stars (Kholopov et al. 1985) (column 2 of Table 19). We have calculated phases for all the observations using the more recent ephemeris given in the Hipparcos Catalogue (1997) (column 3 of Table 19)<sup>16</sup><sup>16</sup>16The radial velocities indicate that these phases are reasonably correct. DH Peg is a c-type RR Lyrae star that has a $`V`$-amplitude of 0.51 mag that is only slightly smaller than the $`V`$-amplitude (0.55 mag) of CS Eri. Jones, Carney & Latham (1988) have determined a precise radial velocity curve for DH Peg so that the difference between the radial velocity and the $`\gamma `$-velocity at each phase is known and this may be scaled by the $`V`$-amplitudes to predict the corresponding differences for CS Eri. From these differences we derive $`\gamma `$-velocities of $``$145.2 and $``$150.3 km s<sup>-1</sup> for CS Eri from the Kitt Peak and ESO-CAT spectra respectively. These agree well with the $`\gamma `$-velocity of $``$147 km s<sup>-1</sup> given by Solano et al. (1997).. The effective temperatures which are given by Solano et al. and also the one which we derived from the Kitt Peak spectrum are given in column 4. CS Eri is intermediate in metallicity and amplitude to the two c-type variables T Sex ($`\mathrm{\Delta }`$$`V`$ = 0.42 mag) and TV Boo ($`\mathrm{\Delta }`$$`V`$ = 0.60 mag) and has a similar period. Using the $`T_{\mathrm{eff}}`$ given for these stars by Liu & Janes (1990), we deduce that the maximum and minimum $`T_{\mathrm{eff}}`$ for CS Eri should be 7475 K and 6725 K respectively. This minimum $`T_{\mathrm{eff}}`$ is in good agreement with the $`T_{\mathrm{eff}}`$ determined from the Kitt Peak spectrum which was taken near minimum (phase 0.42). The abundance deduced from the ESO-CAT spectrum (phase 0.92, near maximum) assuming $`T_{\mathrm{eff}}`$ = 7500 K agrees well with that deduced from the Kitt Peak spectrum; their mean is \[Fe/H\] = $``$1.67. Table 20 also gives the \[Fe/H\] that was derived for the Fe ii lines alone since, at the $`T_{\mathrm{eff}}`$ of RR Lyrae stars, the strengths of these lines are less sensitive both to $`T_{\mathrm{eff}}`$ and NLTE effects than those of Fe i (Fernley & Barnes, 1997). Our abundances for \[Fe/H\] are therefore $``$0.2 dex lower than those found by Solano et al.(1997). ## 11 Summary and Conclusions The purpose of this paper is to determine stellar parameters (e.g. $`v\mathrm{sin}i`$, $`T_{\mathrm{eff}}`$ & $`\mathrm{log}g`$) and chemical abundances that will allow us to isolate a local sample of BHB stars by their physical properties. All of our sample of thirty one candidate stars appear to belong to the halo, but BD +32 2188 (a post-AGB star), BD +00 0145 (a possible cool sdB star) and HD 16456 (the RR Lyrae star CS Eri) are not BHB stars. HD 202759, although classified as an RR Lyrae star (AW Mic), has such a low $`V`$-amplitude ($`<`$ 0.1 mag) and high $`T_{\mathrm{eff}}`$ (7 500 K) that it has been included with the BHB stars. Our spectra of HD 14829, HD 78913, HD 106304 and HD 213468 were not of sufficient quality for a complete abundance analysis although we were able to estimate \[Fe/H\] from their Mg ii ($`\lambda `$4481) lines. Of the twenty eight stars which we classify as BHB stars, the most doubtful is HD 139961 because it has the largest $`v\mathrm{sin}i`$ and also an unusually low orbital eccentricity (0.22)<sup>17</sup><sup>17</sup>17 to be discussed in forthcoming paper with Christine Allen.. It is also NSV 7204 in the New Catalogue of Suspected Variable stars, Kukarkin et al. (1982). Corben et al. (1972) found a range of 0.08 magnitudes in $`V`$ over six observations. The 85 observations of this star in the ESA Hipparcos catalogue, however, show a range of only 0.05 magnitudes; this corresponds to an $`rms`$ deviation of only 0.01 magnitudes. Its colour, moreover, does not put it near the edge of the instability strip, so that its variablity seems questionable. The existence of stars such as HD 139961 shows how difficult the classification of BHB stars can be and how necessary it is to use all available criteria. When large numbers of stars are to be surveyed, simpler methods may have to suffice but one must then expect to get more misclassifications. Thus, Wilhelm et al. (1999) classify BHB stars with broad band $`UBV`$ colours, Balmer-line widths and the Ca ii (K-line) equivalent widths. Among the 18 stars in common with our sample, they classify the broad-lined A-star HD 203563 as an FHB star and their \[Fe/H\] average 0.32$`\pm `$0.08 more metal-poor than ours with individual stars differing from our \[Fe/H\] by as much as 0.8 and 0.9 dex. Projected rotational velocities ($`v\mathrm{sin}i`$) were determined for each star by calibrating the FWHM of the Mg ii ($`\lambda `$4481) line against the $`v\mathrm{sin}i`$ of seven of the stars in our sample that had previously been determined from echelle spectra by Peterson et al. (1983). No obvious trend of $`v\mathrm{sin}i`$ was found with either $`(BV)_0`$ or abundance. A simple analysis of the $`v\mathrm{sin}i`$ (following Chandrasekhar & Munch 1950) shows that the deprojected distributions of these rotational velocities are similar to those found in globular clusters. Both have a $`\overline{v}`$ of $``$17 km s<sup>-1</sup> that is intermediate between that of the high rotational velocity clusters (M13 and M92) and the low rotational clusters (M3 and NGC 288). BD +00 0145, HD 14829, HD 78913, HD 106304 and HD 213468 should be reobserved since we did not obtain spectra of sufficient quality for a complete analysis. Improved equivalent widths and $`v\mathrm{sin}i`$ could be obtained for all our BHB stars by using a higher resolution and a larger waveband (e.g. by using an echelle spectrograph) so that more lines would be available. Improved abundances, however, require a better understanding of the physical conditions in the stellar atmospheres and more accurate $`gf`$ values as well as more certain determinations of the interstellar extinctions. In this latter connection, more reliable determinations of the extinction would be possible if ($`VK`$) colours were available for our entire sample. It is possible that HD 130095 is a binary. Its reported velocity variations should be checked so that (if these are real) a period can be derived. As we noted earlier, many of our BHB stars were selected from the early type stars that were found in surveys for high proper motion; our sample may therefore be expected to have a kinematic bias. This bias (inter alia) will be examined in a following paper, where we shall compare the galactic orbits of these BHB stars with those of other nearby halo stars. ###### Acknowledgements. We thank Saul Adelman for making his spectrum of HD 161817 available to us and also Giuseppe Bono and Santino Cassisi for providing their ZAHB models before publication. We also thank Allen Sweigart for sending us his He-enhanced models in electronic form. We are grateful to John Glaspey for helpful comments on a provisional draft of this paper and the referee (Klaas de Boer) for questioning the validity of models for representing far-UV spectra of BHB stars and for many suggestions for improving the style and readability of the paper. We are pleased to acknowledge the use of the IUE Final Archive which is sponsored and operated by NASA/ESA. This research has made use of the Simbad database, operated at CDS, Strasbourg, France. ## Appendix A Comments on other possible BHB star candidates. Philip & Adelman (1993) found 19 BHB star candidates by searching the Hauck & Mermilliod photometric catalogue (1980) for stars with the appropriate Strömgren indices (e.g. one of their criteria was that the c<sub>1</sub> index should exceed 1.15). Bragaglia et al. (1996) made preliminary measurements of the $`v\mathrm{sin}i`$ of fourteen of these stars and noted that their rotations were mostly too large for them to be BHB stars. Adelman & Philip (1996b) obtained high resolution spectra of seven of these stars (HD~15042, HD~42999, HD~47706, HD~48567, HD~49224, HD~67426 & HD~79566) and also concluded that their rotational velocities were too high for them to be BHB stars. Of the remaining seven stars observed by Bragaglia et al., five (HD~53042, HD~67542, HD~128855, HD~181119 & HD~185174) have $`v\mathrm{sin}i`$ greater than 60 km s<sup>-1</sup> . Two, however, (HD~83751 and HD~140194) have $`v\mathrm{sin}i`$ $``$ 30 km s<sup>-1</sup> which is within the range of rotations observed for BHB stars; both stars have Population I kinematics<sup>18</sup><sup>18</sup>18 The radial velocities of HD 83751 and HD 140194 are +13.5 and +1.2 km s<sup>-1</sup> respectively. and roughly solar abundances; thus in spite of their low $`v\mathrm{sin}i`$ , they are unlikely to be BHB stars. The remaining five of the nineteen candidates listed by Philip & Adelman were not observed by us but some comments can be made on the probability that they are BHB stars. HD 100548 was classified as G8 III by Upgren (1962) from its objective prism spectrum. The photometry of this star listed in the Hauck & Mermilliod catalogue (1980) appears to be spurious because the star is not found among those in the listed reference (Drilling & Pesch 1973). Three of the remaining stars (HD~94509, HD~120401 & HD~304325) have very low galactic latitudes (b $``$ 3°) while HD~123664 is likely to be a member of the Scorpio-Centaurus Association (Glaspey 1972, Slawson et al. 1992). It therefore seems unlikely that any of Philip & Adelman’s nineteen BHB star candidates have a high probability of being BHB stars. Their work was valuable, however, because it has shown the need to use criteria in addition to Strömgren photometry in the identification of these stars. Listed below are a number of other stars that have sometimes been suggested to be BHB stars; this list is not intended to be exhaustive. Spectra of one of them (BD +33 2171) should be obtained since its classification is doubtful from the available data. The others are almost certainly not BHB stars. Stetson (1991). Kilkenny & Hill (1975) classified the star as B6 and almost certainly subluminous. FHB 24 in Philip (1984). Huenemoerder et al. (1984) noted that the star has Population I metal-line characteristics. It is broad-lined. FHB 2 in Philip (1984). Its colour ($`BV`$) = +0.276 is too red for it to be a BHB star if the reddening given by the STD maps (1998) ($`E(BV)`$ = 0.021) is correct. The $`v\mathrm{sin}i`$ of 42 km s<sup>-1</sup> is also somewhat high for a BHB star. Stetson (1991) is the RR Lyrae star MT Tel. Stetson (1991) is broad-lined. Stetson (1991). Feast et al. (1955) discovered its very high radial velocity (+333 km s<sup>-1</sup>) and Przybylski (1969) found it to be metal-poor and considered it to be an HB star. A two-sigma upper limit to its Hipparcos parallax (ESA 1997), however, means that it cannot be closer than 735 pc which would give it an $`M_V`$ of $``$2.1 or brighter so that it cannot be a HB star.
warning/0006/physics0006018.html	ar5iv	text	# Excited states of the hydrogen molecule in magnetic fields: The singlet Σ states of the parallel configuration ## I Introduction Matter which is exposed to strong external magnetic fields changes its basic properties and structure and leads to a variety of new phenomena. As a result strong fields are of importance in different branches of physics like atomic, molecular or solid state physics. For atomic and molecular systems there are two prominent possibilities to encounter the strong field regime: highly excited Rydberg states in the laboratory and atoms and molecules in the atmospheres of magnetized white dwarfs (see refs. for a compilation of the subject). From a theorists point of view particle systems in strong fields pose a hard problem due to several competing interactions (Coulomb attraction and repulsion, para- and diamagnetic interactions). Of particular interest, but most complicated to investigate, is hereby the so-called intermediate regime which is characterized by comparable magnetic and Coulomb binding forces. Focusing on the low-lying states of atoms and molecules we envisage this regime for those magnetic white dwarfs which possess field strengths in the regime $`10^310^5T`$. Each magnetic white dwarf possesses a characteristic regime of field strengths which varies, in case of a dipole, by a factor of two from the pole to the equator. To perform a first identification of observed spectra from the atmospheres of these objects one uses the so-called stationary line spectroscopy: characteristic absorption features can appear only for those wavelengths which correspond to an extremum of the transition wavelength with respect to the field strength. In a second step one then performs simulations of the radiation transport in the atmosphere in order to obtain synthetic spectra. In the eighties the above approaches have been used to identify hydrogen in a number of magnetized white dwarfs . Recently the stationary line argument has been successfully used to obtain strong evidence for helium in the spectrum of the magnetic white dwarf GD229 whose absorption features have been mysterious ever since its discovery $`25`$ years ago. This was only possible due to the enormous progress achieved with respect to our knowledge of the spectrum and transitions of the helium atom in strong magnetic fields . However, this should not obscur the fact that there are a number of magnetic white dwarfs whose spectra remain unexplained and furthermore new magnetic objects are discovered (see, for example, Reimers et al in the course of the Hamburg survey of the European Southern Observatory (ESO)). Very recently strong candidates for quasimolecular absorption features have been discovered in magnetized white dwarfs . This raises the demand for a theoretical investigation of molecular properties, in particular of the hydrogen molecule, in such strong fields. Several theoretical investigations were performed for molecular systems in strong magnetic fields. Most of them deal with the electronic structure of the $`H_2^+`$ ion (see refs. and references therein). Very interesting phenomena can be observed already for this simple diatomic system. For the ground state of the $`H_2^+`$ molecule the dissociation energy increases and the equilibrium internuclear distance simultaneously decreases with increasing field strength. Furthermore it was shown that a certain class of excited electronic states, which possess a purely repulsive potential energy surface in the absence of a magnetic field, acquire a well-pronounced potential well in a sufficiently strong magnetic field. Moreover the electronic potential energies depend not only on the internuclear distance but also on the angle between the magnetic field and the molecular axis which leads to a very complex topological behavior of the corresponding potential energy surfaces . In contrast to the $`H_2^+`$ ion there exist only a few investigations dealing with the electronic structure of the hydrogen molecule in the presence of a strong magnetic field. Highly excited states of $`H_2`$ were studied for a field strength of $`4.7T`$ in ref. . For intermediate field strengths two studies of almost qualitative character investigate the potential energy curve (PEC) of the lowest $`{}_{}{}^{1}\mathrm{\Sigma }_{g}^{}`$ state . A few investigations were performed in the high field limit , where the magnetic forces dominate over the Coulomb forces and therefore several approximations can be used. Very recently a first step has been done in order to elucidate the electronic structure of the $`H_2`$ molecule for the parallel configuration, i.e. for parallel internuclear and magnetic field axes . Hereby refs. apply an exact, i.e. fully correlated approach, whereas refs. use Hartree-Fock calculations and focus exclusively on the identification of the global ground state of the molecule. In refs. the lowest states of the $`\mathrm{\Sigma }`$ and $`\mathrm{\Pi }`$ manifolds were studied for gerade and ungerade parity as well as singlet and triplet spin symmetry. Hereby accurate adiabatic electronic energies were obtained for a broad range of field strengths from field free space up to strong magnetic fields of $`100a.u.`$ A variety of interesting effects were revealed. As in the case of the $`H_2^+`$ ion, the lowest strongly bound states of $`\mathrm{\Sigma }`$ symmetry, i.e. the lowest $`{}_{}{}^{1}\mathrm{\Sigma }_{g}^{}`$ , $`{}_{}{}^{3}\mathrm{\Sigma }_{g}^{}`$ and $`{}_{}{}^{1}\mathrm{\Sigma }_{u}^{}`$ state, show a decrease of the bond length and an increase of the dissociation energy for sufficiently strong fields. Furthermore a change in the dissociation channel occurs for the lowest $`{}_{}{}^{1}\mathrm{\Sigma }_{u}^{}`$ state between $`B=10.0`$ and $`20.0a.u.`$ due to the existence of strongly bound $`H^{}`$ states in the presence of a magnetic field. The $`{}_{}{}^{3}\mathrm{\Sigma }_{g}^{}`$ state was shown to exhibit an additional outer minimum for intermediate field strengths which could provide vibrationally bound states. An important result of refs. is the change of the ground state from the lowest $`{}_{}{}^{1}\mathrm{\Sigma }_{g}^{}`$ state to the lowest $`{}_{}{}^{3}\mathrm{\Sigma }_{u}^{}`$ state between $`B=0.1`$ and $`0.2a.u.`$ This crossing is of particular relevance for the binding properties of the global ground state of the molecule: The $`{}_{}{}^{3}\mathrm{\Sigma }_{u}^{}`$ state is an unbound state and possesses only a very shallow van der Waals minimum which does not support any vibrational level. Therefore, the global ground state of the hydrogen molecule for the parallel configuration is an unbound state for $`B0.2a.u.`$. Furthermore it has been shown in ref. that for very strong fields ($`B3\times 10^3a.u.`$) the strongly bound $`{}_{}{}^{3}\mathrm{\Pi }_{u}^{}`$ state is the global ground state of the hydrogen molecule oriented parallel to the magnetic field. Finally the complete scenario for the crossovers of the global ground state of the parallel configuration has been clarified in ref. which contains the transition field strengths for the crossings among the lowest states of $`{}_{}{}^{1}\mathrm{\Sigma }_{g}^{},^3\mathrm{\Sigma }_u`$ and $`{}_{}{}^{3}\mathrm{\Pi }_{u}^{}`$ symmetry. The above considerations show that detailed studies of the electronic properties of the hydrogen molecule in a magnetic field are very desirable. The present investigation deals with the excited $`\mathrm{\Sigma }`$ states of the hydrogen molecule in the parallel configuration which is distinct by its higher symmetry . We employ a full configuration interaction (CI) approach which is most suitable for obtaining detailed information on the electronic structure. Our investigation is divided into two separate studies: the first and present work focuses on singlet states of both gerade and ungerade symmetry whereas a later investigation will focus on the corresponding triplet states again for both parities. Due to the spin Zeeman splitting the spin singlet and triplet manifolds are increasingly separated with increasing field strength. The spin character provides therefore a natural dividing line of our extensive work which contains a large amount of information and data on the behaviour of the excited states of the molecule. The results of our calculations include accurate adiabatic PECs for the complete range of field strengths $`0B100a.u.`$. Up to seven excited states have been investigated for each symmetry. We present detailed data for the total and dissociation energies at the equilibrium internuclear distances as well as the equilibrium positions themselves for the lowest three excitations for each symmetry. Due to the large amount of data the evolution of the higher excited states with increasing field strength is presented only graphically. However, further informations like, for example, the positions of the maxima and the accurate heights of the barriers or the complete data of the PEC’s as well as numerical data on the higher excited states, more precisely, on the fourth up to the seventh excited state, can be obtained from the authors upon request. In detail the paper is organized as follows. In section II we describe the theoretical aspects of the present investigation, including a discussion of the Hamiltonian, a description of the atomic orbital basis set and some remarks on the CI approach. Section III contains the results and an elaborate discussion of the evolution of the electronic structure in the presence of the magnetic field with increasing strength. ## II Theoretical aspects Our starting point is the total nonrelativistic molecular Hamiltonian in Cartesian coordinates. The total pseudomomentum is a constant of motion and therefore commutes with the Hamiltonian . For that reason the Hamiltonian can be simplified by performing a so-called pseudoseparation of the center of mass motion which introduces the center of mass coordinate and the conserved pseudomomentum as a pair of canonical conjugated variables. Further simplifications can be achieved by a consecutive series of unitary transformations . In order to separate the electronic and nuclear motion we perform the Born-Oppenheimer approximation in the presence of a magnetic field . As a first order approximation we assume infinitely heavy masses for the nuclei. The origin of our coordinate system coincides with the midpoint of the internuclear axis of the hydrogen molecule and the protons are located on the $`z`$ axis. The magnetic field is chosen parallel to the $`z`$ axis of our coordinate system and the symmetric gauge is adopted for the vector potential. The gyromagnetic factor of the electron is chosen to be equal to two. The Hamiltonian, therefore, takes on the following appearance: $$H=\underset{i=1}{\overset{2}{}}\left\{\frac{1}{2}𝒑_i^2+\frac{1}{8}\left(𝑩\times 𝒓_i\right)^2+\frac{1}{2}𝑳_i𝑩\frac{1}{\|𝒓_i𝑹/2\|}\frac{1}{\|𝒓_i+𝑹/2\|}\right\}+\frac{1}{\|𝒓_1𝒓_2\|}+\frac{1}{R}+𝑺𝑩$$ (1) The symbols $`𝒓_i`$, $`𝒑_i`$ and $`𝑳_i`$ denote the position vectors, their canonical conjugated momenta and the angular momenta of the two electrons, respectively. $`𝑩`$ and $`𝑹`$ are the vectors of the magnetic field and internuclear distance, respectively and $`R`$ denotes the magnitude of $`𝑹`$. With $`𝑺`$ we denote the vector of the total electronic spin. Throughout the paper we will use atomic units. The Hamiltonian (1) commutes with the following independent operators: the parity operator $`P`$, the projection $`L_z`$ of the electronic angular momentum on the internuclear axis, the square $`S^2`$ of the total electronic spin and the projection $`S_z`$ of the total electronic spin on the internuclear axis. In field free space we encounter an additional independent symmetry namely the reflections of the electronic coordinates at the $`xz`$ ($`\sigma _v`$) plane. The eigenfunctions possess the corresponding eigenvalues $`\pm 1`$. This symmetry does not hold in the presence of a magnetic field! Therefore, the resulting symmetry groups for the hydrogen molecule are $`D_\mathrm{}h`$ in field free space and $`C_\mathrm{}h`$ in the presence of a magnetic field . In order to solve the fixed-nuclei electronic Schrödinger equation belonging to the Hamiltonian (1) we expand the electronic eigenfunctions in terms of molecular configurations. In a first step the total electronic eigenfunction $`\mathrm{\Psi }_{tot}`$ of the Hamiltonian (1) is written as a product of its spatial part $`\mathrm{\Psi }`$ and its spin part $`\chi `$, i.e. we have $`\mathrm{\Psi }_{tot}=\mathrm{\Psi }\chi `$. For the spatial part $`\mathrm{\Psi }`$ of the wave function we use the LCAO-MO-ansatz, i.e. we decompose $`\mathrm{\Psi }`$ with respect to molecular orbital configurations $`\psi `$ of $`H_2`$, which respect the corresponding symmetries (see above) and the Pauli principle: $`\mathrm{\Psi }`$ $`=`$ $`{\displaystyle \underset{i,j}{}}c_{ij}\left[\psi _{ij}(𝒓_1,𝒓_2)\pm \psi _{ij}(𝒓_2,𝒓_1)\right]`$ (2) $`=`$ $`{\displaystyle \underset{i,j}{}}c_{ij}\left[\mathrm{\Phi }_i\left(𝒓_\mathrm{𝟏}\right)\mathrm{\Phi }_j\left(𝒓_\mathrm{𝟐}\right)\pm \mathrm{\Phi }_i\left(𝒓_\mathrm{𝟐}\right)\mathrm{\Phi }_j\left(𝒓_\mathrm{𝟏}\right)\right]`$ (3) The molecular orbital configurations $`\psi _{ij}`$ of $`H_2`$ are products of the corresponding one-electron $`H_2^+`$ molecular orbitals $`\mathrm{\Phi }_i`$ and $`\mathrm{\Phi }_j`$. The $`H_2^+`$ molecular orbitals are built from atomic orbitals centered at each nucleus. A key ingredient of this procedure is a basis set of nonorthogonal optimized nonspherical Gaussian atomic orbitals which has been established previously . For the case of a $`H_2`$molecule parallel to the magnetic field these basis functions read as follows: $$\varphi _{kl}^m(\rho ,z,\alpha ,\beta ,\pm R/2)=\rho ^{\|m\|+2k}\left(zR/2\right)^lexp\left\{\alpha \rho ^2\beta \left(zR/2\right)^2\right\}exp\left\{im\varphi \right\}$$ (4) The symbols $`\rho =+\sqrt{x^2+y^2}`$ and $`z`$ denote the electronic coordinates. $`m`$, $`k`$ and $`l`$ are parameters depending on the subspace of the H-atom for which the basis functions have been optimized and $`\alpha `$ and $`\beta `$ are variational parameters. We remark that the nonlinear optimization of the variational parameters $`\alpha `$ and $`\beta `$ has to be accomplished for typically of the order of $`100`$ atomic orbitals and is done by reproducing many excited states of the hydrogen atom for each field strength separately. It represents therefore a tedious and time consuming work which has, however, to be done with great care in order to obtain precise results for the following molecular structure calculations. For a more detailed description of the construction of the molecular electronic wave function we refer the reader to Ref. . In order to determine the molecular electronic wave function of $`H_2`$ we use the variational principle which means that we minimize the variational integral $`\frac{{\scriptscriptstyle \mathrm{\Psi }^{}H\mathrm{\Psi }}}{{\scriptscriptstyle \mathrm{\Psi }^{}\mathrm{\Psi }}}`$ by varying the coefficients $`c_i`$. The resulting generalized eigenvalue problem reads as follows: $$\left(\underset{¯}{H}ϵ\underset{¯}{S}\right)𝒄=\mathrm{𝟎}$$ (5) where the Hamiltonian matrix $`\underset{¯}{H}`$ is real and symmetric and the overlap matrix is real, symmetric and positive definite. The vector $`𝒄`$ contains the expansion coefficients. The matrix elements of the Hamiltonian matrix and the overlap matrix are certain combinations of matrix elements with respect to the optimized nonspherical Gaussian atomic orbitals. A description of the techniques necessary for the evaluation of these matrix elements is given in Ref. . We mention here only that the electron-electron integrals needed a combination of numerical and analytical techniques in order to make its rapid evaluation possible. The latter represents the CPU time dominating factor for the construction of the Hamiltonian matrix. For the numerical solution of the eigenvalue problem (5) we used the standard NAG library. The typical dimension of the Hamiltonian matrix for each subspace varies between approximately 2000 and 5000 depending on the magnetic field strength. Depending on the dimension of the Hamiltonian matrix, it takes between 70 and 250 minutes for simultaneously calculating one point of a PEC of each subspace on a IBM RS6000 computer. The overall accuracy of our results with respect to the total energy is estimated to be typically of the order of magnitude of $`10^4`$ and for some cases of the order of magnitude of $`10^3`$. It should be noted that this estimate is rather conservative; in some ranges of the magnetic field strength and internuclear distance, e.g., close to the separated atom limit, the accuracy is $`10^5`$ or even better. The positions, i.e. internuclear distances, of the maxima and the minima in the PECs were determined with an accuracy of $`10^2a.u.`$ Herefore about 350 points were calculated on an average for each PEC. It was not necessary to further improve this accuracy since a change in the internuclear distance about $`1\times 10^2a.u.`$ results in a change in the energy which is typically of the order of magnitude of $`10^4`$ or smaller. The total CPU time needed to complete the present work amounts to several years on the above powerful computer. ## III Results and Discussion To understand the influence of the external magnetic field on the electronic structure of the hydrogen molecule we first have to remind ourselves of the properties in the absence of the field. Accurate data for hydrogen are of great importance both in astrophysics as well as laboratory physics. It is a paradigm for many molecular phenomena like charge transfer, excitation, ionization or scattering processes. Indeed our CI calculations on the basis of an anisotropic Gaussian basis set provided also significant progress with respect to the knowledge of the field-free excitations of the molecule: several highly excited states have been calculated for the first time and some of the PECs for the lower lying states have been improved. The corresponding results have been presented to some detail in ref. and contain elaborate information on the first eight excited singlet and triplet states for both gerade and ungerade parity. In the following we will first summarize the main properties of the excited singlet states in the absence of the field and then investigate the electronic structure in the presence of the magnetic field with increasing field strength. We hereby first deal with the gerade and subsequently with the ungerade states. ### A Excited gerade singlet states #### 1 Field-free states The investigation of the electronic states and PECs has been done for all internuclear distances considered ($`0.8R1000a.u.`$) with the same atomic orbital basis set. The latter has been optimized to yield precise energies (accuracy $`10^610^9`$) of the hydrogen atom for the six lowest states for both parities for vanishing atomic magnetic quantum number. Additionally, in order to describe correlation effects, we have included basis functions with atomic magnetic quantum numbers $`1m_a5`$. The approximate number of two-particle configurations resulting from the above basis set is $`3800`$. The accuracy of the electronic energies for the higher excited states $`n^1\mathrm{\Sigma }_g^+,n=79`$ ($`n`$ indicates the degree of excitation) is, due to the above choice of the optimized basis set, lower than that for less excited states. Figure 1 shows the PECs for the states $`n^1\mathrm{\Sigma }_g^+,n=29`$ where the dotted lines represent the curves for the higher excited states $`n=79`$. There is a large energetical gap ($`0.30.4a.u.`$) between the ground and the excited states of $`{}_{}{}^{1}\mathrm{\Sigma }_{g}^{+}`$ symmetry. The first five excited states are well-known from the literature . Our calculations show in most cases an agreement within $`10^6510^5`$ compared to the literature and in several cases also a variationally lower energy. As already mentioned the results on the higher excited states ($`n=79`$) have for the first time been reported very recently in ref.. As can be seen from figure 1 all the PECs of the states $`n^1\mathrm{\Sigma }_g^+,n=29`$ possess a deep potential well around a minimum located approximately at $`R=2a.u.`$. A particular feature occuring for most of the considered $`{}_{}{}^{1}\mathrm{\Sigma }_{g(u)}^{}`$ states is the existence of a second outer minimum and therefore the corresponding PECs exhibit a double well. Vibrational states in these outer wells attracted recently significant experimental interest since they allow the experimental observation of long-lived and highly excited valence states of the hydrogen molecule. The two minima of the $`3^1\mathrm{\Sigma }_g^+`$ state arise due to the fact that two different configurations of the same symmetry, namely the $`1\sigma _g3d\sigma _g`$ and the $`1\sigma _g2s\sigma _g`$ configurations, are energetically minimized at two significantly different internuclear distances. The deep outer wells of the $`n^1\mathrm{\Sigma }_g^+,n=2,4,7`$ states arise due to a series of avoided crossings between the Heitler-London configurations $`H(1s)+H(nl)`$ and the ionic configurations $`H^+H^{}(1s^2)`$. Particularly the $`7^1\mathrm{\Sigma }_g^+`$ state possesses a very broad and deep ($`0.015473a.u.`$!) outer potential well which is separated by a broad barrier from the inner well located at $`R2a.u.`$. The outer minimum is located at $`R33.7a.u.`$. A series of avoided crossings at very large internuclear distances $`R300a.u.`$ leads to the energetically equal dissociation limits $`H(1s)+H(4l)`$ of the $`n^1\mathrm{\Sigma }_g^+,n=79`$ states. The dissociation channel of the $`10^1\mathrm{\Sigma }_g^+`$ state is the ionic configuration $`H^++H^{}(1s^2)`$. Tables 1 to 3 contain (among the data in the presence of a magnetic field) the total and dissociation energies at the equilibrium internuclear distances, the equilibrium internuclear distances and the total energies in the dissociation limit for the first to third excited $`{}_{}{}^{1}\mathrm{\Sigma }_{g}^{+},n=24`$ states in the absence of the magnetic field. #### 2 Evolution in the presence of a magnetic field The subspace of $`{}_{}{}^{1}\mathrm{\Sigma }_{g}^{}`$ symmetry contains the electronic ground state of the hydrogen molecule in field-free space and in the presence of a magnetic field in the regime $`0<B<0.1a.u.`$ For a detailed discussion of the appearance of this state and the global ground state with increasing field strength in general we refer the reader to refs. (see also introduction of the present work). In the following we investigate the evolution of the excited $`n^1\mathrm{\Sigma }_g,n=28`$ states with increasing magnetic field strength for the regime $`0<B<100a.u.`$. We will first study the changes of the PECs of individual states with increasing field strength and thereafter we present a global view of the evolution of the spectrum. In order to compare the PECs for the same state for different field strengths we subtract from the total energies the corresponding energies in the dissociation limit (which is different for different field strengths), i.e. we show the quantity $`E(R)=E_t(R)lim_R\mathrm{}E_t(R)`$. In general the dissociation limit of a certain state of $`\mathrm{\Sigma }`$ symmetry changes with increasing field strength which is due to the reordering of the energy levels of the atoms (hydrogen, hydrogen negative ion) in the external field. For the atomic states we will use in the following the notation $`nm_a^{\pi _a}`$ where $`n`$ specifies the degree of excitation and $`m_a,\pi _a`$ the atomic magnetic quantum number and z-parity, respectively. Let us begin our investigation of the evolution of individual states with increasing field strength with the $`2^1\mathrm{\Sigma }_g`$ state whose PECs are shown in Figure 2a. The positions of the two minima and the corresponding maximum decrease with increasing field strength. The depth of the inner potential well decreases for $`B0.5a.u.`$ and increases rapidly for $`B1a.u.`$. The depth of the outer well is monotonically increasing for the complete regime $`0<B<100a.u.`$. For $`B0.01a.u.`$ and $`B50a.u.`$ the inner well is therefore deeper than the outer well and vice versa for $`0.05B20.0a.u.`$ (see figure 2a). The dissociative behaviour of the PECs changes significantly with increasing field strength. The origin of these changes is the fact that for $`B10a.u.`$ the dissociation channel is $`H_2H(10^+)+H(10^{})`$ whereas for $`B20a.u.`$ we have the asymptotic behaviour $`H_2H^++H^{}(10_s^+)`$ (the index <sub>s</sub> stands for spin singlet). The appearance of the ionic configuration as the dissociation channel for the low-lying electronic $`2^1\mathrm{\Sigma }_g`$ state can be explained as follows. It is well-known that the hydrogen negative ion possesses infinitely many bound states in the presence of a magnetic field of arbitrary strength assuming an infinite nuclear mass . Certain of these bound states show a monotonically increasing binding energy with increasing field strength. The latter surpass then more and more of the energy levels belonging to two hydrogen atoms one being in the global ground state and the other one in the corresponding excited state. For a sufficiently strong magnetic field we therefore expect the configuration $`H^++H^{}(10_s^+)`$ to become the dissociation channel particularly for the first excited state of $`{}_{}{}^{1}\mathrm{\Sigma }_{g}^{}`$ symmetry. Due to the long range forces the onset of the asymptotic ($`R\mathrm{}`$) behaviour of the corresponding PECs with the ionic channel ($`H^++H^{}`$) is qualitatively different from the PECs with a neutral dissociation limit ($`H+H`$). This explains the different asymptotic behaviour of the PECs shown in figure 2a with increasing field strength. Finalizing the discussion of the $`2^1\mathrm{\Sigma }_g`$ state we remark that its PECs possesses a second maximum for $`0.01B5.0a.u.`$ which however occurs at large internuclear distances ($`R20a.u.`$) and is only of the order of $`10^4a.u.`$ above the dissociation limit. Table 1 contains relevant data of the PECs of the $`2^1\mathrm{\Sigma }_g`$ state with increasing field strength. Next we turn to the second excited i.e. the $`3^1\mathrm{\Sigma }_g`$ state whose PECs are shown in figure 2b. The positions of the two minima and the corresponding maximum already present in field-free space decrease monotonically with increasing field strength. Starting from $`B=0a.u.`$ the depth of the inner well decreases with increasing field strength whereas it increases for $`B0.5a.u.`$. Besides a very small interval of field strengths the depth of the outer well increases with increasing field strength. For $`B5.0a.u.`$ the outer well is deeper than the inner one whereas for $`B10a.u.`$ the deep inner well dominates the shape of the PEC. We remark that the curvature at the (first) maximum and the outer minimum increases significantly with increasing field strength. The evolution of these increasingly sharper turns can only be fully understood if one looks at the complete spectrum (see figure 3 and in particular 3(e)) with increasing field strength: they develop due to a number of narrow avoided crossing of the first to third excited states in strong fields. An interesting property of the PEC of the $`3^1\mathrm{\Sigma }_g`$ state is the existence of an additional outer (third) minimum for the interval $`0.01B10a.u.`$ which is shown in figure 2c. This minimum arises due to the interaction with the ionic configuration $`H^++H^{}`$. In field-free space the lowest and only bound ionic channel $`H^++H^{}(10_s^+)`$ is the dissociation channel of the $`10^1\mathrm{\Sigma }_g^+`$ state. With increasing field strength the hydrogen negative ion becomes increasingly stronger bound (see discussion above) and therefore it occurs as the dissociation channel for the sequence of excited states $`9^1\mathrm{\Sigma }_g,8^1\mathrm{\Sigma }_g,\mathrm{}`$ finally becoming the dissocation channel of the $`2^1\mathrm{\Sigma }_g`$ state for $`B20a.u.`$. The existence of the additional outer minimum becomes now understandable: due to the energetical lowering of the ionic dissociation channel with increasing field strength the higher excited states of $`{}_{}{}^{1}\mathrm{\Sigma }_{g}^{}`$ symmetry evolve outer minima and corresponding wells for certain regimes of the field strength. For the $`3^1\mathrm{\Sigma }_g`$ state this outer well is extremely shallow for $`B0.05a.u.`$ and therefore almost invisible in figure 2c. For $`B0.1a.u.`$ it becomes however well-pronounced. Between $`B=0.5a.u.`$ and $`B=1.0a.u.`$ there occurs a change with respect to the dissociation channel of the $`3^1\mathrm{\Sigma }_g`$. For $`0<B0.5a.u.`$ the dissociation channel is $`H(10^+)+H(20^+)`$ and for $`1.0B10a.u.`$ it is $`H^++H^{}(0_s^+)`$. The similar asymptotic behaviour of the PECs belonging to different field strengths (see figure 2c for $`B=1.0,5.0`$ and $`10.0`$) arises due to the fact that they possess all the ionic dissociation channel. In the latter regime the position of the (third) outer minimum increases with increasing field strength (for $`B=10.0a.u.`$ the outer minimum is located at $`85a.u.`$). Finally there is a second change of the dissociation channel of the $`3^1\mathrm{\Sigma }_g`$ state to $`H(10^+)+H(10^{})`$ and therefore the outer minimum disappears for $`B20a.u.`$. Table 2 contains the total and dissociation energies at the equilibrium internuclear distances, the equilibrium internuclear distances and the total energies in the dissociation limit for the second excited $`3^1\mathrm{\Sigma }_g^+`$ state in the regime $`0<B<100a.u.`$ Next we focus on the third excited $`4^1\mathrm{\Sigma }_g`$ whose PECs with increasing field strength are shown in figure 2d. In field-free space it possesses two minima and associated potential wells located at $`R=1.97a.u.`$ and $`R=11.21a.u.`$, respectively. The position of the inner minimum increases with increasing field strength whereas the corresponding dissociation energy decreases. Finally for $`B0.2a.u.`$ the associated well disappears but reappears for $`B0.5a.u.`$. With further increasing field strength the position of this inner minimum decreases and the depth of the corresponding well increases monotonically for $`B1a.u.`$. Independently of this first inner minimum and the outer minimum there appears for $`B0.2a.u.`$ an additional third minimum and corresponding well (see table 3 and figure 2d) for small internuclear distances $`13a.u.`$. Although this new minimum and well are energetically well below the dissociation limit for $`B20.0a.u.`$ they are separated from the other inner minimum only by a tiny barrier. These facts will become better understandable in the context of our discussion of the evolution of the whole spectrum with increasing field strength (see below). The properties of the PEC of the $`4^1\mathrm{\Sigma }_g`$ state at large internuclear distances are somewhat analogous to that of the $`3^1\mathrm{\Sigma }_g`$ state. The outer minimum has its origin in the interaction of the neutral $`H+H`$ and ionic $`H^++H^{}`$ configurations. Starting with $`B=0`$ and increasing the field strength the depth of the outer well increases. The first change of the dissociation channel from $`H_2H(10^+)+H(30^+)`$ to $`H_2H^++H^{}(10_s^+)`$ occurs in the regime $`0.1<B<0.2a.u.`$. In the regime $`0.1B1.0a.u.`$ the position of the outer minimum increases with increasing field strength (for $`B=0.5a.u.`$ it is already $`R=50a.u.`$) and the depth of the outer well decreases. Due to the further increasing binding energy of the hydrogen negative ion $`10_s^+`$ state with increasing field strength we encounter a second change of the dissociation channel at $`B1.0a.u.`$ to $`H_2H(10^+)+H(20^+)`$ which causes the disappearance of the outer minimum and well. Table 3 provides the corresponding data for the $`4^1\mathrm{\Sigma }_g`$ state. The PECs of the $`5^1\mathrm{\Sigma }_g`$ and $`6^1\mathrm{\Sigma }_g`$ states are shown in figures 2e and 2f, respectively. For both states the positions of the maxima and minima as well as the corresponding total energies show an ’irregular’ behaviour as a function of the field strength for $`B2.0a.u.`$. We therefore focus on the main features of these states. For certain regimes of the field strength we observe double well structures for the PECs. Analogously to the $`n^1\mathrm{\Sigma }_g,n=24`$ states there exist additional outer minima and wells due to the interaction with the ionic configuration for certain field strength regimes. For $`B>2.0a.u.`$ the position of the first inner minimum decreases rapidly with increasing field strength whereas the corresponding dissociation energy increases. Also we observe the existence of minima whose energies lie above the dissociation energy, i.e. the corresponding wells contain if at all metastable states. We remark that some of the above-discussed features, in particular those associated with small energy scales, might not be visible in the corresponding figures 2 but only in a zoom of the relevant regimes of internuclear distances of the considered PECs. We again emphasize that due to the large amount of data we do not present full PECs or data on the higher excited states $`n^1\mathrm{\Sigma }_g,n=58`$ which can be obtained from the authors upon request. #### 3 Discussion of the evolution of the complete spectrum In the present subsection we focus on the evolution of the complete spectrum of the excited $`n^1\mathrm{\Sigma }_g,n=28`$ states with increasing field strength. This will give us the complementary information to the evolution of individual states presented above. Figure 3a-f shows the corresponding PECs for the field strengths $`B=0.01,0.1,0.5,5.0,100.0a.u.`$, respectively. The PECs of the five energetical lowest excited states $`n^1\mathrm{\Sigma }_g,n=26`$ are hereby illustrated with full lines indicating their higher accuracy whereas the PECs of the electronic states $`n^1\mathrm{\Sigma }_g,n=7,8`$ are less accurate and illustrated with dotted lines. Before we discuss the evolution with increasing field strength some general remarks are in order. The energy gap between the ground state $`1^1\mathrm{\Sigma }_g`$ and the first excited state $`2^1\mathrm{\Sigma }_g`$ is of the order of $`0.4a.u.`$ in field-free space and increases montonically with increasing field strength. At the same time the total energies of all states $`n^1\mathrm{\Sigma }_g`$ are shifted in lowest order proportional to $`B`$ with increasing field strength which is due to the raise of the kinetic energy in the presence of a magnetic field. In field-free space many of the dissocation channels of the PECs of excited $`{}_{}{}^{1}\mathrm{\Sigma }_{g}^{}`$ states are degenerate due to the degeneracies of the field-free hydrogen atom (see figure 1 and 4). The major difference of the PECs in field-free space compared to those for weak fields is the removal of these degeneracies (see, for example, figure 3a for $`B=0.01a.u.`$). With increasing field strength figures 3a-d ($`B=0.01,0.1,0.5and5.0a.u.`$) demonstrate the systematic lowering of the diabatic energy curve belonging to the ionic configuration $`H^++H^{}(1s^2)`$. This diabatic curve passes through the spectrum with increasing field strength thereby causing an intriguing evolution of avoided crossings and corresponding potential wells for the individual states. At $`B0.1a.u.`$ the fourth excited $`5^1\mathrm{\Sigma }_g`$ state acquires the ionic dissociation channel. The $`7^1\mathrm{\Sigma }_g`$ state thereby looses its outer potential well which was very well-pronounced in the absence of the external field. In the same course the $`3^1\mathrm{\Sigma }_g`$ state shows a number of avoided crossings with the $`2^1\mathrm{\Sigma }_g`$ state: it develops an additional outer minimum and well which is rather deep at $`B0.5a.u.`$ accompanied by the flattening of the first inner well and the deepening of the second inner well. Furthermore we observe for $`B0.5a.u.`$ the appearance of a large number of avoided crossing among the higher excited states $`n^1\mathrm{\Sigma }_g,n=58`$ at $`R5a.u.`$. At $`B0.2a.u.`$ the third excited $`4^1\mathrm{\Sigma }_g`$ state acquires the ionic dissociation channel. Subsequently, i.e. with further increasing field strength, the second excited $`3^1\mathrm{\Sigma }_g`$ state (see figure 3d) and finally the first excited $`2^1\mathrm{\Sigma }_g`$ state acquire ionic character for sufficiently large internuclear distances. In the high field situation (see figure 3e for $`B=100a.u.`$) only the energetically lowest excited state possess a well-pronounced double well structure and the overall picture is dominated by the fact that the PECs of the considered states possess a very similar shape and are energetically very close to each other in particular around the inner minimum at small internuclear distances. Figure 3f shows for $`B=100a.u.`$ a zoom of the series of avoided crossings occuring for the higher excited states $`n^1\mathrm{\Sigma }_g,n=510`$ in the regime $`2<R<12a.u.`$. ### B Excited ungerade singlet states #### 1 Field-free states The four energetically lowest states of $`{}_{}{}^{1}\mathrm{\Sigma }_{u}^{+}`$ symmetry at $`B=0`$ have been investigated in detail and with high accuracy in the literature . Our results show a relative accuracy of $`10^4`$ for the energies of the $`1^1\mathrm{\Sigma }_u^+`$ state and of $`10^5`$ for the first two excited states i.e. the $`n^1\mathrm{\Sigma }_u^+,n=2,3`$ states. The energies of the $`4^1\mathrm{\Sigma }_u^+`$ state are significantly lower than the data presented in . The PECs for the $`n^1\mathrm{\Sigma }_u^+,n=49`$ presented in ref. for the first time are estimated to possess an accuracy of $`10^5`$ for the $`n^1\mathrm{\Sigma }_u^+,n=46`$ states and $`10^4`$ for the $`n^1\mathrm{\Sigma }_u^+,n=79`$ states. Figure 4 shows the PECs of the ground as well as eight excited states of $`{}_{}{}^{1}\mathrm{\Sigma }_{u}^{+}`$ symmetry in the range $`1<R<1000a.u.`$ on a logarithmic scale. The PEC of the ground state $`1^1\mathrm{\Sigma }_u^+`$ of ungerade symmetry possesses a minimum at $`R=2.43a.u.`$ and a corresponding deep well. A closer look at the wave function reveals its ionic character for $`3<R<7a.u.`$. With further increasing internuclear distance the ionic character of the wave function decreases and the corresponding dissociation channel is $`H_2H(1s)+H(2p)`$. The PEC of the first excited $`2^1\mathrm{\Sigma }_u^+`$ state is similar to that of the ground state $`1^1\mathrm{\Sigma }_u^+`$: its equilibrium internuclear distance is $`R_{eq}=2.09`$ the dissociation channel is identical to that of the $`1^1\mathrm{\Sigma }_u^+`$ state. The depth of its single well is however only one third of the depth of the well of the $`1^1\mathrm{\Sigma }_u^+`$ state. For the higher excited states we observe a similar behaviour as in the case of the excited electronic states of $`{}_{}{}^{1}\mathrm{\Sigma }_{g}^{+}`$ symmetry. The PECs of the $`n^1\mathrm{\Sigma }_u^+,n=39`$ states possess a deep well around a minimum located approximately at $`R2a.u.`$. Furthermore the $`n^1\mathrm{\Sigma }_u^+,n=3,6`$ states exhibit additional deep outer potential wells at large internuclear distances which arise due to the avoided crossings of the Heitler-London configurations with the corresponding ionic configuration. The outer minimum of the $`6^1\mathrm{\Sigma }_u^+`$ state is located at $`33.7a.u.`$ and the corresponding well possesses a remarkable depth of $`0.015134a.u.`$: it is expected to contain a large number of long-lived vibrational states. Tables 4 to 6 contain (among the data in the presence of the magnetic field) the total and dissociation energies at the equilibrium internuclear distances, the equilibrium internuclear distances and the total energies in the dissociation limit for the first to third excited $`{}_{}{}^{1}\mathrm{\Sigma }_{u}^{+}`$ states in the absence of the magnetic field. #### 2 Evolution in the presence of a magnetic field First of all we remark that the dissociation channels of the $`(n+1)^1\mathrm{\Sigma }_g`$ states coincide with those of the $`n^1\mathrm{\Sigma }_u`$ states for $`n=17`$ in the complete regime $`0B100a.u.`$. The qualitative behaviour of the PECs of the $`n^1\mathrm{\Sigma }_u`$ states at large internuclear distances is therefore similar to that of the $`(n+1)^1\mathrm{\Sigma }_g`$ states discussed in the previous section. In particular many of the explanations and remarks provided there hold also for the present case of the $`n^1\mathrm{\Sigma }_u`$ states. Before discussing the behaviour of the PECs of the individual excited $`n^1\mathrm{\Sigma }_u`$ states with increasing field strength some remarks concerning the lowest, i.e. ground state of $`{}_{}{}^{1}\mathrm{\Sigma }_{u}^{}`$ symmetry are in order (for its PEC with increasing field strength see figure 6). Its dissociation energy increases monotonically with increasing field strength whereas its equilibrium internuclear distance increases slightly for weak fields and decreases significantly for increasingly stronger fields. As indicated above the asymptotic $`R\mathrm{}`$ behaviour of the PECs of the $`1^1\mathrm{\Sigma }_u`$ and $`2^1\mathrm{\Sigma }_g`$ states is very similar. For $`B=100a.u.`$ the PEC of the $`1^1\mathrm{\Sigma }_u`$ state possesses a peculiar shape which is largely determined by the ionic dissociation channel $`H^++H^{}(10_s^+)`$ (see figure 6f). For more details on this state we refer the reader to ref.. The first excited $`2^1\mathrm{\Sigma }_u`$ state possesses in field-free space an equilibrium internuclear distance $`R_{eq}=2.09a.u.`$. Figure 5a shows the corresponding PEC with increasing field strength for $`0R5a.u.`$ whereas figure 5b illustrates particularly the behaviour at large internuclear distances. In the regime $`0B0.2a.u.`$ the dissociation energy decreases slightly and the bond length increases. With further increasing field strength the dissociation energy increases drastically and the bond length decreases. For $`0.1B50a.u.`$ there exists a maximum and a corresponding additional outer minimum at large internuclear distances (see figure 5b) whose origin is again the emergence of the ionic configuration for the wave function of the $`2^1\mathrm{\Sigma }_u`$ state. Figure 5b also demonstrates the similarity of the asymptotic $`R\mathrm{}`$ behaviour of the PECs of the $`2^1\mathrm{\Sigma }_u`$ state in the regime $`1.0B10.0a.u.`$. The corresponding data for the PECs of the first excited $`2^1\mathrm{\Sigma }_u`$ state are given in table 4. Turning to the second excited $`3^1\mathrm{\Sigma }_u`$ state we observe that the depth of the potential well located for $`B=0a.u.`$ at $`R_{eq}=2.03a.u.`$ decreases for weak fields whereas it increases significantly for strong fields $`B1.0a.u.`$ (see figure 5c). The existence of an additional outer minimum for this state can be seen in figure 5d. In many respects a similar behaviour to that of the $`2^1\mathrm{\Sigma }_u`$ state is observed although, of course, the regimes of field strength for which the individual phenomena take place are different. Table 5 contains the corresponding data of the PECs of the $`3^1\mathrm{\Sigma }_u`$ state. Finally figures 5e and 5f show the PECs of the $`n^1\mathrm{\Sigma }_u,n=4,5`$ states with increasing field strength, respectively. They exhibit a number of maxima and minima most of which can however hardly be seen in figures 5e,f or occur at large internuclear distances. The origin of their existence are again the different (ionic and neutral) dissociation channels. These maxima and minima are present only for certain individually different regimes of the field strength. Some of them are located above and some of them below the dissociative threshold. As can be seen the bond length (belonging to the inner minimum) decreases monotonically and the dissociation energy increases significantly above some critical value $`B_c`$. The inner minimum and associated well possesses a remarkably large dissociation energy for strong fields. Table 6 provides data on the PECs of the $`4^1\mathrm{\Sigma }_u`$ state. To finalize our discussion on the $`{}_{}{}^{1}\mathrm{\Sigma }_{u}^{}`$ subspace we show in figure 6 the evolution of the spectrum with increasing field strength. Figures 6a-f show the PECs for the $`n^1\mathrm{\Sigma }_u,n=18`$ states for the field strengths $`B=0.05,0.1,0.5,1.0,10.0,100.0a.u.`$, respectively. Analogously to the case of the $`{}_{}{}^{1}\mathrm{\Sigma }_{g}^{}`$ subspace we observe for weak fields the removal of the degeneracies due to the field-free hydrogen atom in the dissociation limit. With increasing field strength we see the lowering of the diabatic energy line belonging to the ionic configuration which causes the appearance and disappearance of outer maxima, minima and corresponding outer potential wells until finally ($`B=100a.u.`$) the $`1^1\mathrm{\Sigma }_u`$ state possess the ionic dissociation channel $`H_2H^++H^{}(10_s^+)`$ which is the origin of the peculiar shape of its PEC. A number of further observations made for the manifold of the $`n^1\mathrm{\Sigma }_g,n=18`$ states above can also be seen for the $`n^1\mathrm{\Sigma }_u,n=18`$ states in figure 6 like, for example, the similar shape of the potential wells of the excited states in the high field limit. ## IV Conclusions The hydrogen molecule is the most fundamental molecular system and of immediate importance in a variety of different physical circumstances. In spite of the fact that it has been investigated over the past decades in great detail and that our knowledge on this system has grown enormously there are plenty of questions and problems to be addressed even for the molecule in field-free space. As an example we mention certain highly excited Rydberg states ($`7^1\mathrm{\Sigma }_g^+,6^1\mathrm{\Sigma }_u^+`$) which, due to the ionic character of the binding for certain regimes of the internuclear distance, possesses a deep outer well at large distances which contains a considerable number of vibrational states. On the other hand the detailed knowledge of hydrogen (even of highly excited states) is of utmost importance for our understanding and interpretation of the astrophysically observed interstellar radiation. Much less is known about the behaviour of the hydrogen molecule in strong magnetic fields. With increasing field strength the ground state of the molecule undergoes two transitions which are due to a change of the spin and orbital character, respectively. Very recently the global ground state configurations have been identified for the parallel configuration (there are good reasons which lead to the conjecture that the derived results hold for arbitrary angle of the internuclear and magnetic field axis) both on the Hartree-Fock level and via a fully correlated approach . For low fields the ground state is of spin singlet $`{}_{}{}^{1}\mathrm{\Sigma }_{g}^{}`$ symmetry, for intermediate fields the spin triplet $`{}_{}{}^{3}\mathrm{\Sigma }_{u}^{}`$ state represent the ground state whereas in the high field regime the $`{}_{}{}^{3}\mathrm{\Pi }_{u}^{}`$ state is the energetically lowest state. The present work goes for the first time beyond the ground state properties and investigates excited states of the hydrogen molecule in the broad regime $`0<B<100a.u.`$. We hereby focus on singlet states of both gerade as well as ungerade symmetry: up to seven excited states have been studied for the parallel configuration with a high accuracy of the obtained PECs. A variety of different phenomena have been observed out of which we mention here only the most important ones. Double well structures observed in particular for the field-free $`n^1\mathrm{\Sigma }_g^+`$ states are severly modified in the presence of the field thereby showing a ’coming and going’ of new maxima and minima as well as corresponding wells. The overall tendency in the strong field limit is the development of deep inner wells containing a large number of vibrational states. In the course of the increasing field strength a fundamental phenomenon occurs which has a strong impact on the overall shape of the PECs. Due to the fact that the hydrogen negative ion becomes increasingly bound with increasing field strength we encounter changes in the dissociation channels of individual states from neutral $`H_2H+H^{}`$ to ionic $`H_2H^++H^{}`$ character. For a certain regime of field strength $`B_{c1}<B<B_{c2}`$ a certain excited state possesses therefore the ionic dissociation channel thereby modifying the asymptotic behaviour of its PEC to an attractive Coulombic tail. For weaker fields $`B<B_{c1}`$ higher excited states possess this ionic dissociation channel whereas for stronger fields $`B>B_{c2}`$ it belongs to increasingly lower excitations. These facts influence the overall appearance of the spectrum thereby creating features like outer potential wells and/or largely changing avoided crossings. The data on the PECs of the excited singlet states obtained here should serve as part of the material to be accumulated for the investigation of quasimolecular absorption features in magnetic white dwarfs. The investigation of excited triplet states of $`\mathrm{\Sigma }`$ symmetry or of $`\mathrm{\Pi }`$ states, which are of equal importance, are left to future investigations. ## V Acknowledgment Fruitful discussions with W.Becken are gratefully acknowledged. The Deutsche Forschungsgemeinschaft is gratefully acknowledged for financial support. FIGURE CAPTIONS Figure 1: The potential energy curves of the excited $`n^1\mathrm{\Sigma }_g^+,n=29`$ electronic states of the hydrogen molecule in the absence of a magnetic field. Figure 2: The evolution of the potential energy curves for some excited $`{}_{}{}^{1}\mathrm{\Sigma }_{g}^{}`$ electronic states of the hydrogen molecule in the presence of a magnetic field $`0<B<100a.u.`$. In detail are shown the evolution of the PECs for the (a) $`2^1\mathrm{\Sigma }_g`$, (b) $`3^1\mathrm{\Sigma }_g`$, (c) zoom of $`3^1\mathrm{\Sigma }_g`$, (d) $`4^1\mathrm{\Sigma }_g`$, (e) $`5^1\mathrm{\Sigma }_g`$ and (f) $`6^1\mathrm{\Sigma }_g`$ states, respectively. Shown is the quantity $`E(R)=E_t(R)lim_R\mathrm{}E_t(R)`$ where $`E_t(R)`$ is the total energy. Figure 3: The spectrum of potential energy curves for the excited $`n^1\mathrm{\Sigma }_g,n=28`$ electronic states of the hydrogen molecule in the presence of a magnetic field $`0<B<100a.u.`$ with increasing field strength. In detail are shown the PECs for (a) $`B=0.01`$ (b) $`B=0.1`$ (c) $`B=0.5`$ (d) $`B=5.0`$ (e) $`B=100.0`$ and (f) zoom of $`B=100.0a.u.`$, respectively. Figure 4: The potential energy curves of the excited $`n^1\mathrm{\Sigma }_u^+,n=19`$ electronic states of the hydrogen molecule in the absence of a magnetic field. Figure 5: The evolution of the potential energy curves for some excited $`{}_{}{}^{1}\mathrm{\Sigma }_{u}^{}`$ electronic states of the hydrogen molecule in the presence of a magnetic field $`0<B<100a.u.`$. In detail are shown the evolution of the PECs for the (a) $`2^1\mathrm{\Sigma }_g`$, (b) zoom of $`2^1\mathrm{\Sigma }_g`$, (c) $`3^1\mathrm{\Sigma }_g`$, (d) zoom of $`3^1\mathrm{\Sigma }_g`$, (e) $`4^1\mathrm{\Sigma }_g`$ and (f) $`5^1\mathrm{\Sigma }_g`$ states, respectively. Shown is the quantity $`E(R)=E_t(R)lim_R\mathrm{}E_t(R)`$ where $`E_t(R)`$ is the total energy. Figure 6: The spectrum of potential energy curves for the excited $`n^1\mathrm{\Sigma }_u,n=18`$ electronic states of the hydrogen molecule in the presence of a magnetic field $`0<B<100a.u.`$ with increasing field strength. In detail are shown the PECs for (a) $`B=0.05`$ (b) $`B=0.1`$ (c) $`B=0.5`$ (d) $`B=1.0`$ (e) $`B=10.0`$ and (f) $`B=100.0a.u.`$, respectively. Tables
warning/0006/hep-th0006148.html	ar5iv	text	# MONOPOLE-ANTIMONOPOLE SOLUTIONS OF EINSTEIN-YANG-MILLS-HIGGS THEORY ## 1 Introduction SU(2) Yang-Mills-Higgs (YMH) theory possesses monopole , multimonopole , and monopole-antimonopole pair solutions . The magnetic charge of these solutions is proportional to their topological charge. While monopole and multimonopole solutions reside in topologically non-trivial sectors, the monopole–antimonopole pair solution is topologically trivial. When gravity is coupled to YMH theory, a branch of gravitating monopole solutions emerges smoothly from the monopole solution of flat space . The coupling constant $`\alpha `$, entering the Einstein-Yang-Mills-Higgs (EYMH) equations, is proportional to the gravitational constant $`G`$ and to the square of the Higgs vacuum expectation value $`\eta `$. The monopole branch ends at a critical value $`\alpha _{\mathrm{cr}}`$, beyond which gravity becomes too strong for regular monopole solutions to persist, and collapse to charged black holes is expected . Indeed, when the critical value $`\alpha _{\mathrm{cr}}`$ is reached, the gravitating monopole solutions develop a degenerate horizon , and the exterior space time of the solution corresponds to the one of an extremal Reissner-Nordstrøm (RN) black hole with unit magnetic charge . Beside the fundamental gravitating monopole solution, EYMH theory possesses radially excited monopole solutions, not present in flat space . These excited solutions also develop a degenerate horizon at some critical value of the coupling constant, but they shrink to zero size in the limit $`\alpha 0`$. Rescaling of the solutions reveals, that in this limit the Bartnik-McKinnon (BM) solutions of Einstein-Yang-Mills (EYM) theory are recovered. For the excited solutions the limit $`\alpha 0`$ therefore corresponds to the limit of vanishing Higgs expectation value, $`\eta 0`$. In this letter we investigate how gravity affects the static axially symmetric monopole–antimonopole pair (MAP) solution of flat space , and we elucidate, that curved space supports a rich spectrum of MAP solutions, not present in flat space. In particular, we show that, with increasing $`\alpha `$, a branch of gravitating MAP solutions emerges smoothly from the flat space MAP solution, and ends at a critical value $`\alpha _{\mathrm{cr}}^{(1)}`$, when gravity becomes too strong for regular MAP solutions to persist. But while the branch of monopole solutions can merge into an extremal RN black hole solution at the critical $`\alpha `$, there seems to be no neutral black hole solution with degenerate horizon available for the MAP solutions to merge into. Indeed we find that at $`\alpha _{\mathrm{cr}}^{(1)}`$ a second branch of MAP solutions emerges, extending back to $`\alpha =0`$. Along this upper branch the MAP solutions shrink to zero size, in the limit $`\alpha 0`$, and approach the BM solution with one node (after rescaling). Since the BM solution with one node is related to a branch of MAP solutions, it immediately suggests itself that the excited BM solutions with $`k`$ nodes are related to branches of excited MAP solutions. Indeed, constructing the first excited MAP solution by starting from the BM solution with two nodes, we find, that it represents a MAP solution, possessing two monopole-antimonopole pairs. ## 2 Axially symmetric ansatz The static axially symmetric MAP solutions of SU(2) EYMH theory with action $$S=\left(\frac{R}{16\pi G}\frac{1}{2e}\mathrm{Tr}(F_{\mu \nu }F^{\mu \nu })\frac{1}{4}\mathrm{Tr}(D_\mu \mathrm{\Phi }D^\mu \mathrm{\Phi })\right)\sqrt{g}d^4x$$ (1) (with Yang-Mills coupling constant $`e`$, and vanishing Higgs self-coupling), are obtained in isotropic coordinates with metric $$ds^2=fdt^2+\frac{m}{f}\left(dr^2+r^2d\theta ^2\right)+\frac{l}{f}r^2\mathrm{sin}^2\theta d\phi ^2,$$ (2) where $`f`$, $`m`$ and $`l`$ are only functions of $`r`$ and $`\theta `$. The MAP ansatz reads for the purely magnetic gauge field ($`A_0=0`$) $$A_\mu dx^\mu =\frac{1}{2e}\left\{\left(\frac{H_1}{r}dr+2(1H_2)d\theta \right)\tau _\phi 2\mathrm{sin}\theta \left(H_3\tau _r^{(2)}+(1H_4)\tau _\theta ^{(2)}\right)d\phi \right\}$$ (3) and for the Higgs field $$\mathrm{\Phi }=\left(\mathrm{\Phi }_1\tau _r^{(2)}+\mathrm{\Phi }_2\tau _\theta ^{(2)}\right),$$ (4) with $`su(2)`$ matrices (composed of the standard Pauli matrices $`\tau _i`$) $`\tau _r^{(2)}=\mathrm{sin}2\theta \tau _\rho +\mathrm{cos}2\theta \tau _3,\tau _\theta ^{(2)}=\mathrm{cos}2\theta \tau _\rho \mathrm{sin}2\theta \tau _3,`$ $`\tau _\rho =\mathrm{cos}\phi \tau _1+\mathrm{sin}\phi \tau _2,\tau _\phi =\mathrm{sin}\phi \tau _1+\mathrm{cos}\phi \tau _2.`$ (5) The four gauge field functions $`H_i`$ and the two Higgs field functions $`\mathrm{\Phi }_i`$ depend only on $`r`$ and $`\theta `$. We fix the residual gauge degree of freedom by choosing the gauge condition $`r_rH_12_\theta H_2=0`$ . To obtain regular asymptotically flat solutions with finite energy density we impose at the origin ($`r=0`$) the boundary conditions $`H_1=H_3=H_21=H_41=0,`$ $`\mathrm{sin}2\theta \mathrm{\Phi }_1+\mathrm{cos}2\theta \mathrm{\Phi }_2=0,_r\left(\mathrm{cos}2\theta \mathrm{\Phi }_1\mathrm{sin}2\theta \mathrm{\Phi }_2\right)=0,`$ $`_rf=_rm=_rl=0.`$ On the $`z`$-axis the functions $`H_1,H_3,\mathrm{\Phi }_2`$ and the derivatives $`_\theta H_2,_\theta H_4,_\theta \mathrm{\Phi }_1,_\theta f,_\theta m,_\theta l`$ have to vanish, while on the $`\rho `$-axis the functions $`H_1,1H_4,\mathrm{\Phi }_2`$ and the derivatives $`_\theta H_2,_\theta H_3,_\theta \mathrm{\Phi }_1,_\theta f,_\theta m,_\theta l`$ have to vanish. For solutions with vanishing net magnetic charge the gauge potential approaches a pure gauge at infinity. The corresponding boundary conditions for the fundamental MAP solution are given by $$H_1=H_2=0,H_3=\mathrm{sin}\theta ,1H_4=\mathrm{cos}\theta ,\mathrm{\Phi }_1=\eta ,\mathrm{\Phi }_2=0,f=m=l=1.$$ (6) Introducing the dimensionless coordinate $`x=r\eta e`$ and the Higgs field $`\varphi =\mathrm{\Phi }/\eta `$, the equations depend only on the coupling constant $`\alpha `$, $`\alpha ^2=4\pi G\eta ^2`$. The mass $`M`$ of the MAP solutions can be obtained directly from the total energy-momentum “tensor” $`\tau ^{\mu \nu }`$ of matter and gravitation, $`M=\tau ^{00}d^3r`$ , or equivalently from $`M=\left(2T_0^{0}T_\mu ^\mu \right)\sqrt{g}𝑑r𝑑\theta 𝑑\varphi `$, yielding the dimensionless mass $`\mu =\frac{4\pi \eta }{e}M`$. ## 3 Solutions Subject to the above boundary conditions, we solve the equations numerically . In the limit $`\alpha 0`$, the lower branch of gravitating MAP solutions emerges smoothly from the flat space solution . The modulus of the Higgs field of these MAP solutions possesses two zeros, $`\pm z_0`$, on the $`z`$-axis, corresponding to the location of the monopole and antimonopole, respectively. With increasing $`\alpha `$ the monopole and antimonopole move closer to the origin, and the mass $`\mu `$ of the solutions decreases. The lower branch of MAP solutions ends at the critical value $`\alpha _{\mathrm{cr}}^{(1)}=0.670`$. In Fig. 1 we show the energy density $`\epsilon =T_0^0=L_M`$ of the MAP solution at $`\alpha _{\mathrm{cr}}^{(1)}`$. It possesses maxima on the positive and negative $`z`$-axis close to the locations of the monopole and antimonopole and a saddle point at the origin. Forming a second branch, the MAP solutions evolve smoothly backwards from $`\alpha _{\mathrm{cr}}^{(1)}`$ to $`\alpha =0`$. In the limit $`\alpha 0`$ the mass $`\mu `$ diverges on this upper branch, and the locations of the monopole and antimonopole approach the origin, $`\pm z_00`$, as seen in Fig. 2. At the same time the MAP solution shrinks to zero. Rescaling the coordinate $`x=\widehat{x}\alpha `$ and the Higgs field $`\varphi =\widehat{\varphi }/\alpha `$ reveals that the axially symmetric MAP solutions approach the spherically symmetric $`k=1`$ BM solution on the upper branch as $`\alpha 0`$. Consequently, also the scaled mass $`\widehat{\mu }=\alpha \mu `$ of the MAP solutions tends to the mass of the $`k=1`$ BM solution, as seen in Fig. 3. On the upper branch the limit $`\alpha 0`$ thus corresponds to the limit $`\eta 0`$ (with fixed $`G`$). We note that the ansatz (3) for the gauge potential includes the spherically symmetric BM ansatz, $$H_1=0,1H_2=\frac{1}{2}(1w),H_3=\frac{1}{2}\mathrm{sin}\theta (1w)),1H_4=\frac{1}{2}\mathrm{cos}\theta (1w),$$ (7) where $`w`$ denotes the gauge field function of the BM solution. Anticipating the existence of excited MAP solutions, linked to the BM solutions with $`k`$ nodes on their upper branches, we construct the first excited MAP solution, starting from the $`k=2`$ BM solution. Since the boundary conditions of the $`k=2`$ BM solution differ from those of the $`k=1`$ BM solution at infinity, the boundary conditions of the first excited MAP solution at infinity must be modified accordingly, $$H_1=H_3=0,H_2=H_4=1,\varphi _1=\pm \mathrm{cos}2\theta ,\varphi _2=\mathrm{sin}2\theta ,f=m=l=1.$$ (8) The upper branch of the first excited MAP solutions ends at the critical value $`\alpha _{\mathrm{cr}}^{(2)}=0.128`$, from where the lower branch of the excited MAP solutions evolves smoothly backwards to $`\alpha =0`$. As seen in Fig.3, in the limit $`\alpha 0`$ the scaled mass $`\widehat{\mu }`$ approaches the mass of the $`k=2`$ BM solution on the upper branch, and the mass of the $`k=1`$ BM solution on the lower branch. The modulus of the Higgs field of the first excited MAP solution possesses four zeros, $`\pm z_0^+`$ and $`\pm z_0^{}`$, located on the $`z`$-axis, representing two monopole-antimonopole pairs. The locations of the monopole and antimonopole on the positive $`z`$-axis, $`z_0^+`$ resp. $`z_0^{}`$, are shown in Fig. 2 as functions of $`\alpha `$, together with the node $`z_0`$ of the fundamental MAP solution. As $`\alpha 0`$, $`z_0^{}`$ tends to zero on both branches; in contrast, $`z_0^+`$ tends to zero only on the upper branch. On the lower branch $`z_0^+`$ tends to $`z_0`$, the location of the monopole of the fundamental MAP solution. Inspecting the limit $`\alpha 0`$ for the first excited MAP solution on the lower branch reveals, that in terms of the radial coordinate $`x=r\eta e`$, the solution differs from the fundamental MAP solution on its lower branch only near the origin, where the excited MAP solution develops a discontinuity. In terms of the coordinate $`\widehat{x}=x/\alpha `$, on the other hand, the first excited MAP solution approaches the $`k=1`$ BM solution for all values of $`\widehat{x}`$, except at infinity. Hence, the first excited MAP solution does not possess a counterpart in flat space. ## 4 Conclusions Having constructed the fundamental and the first excited MAP solutions, we expect, that EYMH theory possesses a whole sequence of MAP solutions, labeled by the number of monopole-antimonopole pairs $`k`$. Each MAP solution forms two branches, merging and ending at $`\alpha _{\mathrm{cr}}^{(k)}`$. In the limit $`\alpha 0`$, the upper branch of the $`k`$th MAP solution always reaches the Bartnik-McKinnon solution with $`k`$ nodes, while the lower branch of the $`k`$th MAP solution always reaches the Bartnik-McKinnon solution with $`k1`$ nodes, except for $`k=1`$, where the flat space MAP solution is reached in the limit $`\alpha 0`$. We conjecture, that the critical values $`\alpha _{\mathrm{cr}}^{(k)}`$ decrease with $`k`$, such that, as a function of $`\alpha `$, the scaled mass $`\widehat{\mu }`$ assumes a characteristic “Christmas tree” shape. Thus instead of the single MAP solution present in flat space, in curved space a whole tower of MAP solutions appears. An analogous pattern is encountered for gravitating Skyrmions, which are likewise linked to the BM solutions . We expect the graviating MAP solutions to be unstable like the flat space MAP solution . For the gravitating monopole solutions a regular event horizon can be imposed , yielding magnetically charged black hole solutions with hair. Likewise for the MAP solutions of EYMH theory a regular event horizon can be imposed, yielding static axially symmetric and neutral black hole solutions with hair . Within the framework of distorted isolated horizons the masses of these black hole solutions may possibly be simply related to the masses of the corresponding regular solutions . It is interesting, that the spherically symmetric BM solutions of EYM theory appear in the limit $`\alpha 0`$ of the axially symmetric MAP solutions. But EYM theory also possesses static axially symmetric regular solutions, which are not spherically symmetric . Could these solutions also appear in the $`\alpha 0`$ limit of more general gravitating MAP solutions? We conjecture, that EYMH theory allows for the existence of MAP solutions, consisting of pairs of static axially symmetric multimonopoles, where each multimonopole has winding number $`n`$ . It is then conceivable that such multimonopole-antimultimonopole solutions will form an analogous set of solutions as the ones encountered above, but with their upper branches reaching axially symmetric EYM solutions with winding number $`n`$ in the $`\alpha 0`$ limit. But also flat space should contain further interesting solutions, for instance an antimonopole-monopole-antimonopole system, with the poles located symmetrically with respect to the origin on the $`z`$-axis.
warning/0006/gr-qc0006025.html	ar5iv	text	# 1 Introduction ## 1 Introduction After Unruh’s work , it has been known that a thermal Hawking effect on a curved manifold can be looked at as an Unruh effect in a higher flat dimensional space-time. According to the GEMS approach , several authors recently have shown that this approach could yield a unified derivation of temperature for various curved manifolds such as the rotating BTZ , the Schwarzschild together with its anti-de Sitter (AdS) extension, the Reissner-Nordström (RN) , and the RN-AdS . On the other hand, since the pioneering work in 1992, the (2+1)-dimensional BTZ black hole has become a useful model for realistic black hole physics . Moreover, significant interest in this model have recently increased with the novel discovery that the thermodynamics of higher dimensional black holes can often be interpreted in terms of the BTZ solution . It is therefore interesting to study the geometry of (2+1)-dimensional black holes and their thermodynamics through further investigation. Very recently we have analyse the Hawking and Unruh effects of the (2+1)-dimensional black holes in terms of the GEMS approach . As a result, we have obtained the novel global higher dimensional flat embeddings of the (2+1)-dimensional static, rotating, and charged de Sitter (dS) black holes, which are the counterpart of the usual BTZ black holes as well as the charged static BTZ one. In this paper we will futher analyse the (2+1)-dimensional scalar-tensor (ST) theories as an alternative theory of gravity in three space-time dimensions in terms of the GEMS approach. As you may know three dimensional vacuum general relativity (GR) admits no black hole but rather a trivial locally flat (globally conical) solution. One has to either couple matter to GR, or consider alternative vacuum (or non-vacuum) gravitational theories in order to get black hole solutions. Motivated by this, we will consider the GEMS of the new black hole solutions in GR coupled to the vacuum ST theories , which are modifications of the BTZ black hole by an asymptotically constant scalar. In section 2, we will consider the novel GEMS of the two uncharged (2+1)-dimensional ST theories, which have the usual BTZ black hole as a substructure. In section 3, we will also generalize these ST theories to the charged cases. ## 2 GEMS of uncharged scalar-tensor theories In three dimensions, the ST black holes have been obtained in Ref. . The most general action coupled to a scalar can be written as $$S=d^3x\sqrt{g}[C(\varphi )R\omega (\varphi )(\varphi )^2+V(\varphi )],$$ (1) where $`R`$ is the scalar curvature, and $`V(\varphi )`$ is a potential function for $`\varphi `$. $`C(\varphi )`$ and $`\omega (\varphi )`$ are collectively known as the coupling functions. On the other hand, the field equations for the action (1) with $`C(\varphi )=\varphi `$, which is a choice for the ST theories without loss of generality, can be obtained by varying (1) with respect to the metric and scalar fields, respectively, as follows $$\varphi R_{\mu \nu }=\omega _\mu \varphi _\nu \varphi g_{\mu \nu }V+g_{\mu \nu }^2\varphi +_\mu _\nu \varphi ,$$ (2) $$2\omega ^2\varphi +\frac{dV}{d\varphi }+\frac{d\omega }{d\varphi }(\varphi )^2+R=0.$$ (3) The special cases to (1) in three dimensions were previously considered by a number of authors. The first example is the static BTZ black hole solution of $`C(\varphi )=1`$, $`\omega (\varphi )=0`$, and $`V(\varphi )=2\mathrm{\Lambda }`$ . The second example corresponds to the same $`C(\varphi )`$ as above, but with a non-trivial $`\varphi `$, $`\omega (\varphi )=4`$ and $`V(\varphi )=2\mathrm{\Lambda }e^{b\varphi }`$, for which the static black hole solutions have been previously derived in Ref. . These examples have the condition $`C(\varphi )=1`$, for which the metric coupling to matter is the Einstein metric. In the ST theories, this is no longer true for the non-trivial case of $`C(\varphi )1`$, and the gravitational force is governed by a mixture of the metric and scalar fields. We now look for the GEMS of the ST gravity theories described by field equations (2) and (3), which have been already analysed by Chan . ### 2.1 Case I: $`\varphi =r/(r3B/2)`$ Let us consider the action and the choice of a scalar field $``$ $`=`$ $`\varphi R{\displaystyle \frac{2}{1\varphi }}(\varphi )^2+2(33\varphi +\varphi ^2)\mathrm{\Lambda }\varphi +{\displaystyle \frac{8M}{27B^2}}(1\varphi )^3,`$ $`\varphi `$ $`=`$ $`{\displaystyle \frac{r}{r\frac{3B}{2}}},`$ (4) whose solution is given as $`ds^2`$ $`=`$ $`N^2dt^2N^2dr^2r^2d\theta ^2,`$ (5) $`N(r)`$ $`=`$ $`M+{\displaystyle \frac{MB}{r}}+{\displaystyle \frac{r^2}{l^2}},`$ (6) where $`l^2=\mathrm{\Lambda }^1`$ and $`M`$ is the positive mass parameter calculated using the quasilocal mass . Here one notes that the metric looks like the Schwarzschild-AdS metric. If $`\mathrm{\Lambda }=0`$, the metric is exactly the same form as the four dimensional Schwarzschild case. To study the metric (5) it is convenient to define the radial coordinate $`r`$ as $`r1/x`$. Then, the lapse function (6) can be rewritten as $`N`$ $`=`$ $`{\displaystyle \frac{M}{x^2}}\left({\displaystyle \frac{1}{Ml^2}}y_B(x)\right),`$ $`y_B(x)`$ $`=`$ $`Bx^3+x^2.`$ (7) Note that the parameter $`B`$ may have either positive or negative values. The positions of event horizons obtained from $`N=0`$ can be now read off in Fig. 1 from cross sectional curve formed by the surface $`y_B(x)`$ <sup>1</sup><sup>1</sup>1In Fig.1 the parameter $`B`$ is regarded as a continuous variable and the limit of $`x0`$ corresponds to $`r\mathrm{}`$. By choosing a plane with constant $`B`$, one can easily see that a curve is defined on the $`(x,y_B)`$-plane. Note that for a fixed negative $`B`$ there exists only one intersection of $`x`$ associated with the value $`\frac{1}{Ml^2}`$. and a $`(x,B)`$-plane associated with a given value $`\frac{1}{Ml^2}`$. Moreover, the slope of the curve $`y_B(x)`$ at intersections along the abscissa on a constant $`B`$ plane gives the surface gravity of the horizon, which is $`k_H\frac{1}{2}\frac{dN}{dr}_{N=0}=M\frac{dy_B}{dx}`$. The positive $`B`$ region of the graph contains a curve of maximum value, $`\frac{4}{27B^2}`$, along the ordinate $`B`$. Thus, when satisfied with $`\frac{1}{Ml^2}\frac{4}{27B^2}`$, there exist two intersections, the outer and inner event horizons, $`r_+`$ and $`r_{}`$, respectively. An extremal black hole appears at the point $`x=\frac{2}{3B}`$ coinciding with $`r_+`$ and $`r_{}`$ . On the other hand, for negative $`B`$ there is only one event horizon for any choice of $`\frac{1}{Ml^2}`$. Now, let us consider the GEMS approach to embed this curved spacetime into a higher dimensional flat one. We restrict ourselves to the region of $`r>r_+`$ according to the usual GEMS embedding . First, for the case of positive $`B`$ the GEMS embedding is obtained by comparing the 3-metric in Eq. (6) with $`ds^2=\eta _{ab}dz^adz^b`$, where $`(a,b=0,\mathrm{},5)`$ and $`\eta _{ab}=diag(+,,,,+,+)`$. Now, let us find the $`r^2d\theta ^2`$ term in the 3-metric by introducing two coordinates $`(z^3,z^4)`$ in Eq. (13) (see below), giving $`(dz^3)^2+(dz^4)^2=r^2d\theta ^2+\frac{l^2}{r_+^2}dr^2`$. Then, in order to obtain the $`N^2dt^2`$ term, we make an ansatz of two coordinates, $`(z^0,z^1)`$ in Eq. (13), which, together with the above $`(z^3,z^4)`$, yields $`(dz^0)^2(dz^1)^2(dz^3)^2+(dz^4)^2`$ $`=N^2dt^2\left(k_H^2{\displaystyle \frac{(\frac{MB}{2r^2}+\frac{r}{l^2})^2}{(M+\frac{MB}{r}+\frac{r^2}{l^2})}}{\displaystyle \frac{l^2}{r_+^2}}\right)dr^2r^2d\theta ^2,`$ (8) where the Hawking-Bekenstein horizon surface gravity is given by $$k_H=\frac{r_+}{l^2}\frac{Br_+}{2l^2(r_+B)}.$$ (9) Since the combination of $`N^2dr^2`$ and $`dr^2`$ terms in Eq. (2.1) can be separated into a positive definite part and a negative one as follows $`\left(k_H^1{\displaystyle \frac{lN_1^{1/2}(B)}{2r_+^2r^{3/2}(r_+B)[r_+r(r+r_+)B(r^2+r_+r+r_+^2)]^{1/2}}}\right)^2`$ $`\left(k_H^1{\displaystyle \frac{lN_2^{1/2}(B)}{2r_+^2r^{3/2}(r_+B)[r_+r(r+r_+)B(r^2+r_+r+r_+^2)]^{1/2}}}\right)^2`$ $`(dz^2)^2(dz^5)^2,`$ (10) where $`N_1(B)`$ $`=`$ $`{\displaystyle \frac{B^2r_+^5}{l^4}}[r_+^3(r^2+r_+r+r_+^2)+9r^4(r+r_+)+21r_+^2r^3],`$ $`N_2(B)`$ $`=`$ $`{\displaystyle \frac{Br_+^4}{l^4}}[(8r_+^2+14B^2)r_+^2r^3+B^2r_+^3(r^2+r_+r+r_+^2)`$ (11) $`+(4r_+^2+5B^2)r^4(r+r_+)],`$ we can obtain the flat global embeddings of the corresponding curved 3-metric as $`ds^2`$ $`=`$ $`(dz^0)^2(dz^1)^2(dz^2)^2(dz^3)^2+(dz^4)^2+(dz^5)^2`$ (12) $`=`$ $`N^2dt^2N^2dr^2r^2d\theta ^2.`$ As a result, the desired coordinate transformations to the (3+3)-dimensional AdS GEMS are obtained for $`rr_+`$ as $`z^0`$ $`=`$ $`k_H^1(M+{\displaystyle \frac{MB}{r}}+{\displaystyle \frac{r^2}{l^2}})^{1/2}\mathrm{sinh}k_Ht,`$ $`z^1`$ $`=`$ $`k_H^1(M+{\displaystyle \frac{MB}{r}}+{\displaystyle \frac{r^2}{l^2}})^{1/2}\mathrm{cosh}k_Ht,`$ $`z^2`$ $`=`$ $`k_H^1{\displaystyle dr\frac{lN_1^{1/2}(B)}{2r_+^2r^{3/2}(r_+B)[r_+r(r+r_+)B(r^2+r_+r+r_+^2)]^{1/2}}},`$ $`z^3`$ $`=`$ $`{\displaystyle \frac{l}{r_+}}r\mathrm{sinh}{\displaystyle \frac{r_+}{l}}\theta ,`$ $`z^4`$ $`=`$ $`{\displaystyle \frac{l}{r_+}}r\mathrm{cosh}{\displaystyle \frac{r_+}{l}}\theta ,`$ $`z^5`$ $`=`$ $`k_H^1{\displaystyle dr\frac{lN_2^{1/2}(B)}{2r_+^2r^{3/2}(r_+B)[r_+r(r+r_+)B(r^2+r_+r+r_+^2)]^{1/2}}}.`$ (13) In static detectors ($`\theta `$, $`r=`$ const) described by a fixed point in the ($`z^2`$, $`z^3`$, $`z^4`$, $`z^5`$) hyper-plane, one can have constant 3-acceleration $$a=\frac{\frac{r}{l^2}\frac{MB}{2r^2}}{(M+\frac{MB}{r}+\frac{r^2}{l^2})^{1/2}},$$ (14) and constant accelerated motion in ($`z^0`$,$`z^1`$) plane with the Hawking temperature $$2\pi T=a_6=\frac{\frac{r_+}{l^2}\frac{MB}{2r_+^2}}{(M+\frac{MB}{r}+\frac{r^2}{l^2})^{1/2}}.$$ (15) Here one notes that the above Hawking temperature is also given by the relation : $$T=\frac{1}{2\pi }\frac{k_H}{g_{00}^{1/2}}.$$ (16) One can easily check that, in the limit of $`B=0`$ where the spacelike $`z^2`$ and timelike $`z^5`$ coordinates in Eq. (13) vanish, the above (3+3)-dimensional coordinate transformations are exactly reduced to the (2+2)-dimensional GEMS of the usual BTZ case . We now see how the scalar-tensor solution, which is a modified version of the BTZ, yields a finite Unruh area due to the periodic identification of $`\theta `$ mod $`2\pi `$. The Rindler horizon condition $`(z^1)^2(z^0)^2=0`$ implies $`r=r_+`$ and the embedding constraints yield $`z^2=f_1(r)`$, $`z^5=f_2(r)`$, and $`(z^4)^2(z^3)^2=l^2`$ where $`f_1(r)`$ and $`f_2(r)`$ can be read from Eq. (13). The area of the Rindler horizon is now described as $$dz^2dz^3dz^4dz^5\delta (z^2f_1(r))\delta (z^5f_2(r))\delta ([(z^4)^2(z^3)^2]^{1/2}l),$$ which, after performing trivial integrations over $`z^2`$ and $`z^5`$, yields the desired entropy of the scalar-tensor theory as $`{\displaystyle _{l\mathrm{sinh}(\pi r_+/l)}^{l\mathrm{sinh}(\pi r_+/l)}}dz^3{\displaystyle _0^{[(z^3)^2+l^2]^{1/2}}}dz^4\delta ([(z^4)^2(z^3)^2]^{1/2}l)`$ (17) $`=`$ $`{\displaystyle _{l\mathrm{sinh}(\pi r_+/l)}^{l\mathrm{sinh}(\pi r_+/l)}}dz^3{\displaystyle \frac{l}{[l^2+(z^3)^2]^{1/2}}}=2\pi r_+(B),`$ which reproduces the entropy $`2\pi r_H`$ of the uncharged BTZ case in the limit $`B=0`$. Next, for the case of $`B<0`$, since $`N_2(B)`$ is an odd function of $`B`$, the combination of $`N^2dr^2`$ and $`dr^2`$ terms in Eq. (2.1) can be written by introducing only one extra space <sup>2</sup><sup>2</sup>2By a simple test with $`B<0`$, we can show that Eq. (2.1) is really monotonic decreasing function, and thus can be defined as a spacelike variable. dimension $`z^{}_{}{}^{}2`$ as follows $`\left(k_H^1{\displaystyle \frac{l(N_2N_1)^{1/2}(B)}{2r_+^2r^{3/2}(r_+B)[r_+r(r+r_+)B(r^2+r_+r+r_+^2)]^{1/2}}}\right)^2`$ $`(dz^{}_{}{}^{}2)^2.`$ (18) Then, we can obtain the following flat embedding of the corresponding curved 3-metric as $`ds^2`$ $`=`$ $`(dz^0)^2(dz^1)^2(dz^{}_{}{}^{}2)^2(dz^3)^2+(dz^4)^2`$ (19) $`=`$ $`N^2dt^2N^2dr^2r^2d\theta ^2.`$ As a result, the desired coordinate transformations to the (3+2)-dimensional GEMS are for $`r>r_+`$ $$z^{}_{}{}^{}2=k_H^1dr\frac{l(N_2N_1)^{1/2}(B)}{2r_+^2r^{3/2}(r_+B)[r_+r(r+r_+)B(r^2+r_+r+r_+^2)]^{1/2}},$$ (20) while $`(z^0,z^1,z^3,z^4)`$ are of those forms in Eq. (13). Similar to the previous $`B>0`$ case, one can easily obtain the desired entropy of the ST theory as $`2\pi r(B)`$, where $`r`$ is only one event horizon in this case. It seems appropriate to comment on the minimal extra dimensions needed for a desired GEMS. As you may know, spaces of constant curvature can be embedded into flat space with only single extra dimension. This is seen in our previous work for the static and rotating BTZ cases, which are embedded in the (2+2)-dimensional spaces. On the other hand, since the scalar-tensor solution is Schwarzschild-like , we have introduced (1+2) or (1+1) extra dimensions for the desired GEMS with the positive or negative $`B`$, respectively. In the next section, we will also obtain similar results for the charged scalar-tensor theories. ### 2.2 Case II: $`\varphi =r^2/(r^22L)`$ Next, an another choice of an asymptotically constant scalar yields $``$ $`=`$ $`\varphi R{\displaystyle \frac{4\varphi 1}{2\varphi (1\varphi )}}(\varphi )^2+{\displaystyle \frac{M}{2L}}+6\left(2\mathrm{\Lambda }{\displaystyle \frac{M}{2L}}\right)\varphi `$ $`+18\left(\mathrm{\Lambda }+{\displaystyle \frac{M}{4L}}\right)\varphi ^2+2\left(4\mathrm{\Lambda }{\displaystyle \frac{M}{L}}\right)\varphi ^3,`$ $`\varphi `$ $`=`$ $`{\displaystyle \frac{r^2}{r^22L}},`$ (21) to yield the solution $`ds^2`$ $`=`$ $`N^2dt^2N^2dr^2r^2d\theta ^2,`$ $`N(r)`$ $`=`$ $`M+{\displaystyle \frac{ML}{r^2}}+{\displaystyle \frac{r^2}{l^2}},`$ (22) where $`l^2=\mathrm{\Lambda }^1`$. The metric has a curvature singularity at $`r=0`$, and the scalar and its potential both diverge at $`r^2=2L`$ with $`L>0`$. Note that the only case of $`L>0`$ is physically meaningful since we require to have the positive $`r`$. Now, defining the radial coordinate $`r`$ as $`r=1/x`$ as in the previous subsection, the lapse function can be rewritten as $`N`$ $`=`$ $`{\displaystyle \frac{M}{x^2}}\left({\displaystyle \frac{1}{Ml^2}}y_L(x)\right),`$ (23) $`y_L(x)`$ $`=`$ $`Lx^4+x^2.`$ (24) As shown in Fig. 2, for a specific value of $`\frac{1}{Ml^2}`$, there exist two event horizons, $`r_+`$ and $`r_{}`$ on a $`(x,y_L)`$-plane with a constant $`L`$, if satisfied $`\frac{1}{Ml^2}\frac{1}{4L}`$. Here, the maximum value of $`\frac{1}{4L}`$ is obtained at $`x=\frac{1}{\sqrt{2L}}`$ ($`r=\sqrt{2L}`$). Moreover, the extremal limit is $`4L=Ml^2`$ at $`x=1/\sqrt{2L}`$ ($`r=\sqrt{2L}`$) coinciding with $`r_+`$ and $`r_{}`$. In this limit, the third term in the Lagrangian becomes $`2\mathrm{\Lambda }`$, while fourth, fifth and sixth terms all vanish. Here note that, in the limit $`L=\frac{J^2}{4M}`$, the solution seems to be related to a rotationg BTZ black hole. However, since the 3-metric (22) does not contain a shift function, our ST theory does not allow such a rotating BTZ solution. After similar algebraic manipulation for the region of $`r>r_+`$ by following the previous steps described in Sec. 2.1, we obtain the desired coordinate transformations to the (3+3)-dimensional AdS GEMS, $`ds^2=(dz^0)^2(dz^1)^2(dz^2)^2(dz^3)^2+(dz^4)^2+(dz^5)^2`$, which are obtained for $`rr_+`$: $`z^0`$ $`=`$ $`k_H^1(M+{\displaystyle \frac{ML}{r^2}}+{\displaystyle \frac{r^2}{l^2}})^{1/2}\mathrm{sinh}k_Ht,`$ $`z^1`$ $`=`$ $`k_H^1(M+{\displaystyle \frac{ML}{r^2}}+{\displaystyle \frac{r^2}{l^2}})^{1/2}\mathrm{cosh}k_Ht,`$ $`z^2`$ $`=`$ $`k_H^1{\displaystyle dr\frac{lN_3^{1/2}(L)}{r_+^2r^2(r_+^2L)[r_+^2r^2L(r^2+r_+^2)]^{1/2}}},`$ $`z^3`$ $`=`$ $`{\displaystyle \frac{l}{r_+}}r\mathrm{sinh}{\displaystyle \frac{r_+}{l}}\theta ,`$ $`z^4`$ $`=`$ $`{\displaystyle \frac{l}{r_+}}r\mathrm{cosh}{\displaystyle \frac{r_+}{l}}\theta ,`$ $`z^5`$ $`=`$ $`k_H^1{\displaystyle dr\frac{lN_4^{1/2}(L)}{r_+^2r^2(r_+^2L)[r_+^2r^2L(r^2+r_+^2)]^{1/2}}},`$ (25) where the Hawking-Bekenstein horizon surface gravity is given by $$k_H=\frac{r_+}{l^2}\frac{Lr_+}{l^2(r_+^2L)},$$ (26) and $`N_3(L)`$ $`=`$ $`{\displaystyle \frac{L^2r_+^6}{l^4}}[r_+^2(r^4+r_+^2r^2+r_+^4)+5r^4(r^2+r_+^2)+3r_+^2r^4],`$ $`N_4(L)`$ $`=`$ $`{\displaystyle \frac{Lr_+^4}{l^4}}[(r_+^4+3L^2)r_+^2r^4+L^2r_+^2(r^4+r_+^2r^2+r_+^4)`$ (27) $`+(2r_+^4+3L^2)r^4(r^2+r_+^2)].`$ In static detectors ($`\theta `$, $`r=`$ const) described by a fixed point in the ($`z^2`$, $`z^3`$, $`z^4`$, $`z^5`$) hyper-plane, one can have constant 3-acceleration $$a=\frac{\frac{r}{l^2}\frac{ML}{r^3}}{(M+\frac{ML}{r^2}+\frac{r^2}{l^2})^{1/2}},$$ (28) and constant accelerated motion in ($`z^0`$,$`z^1`$) plane with the Hawking temperature $$2\pi T=a_6=\frac{\frac{r_+}{l^2}\frac{ML}{r_+^3}}{(M+\frac{ML}{r^2}+\frac{r^2}{l^2})^{1/2}}.$$ (29) Here one notes that the above Hawking temperature is also given by the relation (16). Similar to the previous case, in the limit of $`L=0`$, where the spacelike $`z^2`$ and timelike $`z^5`$ coordinates in Eq. (25) vanish, the (3+3)-dimensional coordinate transformations are exactly reduced to the (2+2)-dimensional GEMS of the usual BTZ case . We also obtain the entropy $`2\pi r_+(L)`$ of the scalar-tensor theory with $`\varphi =r^2/(r^22L)`$, which reproduces the uncharged static BTZ entropy $`2\pi r_H`$ in the $`L=0`$ limit. ## 3 GEMS of charged scalar-tensor theories ### 3.1 Case I: $`\varphi =r/(r3B/2)`$ Now consider the charged scalar-tensor theory for the modified BTZ black hole where the 3-metric (5) is described by the charged lapse $$N(r)=M+\frac{MB}{r}+\frac{r^2}{l^2}2Q^2\mathrm{ln}r.$$ (30) Here we only consider the case in which the parameter $`B`$ is positive because the analysis for the case of $`B<0`$ is highly non-trivial due to the addition of the charged term in contrast to the uncharged cases. The coordinate transformations to the (3+3)-dimensional AdS GEMS $`ds^2=(dz^0)^2(dz^1)^2(dz^2)^2(dz^3)^2+(dz^4)^2+(dz^5)^2`$ are obtained for $`rr_+`$: $`z^0`$ $`=`$ $`k_H^1(M+{\displaystyle \frac{MB}{r}}+{\displaystyle \frac{r^2}{l^2}}2Q^2\mathrm{ln}r)^{1/2}\mathrm{sinh}k_Ht,`$ $`z^1`$ $`=`$ $`k_H^1(M+{\displaystyle \frac{MB}{r}}+{\displaystyle \frac{r^2}{l^2}}2Q^2\mathrm{ln}r)^{1/2}\mathrm{cosh}k_Ht,`$ $`z^2`$ $`=`$ $`k_H^1{\displaystyle dr\frac{lN_1^{1/2}(B,Q)}{2r_+^{3/2}r^{3/2}(r_+B)D_1^{1/2}(B,Q)}},`$ $`z^3`$ $`=`$ $`{\displaystyle \frac{l}{r_+}}r\mathrm{sinh}{\displaystyle \frac{r_+}{l}}\theta ,`$ $`z^4`$ $`=`$ $`{\displaystyle \frac{l}{r_+}}r\mathrm{cosh}{\displaystyle \frac{r_+}{l}}\theta ,`$ $`z^5`$ $`=`$ $`k_H^1{\displaystyle dr\frac{lN_2^{1/2}(B,Q)}{2r_+^{3/2}r^{3/2}(r_+B)D_1^{1/2}(B,Q)}},`$ (31) where the Hawking-Bekenstein horizon surface gravity is given by $$k_H=\frac{r_+}{l^2}\frac{Br_+^22BQ^2l^2\mathrm{ln}r_+}{2l^2r_+(r_+B)}\frac{Q^2}{r_+},$$ (32) and $`N_1(B,Q)`$ $`=`$ $`4Q^4r_+^3r^2(r+r_+)[r_+^2+r^2(2f+1)]`$ $`+{\displaystyle \frac{B^2r_+^5}{l^4}}[r_+^3(r^2+r_+r+r_+^2)+9r^4(r+r_+)+21r_+^2r^3]`$ $`+c_{12}BQ^2+c_{16}BQ^6+c_{24}B^2Q^4+c_{32}B^3Q^2+c_{36}B^3Q^6,`$ $`N_2(B,Q)`$ $`=`$ $`{\displaystyle \frac{4Q^2r_+^3r^4}{l^2}}(r+r_+)(2r_+^2+{\displaystyle \frac{r_+^4+Q^4l^4}{r_+^2}}f)`$ $`+{\displaystyle \frac{Br_+^4}{l^4}}[(8r_+^2+14B^2)r_+^2r^3+B^2r_+^3(r^2+r_+r+r_+^2)`$ $`+(4r_+^2+5B^2)r^4(r+r_+)]`$ $`+c_{14}BQ^4+c_{22}B^2Q^2+c_{26}B^2Q^6+c_{34}B^3Q^4,`$ $`D_1(B,Q)`$ $`=`$ $`r_+^2r(r+r_+)Br_+(r^2+r_+r+r_+^2)`$ (33) $`Q^2l^2(r+r_+)[rfB(\mathrm{ln}r_++1)g],`$ and the coefficients are given by $`c_{12}`$ $`=`$ $`{\displaystyle \frac{4r_+r}{l^2}}[r_+^3(2r^2+r_+^2+2r^2\mathrm{ln}r_+)(r^2+r_+r+r_+^2)`$ $`+r_+^3r^3(r+r_+)(3f+5)+r_+^4r^2(r+r_+)(\mathrm{ln}r_++1)g],`$ $`c_{14}`$ $`=`$ $`4r_+^2r[r^2(r^2+r_+r+r_+^2)(2\mathrm{ln}r_++3)+2r_+^3(r+r_+)\mathrm{ln}r_+`$ $`+r_+^2r(r+3r_+)+r^3(r+r_+)(2\mathrm{ln}r_++5)f`$ $`+2r_+r^2(r+r_+)(\mathrm{ln}r_++1)g],`$ $`c_{16}`$ $`=`$ $`4l^2r^3(r+r_+)(\mathrm{ln}r_++1)(2rf+r_+g),`$ $`c_{22}`$ $`=`$ $`{\displaystyle \frac{r_+^3}{l^2}}[20r^3(r^2+r_+r+r_+^2)(\mathrm{ln}r_++1)+8r_+^2r^3\mathrm{ln}r_+`$ $`+4r_+^2(r^2+r_+r+r_+^2)(2r+r_+\mathrm{ln}r_+)+3r^4(r+r_+)(3f+4)`$ $`+12r_+r^3(r+r_+)(\mathrm{ln}r_++1)g],`$ $`c_{24}`$ $`=`$ $`4r_+[r^3(r^2+r_+r+r_+^2)(\mathrm{ln}r_++1)^2+3r_+^4r\mathrm{ln}r_+`$ $`+r_+^2(r^2+r_+r+r_+^2)(r+r_+\mathrm{ln}r_+)\mathrm{ln}r_+`$ $`+(r+r_+)(\mathrm{ln}r_++1)(3r^4f+2r^4+3r_+^2r^2)`$ $`+r_+r^3(r+r_+)(\mathrm{ln}r_++1)(2\mathrm{ln}r_++5)g],`$ $`c_{26}`$ $`=`$ $`4l^2r^3{\displaystyle \frac{r+r_+}{r_+}}(\mathrm{ln}r_++1)^2(rf+2r_+g),`$ $`c_{32}`$ $`=`$ $`{\displaystyle \frac{r_+^2}{l^2}}[4r(r_+^2+3r^2)(r^2+r_+r+r_+^2)(\mathrm{ln}r_++1)`$ $`+4r_+^2(2r^3+r_+^3)\mathrm{ln}r_++9r_+r^3(r+r_+)(\mathrm{ln}r_++1)g],`$ $`c_{34}`$ $`=`$ $`4r^3(r^2+r_+r+r_+^2)(\mathrm{ln}r_++1)^2+4r_+^4(r+r_+)(\mathrm{ln}r_+)^2`$ $`+8r_+^4r\mathrm{ln}r_++4r_+r^2(r+r_+)(\mathrm{ln}r_++1)^2(r_++3rg),`$ $`c_{36}`$ $`=`$ $`4l^2r^3{\displaystyle \frac{r+r_+}{r_+}}(\mathrm{ln}r_++1)^3g,`$ $`f(r,r_+)`$ $`=`$ $`{\displaystyle \frac{2r_+^2\mathrm{ln}(r/r_+)}{r^2r_+^2}},`$ $`g(r,r_+)`$ $`=`$ $`{\displaystyle \frac{2r_+(r\mathrm{ln}rr_+\mathrm{ln}r_+)}{(r^2r_+^2)(\mathrm{ln}r_++1)}}.`$ (34) Here both $`f(r,r_+)`$ and $`g(r,r_+)`$ approach to unities as $`r`$ goes to $`r_+`$, due to L’Hospital’s rule. In static detectors ($`\theta `$, $`r=`$ const) described by a fixed point in the ($`z^2`$, $`z^3`$, $`z^4`$, $`z^5`$) hyper-plane, one can have constant 3-acceleration $$a=\frac{\frac{r}{l^2}\frac{MB}{2r^2}\frac{Q^2}{r}}{(M+\frac{MB}{r}+\frac{r^2}{l^2}2Q^2\mathrm{ln}r)^{1/2}},$$ (35) and constant accelerated motion in ($`z^0`$,$`z^1`$) plane with the Hawking temperature $$2\pi T=a_6=\frac{\frac{r_+}{l^2}\frac{MB}{2r_+^2}\frac{Q^2}{r_+}}{(M+\frac{MB}{r}+\frac{r^2}{l^2}2Q^2\mathrm{ln}r)^{1/2}}.$$ (36) On the other hand, the above Hawking temperature is also given by the relation (16). Note that one can easily check that, since in the uncharged limit $`Q=0`$, $`N_1(B,Q)`$ and $`N_2(B,Q)`$ in Eq. (33) are exactly reduced to the $`N_1(B)`$ and $`N_2(B)`$ in Eq. (11), respectively, the (3+3)-dimensional coordinate transformations (31) are also exactly reduced to the uncharged case (13) having the same (3+3)-dimensional GEMS structure in contrast to the usual BTZ case . Since in this case the metric is Schwarzschild-like, the GEMS structure coinsides with that of the (3+1)-dimensional Schwarzschild black hole, which needs (1+1) additional extra dimensions to yield the (4+2) GEMS structure . Furthermore, in the $`B=0`$ limit, the transformations (31) are exactly reduced to the charged BTZ case , which still has the (3+3)-dimensional GEMS structure. ### 3.2 Case II: $`\varphi =r^2/(r^22L)`$ Now consider the charged scalar-tensor theory with $`L>0`$ for the modified BTZ black hole where the 3-metric (22) is described by the charged lapse function: $$N(r)=M+\frac{ML}{r^2}+\frac{r^2}{l^2}2Q^2\mathrm{ln}r.$$ (37) The coordinate transformations to the (3+3)-dimensional AdS GEMS, $`ds^2=(dz^0)^2(dz^1)^2(dz^2)^2(dz^3)^2+(dz^4)^2+(dz^5)^2`$ are obtained for $`rr_+`$: $`z^0`$ $`=`$ $`k_H^1(M+{\displaystyle \frac{ML}{r^2}}+{\displaystyle \frac{r^2}{l^2}}2Q^2\mathrm{ln}r)^{1/2}\mathrm{sinh}k_Ht,`$ $`z^1`$ $`=`$ $`k_H^1(M+{\displaystyle \frac{ML}{r^2}}+{\displaystyle \frac{r^2}{l^2}}2Q^2\mathrm{ln}r)^{1/2}\mathrm{cosh}k_Ht,`$ $`z^2`$ $`=`$ $`k_H^1{\displaystyle dr\frac{lN_3^{1/2}(L,Q)}{r_+^2r^2(r_+^2L)D_2^{1/2}(L,Q)}},`$ $`z^3`$ $`=`$ $`{\displaystyle \frac{l}{r_+}}r\mathrm{sinh}{\displaystyle \frac{r_+}{l}}\theta ,`$ $`z^4`$ $`=`$ $`{\displaystyle \frac{l}{r_+}}r\mathrm{cosh}{\displaystyle \frac{r_+}{l}}\theta ,`$ $`z^5`$ $`=`$ $`k_H^1{\displaystyle dr\frac{lN_4^{1/2}(L,Q)}{r_+^2r^2(r_+^2L)D_2^{1/2}(L,Q)}},`$ (38) where the Hawking-Bekenstein horizon surface gravity is given by $$k_H=\frac{r_+}{l^2}\frac{Lr_+^22LQ^2l^2\mathrm{ln}r_+}{l^2r_+(r_+^2L)}\frac{Q^2}{r_+},$$ (39) and $`N_3(L,Q)`$ $`=`$ $`Q^4r_+^6r^4[r_+^2+r^2(2f+1)]`$ $`+{\displaystyle \frac{L^2r_+^6}{l^4}}[r_+^2(r^4+r_+^2r^2+r_+^4)+5r^4(r^2+r_+^2)+3r_+^2r^4]`$ $`+d_{12}LQ^2+d_{16}LQ^6+d_{24}L^2Q^4+d_{32}L^3Q^2+d_{36}L^3Q^6,`$ $`N_4(L,Q)`$ $`=`$ $`{\displaystyle \frac{Q^2r_+^6r^6}{l^2}}(2r_+^2+{\displaystyle \frac{r_+^4+Q^4l^4}{r_+^2}}f)`$ $`+{\displaystyle \frac{Lr_+^4}{l^4}}[(r_+^4+3L^2)r_+^2r^4+L^2r_+^2(r^4+r^2r_+^2+r_+^4)`$ $`+(2r_+^4+3L^2)r^4(r^2+r_+^2)]`$ $`+d_{14}LQ^4+d_{22}L^2Q^2+d_{26}L^2Q^6+d_{34}L^3Q^4,`$ $`D_2(L,Q)`$ $`=`$ $`r_+^2r^2L(r^2+r_+^2)Q^2l^2[r^2fL(2\mathrm{ln}r_++1)g],`$ (40) and the coefficients are given by $`d_{12}`$ $`=`$ $`{\displaystyle \frac{r_+^4r^2}{l^2}}[2r_+^2r^2(r^2+r_+^2)(2\mathrm{ln}r_++1)+2r_+^2(r^4+r_+^2r^2+r_+^4)`$ $`+4r_+^2r^4(f+1)+r_+^4r^2(2\mathrm{ln}r_++1)g],`$ $`d_{14}`$ $`=`$ $`r_+^4r^2[4(r^4+r_+^2r^2+r_+^4)\mathrm{ln}r_++r^2(3r^2+4r_+^2)`$ $`+2r^4(2\mathrm{ln}r_++3)f+2r_+^2r^2(2\mathrm{ln}r_++1)g],`$ $`d_{16}`$ $`=`$ $`l^2r_+^2r^4[2r^2f+r_+^2(2\mathrm{ln}r_++1)g),`$ $`d_{22}`$ $`=`$ $`{\displaystyle \frac{2r_+^4}{l^2}}[2(r^4+r_+^2r^2+r_+^4)(r^2+r_+^2\mathrm{ln}r_+)+3r^4(r^2+r_+^2)(2\mathrm{ln}r_++1)],`$ $`d_{24}`$ $`=`$ $`r_+^2[r^2(r^4+r_+^2r^2+r_+^4)(2\mathrm{ln}r_++1)^2+4r_+^4(r^2+r_+^2\mathrm{ln}r_+)\mathrm{ln}r_+`$ $`+2r^6(2\mathrm{ln}r_++1)(2f+1)+2r_+^2r^4(2\mathrm{ln}r_++1)(2\mathrm{ln}r_++3)g],`$ $`d_{26}`$ $`=`$ $`l^2r^4(2\mathrm{ln}r_++1)^2(r^2f+2r_+^2g),`$ $`d_{32}`$ $`=`$ $`{\displaystyle \frac{r_+^2r^2}{l^2}}[(r_+^4+r_+^2r^2+r^4)+8r^2(r^2+r_+^2)\mathrm{ln}r_++2r^2(2r^2+r_+^2)],`$ $`d_{34}`$ $`=`$ $`4(r^4+r_+^2r^2+r_+^4)(r^2+r_+^2\mathrm{ln}r_+)\mathrm{ln}r_++r_+^2r^4(2\mathrm{ln}r_++1)^2`$ $`+r^6[4(\mathrm{ln}r_+)^2+1]+4r_+^2r^4(2\mathrm{ln}r_++1)^2g,`$ $`d_{36}`$ $`=`$ $`l^2r^4(2\mathrm{ln}r_++1)^3g.`$ (41) In static detectors ($`\theta `$, $`r=`$ const) described by a fixed point in the ($`z^2`$, $`z^3`$, $`z^4`$, $`z^5`$) hyper-plane, one can have constant 3-acceleration $$a=\frac{\frac{r}{l^2}\frac{ML}{r^3}\frac{Q^2}{r}}{(M+\frac{ML}{r^2}+\frac{r^2}{l^2}2Q^2\mathrm{ln}r)^{1/2}},$$ (42) and constant accelerated motion in ($`z^0`$,$`z^1`$) plane with the Hawking temperature $$2\pi T=a_6=\frac{\frac{r_+}{l^2}\frac{ML}{r_+^3}\frac{Q^2}{r_+}}{(M+\frac{ML}{r^2}+\frac{r^2}{l^2}2Q^2\mathrm{ln}r)^{1/2}}.$$ (43) Similar to the previous case, one can also check that, since in the uncharged limit of $`Q=0`$, $`N_3(L,Q)`$ and $`N_4(L,Q)`$ are exactly reduced to the $`N_1(L)`$ and $`N_2(L)`$, respectively, the coordinate transformations (31) are also exactly reduced to the uncharged case (13) having the same (3+3)-dimensional GEMS structure in contrast to the usual BTZ case . Furthermore, in the $`L=0`$ limit, the transformations (31) are exactly reduced to the charged BTZ case , which still has the (3+3)-dimensional GEMS structure. ## 4 Conclusions In conclusion, we have newly analyzed the (2+1)-dimensional four uncharged and two charged ST theories with the parameters $`B`$ or $`L`$ through the GEMS approach, which are the modified versions of the usual BTZ black holes. First, we have obtained the (3+3)- or (3+2)-dimensional GEMS of the uncharged ST theories in the (2+1)-dimensions depending on the positive or negative signs of $`B`$, respectively. Second, we have generalized these embeddings to the charged ST theories with the definitely positive $`B`$. Third, we have also obtained the (3+3)-dimensional GEMS of the uncharged and charged ST theories with the definitely positive parameter $`L`$. Since in the uncharged limit $`Q=0`$, the (3+3)-dimensional coordinate transformations of the charged ST theories are exactly reduced to the uncharged case having the same (3+3)-dimensional GEMS structure in contrast to the usual BTZ case . Especially, since in the case with $`\varphi =r/(r3B/2)`$ the metric is Schwarzschild-like, the GEMS structure coinsides with that of the (3+1)-dimensional Schwarzschild black hole, which needs (1+1) additional extra dimensions to yield the (4+2)-dimensional GEMS structure. Furthermore, in the $`B=0`$ or $`L=0`$ limit, the coordinate transformations are exactly reduced to the charged BTZ case, which still has the (3+3)-dimensional GEMS structure. We acknowledge financial support in part from Ministry of Education, BK21 Project No. D-0055, 1999, and the Sogang University Research Grants in 1999.
warning/0006/hep-ex0006022.html	ar5iv	text	# Photoproduction of ϕ(1020) Mesons on the Proton at Large Momentum Transfer ## Abstract The cross section for $`\varphi `$ meson photoproduction on the proton has been measured for the first time up to a four-momentum transfer $`t=4`$ GeV<sup>2</sup>, using the CLAS detector at the Thomas Jefferson National Accelerator Facility. At low four-momentum transfer, the differential cross section is well described by Pomeron exchange. At large four-momentum transfer, above $`t=1.8`$ GeV<sup>2</sup>, the data support a model where the Pomeron is resolved into its simplest component, two gluons, which may couple to any quark in the proton and in the $`\varphi `$. In this paper we report results of the first determination of the cross section for elastic $`\varphi `$ photoproduction on the proton, up to $`t=4`$ GeV<sup>2</sup>, in a kinematical domain where the Pomeron may be resolved into its simplest 2-gluon component. Due to the dominant $`s\overline{s}`$ component of the $`\varphi `$, and to the extent that the strangeness component of the nucleon is small, the exchange of quarks is strongly suppressed. The scarce existing experimental data for this reaction extend only to a momentum transfer of $`t=1`$ GeV<sup>2</sup> and are well described as a purely diffractive process involving the exchange of the Pomeron trajectory in the $`t`$ channel . At larger $`t`$, the small impact parameter makes it possible for a quark in the vector meson and a quark in the proton to become close enough to exchange two gluons which do not have enough time to reinteract to form a Pomeron. Such a model of the Pomeron as two non-perturbative gluons matches the Pomeron model up to $`t=1`$ GeV<sup>2</sup>, but predicts a different behavior at higher $`t`$ . Large momentum transfers also select configurations in which the transverse distances between the two quarks in the vector meson and the three quarks in the proton are small. In that case, each gluon can couple to different quarks of the vector meson , as depicted in the middle diagram of Fig. 1, as well as to two different quarks of the proton (bottom diagrams in Fig. 1). So, elastic $`\varphi `$ photoproduction at large $`t`$ is a good tool to gain access to the quark correlation function in the proton . Measurements at such large four-momentum transfers are now possible thanks to the continuous beam of CEBAF at Jefferson Lab. This experiment was performed using the Hall B tagged photon beam. The incident electron beam, with an energy $`E_0`$ = 4.1 GeV, impinged upon a gold radiator of $`10^4`$ radiation lengths. The tagging system, which gives a photon-energy resolution of 0.1% E<sub>0</sub>, is described in Ref. . For this experiment the photons were tagged only in the range 3.3-3.9 GeV. The target cell, a mylar cylinder 6 cm in diameter and 18 cm long, was filled with liquid hydrogen at 20.4 K. The photon flux was determined with a pair spectrometer located downstream of the target. The efficiency of this pair spectrometer was measured at low intensity ($`10^5\gamma `$/s in the entire bremsstrahlung spectrum) by comparison with a total absorption counter (a lead-glass detector of 20 radiation lengths). During data taking at high intensity ($`6\times 10^6`$ tagged $`\gamma `$/s), the number of coincidences, true and accidental, between the pair spectrometer and the tagger was recorded by scalers. The number of photons lost in the target and along the beamline was evaluated with a GEANT simulation. The correction is of the order of 5%. The systematic uncertainty on the photon flux has been estimated to be 3%. The hadrons were detected in CLAS, the CEBAF Large Acceptance Spectrometer . It consists of a six-coil superconducting magnet producing a toroidal field. Three sets of drift chambers allow the determination of the momenta of the charged particles with polar angles from 10 to 140 degrees. A complete coverage of scintillators allows the discrimination of particles by a time-of-flight technique as described in Ref. . As the field in the magnet was set to bend the positive particles outwards, the $`K^{}`$, from the $`\varphi K^+K^{}`$ decay, were identified by the missing mass of the reaction $`\gamma ppK^+(X)`$. In Fig. 2, a well-identified $`K^{}`$ peak can be seen above a background which corresponds to a combination of misidentified particles, the contribution of multi-particle channels and accidentals between CLAS and the tagger. The background is eliminated by subtracting the counts in the sidebands, indicated in the figure, from the main peak, in each bin in $`t`$ (determined by the four-momentum of the detected proton). The contribution of the sidebands to the $`K^+K^{}`$ mass spectrum is shown in Fig. 3. Note that it is very small under the $`\varphi `$ peak. In the Dalitz plot (Fig. 4) of invariant masses squared M<sup>2</sup>($`K^+`$$`K^{}`$) versus M<sup>2</sup>($`pK^{}`$), two resonant contributions to the $`pK^+`$$`K^{}`$ channel can be clearly seen, namely the $`p\varphi `$ and the $`\mathrm{\Lambda }^{}(1520)K^+`$ channels. A cut at M<sup>2</sup>($`pK^{}`$) $`>2.56`$ GeV<sup>2</sup> further suppresses the contribution of the $`\mathrm{\Lambda }^{}`$ production to the $`K^+K^{}`$ mass spectrum. The resulting mass spectra are shown in Fig. 5 for selected bins in $`t`$. The peak of the $`\varphi `$(1020) clearly shows up over a $`K^+`$$`K^{}`$ continuum contribution which must be subtracted. The $`\varphi `$ events are selected by the cut $`1.0<M^2(K^+K^{})<1.1`$ GeV<sup>2</sup>. The CLAS acceptance in the forward direction limits the data set to values of $`t`$ larger than $`0.4`$ GeV<sup>2</sup>. This experiment extends the measured range up to $`t=4`$ GeV<sup>2</sup>. The detector efficiency depends on four variables: $`E_\gamma `$, $`t`$, $`\theta _{K^+}^{cm}`$ and $`\varphi _{K^+}^{cm}`$ (the decay angles of the $`K^+`$ in the c.m. of the $`\varphi `$). A GEANT simulation program, which takes into account the entire CLAS setup, was used to calculate the detector efficiency, taking into account in an iterative way the experimentally observed variation of the cross section as a function of these variables. No variations of the cross-section against $`E_\gamma `$ and $`\varphi _{K^+}^{cm}`$ were observed. This efficiency varies from 0.15 to 0.25. The accuracy of the simulation has been evaluated to be 5% from a comparison between the real data and the Monte Carlo simulation for the channel $`\gamma pp\pi ^+\pi ^{}`$, where the statistics are very high. The continuum background has been subtracted assuming an isotropic distribution in $`\theta _{K^+}^{cm}`$ and two hypotheses for its variation against the mass $`M(K^+K^{}`$): i) a flat contribution, and ii) a phase space distribution plus a contribution of the $`f_0(980)`$ decaying into two kaons (the mass of the $`f_0`$ is below the two-kaon threshold but because of its $``$ 60 MeV width, the tail of the Breit-Wigner can contribute). Its contribution was determined by fitting the $`K^+K^{}`$ mass spectrum (up to $`M^2(K^+K^{})=1.2`$ GeV<sup>2</sup> in each bin in $`t`$) with two components: the background itself and a Breit-Wigner describing the $`\varphi `$ meson peak. The results for the cross section are the average between the two values obtained according to these two background hypotheses, with the difference being taken as an estimate of the systematic uncertainty due to the subtraction of the $`K^+K^{}`$ continuum production. The data are integrated over the full tagging energy range ($`3.3`$ GeV $`<E_\gamma <3.9`$ GeV). The cross sections $`d\sigma /dt`$ versus $`t`$ for the $`\varphi `$ photoproduction are presented in Fig. 6, for eight bins in $`t`$. For values of $`t`$ around $`1`$ GeV<sup>2</sup>, our data are in good agreement with the most precise published data. The dotted curve corresponds to Pomeron exchange . The solid curve corresponds to the exchange of two non-perturbatively dressed gluons that may couple to any quark in the $`\varphi `$ meson and in the proton. It includes quark correlations in the proton, assuming the simplest form of its wave function : three valence quarks equally sharing the proton longitudinal momentum. The parameters in this model are fixed by the analysis of other independent channels. It also reproduces the data recently recorded at HERA up to $`t=1`$ GeV<sup>2</sup> (see Ref. ). The solid curve gives a good description of the experiment over the entire range of $`t`$ except for the last point at $`t=3.9`$ GeV<sup>2</sup>. Here, one approaches the kinematical limit and $`u`$-channel nucleon exchange may contribute . Performing the experiment at higher average energy (4.5 GeV) would push the $`u`$-channel contribution to higher values of $`\|t\|`$ (6 GeV<sup>2</sup>) and leave a wider window to study two-gluon exchange mechanisms. The dot-dashed curve includes the $`u`$-channel contribution with the choice $`g_{\varphi NN}=3`$ for the $`\varphi NN`$ coupling (the addition of the $`u`$-channel amplitude to the dominant $`t`$-channel amplitude does not lead to double counting, because the former relies on quark exchange and the latter relies on gluon exchange). This value comes from the analysis of nucleon electromagnetic form factors as well as nucleon-nucleon and hyperon-nucleon scattering . It is higher than the value $`g_{\varphi NN}=1`$ predicted from SU(3) mass splitting or $`\omega \varphi `$ mixing , thus confirming evidence for additional OZI-evading processes at the $`\varphi NN`$ vertex. The predictions of two other models are also presented in Fig. 6. Both treat the gluon exchange in perturbative QCD (this leads to the characteristic $`t^7`$ behavior of a hard scattering) and use a diquark model to take into account quark correlations in the proton (this fixes the magnitude of the cross section). Berger and Schweiger (upper dashed curve) use a wave function which leads to a good accounting of Compton scattering and nucleon form factors, while Carimalo et al. (lower dashed curve) use a wave function which fits the cross section of the $`\gamma \gamma p\overline{p}`$ reaction. Above $`t=2`$ GeV<sup>2</sup> our data rule out the $`t`$ dependence of these diquark models, demonstrating that the asymptotic regime is not yet reached. Recently, a new anomalous Regge trajectory associated with the $`f_1`$(1285) meson has been proposed . It reproduces the HERA data ($`t<1`$ GeV<sup>2</sup>), but its momentum dependence is too steep to reproduce our high $`t`$ data. Figure 7 shows the decay angular distributions of the $`\varphi `$ in the helicity frame for selected bins in $`t`$. The sideband contributions have been subtracted, but not the $`K^+K^{}`$ continuum contribution. Up to $`t=2.1`$ GeV<sup>2</sup> they follow a $`\mathrm{sin}^2\theta d(\mathrm{cos}\theta )`$ dependence, in agreement with $`s`$-Channel Helicity Conservation (SCHC): a real photon produces a $`\varphi `$ meson with only transverse components. Above $`t=2.7`$ GeV<sup>2</sup>, there is a violation of SCHC, likely to be associated with the $`u`$-channel exchange and the interference between the $`\varphi `$ and the S-wave $`K^+K^{}`$ photoproduction amplitudes. In conclusion, elastic photoproduction of $`\varphi `$ mesons from the proton was measured for the first time up to $`t=4`$ GeV<sup>2</sup>. Below $`t1`$ GeV<sup>2</sup>, they cannot distinguish between the Pomeron exchange and the 2-gluon exchange models which both agree with the existing data. At high $`t`$, the predictions of these models differ by more than an order of magnitude. Above $`t1.8`$ GeV<sup>2</sup>, our data rule out the diffractive Pomeron and strongly favor its 2-gluon realization. This opens a window to the study of the quark correlation function in the proton. We would like to acknowledge the outstanding efforts of the staff of the Accelerator and the Physics Divisions at JLab that made this experiment possible. This work was supported in part by the French Commissariat à l’Energie Atomique, the Italian Istituto Nazionale di Fisica Nucleare, the U.S. Department of Energy and National Science Foundation, and the Korea Science and Engineering Foundation.
warning/0006/astro-ph0006395.html	ar5iv	text	# Entropy and holography constraints for inhomogeneous universes \[ ## Abstract We calculated the entropy of a class of inhomogeneous dust universes. Allowing spherical symmetry, we proposed a holographic principle by reflecting all physical freedoms on the surface of the apparent horizon. In contrast to flat homogeneous counterparts, the principle may break down in some models, though these models are not quite realistic. We refined fractal parabolic solutions to have a reasonable entropy value for the present observable universe and found that the holographic principle always holds in the realistic cases. PACS number(s): 98.80.Hw, 04.20.-q, 04.60.-m, 95.75.-z \] In view of the example of black hole entropy , an influential holographic principle relating the maximum number of degrees of freedom in a volume to its boundary surface area has been put forward recently . This principle is viewed as a real conceptual change in our thinking about gravity. The main aim of the holographic principle is to generalize its application to a broader class of situations, including cosmology. However, in a general cosmological setting, there is no unique appropriate notion which is analogous to the event horizon in black hole serving as a natural boundary. This makes the generalization particularly difficult. A remarkable progress has been made by Fischler and Susskind (FS) . They have shown that for flat and open Friedman-Lemaître-Robinson-Walker (FLRW) universes the holographic principle holds with the total entropy of the matter inside the particle horizon being smaller than the area of the horizon. Various different modifications of FS version of the holographic principle have been raised subsequently . Motivated by the fact that the first sucessful implication of AdS/CFT duality to solve the problem of the microscopic interpretation of black hole entropy appeared in (2+1)-dimensional models , we formulated the holography in such a case . Recently Bousso has provided a more elegant and a broader holographic principle and has applied to a number of examples including the recollapsing FLRW cosmological models . Part of Bousso’s proposal has been proved in , however there is still some difficulties associated with it . It is of great interest to take a closer look of holography in a generic realistic inhomogeneous cosmological setting. The first attempt was carried out by Tavakol and Ellis who considering Bousso’s proposal as well as a modified version of it. In both cases they found that operational difficulties exist in constructing the holographic principle in a realistic universe. Compared to the homogeneous universe, there is a further difficulty in setting up the holographic principle in the real cosmos. In the homogeneous universes the comoving entropy density is assumed to be a constant and the total entropy is just the entropy density times the comoving volume. In addition to the vector defined to describe the gravitational entropy flux and evolution of the density contrast studied to answer the possible existence of gravitational entropy , until now there is no exact calculation of the entropy of inhomogeneous universes. In the present paper, we concentrate our attention on the parabolic Lemaitre-Tolman-Bondi (LTB) model which is the natural generalization of the flat dust FLRW model. Considering some characteristics of the realistic models, such as spherical symmetry, not referring to either initial or final moment, we find that it is appropriate to adopt the idea suggested in for homogeneous universes by defining the apparent horizon as a boundary hypersurface to construct the holographic principle here. We will show that choosing the apparent horizon in the formulation of the cosmic holography for the real cosmos is simple and valuable. From the first law of thermodynamics we will define the entropy density in the inhomogeneous universe and calculate the total entropy value within the apparent horizon. Different from the homogeneous flat universe, we will show that in the general parabolic LTB models, some fractal universe will violate the holographic principle. In order to describe the real cosmos, we will refine fractal parabolic solutions by comparing the calculated entropy in fractal models to that in our present observable universe. In the refined realistic models holographic principle can always be satisfied. In normalized comoving coordinates the metric of the parabolic LTB model is $`ds^2`$ $`=`$ $`dt^2+R^2dr^2+R^2(d\theta ^2+\mathrm{sin}^2\theta d\varphi ^2)`$ (1) $`=`$ $`h_{ab}dx^adx^b+\stackrel{~}{r}^2(x)(d\theta ^2+\mathrm{sin}^2\theta d\varphi ^2)`$ (2) where $`h_{ab}=diag[1,R^2]`$, and $`R`$ $`=`$ $`{\displaystyle \frac{1}{2}}(9F)^{1/3}(t+\beta )^{2/3}`$ (3) is the area distance and $`R^{}`$ plays the role of scale factor. $`\beta `$ and $`F`$ are two arbitrary functions of $`r`$. The metric (2) is spherically symmetric. We define the dynamical apparent horizon in terms of a condition $`\stackrel{~}{r}^2h^{ab}_a\stackrel{~}{r}_b\stackrel{~}{r}=0`$ to the areal radius, with the result $$F(r_{AH})=3[t+\beta (r_{AH})]$$ (4) and $`\stackrel{~}{r}_{AH}={\displaystyle \frac{3}{2}}[t+\beta (r_{AH})]`$ is the physical apparent horizon, where $`r_{AH}`$ denotes the proper apparent horizon. Taking $`\beta `$ to be zero and the scale factor $`R^{}t^{2/3}`$ in homogeneous flat dust universe, $`\stackrel{~}{r}_{AH}`$ agrees with the expression in for the apparent horizon. In order to calculate the entropy within the apparent horizon we have to define the local entropy density first. From the standard big-bang cosmology we learnt that when a relativistic particle becomes non-relativistic and disappears, its entropy is shared between the particle become thermal contact. Since photons and neutrinos never become non-relativistic, they share the entropy of the universe. It is reasonable to suppose that the entropy of the universe is mainly produced before the dust-filled era and this result should also hold in the inhomogeneous cosmology. Using the first law of thermodynamics, for the dust-filled universe $`(p=0)`$ we have the local entropy density $`s=\rho /T`$, where $`T`$ is the temperature of the universe and $`\rho `$ the radiational energy density given by $`aT^4`$. Considering that in the expansion of the universe, the radiation always has the property of black body and supposing that the number density of the photon is conserved, we also have the relation $`{\displaystyle \frac{h\nu _0}{kT_0}}={\displaystyle \frac{h\nu }{kT}}`$ in the inhomogeneous background where $`\nu _0=\nu (1+z)`$. From the geodesic equation the expression for the redshift is $$1+z=\frac{dt}{d\lambda }\|_\lambda (\frac{dt}{d\lambda }\|_{\lambda =0})^1=R^{}\frac{dr}{d\lambda }\|_\lambda (R_0^{}\frac{dr}{d\lambda }\|_{\lambda _0})^1=\frac{R^{}}{R_0^{}}$$ (5) where assumed that for $`r0,R^{}=1`$ . We obtain the relation $`TR^{}=T_0R_0^{}=Const.`$, which coincides with that the homogeneous case. Combining these considerations, the local entropy density in the inhomogeneous case can be expressed as $$s(t,r)=a(T_0R_0^{})^3\frac{1}{R^3(t,r)}=C\frac{1}{R^3(t,r)}$$ (6) where $`C`$ is a constant and $`R^{}(t,r)`$ has the form given in (3). The total entropy measured in the comoving space inside the apparent horizon is $$S=_0^{r_{AH}}s(t,r)4\pi R^{}R^2𝑑r.$$ (7) For the homogeneous dust universe the local entropy density is only a function of $`t`$ proportional to $`a^3(t)`$ from the first law. Eq(7) can thus reproduce the value $`S={\displaystyle \frac{4\pi }{3}}\sigma r_{AH}^3`$, where $`\sigma `$ denotes the constant comoving entropy density. With the method of calculating the total entropy of the inhomogeneous parabolic model at hand, we state our proposal of a holographic principle in inhomogeneous cosmology in the spirit of : the entropy inside the apparent horizon can never exceed the area of apparent horizon in Planck units. In order to get the entropy value and examine the holographic principle, we need detailed expressions of $`F(r),\beta (r)`$. Two particular forms of these arbitrary functions that lead to fractal behavior in parabolic models have been found in . They are $$\mathrm{Model}1:F=\alpha r^p,\beta =\beta _0+\eta _0r^q$$ (8) $$\mathrm{Model}2:F=\alpha r^p,\beta =\mathrm{ln}(e^{\beta _0}+\eta _1r)$$ (9) where $`\alpha [10^5,10^4]`$, $`p`$ and $`\beta _0[0.5,4],\eta _1[1000,1300],q`$ around 0.65 and $`\eta _0`$ around 50 are required to obtain fractal solutions. The starting point of the dust-filled universe is at $`t_0=10^{12}s`$ and the present time of the universe $`t=15`$ Gyr. Considering the very large numbers appearing in the numerical calculations, we adopt the units as those used in . We express distances in $`Gpc`$, time unit in $`3.26`$ Gyr, mass unit (MU) as $`2.09\times 10^{19}M_{}`$ and the temperature as $`1K=3.7\times 10^{93}MU`$ to keep $`c=G=k=1`$, ($`k`$ is the Boltzman constant). Using the present temperature $`T=2.7K`$, and the present size $`10^{28}cm`$ , in our units the constant $`C`$ in (6) amounts to $`2.76\times 10^{86}`$. Now, we start to investigate in detail these (fractal) parabolic models. Substituting (8) into (4), the proper apparent horizon can be gotten by solving the nonlinear equation $$\alpha r_{AH}^p=3(t+\beta _0+\eta _0r_{AH}^q).$$ (10) We found through analytical analysis that (10) has no solutions when $`p<q=0.65`$, which corresponds to having no apparent horizon in that range for $`p`$. This is not so that surprising if we recall the fact that not all homogeneous universe models have particle or event horizons. But compared to the flat dust FLRW model, which always has apparent horizon, this result indicates the difference between the general parabolic LTB model and its homogeneous counterpart. For $`p>q`$, the proper apparent horizon can be obtained by solving (10) and the physical apparent horizon is $$\stackrel{~}{r}_{AH}=\frac{1}{2}\alpha r_{AH}^p.$$ (11) We found that changes of $`p`$ and $`\alpha `$ change a lot the behavior of the solution. Bigger $`p`$ or $`\alpha `$ leads to smaller results for $`r_{AH}`$. The difference caused by different values of $`\alpha `$ for big $`p`$ is smaller compared to that for small $`p`$. $`\beta _0`$ here does not affect much the result. The area of the apparent horizon in Planck units reads $$A/l_p^2=4\pi b\stackrel{~}{r}_{AH}$$ (12) where $`b=0.36\times 10^{121}`$ in our units. With (8) and the obtained value for $`r_{AH}`$, the entropy inside the apparent horizon is $`S`$ $`=`$ $`2.76\times 10^{86}9\pi \times `$ (14) $`{\displaystyle _0^{r_{AH}}}{\displaystyle \frac{(t+\beta _0+\eta _0r^q)^2}{[{\displaystyle \frac{p}{2}}r^1(t+\beta _0+\eta _0r^q)+\eta _0qr^{q1}]^2}}𝑑r.`$ From the value of the constants in (12) and (14), one might naively expect that the holographic principle always holds. However this is not true. Fig. 1: Relation between $`S`$ and $`A`$ with different $`p`$ at the beginning of the dust-filled universe when $`t_0=0.97\times 10^5`$. Fig. 1 shows that at the beginning of the dust-filled era, $`t_0=0.97\times 10^5`$ in our units, when $`\alpha =10^4`$ or $`10^5`$, the holographic principle will be violated if $`p<0.76`$ or $`p<0.78`$, respectively. This result does not change much for different values of $`\beta _0`$. The violation of the holographic principle here is really surprising because in homogeneous expanding universes, the holography has never been reported facing any challenge. This again shows the difference between fractal parabolic models and its special homogeneous counterpart. We now face the question whether the holographic principle has to be challenged or it can be used to select a physically acceptable model. We prefer the second, more constructive, alternative. It is well believed that the entropy of the present observable universe is of order $`10^{90}`$ . This reasonable entropy value can be used as a standard to select models describing the real cosmos. Fig. 2: Inhomogeneous models which can accomodate reasonable entropy to meet the present observable value. Fig.2(a) shows that for $`\alpha =10^4,3.50p4.0`$, the entropy values of the universe described by the fractal model is around $`10^{90}`$. (b) shows that for $`\alpha =10^5`$, the range of $`p`$ changes to $`3.91p4.0`$ to meet the required reasonable entropy. The influence of different $`\beta _0`$ is small. These results show us how to characterize the constants of the model. It is worth noting that the range of $`p`$ violating the holographic principle has been excluded here, which corresponds to say that if these fractal models describe the real universe, they must satisfy the holographic principle. The dependence of the entropy value on constants of the model shown in Fig.2 is similar to that of $`r_{AH}`$. Bigger values of $`p`$ leads to smaller values of entropy, and for the same $`p`$, bigger $`\alpha `$ brings smaller entropy. Now we extend our discussion to Model 2. Using (9), the proper apparent horizon can be got from $$\alpha r_{AH}^p=3[t+\mathrm{ln}(e^{\beta _0}+\eta _1r_{AH})].$$ (15) In contrast to Model 1, apparent horizon can be found for all constants displaying fractal behavior. $`p`$ and $`\alpha `$ play the same crucial role to influence the result of $`r_{AH}`$. While the influence of $`\beta _0,\eta _1`$ is not important. The area of the apparent horizon in Planck units is expressed by (12) and the total entropy inside the apparent horizon is $`S`$ $`=`$ $`2.76\times 10^{86}9\pi \times `$ (17) $`{\displaystyle _0^{r_{AH}}}{\displaystyle \frac{[t+\mathrm{ln}(e^{\beta _0}+\eta _1r)]^2}{[{\displaystyle \frac{p}{2}}(t+\mathrm{ln}(e^{\beta _0}+\eta _1r))r^1+{\displaystyle \frac{\eta _1}{e^{\beta _0}+\eta _1r}}]^2}}𝑑r.`$ We found that the holographic principle always holds for this model. However for small values of $`p`$, the result for the entropy is again too big to meet the requirement of describing an observable realistic universe. In order to make the inhomogeneous model reasonable to describe the realistic universe, we need the observed entropy value as a criteria to choose reasonable constants in the model. Fig. 3: Choosing parameters in order to meet the entropy value in the present observable universe. Fig.3 presents some regions of constants which can display a reasonable entropy value. (a) and (b) show that for $`\alpha =10^4,2.85p3.55`$; and for $`\alpha =10^5,3.35p4.0`$, the total entropy value at the present time obtained in Model 2 can meet the estimative value $`S10^{90}`$. These regions of constants are required to delineate the real cosmos by this fractal model. From Fig.3 we find that influence of $`p`$ and $`\alpha `$ on the entropy value is the same as that discussed in Model 1. Bigger $`p,\alpha `$ corresponds to smaller $`S`$. Comparing (a) and (b), (c) and (d), we learn that different $`\eta _1`$ does not change a lot of the final result. This behavior also holds for $`\beta _0`$. In summary, considering properties of spherical symmetry and not relating to either initial or final moment for inhomogeneous dust universes, we introduced a simple holographic principle by asserting that all information about physical processes in the real cosmological setting can be stored on the surface of the apparent horizon. Investigating fractal parabolic models with the holographic principle, we found that the violation of the holographic principle appears in some fractal parabolic models, what has never been observed in any special flat homogeneous universe. In order to describe the real cosmos, we refined the fractal parabolic models by restricting constants choosing regions to get reasonable entropy values of the present observable universe. We found that the realistic models for an inhomogeneous universe satisfy the holographic principle. The slowly increasing of the entropy value with evolution of time in the inhomogeneous dust universe supports the behavior illustrated in homogeneous cosmology , which shows that the entropy in the universe is mainly created before the dust-filled era. ACKNOWLEDGMENTS: This work was partially supported by Fundacão de Amparo à Pesquisa do Estado de São Paulo (FAPESP) and Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPQ). B. Wang would like to acknowledge the support given by Shanghai Science and Technology Commission.
warning/0006/astro-ph0006427.html	ar5iv	text	# X-ray absorption and rapid variability of the dwarf Seyfert nucleus of NGC4395 ## 1 introduction Recent kinematical studies of nearby galaxies have shown that massive dark objects (MDOs) appear to be ubiquitous at the centre of galaxies (e.g, Kormendy & Richstone 1995), and that most luminous galaxies seem to have MDOs, most likely black holes, with mass ranging $`10^6`$$`10^9`$M (e.g., Richstone et al 1998). Many of these objects are, however, significantly underluminous relative to the estimated gas supply (e.g, Fabian & Rees 1995). To account for this, the Advection-Dominated Accretion Flow (ADAF) solutions relevant for low accretion rates have been proposed. Recent extensive optical spectroscopic surveys (e.g., Ho, Filippenko & Sargent 1997a) have revealed that a fair fraction of nearby galaxies exhibit some level of activity in their nuclei. Their optical spectra typically show LINER (Heckman 1980) properties and broad H$`\alpha `$ emission is seen in some of them (Ho, Filippenko & Sargent 1997b). Whether these low activity objects are scaled-down versions of more luminous Seyfert 1 and QSO nuclei or an alternative mechanism is responsible is an important issue. Such low luminosity active galactic nuclei (dwarf AGN) tend to show weak X-ray variability compared with the higher luminosity Seyfert 1 galaxies investigated by Nandra et al (1997). Ptak et al (1998) interpreted this as evidence for ADAFs operating at low accretion rate in dwarf AGN. NGC4395 hosts one of the dwarf Seyfert nuclei in the Ho et al (1997a,b) sample, and the least luminous AGN known. This dwarf galaxy is a late-type spiral of low surface brightness with no significant bulge. A study of stellar kinematics indicates a shallow gravitational potential of the small bulge ($`<8\times 10^4`$M, Filippenko & Ho 2000) and hence the central black hole (e.g., Magorrian et al 1998). Similarly small black hole masses ($`10^5`$M) have been estimated from optical investigations of the active nucleus (Lira et al 1999; Kraemer et al 1999). A point-like optical nucleus located in the centre of the galaxy shows emission-line properties more resembling a Seyfert 1 nucleus than a LINER (Filippenko & Sargent 1989; Filippenko, Ho & Sargent 1993). Ho et al (1997a) classified NGC4395 as a Seyfert 1.8 on account of the presence of broad permitted line emission (FWZI(H$`\alpha )5000`$km s<sup>-1</sup>) and high excitation condition. A number of coronal lines like \[FeVII\]$`\lambda 6087`$, \[FeX\]$`\lambda 6374`$ (e.g., Ho et al 1997b; Kraemer et al 1999) are detected and the broad Balmer emission was found to be variable (Lira et al 1999). The contribution of stellar light to the nuclear spectrum appears to be minimal as no significant absorption lines are seen in the HST UV spectrum (Filippenko, Ho & Sargent 1993), although weak CaIIK absorption was found by Lira et al (1999) who estimate the stellar light contribution to be about 10 per cent in the blue band. The apparent deficit of ionizing photons relative to the observed H$`\beta `$ luminosity (e.g., Moran et al 1999), similar to some Seyfert 2 nuclei, indicates that the UV continuum source is attenuated by some obscuration in the line of sight, while the narrow-line region (NLR) seems to be little obscured apart from Galactic extinction ($`E(BV)=0.017`$, Kraemer et al 1999). Electron scattering is suggested as an origin of the optical continuum polarisation (6.7 per cent) reported by Barth, Filippenko & Moran (1999), but the result is also consistent with transmission through aligned dust. NGC4395 has been observed in X-rays with the ROSAT PSPC and HRI. Lira et al (1999) and Moran et al (1999) independently analyzed the data and found the nuclear X-ray source to vary by a factor of $`2`$ in two weeks. The soft X-ray luminosity is estimated to be $`10^{38}`$erg s<sup>-1</sup>, which led them to interpret the nuclear source as X-ray quiet compared with its wide band spectral energy distribution. We observed NGC4395 in the higher energy X-ray band with ASCA and find that the soft X-ray emission observed with ROSAT is faint due to absorption and the primary X-ray source has a luminosity one order of magnitude above the ROSAT estimate, when corrected for the absorption. We also find the X-ray source to be extremely variable unlike the other dwarf AGN studied by Ptak et al (1998). The properties of the absorber and the central source, assuming an intermediate mass black hole, are discussed on the basis of the X-ray results. ## 2 Observations and data reduction NGC4395 was observed with ASCA on 1998 May 24–25 for a half day. The two Solid state Imaging Spectometers (SIS; S0 and S1) were operating in 1CCD Faint mode throughout the observation. The best calibrated CCD chip on each detectetor (S0C1 and S1C3) was used. The field in the vicinity of NGC4395 is remarkably crowded with bright X-ray sources (e.g., see the ROSAT PSPC image by Radecke 1997). The 1CCD mode observation restricted the SIS field of view to a $`11\times 11`$ arcmin box which covers the nucleus of NGC4395 and four other soft X-ray sources detected with the ROSAT PSPC. The Gas Imaging Spectrometer (GIS; G2 and G3) has a larger field of view ($`40`$ arcmin in diameter) in which at least four more X-ray sources are significantly detected. These sources all have soft X-ray counterparts detected with the PSPC (Radecke 1997). The data reduction was carried out using FTOOLS version 4.2 and standard calibration provided by the ASCA Guest Observer Facility (GOF) at Goddard Space Flight Center. The pointing error of the ASCA satellite induced by the distortion of the base plate of the star tracker has been corrected so that the pointing accuracy in the ASCA images presented in this paper is the order of 10 arcsec. The good exposure time is about 21 ks for each detector. The mean count rates of NGC4395 obtained from the four detectors are summarised in Table 1. Response matrices for the SIS were generated by SISRMG version 1.1. Version 4.0 of the redistribution matrices provided by the GIS team are used for the GIS. The effective areas of the source spectra were computed with ASCAARF version 2.73. ## 3 X-ray images Five sources have been detected within 3 arcmin from the nucleus of NGC4395 in the ROSAT PSPC image (Moran et al 1999), and we use the same naming convention (A, B, C, D and E) for the five X-ray sources as used by Moran et al (1999, see Fig. 1 in their paper). Since the separations between the sources are not sufficiently large compared to the Point Spread Function (PSF) of the ASCA X-ray Telescope (XRT with the half-power diameter of 3 arcmin, Serlemitsos et al 1995), these sources are resolved more clearly in the ROSAT PSPC image of higher spatial resolution. The position of source A coincides with the optical nucleus of NGC4395. The brightest source E is found to have a distinctly softer spectrum than the other sources. The three ASCA SIS images in the energy bands of 0.6–1 keV, 1–2 keV and 2–9 keV are shown in Fig. 1. The data from the two SIS detectors have been added together. In the 0.6–1 keV band image, all the PSPC sources except for B are seen (B is too faint or unresolved with ASCA). E is the brightest source in the low energy band, as in the PSPC image. However, the nuclear source A becomes brighter than E in the 1–2 keV band. C and D are also visible. Finally, in the 2–9 keV band, A is the only source detected in the field. This indicates that the nuclear source of NGC4395 is bright above the ROSAT band and thus has a hard spectum. The brightest ROSAT source, E, declines steeply around 2 keV in intensity and emits little X-ray emission above that energy. ## 4 X-ray variability ### 4.1 Light curve and timing analysis The source photons of the SIS are collected from a $`6\times 6`$ arcmin box centred on source A, excluding a circular region with a radius of 1 arcmin centred on E which is $`2.8`$ arcmin away from A. This photon-collection region still contains B, C and D. Since the exclusion of the central part of the E image discards only 40 per cent of the total photons from E as a result of the broad PSF of the ASCA XRT (Serlemitsos et al 1995), about 30 per cent of the photons from E should also spread over the region. We attribute as much as 70 per cent of the observed SIS counts in the 0.6–1 keV band to contamination by examining the ROSAT image in conjunction with the PSF of the ASCA XRT. Since the image analysis shows that the nuclear source of NGC4395 dominates the energy band above 2 keV, the data collected from this region is presumed to be free from contamination in the energy band above 2 keV. Although the two bright sources, A and E, are resolved in the GIS image, cross contamination between the two sources is severer than for the SIS due to the detector’s poorer spatial resolution. Therefore we used a simple circular region with a radius of 5 arcmin centred on source A, discarding the data below 2 keV. The 2–10 keV SIS and GIS light curves with 128 s bins are shown in Fig. 2. Those light curves were produced in the same procedure described in Nandra et al (1997) and the two detectors of the same type of instruments are co-added. X-ray flux changes are seen on various time scales from a hundred seconds to half-day of the whole observing run. The shortest doubling time is only $`100`$ s. At least three flares with a duration of $`1000`$ s are seen in a time interval, $`3.2\times 10^4`$$`4.3\times 10^4`$ s, indicated in Fig. 2 (hereafter this time interval is called “active” state and the rest is “quiescent” state). We have verified that the position of the brightest X-ray source during the “active” period coincides with the position of source A, or the optical nucleus of NGC4395. This rules out the possibility that one of the nearby X-ray sources is responsible for the X-ray flaring. The normalized excess variance, $`\sigma _{\mathrm{RMS}}^2`$, was defined in Nandra et al (1997) as a measure of variability amplitude. (Note that Turner et al (1999) have pointed out an mistake in the formula quoted by Nandra et al (1997) for the error on $`\sigma _{\mathrm{RMS}}^2`$. We have used the corrected formula given by Turner et al 1999.) We computed $`\sigma _{\mathrm{RMS}}^2`$ for the 2–10 keV light curves and found $`0.203\pm 0.066`$ for the SIS and $`0.176\pm 0.047`$ for the GIS. Our light curve data are not sufficient to calculate a fully sampled power spectrum by standard means. However we estimate the spectral properties by two methods. First, we estimate the power spectrum using the algorithm of Lomb (1976) which is specially designed for irregularly sampled data. The result shows the red-noise character typical of more luminous AGN. Next, we make a quantitative comparison to other AGN, by calculating the normalized power spectral density (NPSD), following the methodology of Hayashida et al (1998) at a small number of frequencies, which is presented in Fig. 3. The error bars on each data point are too large to constrain the slope of the power spectrum. However the amplitude of variability in NGC4395 is comparable to that of NGC4051 observed with Ginga (Hayashida et al 1998). ### 4.2 Spectral variability In order to investigate the soft X-ray spectrum (below 2 keV), data restricted within a small aperture around the nuclear source are taken from the SIS detectors so that the contamination is minimized. A circular region with a 3 arcmin diameter, which corresponds to the half-power diameter of the ASCA XRT PSF, is used instead of the original photon collection region. A contribution from the nearby sources in the band below 1 keV is expected to be about 10 per cent, but should be negligible in the 1–2 keV band. The count rate ratio in the 1–2 keV to 2.4–8 keV bands obtained from the small aperture SIS data is plotted in Fig. 2. The excess variation in the soft band relative to the hard band is confirmed by the spectral ratio between the active and quiescent states (Fig. 4). The data are consistent with a flux change by a factor of 2 with no spectral variation between the two states above 3 keV while a large excess variation is evident in the 1–2 keV band. The X-ray source shows a rapid, large amplitude flux variations even within the active state. We next investigated spectral variability associated with the rapid flux variations, using a normalized count rate diagram (Fig. 5), similar to that used in Papadakis & Lawrence (1995) for NGC4051. The whole 2–10 keV light curves of the S0 and S1 detectors were divided into six and four count-rate slices, respectively. Count rates from each slice in the 1–2 keV and 2.4–8 keV bands were then normalized by the mean count rates in the respective energy band. This plot could, in principle, track spectral variability on a time scale down to the time resolution of the light curve, 128 s. As Fig. 5 shows, a significant excess variation in the 1–2 keV band occurs at the highest flux bin. Since this bin contains all the three flare-peaks in the active state, the spectral softening appears to be associated with the flaring and may track it with a time lag of less than $`10^3`$ s. ## 5 X-ray spectrum As the image analysis shows, the X-ray spectrum of the nucleus of NGC4395 is hard, probably due to absorption. We first investigate the 2–10 keV data to determine the power-law continuum. Since the contamination from the nearby sources is negligible in this energy band, the large aperture data from both SIS and GIS integrated over the whole observation are used (Section 5.1). On investigating the lower energy part of the spectrum, we use only the small aperture data from the SIS to avoid the contamination. A simple absorbed power-law model fails to explain the soft X-ray data due to the presence of excess emission. The soft excess emission is associated with the NGC4395 nucleus itself and possible origins are discussed (Section 5.2). The low energy band spectrum shows a dramatic change during the active state (see Section 4.2). We examine the spectra during the quiescent and active states and try to explain the spectral change between the two states with a variable warm absorber model (Section 5.3). The spectral analysis presented here was performed using XSPEC version 10.0. Quoted errors on spectral parameters are 90 per cent confidence region for one parameter of interest, unless stated otherwise. ### 5.1 Time-averaged 2–10 keV spectrum Fitting jointly the 2–10 keV data from the SIS and GIS with an absorbed power-law gives a photon-index $`\mathrm{\Gamma }=1.72_{0.27}^{+0.24}`$ and column density $`N_\mathrm{H}`$ $`=2.3_{0.9}^{+0.8}\times 10^{22}`$cm<sup>-2</sup> (see confidence contours in Fig. 6). Here the absorption is assumed to be neutral and the absorption cross-sections taken from Morrison & McCammon (1983) are used. The higher energy continuum may be slightly steeper, e.g., $`\mathrm{\Gamma }=2.1\pm 0.3`$ for the 4.5–10 keV data when $`N_\mathrm{H}`$ is fixed at $`2.3\times 10^{22}`$cm<sup>-2</sup>. A narrow iron K line is marginally detected at $`6.45_{0.23}^{+0.28}`$ keV with an equivalent width (EW) of $`180\pm 150`$ eV (Fig. 7). The observed 2–10 keV flux is $`4.5\times 10^{12}`$erg cm<sup>-2</sup> s<sup>-1</sup>, and the absorption-corrected 2–10 keV luminosity is $`4.1\times 10^{39}(D/2.6\mathrm{Mpc})^2`$erg s<sup>-1</sup>, where $`D`$ is the distance to the galaxy. ### 5.2 Variable soft X-ray spectrum and its possible origins An extrapolation of the model best-fitting the 2–10 keV data to the lower energy leaves significant surplus emission below 2 keV (in the small aperture data, Fig. 8). Here we discuss several possibilities for the origin of the excess soft X-ray emission. Thermal emission or reflected light of the obscured active nucleus from an extended region are readily ruled out by the rapid variability observed in the 1–2 keV band. It could be a soft excess component intrinsic to the primary source like the one seen in the X-ray spectrum of Seyfert 1 galaxies and quasars and obscured by the same matter which attenuates the primary power-law. Assuming the soft excess has a blackbody type spectral form, a fit to the small-aperture spectrum together with the power-law sharing the same absorption ($`N_\mathrm{H}`$$`2\times 10^{22}`$cm<sup>-2</sup>) suggests the blackbody to have a temperature $`kT=0.08\pm 0.02`$ keV. However, such obscured blackbody emission is argued against by the the energetics. The soft X-ray luminosity of the blackbody component would be $`3\times 10^{42}`$erg s<sup>-1</sup>, when corrected for absorption, and 3 orders of magnitude above the power-law component. It would produce far more luminous optical/UV emission-lines and far-infrared dust reradiation emission than observed. Reflection from a partially ionized accretion disk could emerge in this energy range. However, the soft X-ray variation which is larger than that of the primary continuum is hard to explain by this hypothesis. A possible solution is to introduce a warm absorber which varies in response to the continuum source. This model needs no extra X-ray source but does need different physical conditions for the X-ray absorber. Unlike many higher luminosity Seyfert 1 galaxies in which OVII (0.74 keV) and OVII (0.85 keV) are major features of the warm absorption, the primary absorption occurs around 2 keV in NGC4395. It requires a higher ionization parameter and the absorption is due to highly ionized O, Ne, Mg, Si, S and Fe-L. Introducing a warm absorber reduces the opacity of the cold absorption significantly. This is more consistent with the observed optical/UV properties, e.g., non-stellar UV continuum, broad permitted line emission, high excitation lines usually seen in Seyfert 1 nuclei. The column density implied from cold absorption alone fitted to the 2–10 keV spectrum corresponds to $`A_\mathrm{V}10`$ when the Galactic gas-to-dust ratio is used. The Seyfert-1 like optical/UV properties would not be observed if the central source and the broad-line region (BLR) are behind such a heavy obscuration, although some reddening to the BLR and the central source is still required given the ionizing photon deficit (e.g., for narrow H$`\beta `$), pointed out by Lira et al (1999), Kraemer et al (1999) and Moran et al (1999), the Seyfert 1.8/1.9 nature in the optical emission-line spectrum (e.g., Ho et al 1997) and the large H$`\alpha `$/H$`\beta `$ ratio ($`5.1`$, Kraemer et al 1999) for the broad component. As the soft X-ray part of the spectrum has such a variable nature, a spectral variability study is more useful in modelling the soft X-ray spectrum than using the time-averaged spectrum alone. The warm absorber hypothesis is then explored to account for the spectral variability between the active and quiescent states in the next section. ### 5.3 Variable warm absorber We try to model the spectral change in the soft X-ray band between the quiescent and active states with a warm absorber. The continuum source is assumed to have a constant spectral shape of a power-law with photon-index $`\mathrm{\Gamma }=1.72`$, obtained from the integrated 2–10 keV data, but different luminosities in the two states. Since it is unlikely that column density changes in response to the continuum source, the ionization parameter, $`\xi =L/(nR^2)`$ of absorbing matter is a primary driver of the spectral change. We used the warm absorber model absori by Done et al (1992) in XSPEC. Cold absorption is also included in the model. The small aperture SIS spectra of the quiescent and active states are fitted jointly to obtain parameters which are shared between the two datasets, such as a column density of an absorber. The mean absorption-corrected 2–10 keV fluxes of the power-law continuum during the quiescent and active states are $`3.2\times 10^{12}`$erg cm<sup>-2</sup> s<sup>-1</sup> and $`6.1\times 10^{12}`$erg cm<sup>-2</sup> s<sup>-1</sup>, respectively. #### 5.3.1 Single warm absorber model A model of a single warm absorber with variable $`\xi `$ plus a constant cold absorber is first fitted. The temperature of the absorbing gas is assumed to be $`3\times 10^5`$ K. Column densities of warm and cold absorbers ($`N_\mathrm{W}`$ and $`N_\mathrm{H}`$ , respectively) are free parameters but set to vary in unison between the two datasets. The ionization parameter ($`\xi `$) of the absorber is allowed to take different values in the two datasets as well as the normalization of power-law. This parameter setting enables the model to accommodate a physically reasonable change in parameters in a variable warm absorber hypothesis. This model, however, gives a poor fit to the absorption band (below 2 keV). Despite the flux change of more than a factor of two, the ionization parameters obtained from the fit differ very little (Model-1 in Table 2). When the values of $`N_\mathrm{W}`$ for the two datasets are also allowed to vary independently, the fit improved significantly (Model-2 in Table 2). However, not only has $`N_\mathrm{W}`$ decreased in the active state, but the lower $`\xi `$ in the active state is in the opposite sense to the photoionization hypothesis. Therefore the single warm absorber model fails, but the latter fit instead suggests the existence of two physically distinct absorbers, i.e, the absorption feature in the two spectra are dominated by different absorbers. Next we try a multi-layer warm absorber model. #### 5.3.2 Multi-zone warm absorber model In addition to a variable warm absorber, a constant warm absorber, which is primarily seen in the active state, has been introduced. All the parameters of the two warm-absorbers are shared by the two datasets apart from the ionization parameter of the variable absorber ($`\xi _\mathrm{v}`$). The temperatures of the constant and variable absorbers are assuemd to be $`1\times 10^5`$ K and $`1\times 10^6`$ K, respectively. This model gives a good fit to the data despite the only one parameter ($`\xi _\mathrm{v}`$) in the two warm-absorbers differing between the two datasets (Table 3, Fig. 9, Fig. 10). The ionization parameter ($`\xi _\mathrm{c}30`$ erg cm s<sup>-1</sup>) and column density ($`N_\mathrm{W}^\mathrm{c}2\times 10^{22}`$cm<sup>-2</sup>) of the constant absorber are found to be similar to those seen in higher luminosity Seyfert 1 nuclei (Reynolds 1997; George et al 1998). The variable absorber has a higher and variable ionization parameter ($`\xi _\mathrm{v}`$) and a larger column density ($`N_\mathrm{W}^\mathrm{v}1\times 10^{23}`$cm<sup>-2</sup>). It imposes an absorption feature above 1 keV and peaked around 1.5 keV in the quiescent state while it has almost disappeared in the active phase due to high ionization ($`\xi _\mathrm{v}480`$ erg cm s<sup>-1</sup>). The change in $`\xi _\mathrm{v}`$ is marginally consistent with the change in luminosity of the continuum source which has shown a factor of 2–3 variations during the active phase. The multi-layer warm absorber model makes excess cold absorption marginally required at the 90 per cent significant level ($`N_\mathrm{H}`$$`=2.8_{2.8}^{+2.1}\times 10^{21}`$cm<sup>-2</sup>). The 0.5–2 keV fluxes for the quiescent and active states estimatd from this model are $`2.0\times 10^{13}`$erg cm<sup>-2</sup> s<sup>-1</sup> and $`6.2\times 10^{13}`$erg cm<sup>-2</sup> s<sup>-1</sup>, respectively. If the covering factor of the absorbing gas is high, emissin-lines from the ionized gas in the absorber are expected. There is an emission-line like feature at 1.4 keV seen in the active state spectrum, which can be identified with MgXI. ## 6 discussion ### 6.1 Complex absorption in the nucleus of NGC4395 The 2–10 keV ASCA spectrum is well described by a power-law of $`\mathrm{\Gamma }1.72`$ modified by cold absorption of $`N_\mathrm{H}`$$`2.3\times 10^{22}`$cm<sup>-2</sup>. This cold absorption model however does not explain the soft X-ray spectrum (see Fig. 8). A variability study revealed that emission in the 1–2 keV band is more variable than in the higher energy band (Fig. 4). The variation above 2 keV is directly attributed to the intrinsic flux change in the primary source. A plausible explanation for the excess variability in the 1–2 keV band is a change in a warm absorber. Although Moran et al (1999) speculated about the presence of a warm absorber through spectral analysis of the ROSAT PSPC data, the properties of the X-ray absorption in NGC4395 appear to be more complex than they assumed. As shown by the ASCA spectrum, the ROSAT energy range is dominated by absorption, which makes the use of the PSPC spectrum to assess the primary continuum difficult. A spectral fit to the ASCA data from the quiescent and active states can be explained by the presence of a constant and a variable warm absorber. The physical condition of the constant absorber is similar to that seen in many higher luminosity Seyfert 1 galaxies (Reynolds 1997; George et al 1998) while the variable absorber is found to have higher ionization parameter, which leads absorption features to be imprinted around 2 keV due to highly ionized O, Ne, Mg, Si, S and Fe-L. Evidence for multi-zone warm absorber has also been found in Seyfert 1 nuclei like MCG–6-30-15 (Otani et al 1996; Morales, Fabian & Reynolds 1999) Using the formulae in Otani et al (1996) for the warm absorber in MCG–6-30-15, the receombination time scale for highly ionized gas can be approximated by $`t_{\mathrm{rec}}200n_9^1T_5^{0.7}(Z/Z_\mathrm{O})^1`$ s, or $`t_{\mathrm{rec}}200\xi _2L_{40}^1T_5^{0.7}R_4^2(Z/Z_\mathrm{O})^1`$ s, where density is $`10^9n_9`$ cm<sup>-3</sup>, temperature is $`10^5T_5`$ K, ionization parameter is $`100\xi _2`$ erg cm s<sup>-1</sup>, the luminosity of the irradiating source is $`10^{40}L_{40}`$ erg s<sup>-1</sup>, the distance of the warm absorber from the irradiating source is $`10^4R_4`$ pc, and $`Z`$ is the atomic number ($`Z_\mathrm{O}=8`$ for oxygen). The luminosity of the continuum source during the active state is about $`1\times 10^{40}`$erg s<sup>-1</sup> at the source distance of 2.6 Mpc, when the power-law is integrated over 13.6 eV to 20 keV. If the constant absorber, which is dominated by oxygen absorption, is indeed constant during the active state for $`10^4`$ s, the recombination time scale is then $`t_{\mathrm{rec}}^\mathrm{c}10^4`$ s. This locates the absorber at the distance $`R_\mathrm{c}1.3\times 10^3L_{40}^{0.5}T_5^{0.35}`$pc from the central source and constrains the density to be $`n_\mathrm{c}2\times 10^7T_5^{0.7}`$cm<sup>-3</sup>. On comparing with the model for the nuclear emission-line region derived from the photoionization calculation based on the optical/UV properties by Kraemer et al (1999), $`R_\mathrm{c}`$ is just outside the BLR (note that the size of the emission-line regions derived by Kraemer et al 1999 becomes larger if the ionizing luminosity obtained from our work is used). The absorption features seen across the CIV line profile presented in Kraemer et al (1999) could be due to this warm absorber, as the ionization parameter ($`\xi 30`$ erg cm s<sup>-1</sup>) is consistent with CIV. The duration of the individual flares in the active state is about 1000 s. Since the spectral softening in the absorption band appears to occur at the peaks of those flares (Fig. 6), the recombination time scale of the variable absorber is probably less than the duration of the individual flares, i.e., $`t_{\mathrm{rec}}^\mathrm{v}1000`$ s. This gives constraints on density and distance of the absorber: $`n_\mathrm{v}10^9T_6^{0.7}(Z/Z_\mathrm{O})^1`$cm<sup>-3</sup>, and $`R_\mathrm{v}4.5\times 10^5L_{40}^{0.5}T_6^{0.35}(Z/Z_\mathrm{O})^{0.5}`$ pc, when the temperature of the absorber is $`T_\mathrm{v}=10^6T_6`$ K. As highly ionized Ne, Mg, Si and S as well as O are major elements for absorption, $`(Z/Z_\mathrm{O})`$ 1–2. The filling factor is described as $`\mathrm{\Delta }R/R=\xi N_\mathrm{W}R/L3\times 10^2\xi _2N_{\mathrm{W23}}R_5L_{40}^1`$, where the distance of the absorber is $`R=10^5R_5`$ pc and the column density is $`N_\mathrm{W}=1\times 10^{23}N_{\mathrm{W23}}`$cm<sup>-2</sup>. When $`\xi _\mathrm{v}=500`$ erg cm s<sup>-1</sup> and $`R_\mathrm{v}=1\times 10^5`$ pc are assumed, the filling factor and the density are $`\mathrm{\Delta }R/R0.15`$ and $`n_\mathrm{v}2\times 10^{10}`$cm<sup>-3</sup>. If the absorbing matter is space filling as suggested by the above argument, significant emission from the same matter is also expected. This is consistent with the detection of MgXI at 1.4 keV. Although the quality of our data is not sufficient to investigate weaker line emission, the emission could mask some absorption features which may cause a supuriously high ionization parameter. ### 6.2 Multi-wavelength energy distribution It has been pointed out by Moran et al (1999, and also see Lira et al 1999) that the spectral energy distribution (SED) of NGC4395 diverses from either a typical one of Seyfert/radio quiet quasars or of dwarf AGNs. In particular, X-ray quietness measured with ROSAT has been remarked. However, the absorption-corrected flux of the active nucleus in NGC4395 at 1 keV obtained from the present work is $`2.2\times 10^{12}`$erg cm<sup>-2</sup> s<sup>-1</sup>, or $`1.7\times 10^{39}(D/2.6\mathrm{Mpc})^2`$erg s<sup>-1</sup> in luminosity, an order of magnitude above the previous ROSAT estimates, which came from a measurement of the emission in the midst of the absorption band. The SED of NGC4395 over the radio to X-ray wave bands including our ASCA measurement is plotted in Fig. 11. Corrected for the absorption, the active nucleus in NGC4395 is no longer unusually X-ray quiet and the shape of the SED may be more similar to that of Seyferts or radio-quiet quasars than dwarf AGNs. The lack of an obvious “big blue bump” in the UV spectrum is still a major difference from higher luminosity Seyferts and quasars. This could be due to the small black hole mass inferred for this galaxy ($`10^5`$M, Kraemer e al 1999 and see the following section), which would shift the thermal emission peak from the accretion disk to shorter wavelengths thus it escapes being observed. The UV–soft X-ray luminosity ($`10^{40}`$-$`10^{41}`$erg s<sup>-1</sup>), larger than previously estimated when corrected for the obscuration implied from the X-ray absorption, solves the problem of the ionizing photon deficit for the optical narrow lines and thus supports the hypothesis of a dust obscuration of the optical nucleus (Kraemer et al 1999). Part of the infrared emission detected by IRAS ($`L_{\mathrm{FIR}}1\times 10^{41}`$erg s<sup>-1</sup>) can be attributed to dust-reradiation of the absorbed soft X-ray and UV photons, although the cold IRAS colour ($`S_{60}/S_{25}=11.6`$, $`S_{100}/S_{60}=2.7`$) suggests that much of the infrared emission is due to the galaxy disk (Lira et al 1999). ### 6.3 X-ray variability and the black hole mass Strong X-ray flux variation was observed during the present ASCA observation. This is consistent with an accreting black hole model to account for the nuclear activity in NGC4395 (Filippenko, Ho & Sargent 1993) and strongly argues against other hypotheses like a starburst. The large amplitude flux changes on a short time scale seen in NGC4395 is not typical of low luminosity AGN (Ptak et al 1998). The normalized excess variance obtained from this observation is $`\sigma _{\mathrm{RMS}}^20.2\pm 0.07`$, far above those for the sample of Ptak et al (1998). The present observation of NGC4395 was only half-day long whereas typical observing time for the Seyfert galaxies in Nandra et al (1997) and dwarf AGN in Ptak et al (1998) is one-day. Correction for the observation length makes the $`\sigma _{\mathrm{RMS}}^2`$ of NGC4395 larger by a factor of 1.4–2, depending on the power spectrum assumed (e.g., Lawrence & Papadakis 1993; Nandra et al 1997). Even without the correction, NGC4395 lies close to the extrapolation of the power-law fit to the $`\sigma _{\mathrm{RMS}}^2`$-$`L_{210\mathrm{k}\mathrm{e}\mathrm{V}}`$ relation (power-law index of $`0.7`$) for their Seyfert-1 sample (Fig. 12). Although $`\sigma _{\mathrm{RMS}}^2`$ for NGC4395 is slightly below the extrapolation, it could be consistent, given the uncertainty in extrapolating over five orders of magnitude. A flatter correlation $`\sigma _{\mathrm{RMS}}^2L_{210\mathrm{k}\mathrm{e}\mathrm{V}}^{0.5}`$ fits the sample of Nandra et al (1997) and NGC4395. The mass of the black hole in NGC4395 has been estimated to be $`10^5`$M by various techniques (Lira et al 1999; Kraemer et al 1999; Filippenko & Ho 2000). Depending on the technique, it could be as large as few times $`10^6`$M. The most tight constraint is available from a study of stellar kinematics, which provides the upper limit of $`8\times 10^4`$M(Filippenko & Ho 2000). In any case, the light black hole mass is consistent with the small bulge of this galaxy (see the Introduction; e.g., Magorrian et al 1998). We have tried to estimate the black hole mass in NGC4395 using the method employed by Hayashida et al (1998) who used X-ray variability as an estimator of a black hole mass in scaling that of the Galactic black hole binary Cyg X-1 whose black hole mass is assumed to be 10M. Note that the black hole masses of the AGNs analysed by Hayashida et al (1998) are generally one order of magnitude smaller than those estimated from optical broad line widths, broad-line reverberation, e.g., Wandel, Peterson & Malkan (1999). Therefore, this systematic error should be applied to the mass derived below. A detailed discussion on the reliability of the method, (i.e., the use of high frequency part of the NPSD instead of a “knee” frequency which has been found to change in Galactic black hole binary sources, e.g., Belloni & Hasinger 1990 for Cyg X-1, as a mass estimator) is found in Hayashida et al (1998). Since the quality of the NPSD for NGC4395 is poor, we assume that it has a broken power-law form, which is canonical for AGN, with power-law indices obtained for NGC4051 (see Hayashida et al 1998) and that the normalization ($`N`$) follows $`1/f`$ scaling law. The only free parameter is the break frequency ($`f_b`$). We thus describe the NPSD for NGC4395 as $$P(f)=\{\begin{array}{cc}N(\mathrm{N4051})(f_b(\mathrm{N4051})/f_b)(f/f_b)^{+0.28}\hfill & \text{(}f<f_b\text{)}\hfill \\ N(\mathrm{N4051})(f_b(\mathrm{N4051})/f_b)(f/f_b)^{2.01}\hfill & \text{(}ff_b\text{)}\hfill \end{array}$$ where $`N(\mathrm{N4051})=1.62\times 10^3`$ and $`f_b`$(N4051) = $`5.69\times 10^5`$ Hz are the normalization and the break frequency for NGC4051. Fitting the $`f_b`$ to the NPSD shown in Fig. 3 gives $`f_b=1.82_{0.78}^{+1.64}\times 10^4`$ Hz with $`\chi ^2=4.90`$ for 7 degrees of freedom. The scaling from $`M_{\mathrm{BH}}`$(N4051) (see Fig. 4 in Hayashida et al 1998) then yields $`2.8_{1.8}^{+2.4}\times 10^4`$Mfor the black hole mass in NGC4395 (the systematic error associated with this method and the limitation due to our assumption of the shape of NPSD should be noted, as mentioned above). The normalized excess variance of NGC4395 ($`\sigma _{\mathrm{RMS}}^20.2`$) is larger than NGC4051 ($`\sigma _{\mathrm{RMS}}^20.1`$, Nandra et al 1997) by a factor of 2. As noted in Nandra et al (1997) and Papadakis & Lawrence (1993), $`\sigma _{\mathrm{RMS}}^2`$ should be proportional to the power at a given frequency, if the sampling and power spectra are similar between the sources. The power spectrum of NGC4395 could therefore be approximated by multiplying the one for NGC4051 by 2. This leads to a NPSD which agrees with the result obtained above. Although many assumptions are involved, the black hole mass in NGC4395 implied from the X-ray variability is $`3\times 10^4`$M, with an uncertainty of up to a factor of ten. This is consistent with the upper limit obtained from the stellar kinematics by Filippenko & Ho (1999) and, together with the other estimates, points to a relatively light mass black hole. If NGC4395 harbours a black hole of order of $`10^5`$Mor less, and the scaling law indeed operates, the low-frequency break, or “knee”, in the power spectrum, seen in some Galactic black hole sources and AGN (Belloni & Hasinger 1990; Hayashida et al 1998; Edelson & Nandra 1999), to be seen around $`10^4`$Hz or higher frequencies as suggested by the fit presented above (this is however subject to the stability of the break frequency at a given black hole mass). In order to test this prediction, a longer continuous observations is needed. However, unlike higher luminosity AGN, a modest length (say, one-day) observation will suffice. The rapid X-ray variability together with accompanying spectral change makes NGC4395 an ideal target for XMM. The Eddington luminosity for a $`10^5M_5`$M black hole is $`L_{\mathrm{Edd}}1.3\times 10^{43}M_5`$ erg s<sup>-1</sup>. The ratio of the 2–10 keV and bolometric luminosities is typically a few per cent for QSOs and $`10`$ per cent for Seyfert galaxies (e.g., Elvis et al 1994). The bolometric luminosity of NGC4395 may therefore be in the range of $`10^{40}`$$`10^{41}`$erg s<sup>-1</sup>. The Eddington ratio is thus $`L_{\mathrm{Bol}}/L_{\mathrm{Edd}}=6\times 10^3M_5^1(f_{\mathrm{HX}\mathrm{Bol}}/20)`$, where $`f_{\mathrm{HX}\mathrm{Bol}}`$ is the bolometric correction factor for the 2–10 keV luminosity. If $`M_5`$ is about unity or smaller, the Eddington ratio would be in a range of ordinary Seyfert 1 nuclei. On the other hand, if $`M_5`$ is significantly larger than 10, the ratio would be in the ADAF range (e.g., Kato, Fukue & Mineshige 1998). Since the observed rapid X-ray variability does not fit the ADAF model, a light black hole ($`M_5<1`$) is favoured. The apparent small black hole mass of NGC4395 suggests that X-ray variability in AGN correlates with black hole mass, not directly with luminosity. This may argue that most dwarf AGN like the sample galaxies in Ptak et al (1998) have massive black holes with low accretion rates. ## Acknowledgements We thank the ASCA team for their efforts on operation of the satellite, and the calibration and maintenance of the software. The ROSAT data were obtained through the High Energy Astrophysics Science Archive Research Center (HEASARC), provided by NASA’s Goddard Space Flight Center. ACF and KI thank the Royal Society and PPARC for support, respectively.
warning/0006/cond-mat0006178.html	ar5iv	text	# Metamagnetism in one dimensional systems with edge sharing CuO polihedra \[ ## Abstract We study a Heisenberg chain with nearest-neighbor (NN) $`J_1`$ and next-NN $`J_2`$ exchange interactions with anisotropies $`\mathrm{\Delta }_1`$ and $`\mathrm{\Delta }_2`$ respectively. We investigate by analytical and numerical methods the region of parameters for which there is a jump in the magnetization $`M`$ as a function of magnetic field $`B`$. Some materials with edge sharing CuO polihedra are candidates to show an abrupt change in $`M(B)`$. \] The magnetization as a function of applied magnetic field in several materials shows a discontinuity or very rapid increase at a certain field $`B_c`$. Gerhardt et al. have shown that for certain parameters, a magnetization jump is also present in the spin-1/2 XXZ chain with NN and next-NN exchange coupling (keeping $`\mathrm{\Delta }_1=\mathrm{\Delta }_2=\mathrm{\Delta }`$) : $`H`$ $`=`$ $`{\displaystyle \underset{i}{}}[J_1(S_i^xS_{i+1}^x+S_i^yS_{i+1}^y+\mathrm{\Delta }_1S_i^zS_{i+1}^z)`$ (2) $`+{\displaystyle \underset{i}{}}J_2(S_i^xS_{i+2}^x+S_i^yS_{i+2}^y+\mathrm{\Delta }_2S_i^zS_{i+2}^z)]`$ $`B{\displaystyle \underset{i}{}}S_i^z,`$ (3) For a metamagnetic transition to occur at very low temperatures, the zero-field ground-state energy per site $`E`$ as a function of the magnetization $`M=_iS_i^z/L`$ ($`L`$ is the number of sites), should satisfy two conditions: I) $`^2E/M^2<0`$ in a finite interval of values of $`M`$. Then one can draw a straight line $`E^{}(M)`$ which is tangent to $`E(M)`$ in at least two points (the Maxwell construction, see Fig. 1 (a)) in such a way that $`E(M)E^{}(M)`$ for $`M_1MM_2`$. II) $`E(M_2)>E(M_1)`$. If these two conditions are satisfied, $`M`$ jumps from $`M_1`$ to $`M_2`$ at the critical field $`B_c=[E(M_2)E(M_1)]/(M_2M_1)`$. From the general behavior of $`E(M)`$, Gerhardt et al. have found that when metamagnetism exists, $`M_2=1/2`$ and the condition II ceases to be satisfied when $`M_1=0`$. More precisely, from their finite-size results for $`E(M,\alpha ,\mathrm{\Delta })`$, with $`\alpha =J_2/J_1`$, they obtained a critical value of $`\mathrm{\Delta }`$ ($`\mathrm{\Delta }_f(\alpha )`$) from the equation $`E(0,\alpha ,\mathrm{\Delta }_f)=E(1/2,\alpha ,\mathrm{\Delta }_f)`$. For $`\mathrm{\Delta }<\mathrm{\Delta }_f`$ the system is ferromagnetic at $`B=0`$. Another critical value $`\mathrm{\Delta }_a(\alpha )`$ was obtained from the condition $`^2E/M^2\|_{M=1/2}=0`$. For $`\mathrm{\Delta }>\mathrm{\Delta }_a`$ the curvature $`^2E/M^2`$ is positive for all $`M`$. The discretized $`^2E/M^2\|_{M=1/2}=0`$ has some finite-size effects . From the numerical solution of the problem of two spin excitations on the ferromagnetic state for $`L\mathrm{}`$, more accurate values of $`\mathrm{\Delta }_a(\alpha )`$ were obtained recently for $`\alpha 1/2`$ . In the region of the $`(\alpha ,\mathrm{\Delta })`$ plane where $`\mathrm{\Delta }_f(\alpha )<\mathrm{\Delta }<\mathrm{\Delta }_a(\alpha )`$ a metamagnetic transition occurs in the model . We have studied the two-magnon problem for generic values of $`\mathrm{\Delta }_1`$ and $`\mathrm{\Delta }_2`$, and found analytical results for the condition $`^2E/M^2\|_{M=1/2}=0`$ if $`\alpha 0.75`$. When $`\mathrm{\Delta }_1=\mathrm{\Delta }_2=\mathrm{\Delta }`$, in the region $`\alpha 1/4`$, the function $`\mathrm{\Delta }_f(\alpha )`$ can be accurately approximated by: $`\mathrm{\Delta }_f`$ $`=`$ $`1+2{\displaystyle \underset{i=1}{\overset{4}{}}}\alpha ^i+6\alpha ^5+O(\alpha ^6)\text{, if }\alpha 0.2`$ $`\mathrm{\Delta }_f`$ $`=`$ $`{\displaystyle \frac{1}{4}}(5+\sqrt{17})0.462\sqrt{14\alpha }\text{}0.2\alpha {\displaystyle \frac{1}{4}}.`$ For $`1/4\alpha 1/2`$, although the algebra is more involved, the exact result is simpler: $`\mathrm{\Delta }_f=b+\sqrt{b^22\alpha }\text{, with }b=\alpha +{\displaystyle \frac{1}{2}}+{\displaystyle \frac{1}{8\alpha }}.`$ Finally in the region $`1/2\alpha 0.75`$, $`\mathrm{\Delta }_f(\alpha )`$ is very flat. Near $`\alpha =1/2`$ it can be approximated as $`\mathrm{\Delta }_f=\frac{1}{2}+0.309(x\frac{1}{2})^2`$. These results show that metamagnetism is not possible if $`\mathrm{\Delta }>(5+\sqrt{17})/4=0.219`$. Unfortunately, such a large anisotropy of $`J_2`$ seems unrealistic. Instead, $`\mathrm{\Delta }_1=1`$ corresponds to isotropic ferromagnetic $`J_1`$, since a rotation of every second spin in $`\pi `$ around the $`z`$ axis changes the sign of the $`x`$ and $`y`$ components of $`J_1`$. The main purpose of this work is to extend the previous results to negative $`\mathrm{\Delta }_1`$ and positive $`\mathrm{\Delta }_2`$. Since it is expected that the parameters for several copper oxides containing edge sharing Cu-O chains lie near the isotropic limit $`\mathrm{\Delta }_1=1`$, $`\mathrm{\Delta }_2=1`$, we consider this limit in what follows. From numerical diagonalization of 20 sites, we obtain that spontaneous ferromagnetism does not take place for $`\alpha >1/4`$. If in addition $`\alpha 0.7`$, there is a bound state in the two-magnon problem at wave vector $`q_2=2q_1`$, where $`q_1=\pm \mathrm{arccos}[1/(4\alpha )]`$ are the wave vectors of the one-magnon states of lowest energy. For $`\alpha >0.7`$, there might be a two-magnon bound state with $`q_22q_1`$, but we have not studied this alternative because it seems not possible to solve the problem analytically for large $`\alpha `$. Thus, we expect a jump in $`M(B)`$ for $`1/4<\alpha \alpha _c`$ with $`\alpha _c0.7`$. In Fig. 1(a) we show $`E(M)`$ for a chain of $`L=20`$ sites with periodic boundary conditions for $`\alpha =0.425`$, chosen in such a way that $`q_1=\pm 7\pi /10`$ are allowed wave vectors of the finite chain. For other values of $`\alpha `$, one might obtain a numerical negative $`^2E/M^2\|_{M=1/2}`$ because of frustration effects which increase $`E(M1/L)`$. In spite of this precaution, the results show a significant even-odd effect: the energies for odd (even) total spin $`S=\|M\|L`$ seem to be shifted to higher (lower) energies. If this effect persists in the thermodynamic limit (keeping $`L`$ even) states with odd $`S`$ become irrelevant (because they do not minimize $`EMB`$ for any $`B`$) and a bound state in the two-magnon problem does not necessarily imply $`^2E/M^2\|_{M=1/2}<0`$. From $`E(S/L)`$ for the three highest even $`S`$ with $`L=28`$, minimized with respect to the optimum twisted boundary conditions to allow for incommensurate wave vectors , we obtain a very small curvature which is negative for $`\alpha <\alpha _c=0.359`$ but positive for $`\alpha >\alpha _c`$. If $`\alpha _c`$ remains finite in the thermodynamic limit, $`M(B)`$ would increase abruptly for $`\alpha >\alpha _c`$, but without showing a true jump. While this difference is hard to distinguish experimentally, it would be of interest to calculate $`^2E/M^2\|_{M=1/2}`$ using larger clusters. To obtain a continuous curve $`E(M)`$ from which $`M(B)`$ can be derived, we have fitted the eleven numerical values represented in Fig. 1(a) by a polynomial of even powers of $`M`$ up to $`M^{10}`$. This function satisfies the physical condition $`E(M)=E(M)`$ and has six fitting parameters (nearly half of the number of points to be fitted, to average the even-odd effect). The resulting $`B=E/M`$ is represented in Fig. 1(b). At a critical field $`B_c=0.192J_1`$, the magnetization jumps from $`M_1=0.347`$ to $`M_2=1/2`$. While the numerical values of $`B_c`$ and particularly $`M_1`$ depend on the particular fitting procedure used and the size of the system, the general shape of $`M(B)`$ is robust: around $`B/J_1=0.19\pm 0.01`$ there is a sudden increase of $`M`$ from $`0.25`$ to 1/2. While the shape of $`M(B)`$ does not depend very much on $`\alpha >1/2`$, $`B_c`$ increases strongly with $`\alpha `$. To conclude, while the existence of a real jump in $`M(B)`$ requires a study of larger clusters, we have shown that the magnetization of the model for parameters appropriate to edge-sharing Cu-O chains has a sudden increase at a magnetic field $`B_c`$. Using parameters calculated for La<sub>6</sub>Ca<sub>8</sub>Cu<sub>24</sub>O<sub>41</sub>, and assuming a gyromagnetic factor $`g=2`$ we obtain $`B_c14`$ Tesla. I am grateful to F.H.L. Eßler, Ana López and C.D. Batista for important discussions. I am partially supported by CONICET. This work was sponsored by PICT 03-00121-02153 of ANPCyT and PIP 4952/96 of CONICET.
warning/0006/math0006072.html	ar5iv	text	# The theorem of Mather on generic projections for singular varieties ## 1. Introduction In it appeared a self-contained proof of the following transversality theorem of Mather on generic projections (see ) in the setting of Algebraic Geometry: Theorem (1,1): let $`X`$ be a smooth subvariety of codimension $`c`$ of the complex projective space P<sup>n</sup> . Let $`T`$ be any linear subspace of P<sup>n</sup> of dimension $`t`$ such that $`TX`$ $`=`$ $`\mathrm{}`$ (so $`tc1`$ ). For any $`i_1t+1`$ let $`X_{i_1}`$ $`=`$ $`\{xX\|dim[(TX)_xT]=i_11\}`$ (the dimension of $`\mathrm{}`$ is $`1`$). When $`X_{i_1}`$ is smooth, for any $`i_2i_1`$ define $`X_{i_1},_{i_2}=`$ $`\{xX_{i_1}\|dim[(TX_{i_1})_xT]=i_21\}`$ and so on; for $`i_{k\text{ }}`$ $`\mathrm{}`$ $`i_2i_1`$ define (when possible) $`X_{i_1},\mathrm{}..,_{i_k}`$. For $`T`$ in a Zariski open set of the Grassmannian $`Gr(𝐏^t,𝐏^n),`$ each $`X_{i_1},\mathrm{}..,_{i_k}`$ is smooth (and so the above definitions are possible) until (increasing $`k`$) it becomes empty and its codimension $`\upsilon _I`$ in $`X`$ can be calculated (where $`I=(i_1,i_2\mathrm{}..,i_k)`$). We refer to for the calculation of $`\upsilon _I`$ and for comments and remarks about the theorem. This theorem was stated for smooth subvarieties of P<sup>n</sup> but the same proof can also be used for the smooth open set $`X`$ of a singular algebraic variety $`Y`$ except for the crucial th. 3.15, (p. 409 of ), in which the compactness of $`X`$ is needed. In this short note we want to replace the proof in with a little longer proof which works also in the case under examination. We obtain the following: Theorem (1,2): theorem (1,1) still holds if $`X`$ is replaced with the smooth open subvariety of a possibly singular projective variety $`Y`$. ## 2. Background Let $`Y`$ be a singular algebraic subvariety of the n-dimensional projective space P<sup>n</sup> over the complex numbers. Let $`X`$ be the smooth open set of $`Y`$. First of all we outline the proof of Mather’s theorem given in and we introduce some notation. Fix an integer $`t`$ with $`0tc1`$. Let $`L`$ be a $`(nt1)`$-dimensional linear subspace of P<sup>n</sup>. Let $`F=`$ $`\{𝐏^tGr(𝐏^t,𝐏^n)\|𝐏^tX=\mathrm{}`$ and $`𝐏^tL=\mathrm{}\}`$. For any $`fF`$ let $`p_f:X`$ $`L`$ be the linear projection centered in $`f`$ and let $`j^kp_f`$ be its $`k`$-jet ($`j^kp_f:X`$ $`J^k(X,L)`$ sends every $`xX`$ into the $`k`$-jet of $`p_f`$ in $`x`$, see for the definition of $`J^k(X,L)`$ ). Let $`I=(i_1,i_2\mathrm{}..,i_k)`$ be any sequence of integers with $`(i_1i_2\mathrm{}..i_{k\text{ }}`$ $`0)`$ . Let $`g:X\times `$ $`FJ^k(X,L)`$ be given by: $`g(x,f)=`$ $`(j^kp_f)_x`$. The proof of Mather’s theorem is divided into two steps: 1) define in $`J^k(X,L)`$ some submanifolds $`\mathrm{\Sigma }^I`$ with the property that $`j^kp_f^1`$ $`(\mathrm{\Sigma }^I)=X_{I\text{ }}`$(when $`X_{I\text{ }}`$are defined), this definition is not trivial and it is due to Boardman: $`\mathrm{\Sigma }^I`$ are the so called Thom-Boardman singularities, they are smooth, locally closed and of codimension $`\upsilon _I`$; 2) show that there exists a Zariski open set $`UF`$ such that for any $`fU,`$ $`j^kp_f:X`$ $`J^k(X,L)`$ is transversal to $`\mathrm{\Sigma }^I`$. The proof of step 1) runs exactly as in . To prove step 2) firstly we remark, (see , prop. 3.13), that for any smooth subvariety $`WJ^k(X,L)`$ there exists a Zariski open set $`UF`$ such that for any $`fU,`$ $`j^kp_f:X`$ $`J^k(X,L)`$ is transversal to $`W`$ if $`g`$ is transversal to $`W`$. Secondly we give the following definition. Let $`\phi :X`$ $`J^k(X,L)`$ be a holomorphic map and let $`WJ^k(X,L)`$ be a smooth subvariety, then define: $`\delta (\phi ,W,x)=0`$ if $`\phi (x)W`$ $`\delta (\phi ,W,x)=dim[J^k(X,L)]dim[TW_{\phi (x)}+d\phi (TX)_x]`$ if $`\phi (x)W`$ where $`TW`$ and $`TX`$ are the tangent spaces and $`d`$ stands for the usual differential. Note that $`\delta (\phi ,W,x)0`$ and that $`\phi `$ is transversal to $`W`$ at $`x`$ if and only if $`\delta (\phi ,W,x)=0`$ . As in , th. 3.10 and 3.11, it can be shown that for $`W=\mathrm{\Sigma }^IJ^k(X,L)`$ the following condition $`()`$ is satisfied: $`()`$ $`\delta (g,W,(x,f))\delta (j^kp_f,W,x)`$ for any $`(x,f)X\times `$ $`F`$ and equality holds if and only if $`\delta (j^kp_f,W,x)=0`$. Therefore to prove step 2) all that we need is the following: Theorem (2,1): with the previous notation, assume that condition $`()`$ is satisfied for some smooth subvariety $`WJ^k(X,L)`$; then there exists a Zariski open set $`UF`$ such that for any $`fU,`$ $`j^kp_f:X`$ $`J^k(X,L)`$ is transversal to $`W`$. The proof of this theorem (th. 3.15 in ) must be rewritten in our case. In §3 we will give this proof and so we will also prove theorem (1.2). ## 3. Proof of theorem (2.1) Let us define $`\delta _g=Sup_{(x,f)X\times F}\{\delta (g,W,(x,f))\}`$, moreover let us define $`A=\{(x,f)X\times `$ $`F\|\delta (g,W,(x,f))=\delta _g\}X\times F`$, $`A`$ is a Zariski closed set in $`X\times `$ $`F`$. Note that if $`\delta _g=0`$ theorem (2.1) is true (see th. 3.13 in ), so we can assume $`\delta _g0`$ and $`A\mathrm{}`$. Let $`\pi _2:X\times FF`$ be the natural projection. $`X\times F`$ is equipped with the induced Zariski topology from $`Y\times `$ $`F`$. Let $`\overline{A}`$ be the Zariski closure of $`A`$ in $`Y\times `$ $`F`$; let $`\pi _3:Y\times `$ $`FF`$ be the natural projection, $`\pi _3(\overline{A})`$ is a Zariski closed set of $`F`$. If $`\pi _3(\overline{A})`$ is a proper subset of $`F,`$ we can consider $`F^{}`$ $`=F\backslash \pi _3(\overline{A})`$ and $`g^{}`$ $`=g_{\|X\times F^{}}`$. The assumptions of the theorem are true for $`F^{}`$ and $`g^{}`$ and $`\delta _g^{}<`$ $`\delta _g`$. If the corresponding $`\pi _3(\overline{A})`$ were a proper subset of $`F^{}`$ we would get $`F^{\prime \prime }`$ and $`g^{\prime \prime }`$ and so on. After a finite number of steps we would get $`F^{}`$ and $`g^{}`$, for which the assumptions would be still true, with $`\delta _g^{^{}}`$ $`=0`$, so the theorem would be proved. Hence we have only to prove that $`\pi _3(\overline{A})`$ is a proper subset of $`F`$. By contradiction let us assume that $`\pi _3(\overline{A})`$ $`=`$ $`F`$, then $`F=`$ $`\overline{\pi _2(A)}`$. We can choose $`(x_0,f_0)A`$ and $`z_0=(j^kg)_{(x_0,f_0)}W`$ . As $`\delta (g,W,(x_0,f_0))`$ is strictly positive, by assumption we get that $`\delta (j^kp_{f_0},W,x_0)`$ is strictly positive too, hence $`j^kp_{f_0}`$ is not transversal to $`W`$ at $`x_0`$. $`W`$ is smooth at $`x_0`$ so it is a local complete intersection, then it is possible (see , proof of th. 3.15) to get a smooth subvariety $`W^{}J^k(X,L)`$ and a smooth dense open Zariski set $`ZX\times F`$ such that: $`WW^{}`$, $`dim(W^{})dim(W)=\delta _g`$, $`g`$ is transversal to $`W^{}`$ at $`(x,f)`$ for any $`(x,f)Z`$. The holomorphic map $`g_{\|Z}:Z`$ $`J^k(X,L)`$ is transversal to $`W^{}`$ so that $`g_{\|Z}^1(W^{})=`$ $`g^1(W^{})Z`$ is smooth in $`X\times F`$. Let us consider $`\pi =\pi _{2_{\|g^1(W^{})Z}}=\pi _{3_{\|g^1(W^{})Z}}:g^1(W^{})ZF`$. It is easy to see that: $`(1)`$ $`\overline{\pi _2(AZ)}=F`$ hence $`F=`$ $`\overline{\pi _2(Z)}`$. Moreover $`F=`$ $`\overline{\pi _2(g^1(W^{}))}`$ otherwise there would exist a Zariski open set $`BF`$ such that $`B`$ $`\overline{\pi _2(g^1(W^{}))}=\mathrm{}`$, hence for any $`fB`$ and for any $`xX`$, $`(x,f)g^1(W^{})`$, i.e. $`g(x,f)W^{}`$, i.e. $`g(x,f)W`$, i.e. for any $`fB`$ and for any $`xX`$, $`\delta (g,W,(x,f))=0`$ and the theorem would be immediately proved (see th. 3.13 of ). It follows: $`\overline{\pi _2(g^1(W^{})Z)}`$ $``$ $`\overline{\pi _2(g^1(W^{}))\pi _2(Z)}`$ $``$ $`\overline{\pi _2(g^1(W^{})})`$ $`\overline{\pi _2(Z)}=`$ $`F`$, therefore: $`(2)`$ $`\overline{\pi (g^1(W^{})Z)}=F`$. Now we consider the holomorphic map $`\pi :g^1(W^{})Z`$ $`F`$ between smooth manifolds, as $`(2)`$ holds there exists a Zariski open set $`DF`$ such that for any $`fD`$ $`\pi ^1(f)`$ is smooth and of the expected codimension. By $`(1)`$ $`[\pi _2(AZ)]D\mathrm{}`$, then we can choose $`f_1[\pi _2(AZ)]D`$ such that $`\pi ^1(f_1)`$ is smooth, of the expected codimension and biholomorphic to a Zariski open set of $`(j^kp_{f_1})^1(W^{})X`$. We can also choose $`x_1X`$ such that $`(j^kp_{f_1})^1(W^{})`$ is smooth, of the expected codimension and smooth at $`x_1`$. This fact implies that $`j^kp_{f_1}`$ is transversal to $`W^{}`$ at $`x_1`$, (see , th. 1.2), i.e. $`\delta (j^kp_{f_1},W^{},x_1)=0`$. On the other hand $`f_1\pi _2(AZ)`$, hence it is possible to choose $`x_1X`$ such that $`(x_1,f_1)A`$, i.e. $`\delta (g,W,(x_1,f_1))=`$ $`\delta _g`$. Let $`z_1=(j^kp_{f_1})_{x_1}`$ then: $`\delta (j^kp_{f_1},W^{},x_1)=dim[J^k(X,L)]dim[(TW^{})_{z_1}+dj^kp_{f_1}(TX)_{x_1}]`$ $`\delta (j^kp_{f_1},W,x_1)=dim[J^k(X,L)]dim[(TW)_{z_1}+dj^kp_{f_1}(TX)_{x_1}]`$ and $`0=\delta (j^kp_{f_1},W^{},x_1)\delta (j^kp_{f_1},W,x_1)\delta _g`$. But assumption $`()`$ and the fact that $`(x_1,f_1)A`$ imply: $`0\delta (j^kp_{f_1},W,x_1)\delta _g>\delta (g,W,(x_1,f_1))\delta _g=\delta _g\delta _g=0`$, contradiction! ## 4. Cones In this brief section we want to remark that when $`Y`$ is a cone it is possible to use Mather’s theorem (1.1). For instance let us assume that $`Y`$ is a cone in P<sup>n</sup> of vertex $`V`$ on a smooth subvariety $`B`$ of P<sup>n</sup> whose span is P<sup>s</sup> with $`dim(Y)=\gamma =b+v+1,dim(B)=b,dim(V)=v,n=s+v+1`$. Let $`T`$ be a generic $`t`$-dimensional subspace of P<sup>n</sup> with: $`TY=\mathrm{}`$, $`t\gamma 1`$, $`\gamma (t+1)(n\gamma )`$. Let $`Y_{t+1}=\{yY\|`$ $`y`$ is a smooth point, $`(TY)_yT\}`$. If $`Y`$ were smooth Mather’s theorem (1.1) would say that, for generic $`T`$, $`Y_{t+1}`$ is a smooth subvariety of $`Y`$ and $`dim(Y_{t+1})=\gamma (t+1)(n\gamma )`$, in our case we have: Proposition: the closure of $`Y_{t+1}`$ is a cone of dimension $`\gamma (t+1)(n\gamma )`$ with vertex $`V`$ over a smooth variety. As $`Y`$ is a cone we remark that $`ts1`$ ($`tn\gamma 1=sb1`$), hence there exists a linear subspace $`H`$ P<sup>s</sup> in P<sup>n</sup> such that $`HT`$ and $`HV=\mathrm{}`$. We can assume that $`B=HY`$ and we can apply th. (1.1) to P<sup>s</sup>, $`T`$ and $`B`$ as $`B`$ is smooth, $`TB=\mathrm{}`$ and $`T`$ is generic in P<sup>s</sup> with respect to $`B`$. If $`tb1`$ and $`b(t+1)(sb)`$ (for instance when $`t=0`$ and $`2bs`$) then $`B_{t+1}=\{yB\|(TB)_yT\}`$ is a smooth subvariety of $`B`$ and $`dim(B_{t+1})=b(t+1)(sb)`$. On the other hand $`(TB)_yT`$ if and only if $`(TY)_yT`$ as $`(TY)_y=V,(TB)_y`$ i.e. $`(TB)_y=(TY)_yH`$, hence $`Y_{t+1}H=B_{t+1}`$ and the closure in $`Y`$ of $`Y_{t+1}`$ is another cone of vertex $`V`$ over $`B_{t+1}`$. This cone has dimension $`b(t+1)(sb)+v+1=\gamma (t+1)(n\gamma )`$ which is exactly the expected dimension when $`Y`$ is smooth. ## 5. References A. Alzati, G. Ottaviani: ”The theorem of Mather on generic projections in the setting of Algebraic Geometry” Manuscr. Math. 74 391-412 (1992). J. N. Mather: ”Generic projections” Ann. of Math. 98 226-245 (1973). All authors are members of Italian GNSAGA. Work supported by Murst funds. Addresses: A. Alzati: Dip. di Matematica Univ. di Milano, via C. Saldini 50 20133-Milano (Italy). E-mail: alzati@mat.unimi.it E. Ballico: Dip. di Matematica Univ. di Trento, via Sommarive 14 38050-Povo Trento (Italy). E-mail: ballico@science.unitn.it G. Ottaviani: Dip di Matematica Univ. di Firenze, viale Morgagni 67/A 50134-Firenze (Italy). E-mail: ottavian@udini.math.unifi.it
warning/0006/nlin0006038.html	ar5iv	text	# Periodicity Manifestations in the Turbulent Regime of Globally Coupled Map Lattice ## I INTRODUCTION Recently there has been much progress in the study of synchronization of nonlinear maps and flows . This may lead to the clarification of the intelligence activity supposed to come from the synchronization among the neurons in the neural network. Especially the globally coupled map lattice (GCML) may be considered as one of the basic models for the network systems expressing their characteristic limits. In its simplest form, all elements interact among themselves via their mean field all to all with a common coupling, and each of the element is a simple logistic map with a given nonlinearity. It may be regarded as a natural extension of the spin-glass theories to the nonlinear dynamics. Even though the simplest GCML has only two model parameters—the common nonlinearity parameter $`a`$ and the overall coupling $`\epsilon `$— it exhibits a rich variety of interesting phases on the parameter space corresponding to various forms of synchronization among the maps determined by the balance between the randomness specified by $`a`$ and the coherence by $`\epsilon `$. In this article we revisit the turbulent regime of GCML, which is a regime in the parameter space with high $`a`$ and very small $`\epsilon `$. The main interest in this regime has been so far focused to the so called hidden coherence . It is a phenomenon that the fluctuation of the mean field of the maps in evolution does not cease at large system size. The mean field distribution obeys the central limit theorem (CLT) but not the law of large number (LLN) . We show that the dynamics of GCML in this regime is a foliation of that of the element logistic maps and that various periodic cluster attractors are formed even though the coupling between the maps is set very small. We show that the regions which may be described by the hidden coherence do exist but that it is a very limited part of the parameter space. We organize our discussion in three parts. First, we present the results of an extensive phenomenological survey of this regime and list evidences of periodicity manifestations due to the periodic windows of the element logistic map. Most outstanding is the onset of period three cluster attractors. The turbulent regime is, if we may say, a bizarre region with many faces—drastic periodicity manifestations as well as almost perfect randomness under the hidden coherence. At the periodic or quasi-periodic attractors, the mean field evolves controlled by the scale of the cluster orbits and the LLN is naturally violated. We also present a remarkable data which shows that the GCML at the large system size acquires a high sensitivity to the periodic windows of the element map. Second, we present an analytical approach which successfully explains the systematics of the periodicity manifestations. We present a tuning condition which limits the system parameters with which GCML cluster attractor states of a given periodicity may be formed. The key to obtain the condition is the introduction of the maximally symmetric cluster attractor (MSCA), which is a solution of minimum fluctuation in the mean field. It corresponds to the known state of two clusters in opposite phase oscillation which is formed in the ordered phase of GCML . We verify the validity of the condition in detail and show that the foliation is the governing dynamics of this regime. Third, we show that the period three cluster attractors formed in the turbulent regime are linear stable and investigate how their stability changes by the coupling $`\epsilon `$ and the population ratios. We in particular derive algebraically the $`\epsilon `$ value for the formation of the most linearly stable bifurcated-MSCA (MSCA). The organization of this article is as follows. In Sec. II we briefly review various GCML phases and locate the turbulent regime in the parameter space. We then summarize the known facts of this regime. No originality is claimed here. We then briefly compare them with our results. In Section III we present our phenomenological findings including the period three MSCA and associated fewer cluster attractor. In Sec. IV we present an analytic approach which explains successfully how the periodic windows of the element map control the GCML dynamics in the turbulent regime. In Sec. V we investigate the stability of the cluster attractors. We conclude in Sec. VI. ## II GCML PHASE STRUCTURE AND THE TURBULENT REGIME: A REVIEW We study in this article the simplest GCML which is a system of $`N`$ maps evolving by $`x_i(n+1)=(1\epsilon )f(x_i(n))+\epsilon h(n),(i=1,\mathrm{},N),`$ (1) and the mean field $`h(n)`$ of maps is defined as $$h(n)\frac{1}{N}\underset{i=1}{\overset{N}{}}f(x_i(n))=\frac{1}{N}\underset{i=1}{\overset{N}{}}x_i(n+1).$$ (2) In the first step, all $`x_i`$ are simultaneously mapped by a nonlinear function $`f`$. The function $`f`$ could be distinct maps (heterogeneous GCML) but in this article we consider the simplest case that $`f`$ is a logistic map $`f(x)=1ax^2`$ common to all variables (homogeneous GCML). The nonlinearity of $`f`$ generally magnifies the variance among the maps. The larger the parameter $`a`$ is, the more strongly the variance is enhanced. In the second, the maps undergo interaction between themselves with a global coupling constant $`\epsilon `$. Here every $`f(x_i)`$ is pulled to their meanfield $`h(n)`$ at a fixed rate $`1\epsilon `$. The larger the coupling $`\epsilon `$ is, the more strongly the maps are driven into synchronization. The model is endowed with various interesting phases under a subtle balance between the two conflicting tendencies. The phase diagram in the $`a,\epsilon `$ plane was explored by Kaneko . Let us explain the phases choosing $`a=1.80`$ for definiteness. This is far above the criticality $`a=1.401\mathrm{}`$ to the chaos for a single logistic map. (i) For a sufficiently large $`\epsilon `$ ($`0.38)`$ the maps are strongly bunched together in a cluster in the final attractor and evolve chaotically as a single logistic map. This is the coherent phase. (ii) For $`\epsilon =0.220.30`$ the interaction via the mean field can no longer exerts strong bunching and the final maps divide into two clusters. The maps in each cluster are still tightly synchronizing each other, and the two clusters mutually oscillate opposite in phase. This phase turns out as a solution of a minimum fluctuation in the mean field and called as the two-clustered ordered phase. (iii) For smaller $`\epsilon `$, the number of final clusters increases but it remains independent from the total number of maps in the system. The typical number of clusters at various $`\epsilon `$ ranges is indicated in the phase diagram . (iv) Finally, for very small $`\epsilon `$ the number of clusters is in general proportional to $`N`$. This region is called as the turbulent regime. This is the target region of our analysis. It is known that in the turbulent regime maps evolve almost randomly at small lattice size $`N`$ and that there occurs a subtle correlation — a hidden coherence — at large $`N`$. But as we show below there actually emerge drastic global periodic motions of maps if the $`\epsilon `$ takes certain values for a given $`a`$. Let us first briefly review previous observations in the literature. (i) The final state of GCML in this regime iterated from a random configuration consists of maps and tiny clusters, each moving chaotically due to high nonlinearity. The number of elements (maps and clusters) is proportional to the number of whole maps in sharp contrast to the ordered regime . (ii) There emerges certain coherence between elements when the size $`N`$ is large . If $`x_i(n)(i=1,\mathrm{}N)`$ are really independent random variables following a common probability distribution, the mean squared deviation (MSD) of the mean field $`h(n)`$ ($`\delta h^2=h^2h^2`$ with $`\mathrm{}`$ here meaning the long time average) should decrease proportionally to $`1/N`$ by the law of large numbers (LLN) and the $`h(n)`$ distribution must be a gaussian for sufficiently large $`N`$ by the central limit theorem (CLT). However there is a certain threshold in $`N`$ (depending on both $`a`$ and $`\epsilon `$) above which MSD ceases to decrease even though the distribution remains gaussian; CLT holds but not LLN . This reflects some hidden coherence between the maps in evolution. In fact LLN is restored when a tiny noise term is introduced in each map independently . (iii) The violation of LLN reflects that the map probability distribution $`\rho (x)`$ depends on time. Indeed a noise intensity analysis of ensembles successfully proves LLN . If LLN should hold in the time average, $`\rho (x)`$ would have to be a fixed point distribution of the Frobenius-Perron(FP) evolution equation . It has been argued that the fixed point distribution may be unstable due to the periodic windows of the logistic map , though this point is controversial. For instance, on tent maps, the same instability occurs but no periodic windows are present . The coherence manifests itself in the mutual information . On the other hand the temporal correlation function similar to the Edwards-Anderson order parameter for the spin glass decays to zero exponentially. Thus it may not be due to freezing between two elements . The hidden coherence was found in the statistical analysis of the mean field fluctuation . But there has been no report of an extensive statistical analysis which covers the whole turbulent regime as well as a wide range of the system size. And once we have done it, we are faced with a bizarre feature of the turbulent regime; the hidden coherence is one thing but there occur also drastic global periodicity manifestations. The above lists are correct but need reservations. As for (i) there is a need for a careful reservation on the coupling values. We show below that, when the coupling $`\epsilon `$ takes small but tuned values for a given $`a`$, the maps again - like in the ordered phase - may split into a few bound clusters in periodic motion. The most striking manifestation of periodicity in this form is the states of almost equally populated clusters mutually oscillating in the same period with the number of clusters. We call this type of a periodicity manifestation as a maximally symmetric cluster attractor (MSCA) and present below the tuning condition for it. We label such a cluster attractor by the periodicity and the number of the clusters. For instance, we call the outstanding period three symmetric cluster state as $`p3c3`$ MSCA. There also occurs bifurcated $`p3c3`$ MSCA. The MSD of the $`h(n)`$ distribution is very small in the MSCA or its bifurcated state because of the good population symmetry among the clusters. At slightly larger $`\epsilon `$, we observe that the number of clusters decreases while the orbits are approximately kept. The cluster attractor of this type ($`p>c`$) leads to large MSD, which is independent from $`N`$. As for (ii) we show below not only LLN but even CLT is violated in almost all regions in the turbulent regime. We pin down the very limited regions in the turbulent regime where the CLT holds with violated LLN; only there the term hidden coherence may be used. As for (iii) the decay exponent of the temporal correlator of the mean field fluctuations gradually decreases with the deviation of the coupling from the tuned value. Accordingly the $`h(n)`$ distribution successively changes its shape from the highest rank sharp delta-peaks down to the MSD-enhanced Gaussian distribution—the hidden coherence. This indicates that the hidden coherence at the MSD valley may be the most modest periodicity remnant, being elusive due to high mixing. The GCML can be defined in a one line equation but its turbulent regime challenges us with so many faces ranging from a manifest periodicity to the hidden coherence. We consider that it is important to explore the systematics of periodicity manifestations by an extensive statistical survey and present a sorted list of phenomenological observations. Below we firstly devote ourselves to this task. ## III PHENOMENOLOGY OF THE TURBULENT REGIME ### A Systematics in the mean field fluctuations We start with an analysis of the distribution of the mean field fluctuation in time. In Fig. 1 we show its MSD at $`a=1.90`$ as a surface over the $`N\epsilon `$ plane, which overlays a density plot of the periodicity-rank of the $`h(n)`$ distribution. In order to set sufficiently fine grids for the surface, the system size is limited in the range $`N<4\times 10^3`$. For a wider range of $`N`$, we show in Fig. 2 the sections of the MSD surface at $`N`$ in powers of ten up to $`10^6`$. #### 1 Peak-valley structure of the MSD surface First let us discuss the MSD surface and its sections. The linear edge of the surface at $`\epsilon =0`$ is of course due to LLN. For a non-zero but very small $`\epsilon `$ $`(0.01)`$, the LLN still holds to a good approximation but otherwise we can clearly see that the surface has many peaks along the $`N`$axis—the violation of LLN in the time-series<sup>1</sup><sup>1</sup>1This does not imply the real violation of the LLN in the ensemble average . The violation of LLN means here that there is a larger fluctuation in the time series of $`h(n)`$ than expected by LLN. We are interested in detecting the coherence among the evolving elements by the enhanced MSD.. There is a prominent peak at $`\epsilon 0.0400.050`$—an extreme violation of LLN—and in this $`\epsilon `$ range the MSD is in excess even for $`N10^2`$. In front of the peak there is a deep valley around $`\epsilon 0.035`$. We show below these peak and valley are respectively induced by $`p3c2`$ cluster attractor and $`p3c3`$ MSCA (and its bifurcated state). Apart from these, the MSD surface systematically shows successive peak-valley structure at large $`N`$. We can see clearly in Fig. 2 how this structure is formed with the increase of $`N`$. At MSD peaks the LLN violation starts as early as $`N=10^210^3`$ while in the valleys one has to wait until $`N=10^310^4`$ in order to observe it. (In both cases, it starts prevailing from the larger $`\epsilon `$ side.) This two-fold occurrence of the LLN violation leads to the successive peak-valley structure around $`N10^3`$, which becomes outstanding at $`N10^4`$. Beyond that, up to the largest analyzed $`N`$ (=$`10^6`$), the MSD is independent from $`N`$ except for $`\epsilon 0.005`$ where the maps still follow LLN approximately. #### 2 Mean field distributions Now let us discuss the mean field distributions. In the rank density plot — the bottom panel of Fig. 1 — the distribution is assigned a rank as follows. * The distribution is gaussian<sup>2</sup><sup>2</sup>2The $`h(n)`$ distribution cannot be a precise gaussian as is limited in $`[x_L,x_L]`$. When we discuss whether it is gaussian or not, we concern whether the essence of CLT, that the convolution of independent random distributions peaks like gaussian, is in action or not. . The MSD is the same within 20 percent error with that at $`\epsilon =0`$ with common $`a`$ and $`N`$. * Gaussian but with a sizably enhanced MSD (the hidden coherence). The MSD can be even factor of ten larger than the MSD by LLN. * A singly peaked distorted gaussian, or a trapezoidal distribution. * Either it has a few sharp peaks on top of a broad band, or it is an apparent overlapping gaussian distribution. It manifestly shows the periodic motions of the maps. * The distribution consists of a few sharp peaks only. At rank zero the $`h(n)`$ distribution obeys both LLN and CLT and the maps may be thought as independent random numbers with a common probability distribution. Oppositely at rank four the maps are in periodic motion and so is the mean field. The ranks are organized in a way that the periodicity of the elements becomes more manifest with an increase of the rank. The MSD surface and the rank density plot both together reveal a simple rule: The MSD is high wherever the rank is high and vice versa. The rank distribution plot is almost a contour plot of the MSD surface<sup>3</sup><sup>3</sup>3The rank assignment to each of thousands of distributions was a painful task. It was thrilling that independently determined two diagrams turned out in perfect match.. #### 3 The regularity in the MSD enhancement The above rule persists for larger $`N`$ too. In Fig. 2, we show for $`N=10^6`$ the $`h(n)`$ distributions at MSD peaks in the upper small boxes and at valleys in the lower. We find<sup>4</sup><sup>4</sup>4These two rules actually hold for $`N=10^4`$ up to the largest $`N(=10^6)`$ of our analysis. See below for further discussion on the $`N`$ dependence of the $`h(n)`$ distribution.: * At any MSD peak, the rank is always high—rank three. This succinctly tells that the high MSD is induced by the maps evolving in quasi-periodic motion at the peak $`\epsilon `$ values. * On the other hand, at any MSD valleys, the rank is one (the MSD-enhanced gaussian) and reflects the hidden coherence. In short: the MSD peaks at large $`N`$ come from the quasi-periodic motion of the element maps and the hidden coherence is restricted to the MSD valley at large $`N`$. We should add that the most prominent MSD peak and the deepest valley at the front of it are two extremes. At the former ($`0.040<\epsilon <0.050`$) the distribution is either rank three or even four and the MSD peak starts even at small $`N`$. The rank four distribution exhibits a periodic coherent motion of maps. We show below that it is due to the formation of $`p3c2`$ cluster attractor; the lack of one cluster leads to a high MSD. At the latter, the distribution is also rank four but the MSD suppression is realized by the symmetrically populated $`p3c3`$ MSCA. We will further investigate the periodicity manifestation in general shortly below introducing other phenomenological means too. #### 4 The hidden coherence revisited The coherence, as is observed by the violation of LLN, occurs at any $`\epsilon `$ value in the range $`0.0050.12`$ except that the onset of the violation is earlier at MSD peaks. \[See Sec. III.A.1\]. But the hidden coherence implies more; the MSD must be enhanced but the mean field distribution must remain Gaussian — the rank must be one. To pin down the regions of the hidden coherence on the $`\epsilon N`$ plane, let us investigate the change of the $`h(n)`$ distribution with the increase of $`N`$. Fig. 3 exhibits a typical case; the $`\epsilon =0.0682`$ corresponding to one of MSD peaks at $`a=1.90`$. Just when the LLN violation starts at $`N=10^210^3`$, the rank becomes one. But notably, for $`N`$ beyond $`10^3`$, the rank soon becomes two and simultaneously the MSD peak-valley structure turns out. For $`N10^4`$, the rank becomes three and the peak-valley structure becomes remarkable. The regions of the hidden coherence are thus restricted to a very small part. Excepting the transitive region $`N10^210^3`$, it has to be only MSD valleys for the $`h(n)`$ distribution to remain Gaussian and further $`N10^4`$ for the MSD to be enhanced. (The deepest MSD valley must be also excepted since we observe the apparent periodic motion of $`p3c3`$ MSCA. ) ### B The periodicity manifestation in the turbulent regime The MSD peak-valley structure reflects a periodicity manifestation in the turbulent regime at various strength depending on the value of $`\epsilon `$. Let us substantiate this issue by the following quantities; (i) the distribution of maps and their mean field, (ii) map-orbits, (iii) the temporal correlator of maps<sup>5</sup><sup>5</sup>5$`C(t)=\stackrel{~}{𝒙}(n+t)\stackrel{~}{𝒙}(n)/\|\stackrel{~}{𝒙}(n+t)\|\|\stackrel{~}{𝒙}(n)\|`$ with the relative vector $`\stackrel{~}{𝒙}(n)(x_1(n)h_n,\mathrm{},x_N(n)h_n)`$. The average $`\mathrm{}`$ is taken over $`n`$ for the last 1000 steps. and (iv) the return map of $`h(n)`$. In Fig. 4, the $`a`$ is set at $`1.90`$ and above quantities are listed in a row for each typical iteration at characteristic $`\epsilon `$. The lattice size is fixed at $`N=10^3`$ in order to shed light more on the predominant period three window than the other windows. #### 1 The p3c3 MSCA: the event at $`\epsilon =0.036`$ Let us first investigate the region of the deepest MSD valley. In the map-orbits we find clearly three lines showing the period three motion of maps in three clusters and the map distribution shows three delta peaks. The mean field (the black circle) is almost constant due to the high population symmetry and accordingly the $`h(n)`$ return map shows almost degenerate three points. The temporal correlator oscillates in period three. All exhibit the formation of $`p3c3`$ MSCA. There is a slight subtlety that the state is actually bifurcated — six clusters of maps with almost equal populations in the bifurcated period three motion. This is seen by the tiny split in the orbits near zero<sup>6</sup><sup>6</sup>6The six orbit points consist of three doublets of points and the two points in a doublet are very close each other. We have checked this numerically but the map distribution with the bin size $`5\times 10^3`$ shows only three delta peaks. . For $`a=1.90`$, always the bifurcated $`p3c3`$ MSCA is formed at $`\epsilon 0.035`$, while at slightly higher $`\epsilon `$ ($`0.0370.041`$) the final state is either a genuine $`p3c3`$ MSCA (90 percent) or unstable period three clusters with high rate mixing (10 percent) depending on the initial configurations. We come back to this point in the stability analysis section below. #### 2 The p3c2 cluster attractor state: the event at $`\epsilon =0.042`$ At the nearby stronger coupling ($`\epsilon 0.0410.051`$), the maps almost always split into two clusters with the population ratio approximately $`2:1`$ and the two clusters oscillate mutually in period three. The map-orbits sampled at $`\epsilon =0.042`$ clearly exhibit this $`p3c2`$ state. The mean field oscillates in period three with a large amplitude due to the lack of one of the MSCA and hence leads to a prominent MSD enhancement. See also the largely separated three points in the $`h(n)`$ return plot as well as the temporal correlator in period three motion. Note that this high MSD is independent from the number of maps $`N`$ — a way of violating the LLN — simply because the large $`N`$ GCML dynamics is reduced to that of two clusters. The MSD is solely determined by the scale given by cluster orbits and the population ratios. As a check let us try an estimate of the MSD. For the population ratio $`\theta _1:\theta _2`$ it is given by $$(\delta h)^2=(S/3)(\theta _1^2+\theta _2^21/3)(2T/3)(\theta _1^2+\theta _2^2\theta _1\theta _2),\theta _1+\theta _2=1$$ (3) with $`S=x_k`$ and $`T=x_kx_{k+1}`$. Let us take as approximations $`\theta _1:\theta _2=2:1`$ and the orbit points $`x_k`$ at the tangent bifurcation point<sup>7</sup><sup>7</sup>7$`a=7/4`$ and $`x_k=2/21+8/(3\sqrt{7})`$$`\mathrm{cos}((\theta +2k\pi )/3)`$, $`k=0,1,2`$ with $`\theta =\mathrm{tan}^1(3\sqrt{3})`$ for the stable set. Numerically ($`0.9983,0.7440,0.03140`$).. Then we obtain $`(\delta h)^2=2^5/(3^37)0.169`$ in good agreement with the observed value $`0.16\pm 0.01`$. #### 3 The peripheral point to the $`p3c3`$ MSCA: two events at $`\epsilon =0.032`$ Here we have to account for the first transient behavior of the maps. In the event (A), the maps drop into $`p3c3`$ cluster attractor after a long iteration (at $`n8\times 10^4`$), while in (B), they remain in a few unstable clusters in mutual period three motion until the last. The event (A) is essentially the same with the $`p3c3`$ MSCA event. We should only note that the broad lower band in the $`h(n)`$ distribution is an artifact of the first transient motion of maps. In (B), the clusters are unstable and there is a mixing of maps between the clusters; hence we can see only three clouds in the $`h(n)`$ return map. But the mixing rate is not so high as we can see from a gradual exponential decay<sup>8</sup><sup>8</sup>8We quote by $`\tau `$ the number of steps in which the correlator decreases to $`10^3`$ as an estimate of the mixing rate. of the correlator with $`\tau 140`$, which clearly shows a damped oscillation in period three. #### 4 The variation of dynamics with $`\epsilon `$ Let us have a bird’s eye view of Fig. 4. From the row $`\epsilon =0`$ to $`\epsilon =0.042`$ is the path from randomness to periodicity. At $`\epsilon =0`$ the maps evolve freely in pure randomness. We observe in the map distribution many sharp peaks with fractal structure. These reflect unstable fixed points of a single map. But the $`h(n)`$ distribution — the convolution of the map distribution — is gaussian due to CLT. It is sharp due to LLN. The maps evolve randomly in a simple logistic pattern and the correlator decays almost instantly. With increasing coupling $`\epsilon `$, the coherence between maps is increased. The correlator reveals the precursor of the period three cluster attractor by its $`p=3`$ oscillation and becomes prolonged. The map distribution turns into three broad bands losing sub-peaks and becomes finally sharp three delta peaks. Because of the increased coherence, the $`h(n)`$ distribution retains the orbits structure even after the convolution and the rank of the $`h(n)`$ distribution is gradually increased. Finally the rank-four distribution appears in the period three region. In the the period three region, we first observe the formation of the $`p3c3`$ MSCA and at slightly higher $`\epsilon `$ the $`p3c2`$ cluster attractor. This region continues up to $`\epsilon 0.050`$. Beyond this, everything proceeds reversely till $`\epsilon 0.058`$. The rank gradually decreases and the correlator gets shortened. Fig. 4 ends at this position. At larger $`\epsilon `$, the MSD shows small peaks and valleys in the range $`\epsilon 0.060.1`$. Above $`\epsilon 0.10`$ the correlator catches the precursor of the ordered two clustered regime. The path to the periodicity is repeated and eventually the period two regime starts around $`\epsilon 0.2`$. This is the bird’s eye view of the turbulent regime at $`a=1.90`$ and $`N=10^3`$. For larger $`N(10^4)`$, the $`MSD`$ surface shows peaks and valleys more remarkably. The bulk of above variation of dynamics with $`\epsilon `$ holds also at the local scale — for each couple of nearby peak and valley. At the peak $`h(n)`$-distribution is rank three and, with the change of $`\epsilon `$ to the nearby valley values, the rank gradually decreases down to one. At the higher (lower) nonlinearity $`a`$, we observe the same dynamics if the coupling is shifted to the larger (smaller) side with appropriate amount. For instance, the period three attractor region $`\epsilon 0.0320.050`$ at $`a=1.90`$ is shifted to $`\epsilon 0.060.08`$ at $`a=2.0`$. This suggests curves of the balance in the $`a,\epsilon `$ parameter space. But why the period three attractor states are formed at the particular $`\epsilon `$ region? Aren’t there any other cluster attractors with different periodicities? Our next task is to answer these questions deriving the curves of the balance analytically. ## IV An analytic approach ### A The tuning condition and period three clusters Let us consider an idealized (exact) MSCA. It is a state of GCML under three conditions. (i) The $`N`$ maps of GCML split into $`c`$ clusters with an exact population symmetry, (ii) the synchronization of maps is perfect so that there is no variance of map positions in each of the clusters, and (iii) the clusters mutually oscillate around $`p=c`$ orbit points. Using this idealized state as a key, we derive below the tuning condition for the MSCA formation. For brevity we explain our approach with respect to the $`p3c3`$ MSCA in detail but everything below also goes through for the other MSCA with higher periodicity. In a $`p3c3`$ MSCA three clusters A, B, C move cyclically round three fixed positions $`X_1,X_2,X_3`$. Such a system of orbit points exists as a triple intersection point of three surfaces given by $`\mathrm{\Sigma }_i:X_i=1a\left[X_k^2+{\displaystyle \frac{\epsilon }{3}}(X_j^2+X_k^22X_i^2)\right],(i,j,k)\{(1,2,3),(2,3,1),(3,1,2)\}.`$ (4) At $`a=1.90,\epsilon =0.040`$, for instance, we have two solutions $`(0.96301,0.00499,0.72851)`$ and $`(0.95521,0.07076,0.69993)`$; the former is stable and the latter is unstable. In such an exact MSCA, the meanfield $`h(n)`$ is a time-independent constant: $`h(n){\displaystyle \frac{1}{N}}{\displaystyle \underset{i=1}{\overset{N}{}}}f(x_i(n))={\displaystyle \frac{1}{3}}{\displaystyle \underset{I=A,B,C}{}}f(X_I(n))={\displaystyle \frac{1}{3}}{\displaystyle \underset{i=1}{\overset{3}{}}}f(X_i)={\displaystyle \frac{1}{3}}{\displaystyle \underset{i=1}{\overset{3}{}}}X_ih^{},`$ (5) where $`X_I(n)`$ denotes the coordinate of the cluster $`I`$ at time $`n`$ and the last equality follows from (2) or (4). Therefore, if MSCA is produced, the GCML evolution equation (1) becomes $`x_i(n+1)`$ $`=`$ $`(1\epsilon )f_a(x_i(n))+\epsilon h^{}(i=1,\mathrm{},N),`$ (6) $`f_a(x)`$ $`=`$ $`1ax^2,`$ (7) where the time-dependent term $`h(n)`$ is replaced by a constant $`h^{}`$. Every one of the maps evolves by a common equation at each step in (1) and further by a unique constant equation in (6). As is noted by Perez and Cerdeira some years ago, we can cast this unique equation to a standard logistic map with a reduced nonlinear parameter $`b`$ $`y_i(n+1)=1b\left(y_i(n)\right)^2(i=1,\mathrm{},N).`$ (8) by a linear scale transformation $`y_i(n)=(1\epsilon +\epsilon h^{})^1x_i(n),`$ (9) and the reduction rate of the nonlinearity parameter is given by $`r{\displaystyle \frac{b}{a}}=(1\epsilon )\left(1\epsilon (1h^{})\right).`$ (10) At MSCA, the mean field $`h^{}`$ is constant, so the reduction factor $`r`$ is also constant. If the clusters of MSCA oscillate in period three, so do the maps $`y_i(n)`$ — the two solutions $`(x_1,x_2,x_3)^{(\nu )},(\nu =1,2)`$ of the cyclic equation (4) agree with the two sets of period three orbit points $`(y(n),y(n+1),y(n+2))^{(\nu )},(\nu =1,2)`$ of the logistic map (8) modulo the scale factor in (9). The reduction factor $`r`$ must reduce the high nonlinearity $`a`$ of GCML down to the $`b`$ in the period three window. It starts at $`b_{\text{th}}7/4`$ by the tangent bifurcation and, after sequential bifurcations and windows in the window, it closes at $`b=1.79035`$ by the crisis. The range of the period three window $`b=1.751.79035`$ requires a reduction factor $`r`$ in the range $`0.9420.921`$ for $`a=1.90`$. Each $`r`$ within this range gives a constraint curve<sup>9</sup><sup>9</sup>9It is possible to transform formally (1) to a standard form at each step but then the reduction factor $`r`$ may fluctuate step by step. Then it does not single out a line. on $`\epsilon ,h^{}`$ plane via (10). There is another constraint from self-consistency; the average value $`y^{}`$ of the transformed maps must also obey (9) so that $`y^{}{\displaystyle \frac{1}{3}}{\displaystyle \underset{i=1}{\overset{3}{}}}y_i=(1\epsilon +\epsilon h^{})^1h^{}.`$ (11) Here $`y^{}`$ is a function of the nonlinear parameter $`b`$—it is simply an equal weight average of the period three stable orbits of the single logistic map (8) and can be estimated solely by the property of the logistic map without any recourse to the GCML evolution equation. At a given $`y^{}`$ this again gives a constraint curve on $`\epsilon ,h^{}`$ plane. Let us work out the $`\epsilon `$ at the intersection of the two curves. By eliminating $`h^{}`$ from (10) and (11) we obtain $`\epsilon =1{\displaystyle \frac{ry^{}}{2}}\sqrt{r(1y^{})+\left({\displaystyle \frac{ry^{}}{2}}\right)^2}.`$ (12) and both $`r=b/a`$ and $`y^{}`$ in the right hand side are determined by $`b`$. This is the tuning condition. This predicts the necessary value of the coupling $`\epsilon `$ for the GCML at a given $`a`$ to form MSCA due to the periodic attractor of the single logistic map with $`b`$. The function $`y^{}(b)`$ is a well-known square-well. $`y^{}0.284`$ at $`b=1.735`$ slightly below the tangent bifurcation point $`b_{\text{th}}`$, and it drops sharply ($`y^{}y_{\text{th}}^{}\sqrt{b_{th}b}`$) at $`b_{\text{th}}`$. From matching of the coefficients in $`(f_b)^3(y)y=b^6(f_b(y)y)\left(\mathrm{\Pi }_{i=1}^3(yy_i)\right)^2`$, we obtain $`y_{\text{th}}^{}=1/(32b)=2/21=0.095`$. Similarly $`y^{}(b)=(1\sqrt{4b7})/6b`$ up to the first bifurcation point $`b=1.769`$. Then, $`y^{}(b)`$ varies smoothly<sup>10</sup><sup>10</sup>10The largest rapid variation is the tiny anti square well ($`\mathrm{\Delta }y^{}0.01)`$ due to the $`3\times 3`$ window at $`b=1.78581.7865`$ around $`0.08`$ until the end of the window ($`b=1.7903`$) and finally increases sharply ($`y^{}0.18`$ at $`b1.793`$). This $`y^{}(b)`$ put into (12) gives the following estimates of $`\epsilon `$ for $`a=1.90`$; $`A:\epsilon `$ $`=`$ $`0.0514\text{ at }(b,y^{})=(1.735,0.284),r=0.913`$ (13) $`B:\epsilon `$ $`=`$ $`0.0422\text{ at }(b,y^{})=(1.750,0.095),r=0.921`$ (14) $`C:\epsilon `$ $`=`$ $`0.0363\text{ at }(b,y^{})=(1.769,0.069),r=0.931`$ (15) $`D:\epsilon `$ $`=`$ $`0.0305\text{ at }(b,y^{})=(1.790,0.080),r=0.942`$ (16) The estimates A, B, C and D are respectively below the threshold, at the threshold, at the first bifurcation point in the window, and at the closing point of the window. Note that the route $`\text{A}\text{D}`$ is in the direction of increasing $`b`$, which in turn is the direction of decreasing coupling constant $`\epsilon `$, since the larger $`b`$ requires only a smaller nonlinearity reduction. We should stress that the tuning condition (12) is a necessary condition. For the $`p3c3`$ MSCA to be stable, the orbit of the reduced logistic map must be also stable<sup>11</sup><sup>11</sup>11As we show in the stability section below, the Lyapunov exponents of GCML at the $`p3c3`$ MSCA consist of $`N3`$-fold degenerate one and three in general non-degenerate ones. For the $`p3c3`$ MSCA to be stable, at least the former degenerate exponent must be negative, which implies the reduced map orbit must be stable. That all these exponents are negative at MSCA is shown also below.. Period three logistic orbit still continues to exist even beyond the first bifurcation point C, but it is unstable. Therefore, for an exact $`p3c3`$ MSCA to be formed, the $`\epsilon `$ range must be within the estimates C-B, but neither within D-C nor beyond D. Similarly an exact bifurcated $`p3c3`$ MSCA must be formed within D-C. Our tuning condition does not guarantee the formation of the MSCA but it does limit the $`\epsilon `$range in which the formation is possible. The observed ranges of the $`p3`$ cluster attractors are listed in Table I. At $`a=1.90`$, $`p3c3`$ MSCA is formed in the range $`\epsilon 0.0370.041`$ and its bifurcated state in $`\epsilon 0.0320.037`$. The predicted ranges are respectively $`\epsilon =0.03630.0422`$ and $`\epsilon =0.03050.0363`$. In both cases, the agreement is remarkable and we see that the formation actually occurs at any allowed $`\epsilon `$ value. As for the $`p3c2`$ cluster state, we need a caution in using the tuning condition. It is derived under the assumption of the constancy of the mean field. Thus, as a matter of principle, it cannot be applied for the asymmetrically populated state. However, the $`p3c2`$ state is formed with a slightly higher coupling $`\epsilon `$ and the orbits of two clusters are approximately the same with the MSCA orbits. Therefore, the $`p3c2`$ cluster attractor is certainly still under the control of the period three window. We estimate the range by the extension of the period three window at the higher coupling side B-A — the intermittency region. This gives $`\epsilon =0.04220.0514`$ in good agreement with the observed range of the $`p3c2`$ cluster attractor ($`0.0410.050`$). It is interesting to note that the GCML final states at this $`\epsilon `$ range actually consist of two types depending on the initial condition; the $`p3c2`$ cluster attractor ($`80\%`$) as well as the unstable period three clusters with mixing of maps (the rest). See Fig. 6 below. The estimate by B-A relates intriguingly the intermittency of the element map to the GCML phase of co-existent stable and unstable periodic clusters. We are aware that we cannot take the success of the estimate for $`p>c`$ states on the same footing with that for the MSCA but at least it gives a good rule of thumb for the $`p>c`$ state. ### B Foliation of the logistic windows in the turbulent regime What is the case for other $`a`$ values? Do the other windows also show up in the expected $`\epsilon `$ range in the turbulent regime? To check these systematically, let us note that the tuning condition defines a one-parameter ($`b`$) family of curves in the model parameter space (the $`a,\epsilon `$plane) of the GCML. Each curve is labeled by $`b`$ and written as a function of the reduction factor $`r`$ as $`(a^{(b)}(r),\epsilon ^{(b)}(r))=({\displaystyle \frac{b}{r}},1{\displaystyle \frac{ry^{}(b)}{2}}\sqrt{r(1y^{}(b))+\left({\displaystyle \frac{ry^{}(b)}{2}}\right)^2}),r1.`$ (17) It emanates from the point $`(a^{(b)},\epsilon ^{(b)})\|_{r=1}=(b,0)`$ and with the decrease of $`r`$ it develops in the parameter space in the direction in which both $`a`$ and $`\epsilon `$ increase in a certain balance. If our success above is a general one, all of the GCML with the parameters being set at $`(a^{(b)}(r),\epsilon ^{(b)}(r))`$ along a curve labeled by $`b`$ should be commonly controlled by the same dynamics of the single logistic map at $`b`$. In Fig. 5 we find that this is indeed the case. Each panel shows the MSD of the $`h(n)`$ distribution as a function of $`\epsilon `$ at a given $`a`$ as well as the expected zones for the manifestation of the outstanding six windows in Table.II. The curves (17) are displayed underneath the panels and link the respective zones. At each zone, a MSD valley due to MSCA should appear in the lower $`\epsilon `$ side and a MSD peak by $`p>c`$ cluster attractors at the nearby higher $`\epsilon `$. We find that this works with almost no failure in all panels and with respect to all six windows. The effects of the logistic windows propagate along the curves (17), which may be called as foliation curves. The curve with the label $`b`$ links together those GCML commonly subject to the same logistic window dynamics at $`b`$. Accordingly the family of the curves produces the foliation of the single map dynamics. The foliation occurs because, under the global interaction, the maps of the GCML form a macroscopically coherent state. Even though the coupling in the turbulent regime is very small, the coherence prevails over the GCML maps if the tuning condition is met. A few remarks are in order. 1. Desynchronization along the foliation curve The periodicity manifestation becomes weakened at a higher reduction and there is a threshold $`r_{\text{th}}0.95`$. For $`r1`$, both MSCA and associated $`p>c`$ clusters are formed in tight synchronization. Towards $`r_{\text{th}}0.95`$ the clusters broaden. There is no mixing yet among the clusters but the maps move chaotically in each cluster. Below $`r_{\text{th}}`$, we observe only the periodicity remnants — on one hand the overlapping-gaussian $`h(n)`$-distribution along the curve which had the $`p>c`$ cluster above $`r_{\text{th}}`$, and on the other hand the MSD-enhanced gaussian (the hidden coherence) along that of MSCA. See Fig. 2. 2. Left-right asymmetry of the MSD curves The MSD curves in Fig. 5 (and 2) show an interesting feature — in each panel the smaller $`\epsilon `$ region (the left ) has an ample amount of peaks and valleys, while the larger only a few broad ones. As for the single logistic map, on the other hand, there are as many windows in the smaller $`b`$ as in the larger. This is naturally understood by the difference in the reduction factor $`r`$ between the zones in a panel. In a way, each panel is a screen which displays the windows of the single logistic map by using a macroscopic coherent state of GCML. But the panels set at fixed $`a`$ values are inclined — a smaller $`\epsilon `$ (the left) implies less reduction, i.e. $`r1`$. The $`r_{\text{th}}`$ divides the panel at $`\epsilon 0.030`$ via (12). The left sensitively displays the sharp peak-valley structure induced by cluster attractors. The right, on the other hand, can reflect only the accumulation of the periodicity remnants from nearby windows, being dominated by the prominent one at its respective zone. As a check we set the panels at fixed $`r`$ values. Then they displayed windows without asymmetry, and with a higher sensitivity at $`r`$ closer to one\[shimadakikuchi\]. 3. Cluster attractors with higher periodicity Let us search cluster attractors with periodicity higher than three. Here we give two samples in Table.III. $`p=4`$ clusters These appear in the left most zone in the $`a=1.95`$ panel. From the window $`b`$ data in Table.II the necessary reduction from $`a`$ is very small — $`r0.995`$ — so we expect definite clusters. We indeed find the expected sequence of clusters<sup>12</sup><sup>12</sup>12The single cluster cannot be formed. The focusing by averaging does not act there and the tiny variance is instantly amplified. It appears far in the coherent phase ($`\epsilon 0.4`$ at $`a=1.90`$). $`p=4`$, $`c=4`$(MSCA)$``$$`3`$$`2`$ in tight synchronization at the right $`\epsilon `$. $`p=5`$ clusters There are two $`p=5`$ windows in Table.II. We choose the one at the lower $`b`$ and set $`b=1.66`$ which amounts to $`r=0.980`$. Since $`r`$ is in the mid of one and $`r_{\text{th}}`$, we expect the clusters are not in complete synchronization but yet there is no mixing of maps. Indeed the sequence of attractors $`p=5,c=5\text{(MSCA)}43`$ is observed at the expected $`\epsilon `$ and it terminates before the lowest one ($`p5c2`$). ## V Stability of the period three clustered map states Here we adopt the Lyapunov analysis. As one superlative ability, it can be applied to both diverging and converging system orbits so that it can detect the possible coexistence of multifold finial states depending on the initial configurations. We measure the maximum Lyapunov exponent $`\lambda _{\text{max}}`$ by a standard method which keeps track of an $`N`$-dimensional shift vector $`\delta 𝐱(n)`$ evolving under the non-autonomous linearized equation associated with (1); $`\delta x_i(n+1)=2a\left\{\left(1\epsilon +{\displaystyle \frac{\epsilon }{N}}\right)x_i(n)\delta x_i(n)+{\displaystyle \frac{\epsilon }{N}}{\displaystyle \underset{ji}{}}x_j(n)\delta x_j(n)\right\}.`$ (18) The $`\lambda _{\text{max}}`$ is the average of the logarithm of the expansion rate of the shift vector (with intermediate renormalizations). For both $`\lambda _{\text{max}}`$ and MSD, we discard the first transient $`10^4`$ steps — generally it takes only $`10^210^3`$ steps for the cluster formation. Let us first check the $`\epsilon `$dependence of the stability of attractors. We choose $`N=10^6`$, fix $`a`$ at $`1.90`$, and vary $`\epsilon `$ in the range $`0.0300.052`$ with the inclement $`\mathrm{\Delta }\epsilon =10^4`$. We show in Fig. 6 the $`\lambda _{\text{max}}`$ in the upper and the MSD in the lower<sup>13</sup><sup>13</sup>13For reference, the CPU time for $`N=10^6`$ GCML is approximately two minutes for one measurement of $`\lambda _{\text{max}}`$ ($`2^{12}`$ steps for precision $`10^4`$) plus MSD ($`10^4`$ steps) on a modest supercomputer VPP300/6. The total is $`2\text{min}\times 40\text{(initial configurations)}\times 220(\epsilon \text{-values)}300\text{hours}`$.. We observe in the $`\lambda _{\text{max}}`$ plot three remarkable structures of low $`\lambda _{\text{max}}`$ events. (i) A seagull structure ($`\epsilon =0.0320.037`$) with a sharp cusp at $`\epsilon =0.0352`$ — all events are bifurcated MSCA with good population symmetry ($`N_I/N(1\pm 0.05)/6)`$. Note that the events form also a seagul in the MSD and the cusp positions agree precisely. The bifurcated MSCA is the more stable if the mean field fluctuation is the less and it is the most linearly stable ($`\lambda _{\text{max}}=0.38`$) with the minimum fluctuation ($`\delta h^22\times 10^6`$). (ii) The first low band ($`\epsilon =0.0370.041`$) — The $`p3c3`$ states. The population distributes around the exact MSCA — $`\theta _IN_I/N(1\pm 0.15)/3`$. The events near the lower boundary ($`\lambda _{\text{max}}<0`$) are $`p3c3`$ events with good population symmetry and with low MSD. (iii) The second low band ($`\epsilon =0.0410.051`$) — the $`p3c2`$ cluster attractor. The corresponding MSD is, contrary to (ii), extremely high because of a lack of one cluster to minimize $`h(n)`$ fluctuation \[See Sec. III.B.2\]. The foliation of the critical points A, $`\mathrm{}`$,D from the period three window defines three $`\epsilon `$-regions I(D-C), II(C-B), III(B-A) \[Eq. (15)\]. The region I is the allowed region for the formation of the bifurcated MSCA (MSCA), II the p3c3 MSCA and the $`p3c2`$ attractor cluster is expected in III. As we see clearly in Fig. 6, the regions I, II and III respectively embody the structures (i), (ii) and (iii) just in agreement with our prediction. Let us note a remarkable feature in the events in the two wings of the seagull (i). Here all events come out with positive $`\lambda _{\text{max}}`$ ($`0.10.2`$). For a system with low degrees of freedom, the positive $`\lambda _{\text{max}}`$ implies chaos. But here even with positive $`\lambda _{\text{max}}`$, the maps always form bifurcated $`p3c3`$ state. There is actually no contradiction. The global motion of the clusters is periodic, but, inside each cluster, maps are here evolving randomly with tiny amplitudes ($`10^2`$) in sharp contrast against the complete synchronization at the cusp. The Lyapunov exponent measures the linear stability of the system with respect to the small deviation of the element position. It is sensitive to the microscopic motion of the element of the system and hence yields the positive exponent. But for a larger deviation, nonlinear terms can become relevant and pull back the map<sup>14</sup><sup>14</sup>14We have verified this by inputting pulses on randomly selected maps. The analytic formulation of the nonlinear effect is most wanted for.. This type of map motion — microscopically chaotic but macroscopically in the periodic clusters — may be called as confined chaos. We hereafter devote ourselves into the investigation of two outstanding structures, namely the bifurcated MSCA seagull and the $`p3c2`$ cluster attractor. The linear stability analysis of the bifurcated MSCA In order to understand the salient cusp at $`\epsilon =0.0352`$ in the Lyapunov exponent plot, let us consider the linear stability matrix of the GCML. (1) For the configuration of maps in six clusters, the $`N\times N`$ linear stability matrix of the GCML for evolution of one step can be written as $`M_1=(1\epsilon )\left(\begin{array}{ccc}X_1E_1& \mathrm{}& 0\\ 0& \mathrm{}& 0\\ \mathrm{}& \mathrm{}& \mathrm{}\\ 0& \mathrm{}& X_6E_6\end{array}\right)+{\displaystyle \frac{\epsilon }{N}}\left(\begin{array}{ccc}X_1H_{11}& \mathrm{}& X_6H_{16}\\ X_1H_{21}& \mathrm{}& X_6H_{26}\\ \mathrm{}& \mathrm{}& \mathrm{}\\ X_1H_{61}& \mathrm{}& X_6H_{66}\end{array}\right)`$ (27) multiplied by an overall factor $`2a`$, where $`X_I(I=1,\mathrm{},6)`$ are the coordinates of the clusters, $`E_I`$ a $`N_I\times N_I`$ unit matrix, and $`H_{IJ}`$ is a $`N_I\times N_J`$ matrix with all elements one. The $`N`$ eigenvalues of $`M_1`$ consist of two sets. One is a set of $`6`$ eigenvalues $`\lambda ^{(I)}=2a(1\epsilon )X_I,(I=1,\mathrm{},6)`$, each $`(N_I1)`$-fold degenerate. The degenerate eigenvectors of $`\lambda ^{(I)}`$ are of the form Col.$`(\mathrm{𝟎};\mathrm{};\mathrm{𝟎};(1,0,\mathrm{},0,1,0,\mathrm{},0);\mathrm{𝟎};\mathrm{};\mathrm{𝟎})`$, that is, all column blocks, each for one cluster, are fulfilled by $`\mathrm{𝟎}`$ except for the $`I`$-th block which has $`1`$ as the first element and $`1`$ as one of the other $`N_I1`$ elements. The eigenvector of $`\lambda ^{(I)}`$ represents a shift of the system orbits within the $`I`$-th cluster. The other is a set of (in general non-degenerate) $`6`$ eigenvalues $`\lambda _I`$, which are the same with the ones of the $`6\times 6`$ stability matrix $`M_{\text{1; red}}`$ associated with the cluster evolution $$X_I(n+1)=(1\epsilon )f(X_I)+\epsilon \underset{J=1}{\overset{6}{}}\theta _Jf(X_J),(I=1,\mathrm{},6).$$ (28) The $`M_{\text{1; red}}`$ for the cluster dynamics is derived from $`M_1`$ by $`E_I1`$ and $`H_{IJ}\theta _J`$. The eigenvector of $`M_1`$ subject to $`\lambda _I`$ is $`(\xi _1^I\mathrm{𝟏};\mathrm{};\xi _6^I\mathrm{𝟏})`$, with $`(\xi _1^I,\mathrm{},\xi _6^I)`$ being that of $`M_{\text{1; red}}`$. (2) The stability matrix $`M_p`$ of GCML for the evolution of $`p`$ steps is given by the chain product of $`p`$ of $`M_1`$ along the system orbit. The eigenvalues of $`M_p`$ again consist of two sets. One is the set of $`6`$ eigenvalues $`\lambda ^{(I)}=[2a(1\epsilon )]^p_{k=1}^pX_I^k`$, each $`(N_I1)`$-fold degenerate, and the first set eigenvectors of $`M_1`$ remain the eigenvectors of this set. The other is the same with the ones of the $`M_{p;\text{red}}`$—the $`p`$-th iterate of $`M_{1;\text{red}}`$. This mechanism holds at any population composition among the GCML clusters. (3) Now, when the population symmetry among the clusters are exact, all of the maps obey a unique quadratic mapping (6) with a constant mean field $`h^{}`$ which is equivalent to a standard logistic map (8) with a reduced nonlinearity $`b`$ via the scale transformation (9). For $`b`$ from the first to the second bifurcation point in the $`p=3`$ window($`b_6=1.76852915`$ to $`b_{12}=1.777221618`$), the reduced map $`y`$ evolves in period six and so do the GCML six clusters. This is the bifurcated MSCA. We can write the correspondence as $`\begin{array}{ccccccccc}y_0& & y_1=f_b(y_0)& & \mathrm{}& & y_5=(f_b)^5(y_0)& & y_0=(f_b)^6(y_0)\\ \left(\begin{array}{c}X_1\\ X_2\\ \mathrm{}\\ X_6\end{array}\right)& & \left(\begin{array}{c}X_2\\ X_3\\ \mathrm{}\\ X_1\end{array}\right)& & \mathrm{}& & \left(\begin{array}{c}X_6\\ X_1\\ \mathrm{}\\ X_5\end{array}\right)& & \left(\begin{array}{c}X_1\\ X_2\\ \mathrm{}\\ X_6\end{array}\right)\end{array}.`$ (47) In the MSCA, all of the six eigenvalues of $`M_6`$ in the first set degenerate into a single value $`\mathrm{\Lambda }[2a(1\epsilon )]^6_{I=1}^6X_I`$ with degeneracy $`_{I=1}^6(N_I1)=N6`$. By (47), (9) and (10) we find $`\mathrm{\Lambda }=(2b)^6_{i=1}^6y_i`$, that is, $`\mathrm{\Lambda }`$ is nothing but the Lyapunov eigenvalue of the single logistic map for the $`p=6`$ motion. As for the other set, the $`M_{\text{6; red}}`$ for the symmetric configuration $`\theta _I=1/6`$ is a chain product of six matrices, that is, $`M_{\text{1; red}}^6M_{\text{1; red}}^5\mathrm{}M_{\text{1; red}}^1`$ with $`M_{\text{1; red}}^1=2a\left(\begin{array}{cccc}(1\epsilon +\eta )X_1& \eta X_2& \mathrm{}& \eta X_6\\ \eta X_1& (1\epsilon +\eta )X_2& \mathrm{}& \eta X_6\\ \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}\\ \eta X_1& \mathrm{}& \mathrm{}& (1\epsilon +\eta )X_6\end{array}\right),\eta ={\displaystyle \frac{\epsilon }{6}}`$ (52) and other five matrices are obtained by cyclically changing the orbit points $`X_I`$ by (47). By a simple algebra using (9) and (47), we find that the eigenvalues of $`M_6`$ in the second set, which are in turn the ones of $`M_{\text{6; red}}`$, are $`\mathrm{\Lambda }`$ with corrections of order $`\eta `$. (4) Now we are ready to work out the seagul cusp position. Because the $`\mathrm{\Lambda }`$ is proportional to the product of the period six orbit points of the single logistic map $`f_b`$, it becomes zero when one of the orbit points becomes zero. At this very instance, the $`N6`$ Lyapunov exponents become $`\mathrm{}`$ and the other $`6`$ exponents become also very small proportionally to $`\mathrm{log}(\|\eta \|)/6`$. The $`b`$ is a solution of $`f_b^6(0)=0`$ and the relevant solution $`b_c=1.772892`$ gives $`\epsilon _c=0.035192`$ and $`\lambda _{\text{max}}=0.361519`$ for $`a=1.90`$— both are in remarkable agreement with the observed cusp of the GCML Lyapunov exponent. Over the seagul $`\epsilon `$range, $`M_{6;\text{ red}}`$ has four complex \[$`(\lambda _k,\lambda _k^{}),k=1,2)`$\] and two real eigenvalues and gives four exponents. The $`\lambda _{\text{max}}`$ is given by one of the two sets of complex eigenvalues, while the $`(N6)`$-fold degenerate exponent from $`\mathrm{\Lambda }`$ runs in the mid of the four. The predicted $`\lambda _{\text{max}}`$ is shown in Fig. 6 and explains the data well. The slight deviation off the cusp is due the small population unbalance; it is the larger for the larger MSD events. The dependence of the $`\lambda _{max}`$ on the population ratios We proceed with the following algorithm after detecting the clusters by the gaps. The six MSCA clusters evolve in the bifurcated orbits of $`p3c3`$ MSCA. They can be regarded as three doublets — $`(C_{I_1},C_{I_2}),I=1,2,3`$ so that the two clusters $`C_{I_1}`$ and $`C_{I_2}`$ in a doublet evolve close together. We combine the two populations in a doublet into one and define $`s`$, $`t`$ and $`u`$ as $`(N_{I_1}+N_{I_2})/N`$ in the decreasing order. In Fig. 7(a), we exhibit the averaged $`\lambda _{\text{max}}`$ on the $`s,t`$plane from the $`2\times 10^4`$ random events for $`N=10^4`$ GCML with $`a=1.90`$, $`\epsilon =0.035`$. At the top of the pyramid-shaped surface the $`\lambda _{\text{max}}`$ is negative and at its minimum. It occurs precisely at the most symmetric population configuration and we find only an event with almost perfect population symmetry is formed. The $`\lambda _{\text{max}}`$ is negative over the bulk of events around the symmetric point — MSCA is linearly stable. The exception occurs only near the boundary (the round curve), where the $`\lambda _{\text{max}}`$ is mostly positive and small ($`\lambda _{\text{max}}0.05`$) and the maps form the confined chaos. The $`p3c2`$ Cluster Attractor We have done a similar high statistics analysis at $`a=1.90`$, $`\epsilon =0.048`$ for the same $`N=10^4`$ GCML. The final states are two fold; $`p3c2`$ cluster attractor ($`83\%`$) and the unstable $`p3`$ clusters with mixing (the rest). Hereafter we analyze the former in Fig. 8. In the region $`0.55\theta 0.61`$, the $`p3c2`$ clusters are tightly bounded and linearly stable. Here the dynamics of the GCML is reduced to that of two clusters. Just like the $`p2c2`$ state in the ordered two clustered phase , the $`p3c2`$ orbits bifurcate with the change of $`\theta `$ — the ratio $`\theta `$ can be used as a control parameter even in the turbulent regime. However, there is a remarkable difference too. In $`p2c2`$ there is no stable attractor for $`\theta `$ outside the window. In the turbulent regime, on the other hand, a loosely bound $`p3c2`$ state can be formed — the three orbit bands in the edge regions. This state is again the confined chaos. The $`\lambda _{\text{max}}`$ is positive ($`0\lambda _{\text{max}}0.2`$) and the maps fluctuate randomly in each of the two clusters. But the clusters are in a macroscopic period three motion. As the probability distribution shows, this is formed as frequently at the $`p3c2`$ cluster attractor. The state of confined chaos at the unbalanced population is a characteristic feature of the cluster attractors in the turbulent regime. ## VI CONCLUSION In this article we have revisited the GCML of the logistic maps and studied in detail its so-called turbulent regime. We have presented our new phenomenological findings in an extensive statistical analysis, which as a whole tell that the turbulent regime is under the systematic control of the periodic windows of the element logistic map. In particular we have shown that the hidden coherence occurs only in a very limited regions in the turbulent regime. There appears remarkable $`p3c3`$ MSCA states as well as $`p3c2`$ cluster attractors induced by the period three window of the element map. Our tuning condition predicts by a family of curves how the dynamics of the element map foliates in the parameter space of the GCML. It successfully explains the salient peak-valley structures of the MSD surface and tells us where to see the remarkable sequence of the cluster attractors of the type $`p,c=p(p1)(p2)\mathrm{}`$. We have also investigated the linear stability of the period three cluster attractors. Both the $`p3c3`$ MSCA and its bifurcated state are linearly stable when the population symmetry is good and MSD of the meanfield is minimized. We have analytically explained the value of the coupling $`\epsilon `$ at a given $`a`$ for the formation of the most stable bifurcated MSCA. The $`p3c2`$ cluster attractor is also linearly stable in the $`\theta `$window even though the MSD of the $`h(n)`$ is quite high. For the unbalanced population configuration the system forms an interesting state of confined chaos which is a characteristic feature of the cluster attractors in the turbulent regime. There remain interesting unsolved problems. One concerns with the state of confined chaos newly found in the turbulent regime. It is a state consisting of a few clusters in macroscopic periodic motion and maps move around chaotically inside each clusters. Regarding the linear stability the Lyapunov exponent is positive. It is tempting to single out the nonlinear effect which confines the maps in periodic clusters. A related problem is the onset of the incomplete synchronization with the decrease of the reduction factor $`r`$ along the foliation curves. The other concerns with the variation of the dynamics with the system size $`N`$. We have found that the system becomes an extremely sensitive mirror of the element dynamics with increasing $`N`$. The salient evidences are shown in Fig. 2 and Fig. 3, but we are unable to explain why so. In field theory the vacuum at the spontaneous break down of the symmetry is stable only when the degree of dynamical degree of freedom is infinite . If we may regard the randomness of GCML maps as a symmetry, the MSCA with no $`h(n)`$ fluctuation corresponds to a vacuum at the symmetry breakdown and the formation of it by synchronization the onset of the ordered parameter. The resolution of the finite size effect in GCML is so tempting since it may bridge the synchronization of the maps and onset of the order parameter in the field theory in quantitative terms. As a whole this work is an exploration of order in the chaos and we have found that the turbulent regime of GCML is controlled by the foliation of the single logistic dynamics. ###### Acknowledgements. It is our pleasure to thank Hayato Fujigaki, Fumio Masuda, Ko-ichi Nakamura, Maki Tachikawa, Norisuke Sakai, Wolfgang Ochs and Hidehiko Shimada for useful discussions and encouragement. Some observations were partially reported in earlier articles by one of us (TS) which include the finding of the manifestation of $`p3c3`$ MSCA and $`p3c2`$ attractor state. While preparing the final manuscript to include results on turbulent regime at huge $`N`$ and on the stability of MSCA, we have noticed related works on the foliation of the logistic windows. A. P. Parravano and M. G. Cosenza have independently reported MSCA. T. Shibata and K. Kaneko have also independently found the foliation of windows in the mean field fluctuations and called it as a tongue structure . Both parallel works overlap ours with respect to the foliation but neither the manifestation of the attractors of the type $`p>c`$ nor the stability of MSCA were discussed in them. This work was supported by the Faculty Collaborative Research Grant from Meiji University, Grant-in-Aids for Scientific Research from Ministry of Education, Science and Culture of Japan, and Grant for High Techniques Research from both organizations.
warning/0006/hep-lat0006001.html	ar5iv	text	# The Critical Mass of Wilson Fermions: A Comparison of Perturbative and Monte Carlo Results ## I Introduction In this paper we study the hopping parameter in lattice QCD with Wilson fermions. In particular, we compute its critical value to two loops in perturbation theory. Wilson fermions are the most straightforward and widely used implementation of fermionic actions on the lattice. This implementation circumvents the fermion doubling problem by introducing a higher derivative term with a vanishing classical continuum limit, to lift unphysical propagator poles completely. At the same time, the action is strictly local, which is very advantageous for numerical simulation. The price one pays for strict locality and absence of doublers is, of course, well known: The higher derivative term breaks chiral invariance explicitly. Thus, merely setting the bare fermionic mass to zero is not sufficient to ensure chiral symmetry in the quantum continuum limit; quantum corrections introduce an additive renormalization to the fermionic mass, which must then be fine tuned to have a vanishing renormalized value. Consequently, the hopping parameter $`\kappa `$, which is very simply related to the fermion mass, must be appropriately shifted from its naive value, to recover chiral invariance. By dimensional power counting, the additive mass renormalization is seen to be linearly divergent with the lattice spacing. This adverse feature of Wilson fermions poses an additional problem to a perturbative treatment, aside from the usual issues related to lack of Borel summability. Indeed, our calculation serves as a check on the limits of applicability of perturbation theory, by comparison with non perturbative results coming from Monte Carlo simulations. Starting from our two-loop results, we also provide improved estimates of the critical value of $`\kappa `$, by performing a resummation to all orders of cactus diagrams . These are tadpole-like diagrams which are gauge invariant and dress the propagators and vertices in our calculation. This improvement technique, among others, has so far been applied mostly to the one-loop multiplicative renormalization of various operators . It is interesting to explore to what extent such methods lead to an improvement even in a sensitive case such as the one at hand. We find that our improved estimates compare quite well with Monte Carlo data also in this case. The paper is organized as follows: In Sec. II we define the quantities which we set out to compute, and describe our calculation. In Sec. III we present our results and compare with Monte Carlo evaluations. In Sec. IV we obtain the improved estimates coming from cactus resummation. ## II Formulation of the problem QCD with Wilson fermions on the lattice is described by the following action (see, e.g., Ref. for standard notation and conventions): $$S_\mathrm{L}=\frac{1}{g_0^2}\underset{x,\mu ,\nu }{}\mathrm{Tr}\left[1U_{\mu \nu }(x)\right]+\underset{i=1}{\overset{N_f}{}}\underset{x,y}{}\overline{\psi }_i(x)D(x,y)\psi _i(y)$$ (1) $`U_{\mu \nu }(x)`$ is the standard product of link variables $`U_{x,y}`$ around a plaquette in the direction $`\mu \nu `$, originating at point $`x`$, and $`D(x,y)`$ is given by: $$D(x,y)=am_B\delta _{x,y}+\frac{1}{2}\underset{\mu }{}\left[\gamma _\mu (U_{x,y}\delta _{x+\widehat{\mu },y}U_{x,y}\delta _{x,y+\widehat{\mu }})r(U_{x,y}\delta _{x+\widehat{\mu },y}2\delta _{x,y}+U_{x,y}\delta _{x,y+\widehat{\mu }})\right]$$ (2) As usual, $`g_0`$ denotes the bare coupling constant and $`a`$ is the lattice spacing. The bare fermionic mass $`m_B`$ must be set to zero for chiral invariance in the classical continuum limit. The higher derivative term, multiplied by the Wilson coefficient $`r`$, breaks chiral invariance. It vanishes in the classical continuum limit; at the quantum level, it induces nonvanishing, flavor-independent corrections to the fermion masses. Numerical simulation algorithms usually employ the hopping parameter, $$\kappa \frac{1}{2m_Ba+8r}$$ (3) as a tunable quantity. Its critical value, at which chiral symmetry is restored, is thus $`1/8r`$ classically, but gets shifted by quantum effects. The renormalized mass can be calculated in textbook fashion from the fermion self–energy. Denoting by $`\mathrm{\Sigma }^L(p,m_B,g_0)`$ the truncated, one particle irreducible fermionic two-point function, we have for the fermionic propagator: $`S(p)`$ $`=`$ $`{\displaystyle \frac{1}{i/p^{^{}}+m(p)}}{\displaystyle \underset{k=0}{\overset{\mathrm{}}{}}}\left(\mathrm{\Sigma }^L(p,m_B,g_0){\displaystyle \frac{1}{i/p^{^{}}+m(p)}}\right)^k`$ (4) $`=`$ $`\left[i/p^{^{}}+m(p)\mathrm{\Sigma }^L(p,m_B,g_0)\right]^1`$ (5) $`\mathrm{where}:/p^{^{}}`$ $`=`$ $`{\displaystyle \underset{\mu }{}}\gamma _\mu {\displaystyle \frac{1}{a}}\mathrm{sin}(ap^\mu ),m(p)=m_B+{\displaystyle \frac{2r}{a}}{\displaystyle \underset{\mu }{}}\mathrm{sin}^2(ap^\mu /2).`$ (6) Requiring that the renormalized mass vanish, leads to: $$S^1(0)=0m_B=\mathrm{\Sigma }^L(0,m_B,g_0)$$ (7) The above is a recursive equation for $`m_B`$, which can be solved order by order in perturbation theory. We write the loop expansion of $`\mathrm{\Sigma }^L`$ as: $$\mathrm{\Sigma }^L(0,m_B,g_0)=g_0^2\mathrm{\Sigma }^{(1)}+g_0^4\mathrm{\Sigma }^{(2)}+\mathrm{}$$ (8) Fig. I shows the two diagrams contributing to the 1-loop result $`\mathrm{\Sigma }^{(1)}`$. The fermion mass involved in these diagrams must be set to its tree level value, $`m_B0`$. The $`i^{\mathrm{th}}`$ diagram gives a contribution of the form $`\frac{N^21}{N}c_i^{(1)}`$, where $`c_1^{(1)},c_2^{(1)}`$ are numerical constants. FIGURE I. One-loop diagrams contributing to $`\mathrm{\Sigma }^L`$. Wavy (solid) lines represent gluons (fermions). A total of 26 diagrams contribute to the 2-loop quantity $`\mathrm{\Sigma }^{(2)}`$, shown in Fig. II. Genuine 2-loop diagrams must again be evaluated at $`m_B0`$; in addition, one must include to this order the 1-loop diagram containing an $`𝒪(g_0^2)`$ mass counterterm (diagram 23). The contribution of each diagram can be written in the form $$(N^21)(c_{1,i}^{(2)}+\frac{c_{2,i}^{(2)}}{N^2}+\frac{N_f}{N}c_{3,i}^{(2)})$$ (9) where $`c_{1,i}^{(2)},c_{2,i}^{(2)},c_{3,i}^{(2)}`$ are numerical constants. Certain sets of diagrams, corresponding to renormalization of loop propagators, must be evaluated together in order to obtain an infrared-convergent result: these are diagrams 7+8+9+10+11, 12+13, 14+15+16+17+18, 19+20, 21+22+23. FIGURE II. Two-loop diagrams contributing to $`\mathrm{\Sigma }^L`$. Wavy (solid, dotted) lines represent gluons (fermions, ghosts). Crosses denote vertices stemming from the measure part of the action; a solid circle is a fermion mass counterterm. ## III Numerical Results The evaluation of the diagrams in this computation requires very extensive analytical work. To this end, we use a Mathematica package which we have developed for symbolic manipulations in lattice perturbation theory (see, e.g., Ref. ). Applied to the present case, this package allows us to perform in a rather straightforward way the following tasks: Contraction among the appropriate vertices; simplification of color/Dirac matrices; use of trigonometry and momentum symmetries for reduction to a more compact, canonical form; automatic generation of highly optimized Fortran code for the loop integration of each type of expression. The integrals, typically consisting of a sum over a few hundred trigonometric products, are then performed numerically on lattices of varying finite size $`L`$. Our programs perform extrapolations of each expression to a broad spectrum of functional forms of the type: $`_{i,j}e_{ij}(\mathrm{ln}L)^j/L^i`$, analyze the quality of each extrapolation using a variety of criteria and assign statistical weights to them, and finally produce a quite reliable estimate of the systematic error. Taking $`L28`$ leads to a sufficient number of significant digits in the results we present. One important consistency check can be performed on those diagrams which are separately IR divergent; taken together in groups, as listed below Eq. (9), they give a finite and very stable extrapolation. We present below the numerical values of the constants $`c_i^{(1)},c_{1,i}^{(2)},c_{2,i}^{(2)},c_{3,i}^{(2)}`$. These constants depend only on the Wilson parameter $`r`$; following common practice, we set $`r=1`$. Table IV contains the contributions to the 1-loop quantity $`\mathrm{\Sigma }^{(1)}`$. The total 1-loop result is $$\mathrm{\Sigma }^{(1)}=\frac{N^21}{N}(0.162857058711(2))$$ (10) This result is known in the literature (see, e.g., Ref. , p. 246, and references contained therein). The contributions to the 2-loop quantity $`\mathrm{\Sigma }^{(2)}`$ are presented in table IV. The total 2-loop result is $$\mathrm{\Sigma }^{(2)}=(N^21)(0.017537(3)+\frac{1}{N^2}\mathrm{\hspace{0.17em}0.016567}(2)+\frac{N_f}{N}\mathrm{\hspace{0.17em}0.00118618}(8))$$ (11) In order to make a comparison with numerical simulations, let us set $`N=3`$, $`N_f=2`$ in the above; we obtain $$\mathrm{\Sigma }^{(1)}(N=3,N_f=2)=0.434285489897(5)$$ (12) $$\mathrm{\Sigma }^{(2)}(N=3,N_f=2)=0.11925(3)$$ (13) In Table IV we compare the final results for $`m_c^{(1)}=g_0^2\mathrm{\Sigma }^{(1)}`$ and $`m_c^{(2)}=g_0^2\mathrm{\Sigma }^{(1)}+g_0^4\mathrm{\Sigma }^{(2)}`$ with numerical simulation data at values of $`\beta =6/g_0^2`$ equal to $`5.6`$ and $`5.5`$ . Also included in this table are the improved results obtained with the method described in the following Section. For easier reference, Table IV presents our results in terms of the critical hopping parameter $`\kappa _c=1/(2m_ca+8r)`$. ## IV Improved Perturbation Theory In order to obtain improved estimates from lattice perturbation theory, one may perform a resummation to all orders of the so-called “cactus” diagrams . Briefly stated, these are gauge–invariant tadpole diagrams which become disconnected if any one of their vertices is removed. The original motivation of this procedure is the well known observation of “tadpole dominance” in lattice perturbation theory. In the following we refer to Ref. for definitions and analytical results. Since the contribution of standard tadpole diagrams is not gauge invariant, the class of gauge invariant diagrams we are considering needs further specification. By the Baker-Campbell-Hausdorff (BCH) formula, the product of link variables along the perimeter of a plaquette can be written as $`U_{x,\mu \nu }`$ $`=e^{ig_0A_{x,\mu }}e^{ig_0A_{x+\mu ,\nu }}e^{ig_0A_{x+\nu ,\mu }}e^{ig_0A_{x,\nu }}`$ (16) $`=\mathrm{exp}\left\{ig_0(A_{x,\mu }+A_{x+\mu ,\nu }A_{x+\nu ,\mu }A_{x,\nu })+𝒪(g_0^2)\right\}`$ $`=\mathrm{exp}\left\{ig_0F_{x,\mu \nu }^{(1)}+ig_0^2F_{x,\mu \nu }^{(2)}+𝒪(g_0^4)\right\}`$ The diagrams that we propose to resum to all orders are the cactus diagrams made of vertices containing $`F_{x,\mu \nu }^{(1)}`$. Terms of this type come from the pure gluon part of the lattice action. These diagrams dress the transverse gluon propagator $`P_A`$ leading to an improved propagator $`P_A^{(I)}`$, which is a multiple of the bare transverse one: $$P_A^{(I)}=\frac{P_A}{1w(g_0)},$$ (17) where the factor $`w(g_0)`$ will depend on $`g_0`$ and $`N`$, but not on the momentum. The function $`w(g_0)`$ can be extracted by an appropriate algebraic equation that has been derived in Ref. and that can be easily solved numerically; for $`SU(3)`$, $`w(g_0)`$ satisfies: $$ue^{u/3}\left[u^2/34u+8\right]=2g_0^2,u(g_0)\frac{g_0^2}{4(1w(g_0))}.$$ (18) The vertices coming from the gluon part of the action, Eq. (1), get also dressed using a procedure similar to the one leading to Eq. (17) . Vertices coming from the fermionic action stay unchanged, since their definition contains no plaquettes on which to apply the linear BCH formula. One can apply the resummation of cactus diagrams to the calculation of additive and multiplicative renormalizations of lattice operators. Applied to a number of cases of interest , this procedure yields remarkable improvements when compared with the available nonperturbative estimates. As regards numerical comparison with other improvement schemes, such as boosted perturbation theory , cactus resummation fares equally well on all the cases studied . One advantageous feature of cactus resummation, in comparison to other schemes of improved perturbation theory, is the possibility of systematically incorporating higher loop diagrams. The present calculation best exemplifies this feature, as we will now show. Dressing the 1-loop result is quite straightforward: the fermionic propagator and vertices stay unchanged, and only the gluon propagator gets simply multiplied by $`1/(1w(g_0)`$. The resulting values: $`m_{c,\mathrm{dressed}}^{(1)}`$ and $`\kappa _{c,\mathrm{dressed}}^{(1)}`$, are shown in Tables IV and IV, respectively. It is worth noting that these values already fare better than the much more cumbersome undressed 2-loop results. We now turn to dressing the 2-loop results. Here, one must take care to avoid double counting: A part of diagrams 7 and 14 has already been included in dressing the 1-loop result, and must be explicitly subtracted from $`\mathrm{\Sigma }^{(2)}`$ before dressing. Fortunately, this part (we shall denote it by $`\mathrm{\Sigma }_{\mathrm{sub}}^{(2)}`$) is easy to identify, as it necessarily includes all of the $`1/N^2`$ part in $`\mathrm{\Sigma }^{(2)}`$. A simple exercise in contraction of $`SU(N)`$ generators shows that $`\mathrm{\Sigma }_{\mathrm{sub}}^{(2)}`$ is proportional to $`(2N^23)(N^21)/(3N^2)`$. There follows immediately that: $$\mathrm{\Sigma }_{\mathrm{sub}}^{(2)}=0.016567(2N^23)(N^21)/(3N^2)$$ (19) (cf. Eq. 11). A further complication is presented by gluon vertices. While the 3-gluon vertex dresses by a mere factor of $`(1w(g_0))`$, the dressed 4-gluon vertex contains a term which is not simply a multiple of its bare counterpart (see Appendix C of Ref. ). Once again, however, we are fortunate: this term must be dropped, being precisely the one which has already been taken into account in dressing the 1-loop result, while the remainder dresses in the same way as the 3-gluon vertex. In conclusion, cactus resummation applied to the 2-loop quantity $`\mathrm{\Sigma }^{(2)}`$ leads to the following rather simple recipe: $$m_{c,\mathrm{dressed}}^{(2)}=\mathrm{\Sigma }^{(1)}\frac{g_0^2}{1w(g_0)}+(\mathrm{\Sigma }^{(2)}\mathrm{\Sigma }_{\mathrm{sub}}^{(2)})\frac{g_0^4}{[1w(g_0)]^2}$$ (20) The end results, $`m_{c,\mathrm{dressed}}^{(2)}`$ and $`\kappa _{c,\mathrm{dressed}}^{(2)}`$, are included in Tables IV and IV. Comparing with the Monte Carlo estimates, we see a definite improvement over non-dressed values. At the same time, a sizeable discrepancy still remains, as was expected from start. This discrepancy sets a benchmark for lattice perturbation theory; multiplicative renormalizations, calculated to the same order and improved by cactus dressing, are expected to be much closer to their exact values. We hope to return to these calculations in a future publication.
warning/0006/hep-ph0006041.html	ar5iv	text	# 1 Introduction ## 1 Introduction A novel approach which exploits the geometry of extra spacetime dimensions has been recently proposed as a means to resolving the hierarchy problem. In one such scenario due to Arkani-Hamed, Dimopoulos, and Dvali (ADD), the apparent hierarchy is generated by a large volume for the extra dimensions. In this case, the fundamental Planck scale in $`4+n`$-dimensions, $`M`$, can be brought down to a TeV and is related to the observed 4-d Planck scale through the volume $`V_n`$ of the compactified dimensions, $`M_{Pl}^2=V_nM^{2+n}`$. In an alternative scenario due to Randall and Sundrum (RS), the observed hierarchy is created by an exponential warp factor which arises from a 5-dimensional non-factorizable geometry. An exciting feature of these approaches is that they both afford concrete and distinctive phenomenological tests. Furthermore, if these theories truly describe the source of the observed hierarchy, then their signatures should appear in experiment at the TeV scale. The purpose of this paper is to explore the detailed phenomenology that arises in the non-factorizable geometry of the RS model. We will examine the cases where the Standard Model (SM) gauge and matter fields can propagate in the additional spacial dimension, denoted as the bulk, as well as being confined to ordinary 3+1 dimensional spacetime. The broad phenomenological features of the latter case were spelled out in Ref. . Here, we expand on this previous work by considering the effects in precision electroweak observables and investigating a wider range of collider signatures, including the case of lighter graviton Kaluza-Klein (KK) excitations. We also show that the LHC can probe the full parameter space of this model and hence will either discover or exclude it if the scale of electroweak physics on the 3-brane is less than 10 TeV. The experimental signatures of the former scenario, where the SM fields reside in the bulk, are considered here for the first time. As we will see below, this possibility introduces an additional parameter, given by the 5-dimensional mass of the fermion fields, which has a dramatic influence on the phenomenological consequences and yields a range of experimental characteristics. While the general features of these signatures remain indicative of this type of geometry, the various details of the different cases can be taken to represent a wide class of possible models similar in nature to the RS scenario. We also present an argument which shows that spontaneous electroweak symmetry breaking must be confined to the Standard Model 3-brane. The Randall-Sundrum model consists of a 5-dimensional non-factorizable geometry based on a slice of AdS<sub>5</sub> space with length $`\pi r_c`$, where $`r_c`$ denotes the compactification radius. Two 3-branes, with equal and opposite tensions, rigidly reside at $`S_1/Z_2`$ orbifold fixed points at the boundaries of the AdS<sub>5</sub> slice, taken to be $`y=r_c\varphi =0,r_c\pi `$. The 5-dimensional Einstein’s equations permit a solution which preserves 4-dimensional Poincaré invariance with the metric $$ds^2=e^{2\sigma (\varphi )}\eta _{\mu \nu }dx^\mu dx^\nu r_c^2d\varphi ^2,$$ (1) where the Greek indices extend over ordinary 4-d spacetime and $`\sigma (\varphi )=kr_c\|\varphi \|`$. Here $`k`$ is the AdS<sub>5</sub> curvature scale which is of order the Planck scale and is determined by the bulk cosmological constant $`\mathrm{\Lambda }=24M_5^3k^2`$, where $`M_5`$ is the 5-dimensional Planck scale. The 5-d curvature scalar is then given by $`R_5=20k^2`$. Examination of the action in the 4-d effective theory yields the relation $$\overline{M}_{Pl}^2=\frac{M_5^3}{k}(1e^{2kr_c\pi })$$ (2) for the reduced 4-d Planck scale. The scale of physical phenomena as realized by the 4-d flat metric transverse to the 5th dimension $`y=r_c\varphi `$ is specified by the exponential warp factor. TeV scales can naturally be attained on the 3-brane at $`\varphi =\pi `$ if gravity is localized on the Planck brane at $`\varphi =0`$ and $`kr_c1112`$. The scale of physical processes on this TeV-brane is then $`\mathrm{\Lambda }_\pi \overline{M}_{Pl}e^{kr_c\pi }`$. The observed hierarchy is thus generated by a geometrical exponential factor and no other additional large hierarchies appear. It has been demonstrated that this value of $`kr_c`$ can be stabilized without the fine tuning of parameters by minimizing the potential for the modulus field, or radion, which describes the relative motion of the 2 branes. In the original construction of the RS model utilizing this stabilization mechanism, gravity and the modulus stabilization field may propagate freely throughout the bulk, while the SM fields are assumed to be confined to the TeV (or SM) brane at $`\varphi =\pi `$. The 4-d phenomenology of this model is governed by only two parameters, given by the curvature $`k`$ and $`\mathrm{\Lambda }_\pi `$. The radion, which receives a mass during the stabilization procedure, is expected to be the lightest new state and admits an interesting phenomenology which we will not consider here. This scenario has enjoyed immense popularity in the recent literature, with the cosmological/astrophysical , string theoretic, and phenomenological implications all being explored. We note that similar geometrical configurations have previously been found to arise in M/string theory. In addition, extensions of this scenario where the higher dimensional space is non-compact, i.e., $`r_c\mathrm{}`$, as well as the inclusion of additional spacetime dimensions and branes have been discussed. Given the success of the RS scenario, it is logical to ask if it can be extended to include other fields in the bulk besides gravity and the modulus stabilization field. It would appear to be more natural for all fields to have the same status and be allowed to propagate throughout the full dimensional spacetime. In addition, Garriga et al. have recently shown that the Casimir force of bulk matter fields themselves may be able to stabilize the radion field. In the case of non-warped, toroidal compactification of extra dimensions, bulk gauge fields can lead to an exciting phenomenology which is accessible at colliders. The possibility of placing gauge fields in the bulk of the RS model was first considered in Ref. . In this case the couplings of the KK gauge bosons are greatly enhanced in comparison to those of the SM by a factor of $`\sqrt{2\pi kr_c}8.4`$. An analysis of their contributions to electroweak radiative corrections was found to constrain the mass of the first KK gauge boson excitation to be in excess of 25 TeV, implying that the physical scale of the $`\varphi =\pi `$ brane, $`\mathrm{\Lambda }_\pi `$, must exceed 100 TeV. By itself, if the model is to be relevant to the hierarchy problem with $`\mathrm{\Lambda }_\pi `$ being near the weak scale, this disfavors the presence of SM gauge fields alone in the RS bulk. This endeavor has recently been extended to consider fermion bulk fields. Grossman and Neubert investigated this possibility in an effort to understand the neutrino mass hierarchy. Using their results, Kitano demonstrated that bounds on flavor changing processes such as $`\mu e\gamma `$ also force the KK gauge bosons to be heavy for neutrino Yukawa couplings of order unity. Subsequently, Chang et al. demonstrated that placing fermion fields in the bulk allowed the zero-mode fermions, which are identified with the SM matter fields, to have somewhat reduced couplings to KK gauge fields. This allows for a weaker constraint on the value of $`\mathrm{\Lambda }_\pi `$ from precision electroweak data. Gherghetta and Pomarol have noted the importance of the value of the bulk fermion mass in determining the zero-mode fermion couplings to both bulk gauge and wall Higgs fields and found interesting implications for the fermion mass hierarchy and supersymmetry breaking. In this paper we expand upon these studies and examine the phenomenological implications of placing the SM gauge and matter fields in the bulk. (In all cases to be discussed below, the backreaction on the metric due to the new bulk fields will be neglected.) We find that this possibility introduces an additional parameter, given by the 5-dimensional fermion mass, which governs the phenomenology. In the next section we peel the SM field content off the TeV-brane, or wall, and derive the KK spectrum and couplings of gravitons, bulk gauge fields, and bulk fermions. The 5-d fermion mass dependence of the couplings of the KK states to the zero-mode fermions is explicitly demonstrated. In section 3, we explore the phenomenology associated with allowing the SM fields to propagate in the additional dimension. We delineate the broad phenomenological features as a function of the bulk fermion mass and find that there are four distinct classes of collider signatures. We investigate these signatures and also compute the KK gauge contributions to electroweak radiative corrections. We find that the stringent precision electroweak bounds on $`\mathrm{\Lambda }_\pi `$ discussed above are significantly relaxed for a sizable range of the fermion bulk mass parameter. In section 4, we expand on our previous work and examine the phenomenology in detail for the scenario where the SM fields all reside on the TeV-brane. Section 5 consists of our conclusions. Appendix A contains an independent argument for confining the Higgs fields to the TeV-brane. Lastly, simplified expressions for a number of couplings as a function of the fermion bulk mass are given in Appendix B for the case when the SM field content propagates in the bulk. ## 2 Peeling the Standard Model off the Wall In order to examine the phenomenological implications of placing the field content of the SM in the bulk of the RS model, we need to know the properties of various bulk fields. In this section, we review the KK reduction and interactions of massless gravitons and bulk gauge fields, as well as bulk fermions with arbitrary 5-d masses, and establish the notation that will be used in the sections that follow. Throughout our discussion, we will assume that the Higgs field and hence, spontaneous electroweak symmetry breaking, resides only on the TeV-brane. This choice has been advocated for a variety of different reasons by various authors, and we will present an independent argument in Appendix A for keeping the Higgs field on the TeV-brane. We start our review with the massless bulk sector, namely the graviton and the gauge fields. In what follows, the Greek indices extend over the usual 4-d spacetime, whereas the upper case Roman indices represent all 5 dimensions. The lower case Roman indices correspond to 5-d Minkowski space. ### 2.1 Gravitons and Bulk Gauge Fields We parameterize the 5-d graviton tensor fluctuations $`h_{\alpha \beta }`$ ($`\alpha ,\beta =0,1,2,3`$) by $$\widehat{G}_{\alpha \beta }=e^{2\sigma }\left(\eta _{\alpha \beta }+\kappa _5h_{\alpha \beta }\right),$$ (3) where $`\kappa _5=2M_5^{3/2}`$ and the metric tensor is defined as $`\eta _{\mu \nu }=\mathrm{diag}(1,1,1,1)`$. The 5-d graviton field $`h_{\alpha \beta }(x,\varphi )`$ can be written in terms of a KK expansion of the form $$h_{\alpha \beta }(x,\varphi )=\underset{n=0}{\overset{\mathrm{}}{}}h_{\alpha \beta }^{(n)}(x)\frac{\chi _G^{(n)}(\varphi )}{\sqrt{r_c}},$$ (4) where $`h_{\alpha \beta }^{(n)}(x)`$ represent the KK modes of the graviton (which we denote as $`G^{(n)}`$ in what follows) with masses $`m_n^G`$ in 4-d Minkowski space and $`\chi _G^{(n)}(\varphi )`$ are the corresponding wavefunctions that depend only on the coordinate $`\varphi `$ of the extra dimension. Employing the gauge choice $`\eta ^{\alpha \beta }_\alpha h_{\beta \gamma }^{(n)}=0`$ and $`\eta ^{\alpha \beta }h_{\alpha \beta }^{(n)}=0`$, and demanding the orthonormality condition $$_\pi ^\pi 𝑑\varphi e^{2\sigma }\chi _G^{(m)}\chi _G^{(n)}=\delta ^{mn},$$ (5) we obtain $$\chi _G^{(n)}(\varphi )=\frac{e^{2\sigma }}{N_n^G}\left[J_2(z_n^G)+\alpha _n^GY_2(z_n^G)\right],$$ (6) where $`J_q`$ and $`Y_q`$ denote Bessel functions of order $`q`$ throughout this paper, $`N_n^G`$ give the wavefunction normalization, $`\alpha _n^G`$ are constant coefficients, and $$z_n^G(\varphi )=m_n^G\frac{e^{\sigma (\varphi )}}{k}.$$ (7) The solutions $`\chi _G^{(n)}(\varphi )`$ are chosen to be $`Z_2`$-even in order to obtain a massless zero-mode graviton. The requirement of continuity of their first derivative at the orbifold fixed points $`\varphi =0`$ and $`\varphi =\pm \pi `$ yields $$\alpha _n^G\left(x_n^G\right)^2e^{2kr_c\pi }$$ (8) and $$J_1(x_n^G)=0,$$ (9) where $`x_n^Gz_n^G(\varphi =\pi )`$, and we have assumed that $`m_n^G/k1`$ as well as $`e^{kr_c\pi }1`$. With these assumptions, we find $`m_n^G=x_n^Gke^{kr_c\pi }`$ and $$N_n^G\frac{e^{kr_c\pi }}{\sqrt{kr_c}}J_2(x_n^G);n>0.$$ (10) The corresponding zero-mode is given by $`\chi _G^{(0)}=\sqrt{kr_c}`$. We find $`\alpha _n^G1`$ for the KK modes of phenomenological importance, i.e., the lowest lying states, and thus the $`Y_2`$ term in Eq. (6) can be safely ignored compared to $`J_2`$ in our following analysis. Note that the masses of the graviton KK excitations are not equally spaced, unlike the case for a factorizable geometry, with their separation here being dependent on the roots of $`J_1`$. The first few values of $`x_n^G`$ are 3.83, 7.02, 10.17, and 13.32. Next, we consider the case of a massless 5-d gauge field $`A_M(x,\varphi )`$. Our notation is similar to that employed for the case of the graviton field. With the gauge choice $`A_4(x,\varphi )=0`$, and assuming that the KK expansion of $`A_\mu (x,\varphi )`$ is given by $$A_\mu (x,\varphi )=\underset{n=0}{\overset{\mathrm{}}{}}A_\mu ^{(n)}(x)\frac{\chi _A^{(n)}(\varphi )}{\sqrt{r_c}},$$ (11) the solutions for $`\chi _A^{(n)}(\varphi )`$ are $$\chi _A^{(n)}=\frac{e^\sigma }{N_n^A}\left[J_1(z_n^A)+\alpha _n^AY_1(z_n^A)\right],$$ (12) subject to the orthonormality condition $$_\pi ^\pi 𝑑\varphi \chi _A^{(m)}\chi _A^{(n)}=\delta ^{mn}.$$ (13) The functions $`\chi _A^{(n)}`$ in Eq. (12) are also chosen to be $`Z_2`$-even. The continuity of $`d\chi _A^{(n)}/d\varphi `$ at $`\varphi =0`$ yields $$\alpha _n^A=\frac{J_1(m_n^A/k)+(m_n^A/k)J_1^{}(m_n^A/k)}{Y_1(m_n^A/k)+(m_n^A/k)Y_1^{}(m_n^A/k)},$$ (14) and at $`\varphi =\pm \pi `$ we obtain $$J_1(x_n^A)+x_n^AJ_1^{}(x_n^A)+\alpha _n^A\left[Y_1(x_n^A)+x_n^AY_1^{}(x_n^A)\right]=0,$$ (15) where $`m_n^A`$ is the mass of the $`n`$th KK mode of the gauge field with $`m_n^A=x_n^Ake^{kr_c\pi }`$. Again, we see that the masses of the gauge KK excitations are not equally spaced. The normalization $`N_n^A`$ is given by $$N_n^A=\left(\frac{e^{kr_c\pi }}{x_n^A\sqrt{kr_c}}\right)\sqrt{\left\{z_{n}^{A}{}_{}{}^{2}\left[J_1(z_n^A)+\alpha _n^AY_1(z_n^A)\right]^2\right\}_{z_n^A(\varphi =0)}^{z_n^A(\varphi =\pi )}}.$$ (16) The zero-mode gauge field is then $`\chi _A^{(0)}=1/\sqrt{2\pi }`$. The first few numerical values of $`x_n^A`$ are 2.45, 5.57, 8.70, and 11.84. ### 2.2 Bulk Fermion Fields We now discuss the KK solutions for bulk fermions of arbitrary Dirac 5-d mass; the possibility of Majorana mass terms for neutral fermion fields will not be considered here. The action $`S_f`$ for a free fermion of mass $`m`$ in the 5-d RS model is $$S_f=d^4xd\varphi \sqrt{G}[V_n^M(\frac{i}{2}\overline{\mathrm{\Psi }}\gamma ^n_M\mathrm{\Psi }+h.c.)sgn(\varphi )m\overline{\mathrm{\Psi }}\mathrm{\Psi }],$$ (17) where $`h.c.`$ denotes the Hermitian conjugate term, and we have $`\sqrt{G}=[det(G^{MN})]^{1/2}=e^{4\sigma }`$, $`n=0,1,\mathrm{},4`$, $`V_\mu ^M=e^\sigma \delta _\mu ^M`$, $`V_4^4=1`$, and $`\gamma ^n=(\gamma ^\nu ,i\gamma _5)`$. As demonstrated previously, the contribution to the action from the spin connection vanishes when the hermitian conjugate term is included. The form of the mass term is dictated by the requirement of $`Z_2`$-symmetry since $`\overline{\mathrm{\Psi }}\mathrm{\Psi }`$ is necessarily odd under $`Z_2`$ as can be seen from examining the first term in the action. We adopt the notation of Ref. for the KK expansion of the $`\mathrm{\Psi }`$ field and write $$\mathrm{\Psi }_{L,R}(x,\varphi )=\underset{n=0}{\overset{\mathrm{}}{}}\psi _{L,R}^{(n)}(x)\frac{e^{2\sigma (\varphi )}}{\sqrt{r_c}}\widehat{f}_{L,R}^{(n)}(\varphi ),$$ (18) where $`L`$ and $`R`$ refer to the chirality of the fields and $`\widehat{f}_{L,R}^{(n)}`$ represent 2 distinct complete orthonormal functions. The orthonormality relations are then given by $$_\pi ^\pi 𝑑\varphi e^\sigma \widehat{f}_L^{(m)}\widehat{f}_L^{(n)}=_\pi ^\pi 𝑑\varphi e^\sigma \widehat{f}_R^{(m)}\widehat{f}_R^{(n)}=\delta ^{mn}.$$ (19) Due to the requirement of $`Z_2`$-symmetry of the action, $`\widehat{f}_L^{(n)}`$ and $`\widehat{f}_R^{(n)}`$ must have opposite $`Z_2`$-parity; here we choose $`\widehat{f}_L^{(n)}`$ to be $`Z_2`$-even and $`\widehat{f}_R^{(n)}`$ to be $`Z_2`$-odd. The SM matter fields then correspond to the zero-modes $`\widehat{f}_L^{(0)}`$. All of the SM fermion fields are thus treated as left-handed as is commonly done in the literature. The KK reduction of the action $`S_f`$ through the expansion (18) for $`\mathrm{\Psi }_{L,R}(x,\varphi )`$ yields the solutions $$\widehat{f}_{L,R}^{(n)}(\varphi )=\frac{e^{\sigma /2}}{N_n^{L,R}}\left[J_{\frac{1}{2}\nu }(z_n^{L,R})+\beta _n^{L,R}Y_{\frac{1}{2}\nu }(z_n^{L,R})\right]$$ (20) for $`n0`$. The zero-mode $`\widehat{f}_L^{(0)}`$, corresponding to a massless 4-d SM fermion, is given by $$\widehat{f}_L^{(0)}=\frac{e^{\nu \sigma }}{N_0^L}.$$ (21) Here $`\nu `$ is defined by $`m\nu k`$ and is expected to be of order unity. For simplicity and phenomenological reasons we take all fermions to have the same value of $`\nu `$ throughout this paper. With our choices for the $`Z_2`$-parity of the wavefunctions, the coefficients $`\beta _n^{L,R}`$ and the masses $`m_n^{L,R}`$ of the KK modes are obtained by requiring $$\left(\frac{d}{d\varphi }mr_c\right)\widehat{f}_L^{(n)}=0$$ (22) and $$\widehat{f}_R^{(n)}=0$$ (23) at $`\varphi =0,\pm \pi `$, for the left- and right-handed solutions, respectively. In the case of the left-handed wavefunctions, we obtain $$\beta _n^L=\frac{J_{(\nu +\frac{1}{2})}(m_n^L/k)}{Y_{(\nu +\frac{1}{2})}(m_n^L/k)}$$ (24) from evaluating the above conditions at $`\varphi =0`$, and $$J_{(\nu +\frac{1}{2})}(x_n^L)+\beta _n^LY_{(\nu +\frac{1}{2})}(x_n^L)=0$$ (25) at $`\varphi =\pi `$. Similarly, for the right-handed solutions, we have $$\beta _n^R=\frac{J_{\nu +\frac{1}{2}}(m_n^R/k)}{Y_{\nu +\frac{1}{2}}(m_n^R/k)}$$ (26) and $$J_{\nu +\frac{1}{2}}(x_n^R)+\beta _n^RY_{\nu +\frac{1}{2}}(x_n^R)=0.$$ (27) Note that the left- and right-handed excitation masses, $`m_n^{L,R}`$, are degenerate for each value of $`n`$ above the zero-mode. The orthonormality of $`\widehat{f}_{L,R}^{(n)}`$ yields $$N_0^L=\sqrt{\frac{2\left[e^{kr_c\pi (1+2\nu )}1\right]}{kr_c(1+2\nu )}}$$ (28) and $$N_n^{L,R}=\left(\frac{e^{kr_c\pi }}{x_n^{L,R}\sqrt{kr_c}}\right)\sqrt{\left\{z_{n}^{L,R}{}_{}{}^{2}\left[J_{\frac{1}{2}\nu }(z_n^{L,R})+\beta _n^{L,R}Y_{\frac{1}{2}\nu }(z_n^{L,R})\right]^2\right\}_{z_n^{L,R}(\varphi =0)}^{z_n^{L,R}(\varphi =\pi )}}.$$ (29) We note here that only the left-handed fermion fields are relevant to the phenomenological study in this paper, since their zero-modes correspond to the SM fermions. Given the above set of equations we can determine the relative values for the masses of the KK states for the graviton, gauge, and fermion tower members by numerically solving for the appropriate Bessel function roots. Recall that degenerate right- and left-handed fermion KK towers both exist for the fermion states that lie above the left-handed zero-modes. These mass spectra are displayed in Fig. 1 in units of $`ke^{kr_c\pi }`$. The fermion KK excitation masses have an approximately linear dependence on $`\nu `$ given by $`m_n^fa_n\|\nu +1/2\|+b_n`$, with $`a_n,b_n`$ being essentially constant for each tower member. For the values $`\nu <1/2`$, we find that the fermion masses are simply reflected about the point $`\nu =1/2`$, with $`m_n^f(\nu )=m_n^f([\nu +1])`$, implying that the lightest fermion KK states occur when $`\nu =1/2`$. Note that at $`\nu =1/2(+1/2)`$ fermions and gauge bosons (gravitons) are predicted to be degenerate in mass. In addition, the fermion excited KK states are generally expected to be more massive than the corresponding gauge boson states. ### 2.3 Couplings of the KK Modes Having reviewed the KK reduction of various SM bulk fields in the RS model, we now turn our attention to the couplings of the KK modes in the 4-d effective theory. We focus on the vertices that are of relevance to the phenomenology discussed in this work. In what follows, we give the integrals that yield the couplings of fermions to gravitons and gauge fields and evaluate their dependence on the fermion bulk mass in the case where the SM matter fields propagate in the bulk. In addition, we provide the coupling of gauge fields to gravitons and discuss the interactions between zero-mode fermion and gauge KK states with a Higgs field confined to the TeV-brane. In Appendix B, we present simplified expressions for these integrals as well as for a number of additional 3-point functions. Schematically, the coupling of the $`m`$th and $`n`$th KK modes of the field $`F`$ to the $`q`$th KK level graviton is given by $$S_G=\underset{m,n,q}{}\left\{\left[\frac{d\varphi }{\sqrt{k}}\frac{e^{t\sigma }\chi _F^{(m)}\chi _F^{(n)}\chi _G^{(q)}}{\sqrt{r_c}}\right]\frac{\kappa _4}{2}d^4x\eta ^{\mu \alpha }\eta ^{\nu \beta }h_{\alpha \beta }^{(q)}(x)T_{\mu \nu }^{(m,n)}\right\},$$ (30) where $`t`$ depends on the type of field $`F`$, $`\chi _F^{(n)}`$ represents the $`n`$th KK solution of the field $`F`$, $`\chi _G^{(q)}`$ is the $`q`$th KK graviton wavefunction, $`h_{\alpha \beta }^{(q)}(x)`$ corresponds to the $`q`$th KK graviton mode, $`\kappa _4/2=\overline{M}_{Pl}^1`$, and $`T_{\mu \nu }^{(m,n)}`$ denotes the 4-d energy momentum tensor for the fields. The information regarding the spacetime curvature and the shape of the wavefunctions in the 5th dimension is encoded in a coefficient $`C`$ given by the integral in brackets above, $$C_{mnq}^{FFG}=\frac{d\varphi }{\sqrt{k}}\frac{e^{t\sigma }\chi _F^{(m)}\chi _F^{(n)}\chi _G^{(q)}}{\sqrt{r_c}}.$$ (31) To compute the coupling of $`F`$ to a KK graviton in the RS model, one must multiply the corresponding Feynman rules derived in flat spacetime with extra dimensions , which are written in terms of $`T_{\mu \nu }^{(m,n)}`$, by $`C_{mnq}^{FFG}`$. We now present these coefficients for the cases of fermion and gauge field interactions with the KK graviton states. Note that with the conventions discussed above for the wavefunctions of various bulk fields, the coupling strength of the zero-mode graviton is fixed to be $`\overline{M}_{Pl}^1`$ in the 4-d effective theory. For the case where the SM fields propagate in the bulk, the coefficient $`C_{mnq}^{f\overline{f}G}`$ of the coupling of the $`m`$th and the $`n`$th fermion KK states to the $`q`$th graviton mode can be obtained from the term $$S_1=id^5x\sqrt{G}V_n^M\overline{\mathrm{\Psi }}\gamma ^n_M\mathrm{\Psi }$$ (32) in the action, and is given by $$C_{mnq}^{f\overline{f}G}=_\pi ^\pi \frac{d\varphi }{\sqrt{k}}\frac{e^\sigma \widehat{f}_L^{(m)}\widehat{f}_L^{(n)}\chi _G^{(q)}}{\sqrt{r_c}}.$$ (33) The corresponding coefficient $`C_{mnq}^{AAG}`$ for the coupling strength of the $`m`$th and the $`n`$th KK excitations of a gauge field to the $`q`$th graviton mode, can be deduced from the interaction $$S_2=\frac{1}{4}d^5x\sqrt{G}G^{MA}G^{NB}F_{AB}F_{MN},$$ (34) yielding $$C_{mnq}^{AAG}=_\pi ^\pi \frac{d\varphi }{\sqrt{k}}\frac{\chi _A^{(m)}\chi _A^{(n)}\chi _G^{(q)}}{\sqrt{r_c}}.$$ (35) Next, we consider the interaction between a fermion field $`\mathrm{\Psi }`$ and a gauge field $`A_M`$. The coefficient of this coupling is obtained from the interaction $$S_3=d^5x\sqrt{G}V_n^Mg_5\overline{\mathrm{\Psi }}\gamma ^nA_M\mathrm{\Psi },$$ (36) where $`g_5`$ is the 5-d gauge coupling constant. Since the zero-mode wavefunction for the field $`A_\mu (x,\varphi )`$ is given by $`\chi _A^{(0)}=1/\sqrt{2\pi }`$, the interaction of zero-mode fermion and gauge fields is given by $$S_3=\frac{g_5}{\sqrt{2\pi r_c}}d^4x\eta ^{\mu \nu }\overline{\psi }^{(0)}\gamma _\mu \psi ^{(0)}A_\nu ^{(0)}+\mathrm{},$$ (37) where we have used the orthonormality of the fermion wavefunctions given by Eq. (19). We thus see that $`g_4=g_5/\sqrt{2\pi r_c}`$, where $`g_4`$ is the usual 4-d SM gauge coupling. In general, the coefficient $`C_{mnq}^{f\overline{f}A}`$ of the coupling of the $`m`$th and the $`n`$th fermion states to the $`q`$th gauge field mode, in units of $`g_4`$, is given by $$C_{mnq}^{f\overline{f}A}=\sqrt{2\pi }_\pi ^\pi 𝑑\varphi e^\sigma \widehat{f}_L^{(m)}\widehat{f}_L^{(n)}\chi _A^{(q)}.$$ (38) With these general expressions it is straight-forward to compute the couplings of any number of gauge, fermion, and graviton fields. In Appendix B we provide a set of useful couplings expressed in simplified form. For the practical applications considered in this paper we need to determine the detailed dependence on $`\nu `$ of the couplings of the zero-mode fermions to the members of the gauge and graviton KK towers, as well as the couplings of the zero-mode gauge fields to the graviton tower. Simplified versions of these specific couplings can be found in Appendix B in Eqs. (51-53). Figure 2 displays the couplings of the zero-mode fermions to the gauge KK tower members in units of the corresponding SM coupling strength. This result reproduces that of Ref. with their parameter $`c`$ being identified as $`\nu `$. Note that as $`\nu `$ becomes large, which means that the fermion wavefunctions are localized closer to the SM brane, the magnitude of the gauge couplings grow significantly. For $`\nu 1`$ we recover the result for the case where the SM fermions are confined to the TeV-brane, i.e., that $`\|g^{(n)}/g_{SM}\|\sqrt{2\pi kr_c}`$. On the other hand, for of $`\nu \begin{array}{c}<\hfill \\ \hfill \end{array}0.5`$, the couplings become quite small and are approximately independent of $`\nu `$. We then expect to obtain strong direct and indirect bounds on the gauge KK states for $`\nu \begin{array}{c}>\hfill \\ \hfill \end{array}0.3`$, while for smaller values of $`\nu `$ there will be a serious degradation in the ability of experiment to probe large KK mass scales. Note that the gauge tower couplings essentially vanish in the region near $`\nu =0.5`$. The corresponding $`\nu `$-dependent couplings of the graviton KK tower states to the zero-mode fermions are displayed in Fig. 3. Here, we have taken the coefficient given by Eq. (52) in the Appendix and included the factor of $`\kappa _4/2`$ in Eq. (30) to obtain the full coupling strength which is in units of $`\mathrm{\Lambda }_\pi ^1`$. Again, as $`\nu 1`$ the magnitude of the coupling strength for each tower member approaches unity in units of $`\mathrm{\Lambda }_\pi ^1`$ which is the well-known result for wall fermions. However, for values of $`\nu `$ below $`\nu 0.5`$, the gravitational couplings of the zero-mode fermions become exponentially small for all massive graviton tower members, i.e., the fermions essentially decouple from the KK graviton states. This will make it impossible in this region to search, either directly or indirectly, for the graviton KK excitations via their interactions with fermions. The couplings of zero-mode gauge fields to the graviton KK tower are, of course, independent of $`\nu `$ as can be seen from Eq. (53) in the Appendix. For the first five KK graviton tower members we find these couplings to be 1.34, 0.268, 0.273, 0.114, and 0.127 in units of $`10^2\mathrm{\Lambda }_\pi ^1`$. Note that the strength of these couplings are all small, implying that searches for gravitons via these interactions will also be rather difficult. The couplings of the zero-mode fermion and gauge bulk fields to the Higgs when the Higgs is constrained to lie on the TeV-brane are also important since these are responsible for spontaneous symmetry breaking. These are also discussed in Appendix B. We find that in terms of a dimensionless Yukawa coupling in 5-d, $`\stackrel{~}{\lambda }_5`$, the corresponding 4-d Yukawa coupling for zero-mode fermions is given by $$\lambda _4=\frac{\stackrel{~}{\lambda }_5}{2}\left[\frac{1+2\nu }{1ϵ^{1+2\nu }}\right],$$ (39) with $`ϵe^{kr_c\pi }`$. This reproduces the result of Ref. . Note that the function in the square bracket is continuous and equal to unity when $`\nu =1/2`$. If one assumes that $`\stackrel{~}{\lambda }_5`$ is of order unity, then we see that $`\lambda _4`$ is also of order unity provided $`\nu \begin{array}{c}>\hfill \\ \hfill \end{array}0.5`$. For smaller values of $`\nu `$ the magnitude of the 4-d Yukawa coupling falls rapidly, e.g., if $`\nu =0.75`$ then $`\lambda _4\sqrt{ϵ}10^8`$. Even if one allowed for fine tuning, this implies that it would be difficult to generate the observed SM fermion mass spectrum for values of $`\nu \begin{array}{c}<\hfill \\ \hfill \end{array}0.8`$ to $`0.9`$. We thus restrict ourselves to the region $`\nu \begin{array}{c}>\hfill \\ \hfill \end{array}0.8`$ in our phenomenological discussions below. Similar arguments also show that the vacuum expectation value of the Higgs on the TeV-brane naturally leads to the conventional masses for the $`W`$ and $`Z`$ gauge bosons which we identify as the zero-mode members of their respective towers. ## 3 Phenomenology of Bulk Fields In comparison to the analyses of the RS model where the SM field content is confined to the TeV-brane, the phenomenology for the case where both SM gauge fields and fermions are allowed to propagate in the bulk is more complex due to the a priori unknown value of the bulk fermion mass parameter $`\nu `$. In what follows, for simplicity, and to avoid problems with proton decay and flavor changing neutral current effects, we will assume that all SM fermions have the same value of $`\nu `$. Here we employ a two-pronged attack on the model by examining its implications on both precision electroweak measurements and direct collider searches. We will see that the two techniques provide complementary information and constraints, as is usually the case, with the conclusion being that the range of $`\nu `$ over which the RS model with SM fields in the bulk provides a solution to the hierarchy problem without being overly fine-tuned, i.e., values of $`\mathrm{\Lambda }_\pi \begin{array}{c}<\hfill \\ \hfill \end{array}10`$ TeV, is a rather small fraction of what is allowed by naturalness arguments. ### 3.1 Precision Electroweak Observables As is well-known, precision electroweak data can be used to place complementary constraints on new physics scenarios to those obtainable from direct collider searches. The analysis we employ below is a natural extension to that developed earlier by Rizzo and Wells in the case of the 5-dimensional SM with a factorizable geometry with gauge bosons alone being in the bulk. In that work, a global analysis was performed of the KK gauge tower tree-level contributions to a large set of electroweak observables: $`M_W`$, $`Z`$-boson partial widths and asymmetries, $`\mathrm{sin}^2\theta _w`$, atomic parity violation expressed via the weak charge $`Q_w`$, and the Paschos-Wolfenstein asymmetry $`R^{}`$ as measured by the NuTeV/CCFR collaboration. In this scenario, the gauge KK states above the zero-mode are evenly spaced and all couple with the same strength, and the authors concluded that the mass of the lightest KK excitation of the SM gauge fields must be in excess of 3.3 TeV. This result is similar in magnitude to the corresponding limits obtainable from contact interaction analyses. This procedure has also been employed in the case where the gauge bosons are the only SM fields to propagate in the non-factorizable RS bulk. In this case, the couplings of the KK tower members to the wall fermions are also independent of the particular KK state above the zero-mode, but the ratio of the fermionic couplings of the $`n`$th excitation to those of the zero-mode is large with $`g_n/g_0=\sqrt{2\pi kr_c}8.4`$ and the masses of the tower members are no longer equally spaced, being given by roots of the appropriate Bessel functions as discussed above. There it was found that the first SM gauge KK excitation must be more massive than $`23`$ TeV. Here, the situation is more complex since once the fermions are allowed to reside in the bulk, each member of the gauge KK tower couples to the zero-mode fermions with a different strength, which is dependent on the parameter $`\nu `$ as discussed above. Following the analyses of Ref. , we work in the limit where the KK tower exchanges can be characterized as a set of contact interactions by integrating out the tower fields. The tower exchanges then lead to new dimension-six operators whose coefficients are proportional to $$V(\nu )=\underset{n=1}{\overset{\mathrm{}}{}}\frac{g_n^2(\nu )}{g_0^2}\frac{M_W^2}{m_n^2},$$ (40) where $`g_n(\nu )`$ is the $`\nu `$ dependent coupling of the $`n`$th tower member with mass $`m_n`$, and $`g_0`$ is identified as the corresponding SM coupling. The $`g_n(\nu )`$ for the gauge KK fields were computed in the previous section and are given in Appendix B. A global fit to the most recent electroweak data as presented at Moriond 2000 for the observables listed above, results in somewhat stronger bounds on the quantity $`V`$ than those obtained earlier, mainly due to the new value of $`Q_w`$ employed in the fit. The resulting lower bound on the mass of the first gauge KK state as a function of $`\nu `$ is shown in Fig. 4. Using the mass relationships given in the previous section between the gauge, graviton, and fermion KK excitations, we can translate this bound into constraints on the masses of the other first tower members as well; this is also displayed in the figure. Note that as $`\nu `$ becomes large and positive we reproduce the constraint computed in Ref. for the case where the fermions are on the wall i.e., $`m_1^{\mathrm{gauge}}\begin{array}{c}>\hfill \\ \hfill \end{array}25`$ TeV, which translates into the bound $`\mathrm{\Lambda }_\pi \begin{array}{c}>\hfill \\ \hfill \end{array}100`$ TeV. However, for smaller values of $`\nu `$, values of $`\mathrm{\Lambda }_\pi `$ of order a few TeV or less are clearly consistent with the data. The general $`\nu `$ dependent behavior of these constraints can be easily understood from the values of $`g_n(\nu )/g_0`$ shown in Fig. 2. Recall that for $`\nu \begin{array}{c}<\hfill \\ \hfill \end{array}0.5`$, the gauge tower couplings are small and approximately $`\nu `$ independent, while for $`\nu \begin{array}{c}>\hfill \\ \hfill \end{array}0.5`$, the tower couplings grow rapidly with increasing values of $`\nu `$. Hence, the precision electroweak bounds on the first tower states are rather weak and $`\nu `$ independent with $`m_1^{\mathrm{gauge}}\begin{array}{c}>\hfill \\ \hfill \end{array}620`$ GeV for $`\nu \begin{array}{c}<\hfill \\ \hfill \end{array}0.5`$, and disappear completely for $`\nu =0.5`$, but grow rapidly with increasing values of $`\nu `$ reaching the multi-TeV region. While almost all of the observables used in the electroweak fit described above are $`\nu `$-dependent since fermion couplings are directly involved, one is not, namely the mass of the $`W`$. Hence, one might be tempted to obtain a $`\nu `$-independent bound by using just this quantity alone. Unfortunately, a useful limit cannot be obtained using this single observable without a priori knowledge of the Higgs boson mass. As was shown in the analysis of Rizzo and Wells for Higgs fields on the wall, the existence of KK tower states for both the $`W`$ and $`Z`$ gauge fields will lead to a predicted increase in $`M_W`$ for a fixed value of the Higgs mass when $`M_Z`$ is used as input. However, this increase in $`M_W`$ due to KK excitations can always be offset by a compensating increase in the Higgs mass which in turn lowers $`M_W`$ due to loop effects. Thus, unless the Higgs mass is otherwise determined, one can always have a trade off between the gauge KK tree level and Higgs boson loop contributions. Once the Higgs mass is known, however, a $`\nu `$-independent bound can be obtained. This point has recently been emphasized by Kane and Wells. We note that in performing the global fit described above, the only assumption about the Higgs mass was that $`m_H100`$ GeV. ### 3.2 Collider Studies It is clear from the results shown in Figures 2, 3, and 4 that four distinct regions, corresponding to specific ranges of $`\nu `$, emerge, yielding four different classes of phenomenology. This is described in Fig. 5. Region I corresponds to the range $`0.9`$ to $`0.8\begin{array}{c}<\hfill \\ \hfill \end{array}\nu \begin{array}{c}<\hfill \\ \hfill \end{array}0.6`$, where the lower boundary is set by not allowing the fermion Yukawa couplings to be fine-tuned, as discussed in the previous section. Here, the SM fermions have decoupled from the graviton KK tower and are only very weakly coupled to the gauge KK states. (Recall that the SM gauge fields only interact weakly with to the graviton KK states, with the coupling strength being $`0.01\mathrm{\Lambda }_\pi ^1`$, independently of the value of $`\nu `$.) The precision electroweak bounds give constraints on gauge and graviton KK masses that are less than 1 TeV. In region II with $`0.6<\nu <0.5`$, the fermionic couplings of the gauge KK tower grow weaker, yielding an almost non-existent bound from precision electroweak data. The corresponding graviton KK tower - fermion interaction strength increases two orders of magnitude within this range, but remains small. Note that constraints from the precision electroweak parameter $`V`$ disappear completely at $`\nu =0.5`$, as the fermions and gauge KK states completely decouple at that point. In region III, defined by $`0.5<\nu <0.3`$, the fermionic couplings of both the gauge and graviton towers grow rapidly and the limits from $`V`$ on the masses of the first excitations lie in the few TeV range. Lastly, in Region IV, corresponding to $`0.3<\nu `$, the bound from $`V`$ is so strong that direct production of the KK excitations of either the gauge bosons or gravitons is kinematically forbidden at any planned collider. Their only influence in this region will be through contact interaction effects. Before discussing the details of the collider phenomenology associated with the graviton and gauge KK states in these various regions, we note that we will assume for simplicity that the gauge KK states are sufficiently massive so that mixing effects can be neglected. In general, the masses of the excitations of each gauge KK tower are given by the diagonalization of a mixing matrix, whose off-diagonal elements are proportional to the mass of the zero-mode KK state. Hence, the excitations for the photon and gluon towers are automatically diagonalized and the masses of the KK states of the $`W`$ and $`Z`$ towers are shifted by $`M_{W,Z}`$. This is a small effect for heavy KK states and hence we assume that the members in the $`Z`$, $`W`$, photon and gluon towers are highly degenerate, level by level. This implies that the $`Z`$ and $`\gamma `$ tower members strongly interfere with one another appearing as a single resonance, $`Z^{(n)}/\gamma ^{(n)}`$, and are hence not separable at colliders. This scenario is also realized in the historically more conventional KK gauge analyses with flat spacetime. It is instructive to first examine the dependence of the graviton branching fractions on the fermion bulk mass parameter. Figure 6 shows these branching fractions for the first graviton excitation with a mass of 1 TeV. In regions I and II, we see that the primary decay mode, by approximately two orders of magnitude, is that of a pair of Higgs bosons! The decay rates into more conventional channels, such as dijets, are uncharacteristically tiny and hence the usual signatures for graviton production will be altered. In regions III and IV, the fermions are no longer decoupled allowing for large branching fractions into fermion pairs, and thus the typical graviton production signals at colliders become available. We now examine the phenomenology of each region in turn. We first consider region I. Since the fermion couplings here are far too weak to allow for graviton production at colliders, it is natural to ask whether such states could be produced via gluon-gluon fusion at the LHC since the $`gg`$ luminosity is so large at those energies. This idea runs into two immediate problems. First, in region I we know from the $`V`$ analysis and the mass relations in Fig. 1 that the first graviton KK mass is in excess of 900 GeV. This expectation drastically reduces the production rate for such a heavy state down to the level of at most tens of events for a luminosity of 100 $`fb^1`$. The second problem is one of signal. As shown in Fig. 6 the primary decay mode in region I is into a pair of Higgs bosons. For more customary channels, such as dijets, we end up paying an additional factor of 100 leaving us with no signal. We thus conclude that graviton KK states in region I are not observable at the LHC or any other planned collider. Before continuing we note that when calculating cross sections and production rates for the first KK graviton and gauge bosons we have assumed that they can decay only into SM, i.e., zero-mode states. We have found this to be a reasonable approximation for all the cases of interest to us though other final states may occur. One example of this possibility is the decay of a first KK graviton excitation into one zero-mode gauge or fermion state together with a first excited mode of a gauge or fermion state. For fermions this is kinematically allowed only over a small range of $`\nu `$ but can correspondingly always occur for the asymmetric gauge final state. Such partial widths have been calculated and usually lead to rather small effects due to the reduction of the graviton coupling strength at the vertex and do not result in changes to the peak cross sections by more than $`1020\%`$. Thus their neglect provides an adequate approximation for the result presented here. Next, we turn to the gauge KK states; they are expected to be lighter than the gravitons and the lowest lying states have coupling strengths to fermions approximately $`20\%`$ as large as do the corresponding SM gauge bosons. However, couplings of this strength are sufficiently large as to permit significant cross sections at colliders as is shown in Figs. 7a and b for the Tevatron and at a Linear Collider, respectively. In both cases these figures show the production of a 700 GeV $`Z^{(1)}/\gamma ^{(1)}`$ state which has an unusually distorted excitation curve due to the strong interference between the $`\gamma ^{(1)}`$ and $`Z^{(1)}`$ states and the SM $`\gamma `$ and $`Z`$ background exchanges. This composite excitation is quite narrow for its mass due to the small gauge couplings and is quite unlike other possible s-channel resonances such as a graviton, $`Z^{}`$ or sneutrino. The observation of the gauge KK states will thus be the only signal for the RS model in this region. Figure 8 compares the search reach for these KK gauge bosons by both the Tevatron and LHC in the Drell-Yan channel for region I (as well as II and III) in comparison to the bound obtained from the $`V`$ analysis. Here we see that there is substantial room for discovering such gauge KK states with these machines in this region. In region II with the shrinking of the gauge couplings there is a general degradation of the search reaches for the KK gauge bosons at both the Tevatron and LHC as shown in Fig. 8. Simultaneously the fermion couplings to the graviton are beginning to turn on and, as can be seen from Fig. 9, the LHC has some chance of producing $``$1 TeV gravitons for large values of $`c=k/\overline{M}_{Pl}0.1`$. Once $`\nu `$ exceeds $`1/2`$ and we are in region III we see that the LHC can discover KK gauge bosons for all values of $`\nu `$ less than about $`0.3`$. The window for graviton discovery, due to their larger masses is somewhat slimmer and is limited to larger values of $`c`$. When $`\nu >0.42`$ gravitons can no longer be observed at the LHC due to their large masses. It is clear that in region III the KK excitations of both the graviton and gauge bosons can be simultaneously produced as is depicted in Fig. 10 for an $`e^+e^{}`$ linear collider. In region IV the precision electroweak constraints show that the first excitation of both the gauge and graviton KK towers is above the kinematic threshold for direct production at the LHC. However, their contribution to fermion pair production may still be felt via virtual exchange, similarly to contact-like interactions. These effects are dominated by the gauge KK tower exchange as the gauge KK states are lighter, level by level, and much more strongly coupled than the corresponding KK gravitons. In addition, the gauge KK tower contributes to fermion pair production via a dimension-six operator, whereas the graviton contribution is dimension-eight. The effects of the KK graviton exchange can thus be essentially neglected in comparison to the KK gauge contributions. We modify the results of Refs. to include the effects of KK tower exchange and present the resulting 95% C.L. search reach in Fig. 11 for various lepton and hadron colliders with center-of-mass energies and integrated luminosities as indicated. All fermion final states were employed in the lepton collider analyses, while only Drell-Yan data was included in the hadron case. We see that the LHC with 100 $`\mathrm{fb}^1`$ will give comparable bounds to those obtained from our precision electroweak analysis, while the NLC has a substantial search reach. These bounds, as well as those shown in Fig. 4, demonstrate that this is a problem region for the RS model as they naturally lead to values of $`\mathrm{\Lambda }_\pi `$ significantly in excess of 10 TeV. ## 4 Phenomenology of Wall Fields From the discussion in the previous section it is clear that if the SM fields propagate in the RS bulk then there is only a small range of $`\nu `$ for which the RS model can be directly tested through the production of graviton resonances. Either such states are constrained to be too massive to be produced, as can be inferred from the analysis of precision electroweak data, or they decouple from the zero-mode fermions and cannot be produced at all. In addition, the value of $`\mathrm{\Lambda }_\pi `$ is allowed to be $`\begin{array}{c}<\hfill \\ \hfill \end{array}10`$ TeV only in regions I-III, corresponding to the range $`0.9`$ to $`0.8\begin{array}{c}<\hfill \\ \hfill \end{array}\nu \begin{array}{c}<\hfill \\ \hfill \end{array}0.3`$. For larger values of the fermion bulk mass parameter, which is most of this parameter’s natural range, the lower bounds on $`\mathrm{\Lambda }_\pi `$ begin to approach 100 TeV. One may argue that this is disfavored since it is so far away from the weak scale and may create additional hierarchies. Thus unless one can construct a model wherein the value of $`\nu `$ naturally lies in the above narrow range it appears that placing the SM in the RS bulk is somewhat undesirable. For this reason, and to complete our earlier brief analysis, we now explore the phenomenology for the case where the SM field content is entirely confined to the TeV-brane. We remind the reader that in the case where only gravity propagates in the bulk, the graviton KK tower couplings to all wall fields, and for all tower members $`n1`$, are simply suppressed by $`\mathrm{\Lambda }_\pi `$; the zero-mode coupling remains Planck scale suppressed. In the language developed in section 2, this corresponds to values of the coefficients, $`C^{f\overline{f}G}=C^{AAG}=1/e^{kr_c\pi }`$. ### 4.1 Bounds from the Oblique Parameters $`S`$, $`T`$, and $`U`$ In addition to both direct and indirect searches for new physics at colliders, precision measurements can also provide useful constraints on new interactions. We saw above that a detailed analysis of radiative correction effects parameterized by the quantity $`V`$ gave powerful bounds on the mass of the first graviton excitation when the SM gauge fields (and fermions) were in the bulk. However, in the case where the SM completely resides on the 3-brane, it is clear that the masses of the bulk graviton fields are no longer correlated to $`V`$ at tree-level, so that this analysis is no longer useful in obtaining constraints. A different approach to probing deviations in electroweak data due to new physics is through shifts in the values of the oblique parameters $`S`$, $`T`$, and $`U`$. In the case of graviton KK towers, it is clear that loops involving such particles will contribute to the transverse parts of the SM gauge boson self-energies, which will then reveal themselves in deviations in $`S`$, $`T`$, and $`U`$. Recently Han, Marfatia, and Zhang have considered the graviton tower contribution to these parameters within the context of the ADD scenario arising from both seagull and rainbow diagrams. This analysis can be modified in a relatively straightforward fashion to the case of localized gravity by recalling (i) that the coupling strength of the graviton tower is inversely proportional to $`\mathrm{\Lambda }_\pi `$ and not $`\overline{M}_{Pl}`$, and (ii) the masses of the RS KK states are widely separated so that the sum over them must be performed explicitly and cannot be performed via integration. Since gravity becomes strong for momenta greater than the scale $`\mathrm{\Lambda }_\pi `$, we must introduce an explicit cut-off, $`M_c=\lambda \mathrm{\Lambda }_\pi `$ with $`\lambda 𝒪(1)`$, to render the integrals and sums finite. For practical purposes we perform all of the integrations analytically leaving only the KK tower sum to be performed numerically by making use of the relations $`\mathrm{\Lambda }_\pi =m_1^{\mathrm{grav}}\overline{M}_{Pl}/kx_1^G`$ and $`m_n^{\mathrm{grav}}=m_1^{\mathrm{grav}}x_n^G/x_1^G`$. For example, the seagull diagram yields the simple result $$\mathrm{\Pi }(p^2)=\frac{\lambda ^2p^2}{48\pi ^2}\underset{n}{}y_n^2\left[\frac{1}{3}+4y_n+10y_n^2+10y_n^3\mathrm{ln}\frac{y_n}{1+y_n}\right],$$ (41) where $`y_n(m_n^{\mathrm{grav}}/M_c)^2`$. Unlike the ADD case, the resulting values for the shifts in the oblique parameters are found to be only proportional to $`\lambda ^2`$ instead of $`\lambda ^4`$; we set $`\lambda =1`$ in our numerical results below. Figures 12(a-c) display the shifts in the oblique parameters as a function of $`k/\overline{M}_{Pl}`$ for various values of $`m_1^{\mathrm{grav}}`$. Using the latest values of $`S`$ and $`T`$ from a global fit to the electroweak data given by $`S`$ $`=`$ $`0.04\pm 0.10,`$ $`T`$ $`=`$ $`0.06\pm 0.11,`$ (42) we obtain the 95% CL constraints in the $`k/\overline{M}_{Pl}m_1^{\mathrm{grav}}`$ plane shown in Fig. 13. Most of the excluded region arises from too large of a negative contribution to either $`S`$ or $`T`$ from graviton loops, while the small nose-like region along the vertical axis is eliminated by values of $`S`$ which are positive and too large. Note that, as usual, the parameter $`U`$ does not provide a meaningful bound since it is quite small in magnitude in comparison to $`S`$ and $`T`$. As we can see from the figure, these constraints complement those from direct collider searches, e.g., those at the Run II Tevatron. In fact, by combining the two sets of constraints we would find that a major part of the displayed parameter space would be excluded if nothing was found by the Tevatron during Run II. (Of course, the true size of the model parameter space is larger than what is shown in this figure.) This region would be further reduced in area by about a factor of two if we also required both that $`\mathrm{\Lambda }_\pi <10`$ TeV and that the magnitude of the bulk curvature be less than the 5-d Planck scale as discussed in our earlier work, which demands that $`k/\overline{M}_{Pl}`$ be less than $`0.1`$. As will be discussed below, combining all of these requirements one can in fact show that the allowed region actually closes at graviton masses in the range near 4 TeV. This shows the strong interplay between data from precision measurements, direct collider searches, and our theoretical prejudices. ### 4.2 Collider Phenomenology We now examine the direct production of the graviton KK states at high energy colliders in the scenario where the SM fields are constrained to the TeV-brane. We expand on our previous work by investigating the possibility of reasonably light graviton excitations, e.g., $`m_1^{\mathrm{grav}}\begin{array}{c}<\hfill \\ \hfill \end{array}200`$ GeV. These may have previously escaped detection at the Tevatron by having an extremely narrow width. In addition it is possible that their contributions to the oblique parameters discussed above may be cancelled by the effects of other sources of new physics and hence this window should also be probed by direct collider searches. We then turn to the more likely scenario where the mass of the first graviton excitation is at least a few hundred GeV, and explore its resonance production at future colliders in detail. To fully explore this phenomenology, we first determine the branching fractions for the decay of the first graviton KK state into two-body channels. These are displayed in Fig. 14 as a function of the graviton mass. We see from the figure that dijet final states, i.e., light quark and gluon pairs, dominate the graviton decays. The leptonic channel, which yields the cleanest signature, has a branching fraction of order a few percent for all values of $`m_1^{\mathrm{grav}}`$. Note that the branching fractions are independent of the parameter $`k/\overline{M}_{Pl}`$, as expected. #### 4.2.1 Production of Light Gravitons In our earlier consideration of graviton tower phenomenology we concentrated on the case where the first tower member was more massive than about $`200`$ GeV. The reasons for this were two-fold: first, such masses are outside the range directly accessible to LEPII and, second, the Tevatron collider bounds for new resonances in either the Drell-Yan or dijet channel are essentially absent below $`200`$ GeV. There are two ways to probe this mass range below 200 GeV. The first possibility is to search for a narrow $`s`$channel resonance in the LEPII data above the $`Z`$-pole in, for example, $`e^+e^{}\mu ^+\mu ^{}`$. Such an analysis has indeed been performed by the OPAL Collaboration in their search for $`R`$-parity violating $`\stackrel{~}{\nu }_\tau `$ production. The result of their null search is a constraint on the $`R`$parity violating Yukawa coupling, $`\lambda `$, as a function of the $`\stackrel{~}{\nu }_\tau `$ mass. Clearly, this search can be modified to probe for narrow gravitons and a straightforward translation is possible; we find that $$c_{\mathrm{bound}}=\lambda _{\mathrm{bound}}\left[B_{\mathrm{}}^{grav}x_1^2\right]^{1/2},$$ (43) where $`c=k/\overline{M}_{Pl}`$, $`x_1`$ is the smallest non-zero root of the Bessel function $`J_1`$ and $`B_{\mathrm{}}^{grav}`$ is the leptonic branching fraction of the first graviton KK state. The result of this analysis can be seen in Fig. 15 where we observe that the bound on $`c`$ as a function of the first KK graviton mass is unfortunately rather weak. We expect, however, that these bounds should improve significantly by the end of the LEPII run. Note that this direct search supplements the constraints obtained from the oblique parameter analysis discussed above. A second possibility is to search for light gravitons by associated production with a photon, e.g., $`e^+e^{}\gamma +G^{(1)}`$. In the ADD model, a number of authors have considered using this process to constrain the higher dimensional Planck scale as a function of the number of extra dimensions through a somewhat similar search process. In the ADD case, however, a tower sum of KK gravitons up to kinematic limit is also required so that the final state no longer appears to be resulting from an underlying two-body process. Unlike the ADD case, in the RS model this process is a true two-body reaction leading to a mono-energetic photon with a differential cross section given by $$\frac{d\sigma }{dz}=\frac{\alpha c^2x_1^2}{16(1x)}\left[(1+z^2)(1+x^4)+(13z^2+4z^4)\frac{1+x^2}{1z^2}+6x^2z^2\right],$$ (44) where $`x=m_1^2/s`$, $`z=\mathrm{cos}\theta `$ and $`m_1`$ is the mass of the lightest KK graviton. The production signature for this process is the mono-energetic photon and the decay products of the on-shell massive graviton, e.g., a pair of dijets, $`\mathrm{}^+\mathrm{}^{}`$ or another $`\gamma \gamma `$ pair that reconstruct to the mass of the graviton. Given the expression above one might imagine that the differential distribution of photons is highly peaked in both the forwards and backwards directions independent of the value of $`m_1`$ above the $`Z`$ mass. Fig. 16a explicitly shows the resulting normalized angular distribution of the photon for $`\sqrt{s}=200`$ GeV and several distinct values of $`m_1`$ with the anticipated strong forward-backward peaking. Unfortunately, the continuum SM background from single-photon radiation has a very similar angular distribution but is not mono-energetic. In either case the signal to continuum background ratio can be somewhat enhanced by imposing a hard cut on the photon production angle relative to the incident electron beam. Fig. 16b shows the total integrated cross section for the process of interest as a function of $`m_1`$ both with and without the photon angular cut, assuming that $`c=0.01`$ and $`\sqrt{s}=200`$ GeV. Here we see that reasonable signal rates are possible even after employing a strong photon angular cut. For example, if $`m_1=170`$ GeV with $`\|\theta _\gamma \|>15^o`$, then $`E_\gamma =27.75`$ GeV and $`\sigma =0.3`$ pb at $`\sqrt{s}`$=200 GeV and thus a 200 $`pb^1`$ sample would yield 60 events which should be observable above the continuum background. #### 4.2.2 Resonance Production at Future Colliders It is more likely that the first graviton KK state will be several hundreds of GeV or more in mass and we now explore the phenomenology of this scenario in more detail than given in our previous work. The basic signature for the RS model with the SM fields being confined to the TeV-brane is the direct resonance production of the graviton KK excitations. If it is kinematically feasible to produce more than one KK tower member, the fact that the excitation spacing is proportional to the root of the $`J_1`$ Bessel function provides a smoking gun signal for the non-factorizable geometry of this model. In addition, the two model parameters which govern the 4-d phenomenology, i.e., $`k`$ and $`\mathrm{\Lambda }_\pi `$, can be completely determined by the measurement of the mass and width of the first excitation. We first examine the cleanest signal for graviton resonance production, namely an excess in Drell-Yan events from $`q\overline{q},ggG^{(n)}\mathrm{}^+\mathrm{}^{}`$. The Drell-Yan line-shape is presented in Fig. 17 as a function of the invariant mass of the lepton pair for $`m_1^{\mathrm{grav}}=700,\mathrm{\hspace{0.17em}1500}`$ GeV at the Tevatron and LHC, respectively, for various values of $`k/\overline{M}_{Pl}`$. The production of subsequent tower members are also shown for the LHC, note the increasing widths of the higher resonances. Also note that the value of the peak cross section for the first resonance is independent of the value of $`k/\overline{M}_{Pl}`$. We see that for larger values of $`k/\overline{M}_{Pl}`$, e.g., $`k/\overline{M}_{Pl}\begin{array}{c}>\hfill \\ \hfill \end{array}0.5`$, the bump structure of the resonances is lost due to the large value of its width (recall that the width is proportional to $`[k/\overline{M}_{Pl}]^2`$) and the interference from the higher excitations. In this case, graviton production appears as a shoulder on the SM predicted Drell-Yan spectrum, and is similar to the effect of contact interactions. Nonetheless, we find that the resulting search reach for the first graviton excitation from a full calculation is essentially equivalent to our earlier results where we employed the narrow width approximation. These results are given as a function of $`k/\overline{M}_{Pl}`$ in our previous work and are not reproduced here with the exception that the results for run II at the Tevatron with 2 $`\mathrm{fb}^1`$ of integrated luminosity are displayed in Fig. 13. Since the fundamental signature of a non-factorizable geometry is the non-uniform spacing of the graviton KK states, it is important to examine the probability of observing the second excitation if the first resonance is discovered. In order to quantify this we show in Fig. 18 the cross section times leptonic branching fraction for the Drell-Yan production of the first two graviton KK states as a function of the first excitation mass for the sample value $`k/\overline{M}_{Pl}=0.1`$. We see that the second excitation has a sizable cross section at both accelerators. We estimate that the $`n=2`$ graviton KK state will be discovered at the Tevatron (LHC) with 2 $`\mathrm{fb}^1`$ (100 $`\mathrm{fb}^1`$) of integrated luminosity if the mass of the first excitation is less than 725 GeV (3.8 TeV). This is clearly a significant discovery reach. Next, we examine the ability of a hadron collider to determine the spin of a new resonance once one is discovered. It is well-known that the angular distribution of a particle’s decay products convey information about its spin quantum number. This is depicted in Fig. 19 for the decay of particles of various spins into fermion pairs. We see that a spin-0 resonance has a flat angular distribution, of course, spin-1 corresponds to a parabolic shape, and spin-2 yields a quartic distribution. The ability of a collider to distinguish between these distributions depends on the amount of available statistics. For purposes of demonstration, we have generated the angular distribution, including statistical errors, of a typical data sample of 1000 events; this is displayed in Fig. 19. We see that with this level of statistics, the spin-2 nature of a KK graviton is easily determined. From Fig. 18, we see that the accumulation of 1000 events or more corresponds to a value of $`m_1^{\mathrm{grav}}\begin{array}{c}<\hfill \\ \hfill \end{array}4200`$ TeV with $`k/\overline{M}_{Pl}=0.1`$ at the LHC with 100 $`\mathrm{fb}^1`$ of integrated luminosity. Further study, similar to what has been performed in the case of a new $`Z`$ boson resonance, is required in order to determine the range of parameter space for which the spin-2 nature of the graviton can be resolved. Lastly, we present the graviton KK spectrum with varied values of the parameters in two sample processes. The invariant mass spectrum of the lepton pair is shown in Fig 20 for Drell-Yan production of the graviton KK spectrum at the LHC, comparing $`m_1^{\mathrm{grav}}=1`$ TeV with $`k/\overline{M}_{Pl}=0.1`$ with $`m_1^{\mathrm{grav}}=1.5`$ TeV with $`k/\overline{M}_{Pl}=0.2`$. Figure 21 displays the KK line-shape in $`\gamma \gamma b\overline{b}`$, comparing $`m_1^{\mathrm{grav}}=600`$ GeV with $`k/\overline{M}_{Pl}=0.1`$, $`m_1^{\mathrm{grav}}=250`$ GeV with $`k/\overline{M}_{Pl}=0.03`$, and the SM prediction. These figures demonstrate how the KK spectrum changes in terms of size of the peak cross sections and widths of the resonances as the model parameters are varied. These processes were chosen simply for demonstration and for ease of identifying the final state. We emphasize that graviton KK resonance production will occur at all planned colliders, and that the gravitons will decay into all possible 2-body final states with the relative branching fractions as given in Fig. 14. Observation of the relative rates of all these processes would serve as an additional verification of the model. ## 5 Conclusions In this paper we have explored the detailed phenomenology of the Randall-Sundrum model of localized gravity for the cases where the SM field content propagates in the bulk or lies on the TeV-brane. We have derived the wavefunctions and interactions of the KK tower for each field that is allowed to exist in the bulk. We presented an argument demonstrating that if spontaneous symmetry breaking takes place in the bulk, either the couplings of the gauge bosons do not take their SM values, or the SM mass relationship between the $`W`$ and $`Z`$ becomes corrupted, depending on whether the matter fields exist in the bulk or not. We thus conclude that the Higgs field must be confined to the TeV-brane. In the scenario where the SM gauge and matter fields propagate in the extra dimension, our results can be summarized as: * The phenomenology in this case is now governed by three parameters, $`k`$, $`\mathrm{\Lambda }_\pi `$, and the bulk mass parameter, $`\nu `$. * We found that the couplings of the resulting KK states are highly dependent on the value of the bulk mass parameter. We then identified four regions with distinct phenomenologies, corresponding to different ranges of $`\nu `$. * We examined the phenomenological signatures of this model in all four regions. We compared the constraints placed on the model from precision electroweak data with those obtainable from direct collider searches. We found that the KK states couple too weakly in order to yield observable signatures for $`\nu <0.5`$. The precision electroweak constraints resulted in strong bounds for larger values of $`\nu `$ and indicate that the gauge and graviton KK states will not be kinematically accessible at the LHC for $`\nu \begin{array}{c}>\hfill \\ \hfill \end{array}0.3`$. In this case, the presence of the KK towers will be probed via contact interaction searches. * We also presented theoretical arguments for limiting the range of $`\nu `$. We reasoned that $`\nu \begin{array}{c}>\hfill \\ \hfill \end{array}0.8`$ to $`0.9`$ in order to ensure that the fermion Yukawa couplings are not overly fine-tuned. In addition, we saw that $`\nu `$ cannot grow too large or else the precision electroweak bounds translate into a value of $`\mathrm{\Lambda }_\pi `$ which is far above the weak scale, rendering the RS model irrelevant to the hierarchy problem. * Combining these theoretical and experimental constraints yields a narrow range of $`\nu `$, $`0.9`$ to $`0.8\nu 0.3`$, for which the RS model is viable and can be probed directly in colliders. This argues for a model that either selects $`\nu `$ to be in this narrow viable range or prefers that the SM field content be constrained to lie on the TeV-brane. We thus also investigated the phenomenology of the RS model in this second case, expanding on our previous work. In this case, gravity is the only field which propagates in the extra dimension and expands into a KK tower upon compactification. The phenomenology is now governed by only two parameters, with the fermion bulk mass obviously being absent. We examined the possibility of lighter gravitons, which may be produced at LEP II as a direct resonance or in an emission process. We computed the effects of the graviton KK states on the precision electroweak oblique parameters and found constraints on the parameter space which are complementary to those obtainable from direct collider searches. In addition, we delineated the signatures for the graviton KK spectrum at future colliders. The combined results of our analysis in the scenario where the SM fields lie on the TeV-brane are presented in the parameter plane $`k/\overline{M}_{Pl}m_1^{\mathrm{grav}}`$ in Fig. 22. The constraints from present data are summarized by the bounds from Drell-Yan and di-jet production at the Tevatron from Run I and from the global fit to the oblique parameters $`S`$ and $`T`$, as labeled in the figure. In each case, the excluded area lies to the left of the curves. The theoretical constraints are given by curvature bound $`\|R_5\|=20k^2<M_5^2`$, which yields $`k/\overline{M}_{Pl}<0.1`$, and by the prejudice that $`\mathrm{\Lambda }_\pi \begin{array}{c}<\hfill \\ \hfill \end{array}10`$ TeV to ensure that the model resolves the hierarchy. We see that this synthesis of experimental and theoretical constraints results in a small, closed allowed region in the model parameter space. Comparing this allowed region with our previous results for the search reach for graviton production via the Drell-Yan mechanism at the LHC, we see that the LHC will be able to cover this entire region of parameter space with 100 $`\mathrm{fb}^1`$ of integrated luminosity. Hence, in the scenario where the SM fields lie on the TeV-brane, the LHC will be able to definitively discover or exclude the RS model of localized gravity, if it is relevant to the hierarchy. Acknowledgements: We would like to thank N. Arkani-Hamed, Y. Grossman, M. Schmaltz, and R. Sundrum for discussions related to this work. Thank you for reading this paper and have a nice day. Appendix A In this Appendix we will supply a robust argument against spontaneous symmetry breaking (SSB) by Higgs bosons in the RS Bulk. We assume that SSB takes place either in the bulk or on the wall so that if SSB in the bulk is untenable we are forced to consider the Higgs to lie only on the SM brane. Since there are no massless gauge KK modes when there are bulk gauge masses, we would now be forced to identify the SM $`W`$ and $`Z`$ bosons as the lowest massive KK modes of their respective towers. On the other hand the photon and gluons, having no corresponding bulk mass terms, can be identified with the ordinary massless modes. To proceed we first consider the SM-like part of the action involving only the gauge and Higgs fields taking $`y=r_c\varphi `$: $$S_{SM}=d^4x𝑑y\sqrt{G}\left[\underset{a}{}\frac{1}{4}F_{MN}^aF_a^{MN}+\|D_A\varphi \|^2V(\varphi )+\mathrm{}\right],$$ (45) and follow all of the usual steps of SSB associated with the SM. The only difference with the usual result will be the labelling on the 5-d couplings and the Higgs vacuum expectation value (vev), i.e., $`g,g^{},eg_5,g_5^{},e_5`$ and $`vv_5`$ etc. In the usual basis this generates bulk mass terms associated with the $`Z`$ and $`W`$ fields, $`𝑴_{𝒁\mathbf{,}𝑾}`$ but none for the photon and gluon fields due to the remaining unbroken gauge invariance. We expect that both of these generated masses are naturally of order $`k`$ and that they are also related, assuming spontaneous symmetry breaking via Higgs doublets in the bulk, by the usual SM-like relationship $`𝑴_𝑾^\mathrm{𝟐}=𝑴_𝒁^\mathrm{𝟐}\mathrm{cos}^2\theta _5`$ with, as usual, $`g_5^{}/g_5=\mathrm{tan}\theta _5`$, $`\theta _5`$ being the angle diagonalizing the $`Z\gamma `$ mixing matrix. The 5-d coupling of the photon is then identified as $`e_5=g_5\mathrm{sin}\theta _5`$. Now although this all seems trivial and straightforward problems begin to appear when we try to match these 5-d couplings and the generated masses to those in the usual 4-d SM. Let us first consider the case where the SM fermions are in the bulk. Then, since the photon has no bulk mass term, it is easy to calculate the relationship between $`e_5=g_5\mathrm{sin}\theta _5=g_5s_5`$ and $`e=g\mathrm{sin}\theta =gs`$ by considering the coupling between fermionic zero-modes, which we identify as the SM fields, with the photon tower zero-mode, i.e., the ordinary photon which has a constant wave function in the extra dimension. We obtain the familiar relation $$e=\frac{e_5}{\sqrt{2\pi r_c}}\text{o}r\frac{g_5s_5}{\sqrt{2\pi r_c}}=gs.$$ (46) As discussed above, the $`Z`$ and $`W`$ of the SM are now identified with the lightest massive modes of their respective towers with wave functions of the form $$\chi _{W,Z}=\frac{e^\sigma }{N_{W,Z}}\left[J_{\alpha _{W,Z}}+\beta _{W,Z}Y_{\alpha _{W,Z}}\right],$$ (47) where $`N_{W,Z}`$ is a normalization factor, $`\beta _{W,Z}`$ are constants, and $$\alpha _{W,Z}=\left[1+𝑴_{𝑾\mathbf{,}𝒁}^{}{}_{}{}^{2}/k^2\right]^{1/2},$$ (48) respectively. Denoting the complete fermion zero-mode wave functions symbolically by $`f_\nu `$ the relationship between the 5-d $`W`$ coupling and that for the SM is given by $$\frac{g_5}{\sqrt{2}}𝑑y\sqrt{G}f_\nu ^2\chi _W\frac{g_5}{\sqrt{2}}I_W=\frac{g}{\sqrt{2}},$$ (49) where $`I_W`$ represents the $`y`$ integration over the various wave functions. Note that we have assumed that all fermion flavors have the same value of $`\nu `$. If this were not the case universality violation would be rampant. In the $`Z`$ case, due to the structure of the coupling, we arrive at two necessary conditions for the correct matching $`(i)`$ $`{\displaystyle \frac{g_5}{c_5}}{\displaystyle 𝑑y\sqrt{G}f_\nu ^2\chi _Z}{\displaystyle \frac{g_5}{c_5}}I_Z={\displaystyle \frac{g}{c}},`$ (50) $`(ii)`$ $`{\displaystyle \frac{g_5}{c_5}}s_5^2{\displaystyle 𝑑y\sqrt{G}f_\nu ^2\chi _Z}{\displaystyle \frac{g_5}{c_5}}s_5^2I_Z={\displaystyle \frac{g}{c}}s^2,`$ where $`I_Z`$ represents the corresponding $`y`$ integration over the $`Z`$ and fermion wave functions. Dividing Eq. (50ii) by (50i), we arrive at $`s_5=s`$. Substituting Eq. (49) into Eq. (46) and using this $`s_5=s`$ result we arrive at the requirement that $`I_W=1/\sqrt{2\pi r_c}`$, independent of $`\nu `$ or $`𝑴_𝑾/k`$! This is of course in general impossible so we must conclude that if fermions are in the bulk the SSB breaking by bulk Higgs fields does not allow us to simultaneously recover the correct SM couplings for the photon, $`W`$ or $`Z`$. Now if the fermions are on the wall it is easy to see that $`s_5=s`$ and $`g=g_5/\sqrt{2\pi r_c}`$ are automatically consistent with all of the required coupling relations since we must evaluate the $`W`$ and $`Z`$ wave functions on the SM brane via delta functions. However now a different problem arises with the $`W`$ and $`Z`$ masses since we now require $`x_{1W}=x_{1Z}\mathrm{cos}\theta `$ where the $`x_1`$’s are the lowest roots of the appropriate combination of boundary condition equations that yield the tower mass eigenvalues. Furthermore we require that this condition must hold without any fine-tuning of the ratio $`𝑴_𝒁/k`$. To show that this condition does not hold naturally, let us take as an example $`𝑴_𝒁\text{/k}=1(2)`$ from which we can calculate $`x_{1W}^2/x_{1Z}^2=\mathrm{cos}^2\theta `$; we find that $`\mathrm{cos}^2\theta =0.9359(0.8781)`$ assuming that $`𝑴_𝑾=𝑴_𝒁\mathrm{cos}\theta `$ with $`\mathrm{cos}\theta =0.77`$ as input. Knowing the input values of both $`𝑴_𝒁^\mathrm{𝟐}/k^2`$ and $`\mathrm{cos}\theta `$, which takes a common value in the bulk and on the wall, we can fix the ratio $`𝑴_𝑾^\mathrm{𝟐}/k^2`$. This then allows us to evaluate the quantities $`\alpha _{W,Z}`$, as given by Eq.(48), which are the indices of the Bessel functions for the $`Z`$ and $`W`$ tower member wave functions in Eq.(47). Applying the usual $`Z_2`$-even boundary conditions on these wave functions as discussed above we can determine the mass eigenvalues for the lightest members of each of these towers that we are now identifying with the $`W`$ and $`Z`$. The ratio of these eigenvalues should return the input value of $`\mathrm{cos}\theta `$ to us since $`x_{1W}/x_{1Z}=\mathrm{cos}\theta `$. If we do not obtain the input value or we find that that the result depends on the input value of $`𝑴_𝒁/k`$ we can conclude that this approach is internally inconsistent. Since our input and output values are significantly different, we can conclude that this possibility fails as well. Thus if fermions are on the wall we may recover the correct SM couplings but the SM mass relationship between the $`W`$ and $`Z`$ becomes corrupted. This implies that the Higgs cannot generate SSB in the bulk when the fermions are on the SM brane. Combining both arguments, we thus conclude from this discussion that SSB must take place on the SM brane and that therefore the Higgs fields are to be found there as well. Appendix B In this Appendix we present concise expressions for the most common couplings discussed in the main text in the scenario where the fermion fields reside in the bulk. The $`n^{\mathrm{th}}`$ graviton and gauge boson KK couplings to a pair of zero-mode SM fields are given in terms of simple integrals by: $`𝒇^{\mathbf{(}\mathrm{𝟎}\mathbf{)}}\overline{𝒇}^{\mathbf{(}\mathrm{𝟎}\mathbf{)}}𝑨^{\mathbf{(}𝒏\mathbf{)}}`$: $$C_{00n}^{f\overline{f}A}=\frac{g^{(n)}}{g^{SM}}=\sqrt{2\pi kr_c}\left[\frac{1+2\nu }{1ϵ^{2\nu +1}}\right]_ϵ^1𝑑zz^{2\nu +1}\frac{J_1(x_n^Az)+\alpha _n^AY_1(x_n^Az)}{\|J_1(x_n^A)+\alpha _n^AY_1(x_n^A)\|},$$ (51) $`𝒇^{\mathbf{(}\mathrm{𝟎}\mathbf{)}}\overline{𝒇}^{\mathbf{(}\mathrm{𝟎}\mathbf{)}}𝑮^{\mathbf{(}𝒏\mathbf{)}}`$: $$C_{00n}^{f\overline{f}G}=\frac{1}{ϵ}\left[\frac{1+2\nu }{1ϵ^{2\nu +1}}\right]_ϵ^1𝑑zz^{2\nu +2}\frac{J_2(x_n^Gz)}{\|J_2(x_n^G)\|},$$ (52) $`𝑨^{\mathbf{(}\mathrm{𝟎}\mathbf{)}}𝑨^{\mathbf{(}\mathrm{𝟎}\mathbf{)}}𝑮^{\mathbf{(}𝒏\mathbf{)}}`$: $$C_{00n}^{AAG}=\frac{1}{ϵ}\frac{2(1J_0(x_n^G))}{\pi kr_c(x_n^G)^2\|J_2(x_n^G)\|},$$ (53) where $`\alpha _n^A`$ is defined in Eq. (14), $`ϵe^{kr_c\pi }`$, and the $`x_n^{A,G}`$ denote the appropriate Bessel roots that appear in the gauge and graviton KK wavefunctions as given in Section 2. Note that the coupling of two zero-mode gauge bosons to the $`n^{\mathrm{th}}`$ KK graviton can be computed analytically. In a similar manner we find the following expressions for couplings involving only a single zero-mode SM field: $`𝒇^{\mathbf{(}\mathbf{}\mathbf{)}}\overline{𝒇}^{\mathbf{(}\mathrm{𝟎}\mathbf{)}}𝑨^{\mathbf{(}𝒏\mathbf{)}}`$: $$C_{\mathrm{}0n}^{f\overline{f}A}=\sqrt{2\pi kr_c}\left\|\frac{2(1+2\nu )}{1ϵ^{2\nu +1}}\right\|^{1/2}_ϵ^1𝑑zz^{\nu +3/2}\frac{J_f(x_{\mathrm{}}^Lz)}{\|J_f(x_{\mathrm{}}^L)\|}\frac{J_1(x_n^Az)+\alpha _nY_1(x_n^Az)}{\|J_1(x_n^A)+\alpha _nY_1(x_n^A)\|},$$ (54) $`𝒇^{\mathbf{(}\mathbf{}\mathbf{)}}\overline{𝒇}^{\mathbf{(}\mathrm{𝟎}\mathbf{)}}𝑮^{\mathbf{(}𝒏\mathbf{)}}`$: $$C_{\mathrm{}0n}^{f\overline{f}G}=\frac{1}{ϵ}\left\|\frac{2(1+2\nu )}{1ϵ^{2\nu +1}}\right\|^{1/2}_ϵ^1𝑑zz^{\nu +5/2}\frac{J_f(x_{\mathrm{}}^Lz)}{J_f(x_{\mathrm{}}^L)}\frac{J_2(x_n^Gz)}{\|J_2(x_n^G)\|},$$ (55) $`𝑨^{\mathbf{(}\mathbf{}\mathbf{)}}𝑨^{\mathbf{(}\mathrm{𝟎}\mathbf{)}}𝑮^{\mathbf{(}𝒏\mathbf{)}}`$: $$C_{\mathrm{}0n}^{AAG}=\frac{2}{ϵ\sqrt{2\pi kr_c}}_ϵ^1𝑑zz^2\frac{J_1(x_{\mathrm{}}^Az)+\alpha _{\mathrm{}}^AY_1(x_{\mathrm{}}^Az)}{\|J_1(x_{\mathrm{}}^A)+\alpha _{\mathrm{}}^AY_1(x_{\mathrm{}}^A)\|}\frac{J_2(x_n^Gz)}{\|J_2(x_n^G)\|},$$ (56) where $`f=\nu 1/2(\nu +1/2)`$ for $`\nu >(<)1/2`$, and $`x_{\mathrm{}}^L`$ correspond to the Bessel roots for the Left-handed fermion KK tower. A 4-point coupling, between $`\mathrm{}^{th}`$ fermion - $`0^{th}`$ fermion - $`0^{th}`$ gauge - $`n^{th}`$ graviton, is also present and is given by: $`𝒇^{\mathbf{(}\mathbf{}\mathbf{)}}\overline{𝒇}^{\mathbf{(}\mathrm{𝟎}\mathbf{)}}𝑨^{\mathbf{(}\mathrm{𝟎}\mathbf{)}}𝑮^{\mathbf{(}𝒏\mathbf{)}}`$: $$C_{\mathrm{}00n}^{f\overline{f}AG}=\frac{1}{ϵ}\left\|\frac{2(1+2\nu )}{1ϵ^{2\nu +1}}\right\|^{1/2}_ϵ^1𝑑zz^{\nu +5/2}\frac{J_f(x_{\mathrm{}}^Lz)}{\|J_f(x_{\mathrm{}}^L)\|}\frac{J_2(x_n^Gz)}{\|J_2(x_n^G)\|},$$ (57) which is exactly the same as $`C_{\mathrm{}0n}^{f\overline{f}G}`$. Let us now turn to the wall Higgs couplings to zero-mode bulk fields starting from the action $$S_{ffH}=\frac{\stackrel{~}{\lambda }_5}{k}d^4x𝑑y\sqrt{G}\overline{\mathrm{\Psi }}(x,y)\mathrm{\Psi }(x,y)H^0(x)\delta (yr_c\pi ),$$ (58) where a factor of $`k`$ has been introduced to render $`\stackrel{~}{\lambda }_5`$ dimensionless. When the Higgs gets a vev of order the Planck scale, $`v_5`$, we must shift the field as $`H^0v_5+H^0`$. If we substitute the fermion mode expansions and extract out the zero-mode pieces and let $`H^0ϵ^1H^{}`$ to account for the required rescaling of the Higgs field kinetic term, we can identify the 4-d coupling as $`\lambda _4=\stackrel{~}{\lambda }_5\omega /2`$ (with $`ϵv_5=v_4`$) using the familiar ratio $$\omega =\frac{(1+2\nu )}{1ϵ^{1+2\nu }},$$ (59) which multiplies $`v_4`$ and which has important implications as discussed in the text. Note that $`v_4`$ is now naturally of order the TeV scale. One also finds that the off-diagonal mode Yukawa couplings are induced from the same action. For example, the coupling of the $`n^{\mathrm{th}}`$ and $`m^{\mathrm{th}}`$ non-zero tower members to the Higgs is found to be $`\stackrel{~}{\lambda }_5(1)^{m+n}`$ while the coupling of a zero-mode and an $`n^{\mathrm{th}}`$ mode fermion to the Higgs is given by $`\stackrel{~}{\lambda }_5(1)^n\sqrt{\omega /2}`$. Thus the fermion tower members are seen to mix with themselves with a strength that is characterized by the induced zero-mode mode mass, i.e., the mass of the corresponding SM fermion. For all SM fermions, except perhaps for the top quark, these effects are quite small since we expect that the unmixed tower fermion masses begin in the range of hundreds of GeV if not larger. A similar analysis of the $`W`$ and $`Z`$ tower shows that the wall Higgs field induces the correct photon, $`W`$ and $`Z`$ SM masses. Here we need to identify the 4-d and 5-d gauge couplings through the usual relation $`g_4=g_5/\sqrt{2\pi r_c}`$ and as before make use of the rescaling $`v_4=ϵv_5`$. Again one finds that mixing between the gauge fields within these individual towers with a strength characterized by the induced mass of the zero-mode as occurs in non-warped space.
warning/0006/hep-ph0006257.html	ar5iv	text	# The Effective Pressure of a Saturated Gluon Plasma ## ACKNOWLEDGMENTS We thank K. Eskola, K. Kajantie, L. McLerran, A.H. Mueller, D. Son, R. Venugopalan and K. Tuominen for helpful criticism and discussions on thermalization aspects and saturation. We thank the BNL nuclear theory group for hosting a stimulating workshop during which this work was completed. We acknowledge support from the DOE Research Grant, Contract No.DE-FG-02-93ER-40764.
warning/0006/hep-ph0006331.html	ar5iv	text	# 1 Introduction ## 1 Introduction Recently it was demonstrated that free fermionic heterotic string models can produce models with solely the spectrum of the Minimal Supersymmetric Standard Model (MSSM) in the effective four dimensional field theory . This achievement provides further motivation to improve our understanding of this particular class of heterotic string models. The realistic free fermionic models consist of a large number of three generation models which differ in their detailed phenomenological characteristics. All these models share an underlying $`\text{ZZ}_2\times \text{ZZ}_2`$ orbifold structure which arises from a basic set of boundary condition basis vectors, the so–called NAHE–set<sup></sup><sup></sup>NAHE=pretty in Hebrew. The NAHE set was first employed by Nanopoulos, Antoniadis, Hagelin and Ellis in the construction of the flipped $`SU(5)`$ heterotic–string model . Its vital role in the realistic free fermionic models has been emphasized in ref. .. With this fundamental set incorporated as a necessary ingredient in the construction, one then finds that three generation models, with the canonical $`SO(10)`$ embedding of the Standard Model spectrumIt is interesting to note that among the perturbative heterotic–string orbifold models the free fermionic models are the only ones which have yielded three generations with the canonical $`SO(10)`$ embedding naturally arise. Furthermore, one of the generic features of semi–realistic string constructions is the existence of numerous massless states beyond the MSSM spectrum, some of which carry fractional electric charge and hence must decouple from the low energy spectrum. Recently, and for the first time since the advent of string phenomenology , we have been able to demonstrate in the FNY free fermionic model , that free fermionic models can also produce models with solely the MSSM states in the light spectrum. We will refer to such a heterotic string model, as a Minimal Standard Heterotic String Model (MSHSM) It should be emphasized that the success of the FNY model in producing a MSHSM should not be regarded as indicating that the FNY model represents the correct string vacuum. Indeed, much further elaborate studies would be needed to support such a claim. The phenomenological success of the free fermionic models implies that the generic structure afforded by the NAHE set is favorable for obtaining agreement with the phenomenological characteristics suggested by the Standard Model data.. At the level of the NAHE set, denoted by $`\{\mathrm{𝟏},𝐒,𝐛_1,𝐛_2,𝐛_3\}`$, the gauge group is $`SO(10)\times SO(6)^3\times E_8`$. The $`SO(6)^3`$ symmetries are horizontal flavor symmetries; the $`E_8`$ factor gives rise to the hidden gauge group at this stage and the Standard Model universal gauge group arises from the $`SO(10)`$ factor. Beyond the NAHE set the construction of the realistic free fermionic models proceeds by adding three or four additional boundary condition basis vectors. These additional basis vectors fix the final $`SO(10)`$ subgroup in the effective field theory, and at the same time reduce the number of generations to three, one from each of the sectors $`𝐛_1`$, $`𝐛_2`$ and $`𝐛_3`$. The models studied to date have focused on three possibilities for the final $`SO(10)`$ subgroup: the flipped SU(5) (FSU5) with $`SO(10)SU(5)\times U(1)`$ ; the Pati–Salam (PS) type models with $`SO(10)SO(6)\times SO(4)`$ ; and the standard–like models (SLM) with $`SO(10)SU(3)\times SU(2)\times U(1)^2`$ . In this paper we extend the analysis of the three generation free fermionic models to models with the left–right symmetric (LRS) gauge group, i.e. with $`SO(10)SU(3)\times U(1)\times SU(2)_L\times SU(2)_R`$. Our primary motivation is to extend our understanding of the general properties of the realistic free fermionic models. It should also be noted, however, that LRS models have been extensively studied as attractive field theoretic extensions of the Standard Model, in which parity violation is understood to arise from the spontaneous breakdown of $`SU(2)_R`$. Further phenomenological advantages of LRS models include its potential role in providing a solution to the strong CP problem and to the SUSY CP problem . From a supersymmetric grand unification perspective the LRS symmetric models have the appealing property that R–parity appears as a gauged symmetry. From a string unification perspective the LRS models, similar to the PS and SLM string models, have the advantage that they can incorporate the stringy doublet–triplet splitting mechanism . In contrast to the MSSM, and similar to the PS models, the LRS models produce Yukawa couplings of the up and down quark families to a Higgs bi–doublet, which present the danger of inducing Flavor Changing Neutral Currents (FCNC) at an unacceptable rate . One of the interesting aspects of the LRS string models that we show is the possible absence of an anomalous $`U(1)`$ symmetry. As is well known, generically string models with (2,0) world–sheet supersymmetry give rise to an anomalous $`U(1)`$ symmetry . In this paper we present the first examples of semi–realistic (2,0) heterotic string models in which all the $`U(1)`$ symmetries are anomaly free. Our paper is organized as follows. In Section 2 we give a quick review of the field theory content of the LRS models that we aim to construct. In Section 3 we discuss the symmetry breaking pattern in the string models. In Section 4 we present the first example of a LRS string model. The full massless spectrum and related quantum numbers with respect to the four dimensional gauge group are determined, as well as all superpotential terms up to quintic order. In Section 5 we offer a variation of the LRS model in which the $`U(1)_{BL}`$ symmetry is enhanced to a non–Abelian symmetry. The full massless spectrum with quantum numbers and the superpotential are derived for this model as well. In Section 6 we discuss the absence of an anomalous $`U(1)`$ symmetry in our first two examples of LRS string models. As a counter example we also present a LRS model which does possess an anomalous $`U(1)`$. Section 7 contains a phenomenological discussion and our conclusions. ## 2 The supersymmetric left–right symmetric model In this section we briefly summarize the field theory structure of the type of models that we aim to construct from string theory in this paper. The observable sector gauge symmetry we seek is $`SU(3)_C\times SU(2)_L\times SU(2)_R\times U(1)_{BL}`$. Such models are reminiscent of the PS type string models, but differ from them by the fact that the $`SU(4)`$ gauge group is broken to $`SU(3)\times U(1)_{BL}`$ already at the string level. Similar to the PS models, the LRS models possess the $`SO(10)`$ embedding. The quarks and leptons are accommodated in the following representations: $`Q_L^i`$ $`=`$ $`(3,2,1)_{\frac{1}{6}}=\left({\displaystyle \genfrac{}{}{0pt}{}{u}{d}}\right)^i`$ (2.1) $`Q_R^i`$ $`=`$ $`(\overline{3},1,2)_{\frac{1}{6}}=\left({\displaystyle \genfrac{}{}{0pt}{}{d^c}{u^c}}\right)^i`$ (2.2) $`L_L^i`$ $`=`$ $`(1,2,1)_{\frac{1}{2}}=\left({\displaystyle \genfrac{}{}{0pt}{}{\nu }{e}}\right)^i`$ (2.3) $`L_R^i`$ $`=`$ $`(1,1,2)_{\frac{1}{2}}=\left({\displaystyle \genfrac{}{}{0pt}{}{e^c}{\nu ^c}}\right)^i`$ (2.4) $`h`$ $`=`$ $`(1,2,2)_0=\left(\begin{array}{cc}h_+^u& h_0^d\\ h_0^u& h_{}^d\end{array}\right)`$ (2.5) where $`h^d`$ and $`h^u`$ are the two low energy supersymmetric superfields associated with the Minimal Supersymmetric Standard Model. The breaking of $`SU(2)_R`$ could be achieved with the VEV of $`h`$. However, this will result with too light $`W_R^\pm `$ gauge boson masses. Additional fields that can be used to break $`SU(2)_R`$ must therefore be postulated. The simplest set would consist of two fields $`H+\overline{H}`$ transforming as $`(1,1,2)_{\frac{1}{2}}+(1,1,\overline{2})_{\frac{1}{2}}`$. When $`H`$ and $`\overline{H}`$ acquire VEVs along their neutral components $`SU(2)_R\times U(1)_{BL}`$ is broken to the Standard Model weak–hypercharge, $`U(1)_Y`$. With this symmetry breaking pattern the bi–doublet Higgs field may split into the two Higgs doublet $`h^u`$ and $`h^d`$ of the MSSM. The LRS string models can also contain Higgs fields that transform as $`(3,1,1)`$ and $`(\overline{3},1,1)`$, which originate from the vectorial 10 representation of $`SO(10)`$. These color triplets mediate proton decay through dimension five operators, and consequently must be sufficiently heavy to insure agreement with the proton lifetime. An important advantage of the LRS breaking pattern, with $`SO(10)SO(6)\times SO(4)`$ at the string construction level, is that these color triplets may be projected out by the GSO projections, and therefore need not be present in the low energy spectrum. In the PS models, however, the Higgs representations that induce $`SU(4)\times SU(2)_RSU(3)_C\times U(1)_Y`$ contain Higgs triplet representations. In the supersymmetric PS models the color triplets in the vectorial representation $`(6,1,1)`$ are used to give large mass to the Higgs color triplets, by the superpotential terms $`\lambda _2HHD+\lambda _3\overline{H}\overline{H}\overline{D}`$, when the fields $`H`$ and $`\overline{H}`$ develop a large VEV of the order of the GUT scale. Therefore, the stringy doublet–triplet splitting mechanism is useful only in models with $`SU(3)_C\times SU(2)_L\times U(1)^2`$, or $`SU(3)_C\times SU(2)_L\times SU(2)_R\times U(1)_{BL}`$, as the $`SO(10)`$ subgroup which remains unbroken by the GSO projections. The LRS models should also contain four additional singlet fields $`\varphi _0`$ and $`\varphi _{i=1,2,3}`$. $`\varphi _0`$ acquires a VEV of the order of the electroweak scale which induces the electroweak Higgs doublet mixing, while $`\varphi _i`$ are used to construct an extended see–saw mechanism which generate left–right Majorana masses for the left–handed neutrinos. The tree level superpotential of the model is given by: $$W=\lambda _{ij}^1Q_L^iQ_R^jh+\lambda _{ij}^2L_L^iL_R^jh+\lambda _{ij}^3L_R^i\overline{H}\varphi ^j+\lambda ^4hh\varphi ^0+\lambda _5\mathrm{\Phi }^3$$ (2.6) where $`\mathrm{\Phi }=\{\varphi ^i,\varphi ^0\}`$. The superpotential in eq. (2.6) leads to the neutrino mass matrix $$\left(\begin{array}{ccc}0& m_u^{ij}& 0\\ m_u^{ji}& 0& \overline{H}\\ 0& \overline{H}& \varphi _0\end{array}\right)$$ (2.7) whose diagonalization gives three light neutrinos with masses of the order $`\varphi _0(m_u^{ij}/\overline{H})^2`$ and gives heavy mass, of order $`\overline{H}`$, to the right–handed neutrinos. Below the scale of $`SU(2)_R`$ breaking the left–right symmetric models should reproduce the spectrum and couplings of the MSSM. As our interest here is primarily in the string construction of left–right symmetric models we do not enter into the field theory details, which have been amply studied in the literature . There is one important issue, however, that deserves mention. As seen from eq. (2.6) in the left–right symmetric models both up–quark and down–quark masses arise from the coupling to the Higgs bi–doublet. This introduces the danger of inducing Flavor Changing Neutral Currents (FCNC) at an unacceptable rate. A possible solution is to use two bi–doublet Higgs representations, one of which is used to give masses to the up–type quarks, while the second is used to give masses to the down–type quarks. This, however, introduces a bi–doublet splitting problem. Namely, we must insure that one Higgs multiplet remains light to give mass to the up– or down–type quarks, while the second Higgs multiplet in the respective bi–doublet becomes sufficiently heavy so as to avoid problems with FCNC. Arguably, this can be achieved in a field theory setting. However, the bi–doublet splitting mechanisms that have been discussed in the literature utilize $`SU(2)`$ triplet representations that are, in general, not present in the free fermionic string models. Therefore, whether or not bi–doublet splitting can be achieved in the left–right symmetric string models is an open question, which we will not address in this paper. We emphasize that our intent here is not to construct a fully realistic left–right symmetric model, but merely to study the structure of free fermionic string models with this choice of the $`SO(10)`$ subgroup. In this respect we note that the bi–doublet splitting problem introduces further motivation for the choice of $`SU(3)\times SU(2)\times U(1)^2`$ as the $`SO(10)`$ subgroup which remains unbroken after application of the string GSO projections. Thus, while the doublet–triplet splitting problem does not distinguish between the PS string model ($`SO(10)SO(6)\times SO(4)`$), or LRS string model ($`SO(10)SU(3)\times SU(2)^2\times U(1)`$), and the SLM string model ($`SO(10)SU(3)\times SU(2)\times U(1)^2`$), the bi–doublet splitting problem favors the later choice. The SLM string models provide a stringy solution both to the doublet–triplet splitting problem, as well as the bi–doublet splitting problem. In this respect it should also be noted that the choice of $`SU(4)_C\times SU(2)_L\times U(1)_{T_{3_R}}`$ as the unbroken $`SO(10)`$ subgroup also achieves these two tasks. Study of this case is left for future work. ## 3 Left–right symmetric free fermionic models A model in the free fermionic formulation is constructed by choosing a consistent set of boundary condition basis vectors. The basis vectors, $`𝐛_k`$, span a finite additive group $`\mathrm{\Xi }=_kn_k𝐛_k`$ where $`n_k=0,\mathrm{},N_{z_k}1`$. The physical massless states in the Hilbert space of a given sector $`\alpha \mathrm{\Xi }`$, are obtained by acting on the vacuum with bosonic and fermionic operators and by applying the generalized GSO projections. The $`U(1)`$ charges, $`Q(f)`$, for the unbroken Cartan generators of the four dimensional gauge group are in one to one correspondence with the $`U(1)`$ currents $`f^{}f`$ for each complex fermion f, and are given by: $$Q(f)=\frac{1}{2}\alpha (f)+F(f),$$ (3.1) where $`\alpha (f)`$ is the boundary condition of the world–sheet fermion $`f`$ in the sector $`\alpha `$, and $`F_\alpha (f)`$ is a fermion number operator counting each mode of $`f`$ once (and if $`f`$ is complex, $`f^{}`$ minus once). For periodic fermions, $`\alpha (f)=1`$, the vacuum is a spinor representation of the Clifford algebra of the corresponding zero modes. For each periodic complex fermion $`f`$ there are two degenerate vacua $`\|+,\|`$ , annihilated by the zero modes $`f_0`$ and $`f_{0}^{}{}_{}{}^{}`$ and with fermion numbers $`F(f)=0,1`$, respectively. The realistic models in the free fermionic formulation are generated by a basis of boundary condition vectors for all world–sheet fermions . The basis is constructed in two stages. The first stage consists of the NAHE set , which is a set of five boundary condition basis vectors, $`\{\mathrm{𝟏},𝐒,𝐛_1,𝐛_2,𝐛_3\}`$. The gauge group after the NAHE set is $`SO(10)\times SO(6)^3\times E_8`$ with $`N=1`$ space–time supersymmetry. The vector $`𝐒`$ is the supersymmetry generator and the superpartners of the states from a given sector $`\alpha `$ are obtained from the sector $`𝐒+\alpha `$. The space–time vector bosons that generate the gauge group arise from the Neveu–Schwarz (NS) sector and from the sector $`\zeta \mathrm{𝟏}+𝐛_1+𝐛_2+𝐛_3`$. The NS sector produces the generators of $`SO(10)\times SO(6)^3\times SO(16)`$. The sector $`\zeta `$ produces the spinorial $`\mathrm{𝟏𝟐𝟖}`$ of $`SO(16)`$ and completes the hidden gauge group to $`E_8`$. The vectors $`𝐛_1`$, $`𝐛_2`$ and $`𝐛_3`$ produce 48 spinorial $`\mathrm{𝟏𝟔}`$’s of $`SO(10)`$, sixteen from each sector $`𝐛_1`$, $`𝐛_2`$ and $`𝐛_3`$. The vacuum of these sectors contains eight periodic worldsheet fermions, five of which produce the charges under the $`SO(10)`$ group, while the remaining three periodic fermions generate charges with respect to the flavor symmetries. Each of the sectors $`𝐛_1`$, $`𝐛_2`$ and $`𝐛_3`$ is charged with respect to a different set of flavor quantum numbers, $`SO(6)_{1,2,3}`$. The NAHE set divides the 44 right–moving and 20 left–moving real internal fermions in the following way: $`\overline{\psi }^{1,\mathrm{},5}`$ are complex and produce the observable $`SO(10)`$ symmetry; $`\overline{\varphi }^{1,\mathrm{},8}`$ are complex and produce the hidden $`E_8`$ gauge group; $`\{\overline{\eta }^1,\overline{y}^{3,\mathrm{},6}\}`$, $`\{\overline{\eta }^2,\overline{y}^{1,2},\overline{\omega }^{5,6}\}`$, $`\{\overline{\eta }^3,\overline{\omega }^{1,\mathrm{},4}\}`$ give rise to the three horizontal $`SO(6)`$ symmetries. The left–moving $`\{y,\omega \}`$ states are also divided into the sets $`\{y^{3,\mathrm{},6}\}`$, $`\{y^{1,2},\omega ^{5,6}\}`$, $`\{\omega ^{1,\mathrm{},4}\}`$. The left–moving $`\chi ^{12},\chi ^{34},\chi ^{56}`$ states carry the supersymmetry charges. Each sector $`𝐛_1`$, $`𝐛_2`$ and $`𝐛_3`$ carries periodic boundary conditions under $`(\psi ^\mu \|\overline{\psi }^{1,\mathrm{},5})`$ and one of the three groups: $`(\chi _{12},\{y^{3,\mathrm{},6}\|\overline{y}^{3,\mathrm{}6}\},\overline{\eta }^1)`$, $`(\chi _{34},\{y^{1,2},\omega ^{5,6}\|\overline{y}^{1,2}\overline{\omega }^{5,6}\},\overline{\eta }^2)`$, $`(\chi _{56},\{\omega ^{1,\mathrm{},4}\|\overline{\omega }^{1,\mathrm{}4}\},\overline{\eta }^3)`$. The second stage of the basis construction consist of adding three additional basis vectors to the NAHE set. Three additional vectors are needed to reduce the number of generations to three, one from each sector $`𝐛_1`$, $`𝐛_2`$ and $`𝐛_3`$. One specific example is given in Table (4.10). The choice of boundary conditions to the set of real internal fermions $`\{y,\omega \|\overline{y},\overline{\omega }\}^{1,\mathrm{},6}`$ determines the low energy properties, such as the number of generations, Higgs doublet–triplet splitting and Yukawa couplings. The $`SO(10)`$ gauge group is broken to one of its subgroups $`SU(5)\times U(1)`$, $`SO(6)\times SO(4)`$ or $`SU(3)\times SU(2)\times U(1)^2`$ by the assignment of boundary conditions to the set $`\overline{\psi }_{\frac{1}{2}}^{1\mathrm{}5}`$: 1. $`b\{\overline{\psi }_{\frac{1}{2}}^{1\mathrm{}5}\}=\{\frac{1}{2}\frac{1}{2}\frac{1}{2}\frac{1}{2}\frac{1}{2}\}SU(5)\times U(1)`$, 2. $`b\{\overline{\psi }_{\frac{1}{2}}^{1\mathrm{}5}\}=\{11100\}SO(6)\times SO(4)`$. To break the $`SO(10)`$ symmetry to $`SU(3)_C\times SU(2)_L\times U(1)_C\times U(1)_L`$<sup></sup><sup></sup>$`U(1)_C=\frac{3}{2}U(1)_{BL};U(1)_L=2U(1)_{T_{3_R}}.`$ both steps, 1 and 2, are used, in two separate basis vectors. Similarly, the breaking pattern $`SO(10)SU(3)_C\times SU(2)_L\times SU(2)_R\times U(1)_{BL}`$ is achieved by the following assignment in two separate basis vectors 1. $`b\{\overline{\psi }_{\frac{1}{2}}^{1\mathrm{}5}\}=\{11100\}SO(6)\times SO(4)`$, 2. $`b\{\overline{\psi }_{\frac{1}{2}}^{1\mathrm{}5}\}=\{\frac{1}{2}\frac{1}{2}\frac{1}{2}00\}SU(3)_C\times U(1)_C\times SU(2)_L\times SU(2)_R`$. We comment here that a recurring feature of some of the three generation free fermionic heterotic string models is the emergence of a combination of the basis vectors which extend the NAHE set, $$𝐗=n_\alpha \alpha +n_\beta \beta +n_\gamma \gamma $$ (3.2) for which $`𝐗_L𝐗_L=0`$ and $`𝐗_R𝐗_R0`$. Such a combination may produce additional space–time vector bosons, depending on the choice of GSO phases. These additional space–time vector bosons enhance the four dimensional gauge group. This situation is similar to the presence of the combination of the NAHE set basis vectors $`\mathrm{𝟏}+𝐛_1+𝐛_2+𝐛_3`$, which enhances the hidden gauge group, at the level of the NAHE set, from $`SO(16)`$ to $`E_8`$. As we discuss below, we often find, although not always, that either the $`SU(3)_C`$ or the $`U(1)_C`$ symmetry is enhanced to $`SU(4)_C`$ or $`SU(2)_C`$, respectively. Therefore, we will present models with and without gauge symmetry enhancement. In the free fermionic models this type of gauge symmetry enhancement in the observable sector is, in general, family universal and is intimately related to the $`\text{ZZ}_2\times \text{ZZ}_2`$ orbifold structure which underlies the realistic free fermionic models. Such enhanced symmetries were shown to forbid proton decay mediating operators to all orders of nonrenormalizable terms . ## 4 Left–right symmetric models without enhanced symmetry As our first example of a left–right symmetric free fermionic heterotic string model we consider Model 1, specified below. The boundary conditions of the three basis vectors which extend the NAHE set are shown in Table (4.10). Also given in Table (4.10) are the pairings of left– and right–moving real fermions from the set $`\{y,\omega \|\overline{y},\overline{\omega }\}`$. These fermions are paired to form either complex, left– or right–moving, fermions, or Ising model operators, which combine a real left–moving fermion with a real right–moving fermion. The generalized GSO coefficients determining the physical massless states of Model 1 appear in matrix (4.11). LRS Model 1 Boundary Conditions: (4.5) (4.10) LRS Model 1 Generalized GSO Coefficients: $$\begin{array}{ccccccccccccc}& & \mathrm{𝟏}& 𝐒& & 𝐛_1& 𝐛_2& 𝐛_3& & \alpha & \beta & \gamma & \\ \mathrm{𝟏}& (\mathrm{}& 1& 1& & 1& 1& 1& & 1& 1& i& )\mathrm{}\\ 𝐒& 1& 1& & 1& 1& 1& & 1& 1& 1\\ & & & & & & & & & & \\ 𝐛_1& 1& 1& & 1& 1& 1& & 1& 1& 1\\ 𝐛_2& 1& 1& & 1& 1& 1& & 1& 1& 1\\ 𝐛_3& 1& 1& & 1& 1& 1& & 1& 1& 1\\ & & & & & & & & & & \\ \alpha & 1& 1& & 1& 1& 1& & 1& 1& i\\ \beta & 1& 1& & 1& 1& 1& & 1& 1& i\\ \gamma & 1& 1& & 1& 1& 1& & 1& 1& 1\end{array}$$ (4.11) In matrix (4.11) only the entries above the diagonal are independent and those below and on the diagonal are fixed by the modular invariance constraints. Blank lines are inserted to emphasize the division of the free phases between the different sectors of the realistic free fermionic models. Thus, the first two lines involve only the GSO phases of $`c\left(\genfrac{}{}{0pt}{}{\{\mathrm{𝟏},𝐒\}}{𝐚_i}\right)`$. The set $`\{\mathrm{𝟏},𝐒\}`$ generates the $`N=4`$ model with $`𝐒`$ being the space–time supersymmetry generator and therefore the phases $`c\left(\genfrac{}{}{0pt}{}{𝐒}{𝐚_i}\right)`$ are those that control the space–time supersymmetry in the superstring models. Similarly, in the free fermionic models, sectors with periodic and anti–periodic boundary conditions, of the form of $`𝐛_i`$, produce the chiral generations. The phases $`c\left(\genfrac{}{}{0pt}{}{𝐛_i}{𝐛_j}\right)`$ determine the chirality of the states from these sectors. In the free fermionic models the basis vectors $`𝐛_i`$ are those that respect the $`SO(10)`$ symmetry while the vectors denoted by Greek letters are those that break the $`SO(10)`$ symmetry. As the Standard Model matter states arise from sectors which preserve the $`SO(10)`$ symmetry, the phases that fix the Standard Model charges are, in general, the phases $`c\left(\genfrac{}{}{0pt}{}{𝐛_i}{𝐚_i}\right)`$. On the other hand, the basis vectors of the form $`\{\alpha ,\beta ,\gamma \}`$ break the $`SO(10)`$ symmetry. The phases associated with these basis vectors are associated with exotic physics, beyond the Standard Model. These phases, therefore, also affect the final four dimensional gauge symmetry. The final gauge group in Model 1 arises as follows: In the observable sector the NS boundary conditions produce gauge group generators for $$SU(3)_C\times SU(2)_L\times SU(2)_R\times U(1)_C\times U(1)_{1,2,3}\times U(1)_{4,5,6}$$ (4.12) Thus, the $`SO(10)`$ symmetry is broken to $`SU(3)\times SU(2)_L\times SU(2)_R\times U(1)_C`$, as discussed above, where, $$U(1)_C=\mathrm{Tr}U(3)_CQ_C=\underset{i=1}{\overset{3}{}}Q(\overline{\psi }^i).$$ (4.13) The flavor $`SO(6)^3`$ symmetries are broken to $`U(1)^{3+n}`$ with $`(n=0,\mathrm{},6)`$. The first three, denoted by $`U(1)_j`$ $`(j=1,2,3)`$, arise from the world–sheet currents $`\overline{\eta }^j\overline{\eta }^j^{}`$. These three $`U(1)`$ symmetries are present in all the three generation free fermionic models which use the NAHE set. Additional horizontal $`U(1)`$ symmetries, denoted by $`U(1)_j`$ $`(j=4,5,\mathrm{})`$, arise by pairing two real fermions from the sets $`\{\overline{y}^{3,\mathrm{},6}\}`$, $`\{\overline{y}^{1,2},\overline{\omega }^{5,6}\}`$, and $`\{\overline{\omega }^{1,\mathrm{},4}\}`$. The final observable gauge group depends on the number of such pairings. In this model there are the pairings, $`\overline{y}^3\overline{y}^6`$, $`\overline{y}^1\overline{\omega }^5`$ and $`\overline{\omega }^2\overline{\omega }^4`$, which generate three additional $`U(1)`$ symmetries, denoted by $`U(1)_{4,5,6}`$It is important to note that the existence of these three additional $`U(1)`$ currents is correlated with a superstringy doublet–triplet splitting mechanism . Due to these extra $`U(1)`$ symmetries the color triplets from the NS sector are projected out of the spectrum by the GSO projections while the electroweak doublets remain in the light spectrum.. In the hidden sector the NS boundary conditions produce the generators of $$SU(2)_1\times U(1)_{H_1}\times SU(2)_2\times U(1)_{H_2}\times U(1)_{7,8,9,10}$$ (4.14) where $`SU(2)_1`$ and $`SU(2)_2`$ arise from the complex world–sheet fermions $`\{\overline{\varphi }^3,\overline{\varphi }^4\}`$ and $`\{\overline{\varphi }^5,\overline{\varphi }^6\}`$, respectively; and $`U(1)_{H_1}`$ and $`U(1)_{H_2}`$ correspond to the combinations of world–sheet charges $`Q_{H_1}`$ $`=`$ $`Q(\overline{\varphi }^1)Q(\overline{\varphi }^2)+{\displaystyle \underset{i=5}{\overset{7}{}}}Q(\overline{\varphi })^iQ(\overline{\varphi })^8,`$ (4.15) $`Q_{H_2}`$ $`=`$ $`{\displaystyle \underset{i=1}{\overset{4}{}}}Q(\overline{\varphi })^iQ(\overline{\varphi }^7)Q(\overline{\varphi })^8.`$ (4.16) The charges under the remaining four orthogonal $`U(1)`$ combinations are given by $`Q_7`$ $`=`$ $`Q(\overline{\varphi }^1)+Q(\overline{\varphi }^8),`$ $`Q_8`$ $`=`$ $`Q(\overline{\varphi }^2)+Q(\overline{\varphi }^7),`$ $`Q_9`$ $`=`$ $`Q(\overline{\varphi }^1)Q(\overline{\varphi }^3)Q(\overline{\varphi }^4)Q(\overline{\varphi }^5)Q(\overline{\varphi }^6)Q(\overline{\varphi }^8),`$ $`Q_{10}`$ $`=`$ $`Q(\overline{\varphi }^2)Q(\overline{\varphi }^3)Q(\overline{\varphi }^4)+Q(\overline{\varphi }^5)+Q(\overline{\varphi }^6)Q(\overline{\varphi }^7).`$ (4.17) The sector $`\zeta 1+𝐛_1+𝐛_2+𝐛_3`$ produces the representations $`(2,1)_{\pm 4,0}`$ and $`(1,2)_{0,\pm 4}`$ of $`SU(2)_{H_1}\times U(1)_{H_1}`$ and $`SU(2)_{H_2}\times U(1)_{H_2}`$, raising the symmetry to $`SU(3)_{H_1}\times SU(3)_{H_2}`$. Thus, the hidden $`E_8`$ symmetry is broken to $`SU(3)_{H_1}\times SU(3)_{H_2}\times U(1)_{7,8,9,10}`$. In addition to the graviton, dilaton, antisymmetric sector and spin–1 gauge bosons, the NS sector gives two pairs of electroweak doublets, transforming as (1,2,2,0) under $`SU(3)_C\times SU(2)_L\times SU(2)_R\times U(1)_C`$; three pairs of $`SO(10)`$ singlets with $`U(1)_{1,2,3}`$ charges; and three singlets of the entire four dimensional gauge group. The states from the sectors $`𝐛_j`$ $`(j=1,2,3)`$ produce the three light generations. These states and their decomposition under the entire gauge group are shown in Table 1 in Appendix A. The remaining massless states and their quantum numbers also appear in Table 1. ### 4.1 Model 1 Superpotential We now turn to the superpotential of the model. The cubic level and higher order terms in the superpotential are obtained by calculating the correlators between the vertex operators. The non–vanishing terms must be invariant under all the symmetries of the string models and must satisfy all the string selection rules . The full superpotential has been analyzed up to order $`N=6`$. Below we give the cubic and quartic order terms and the quintic order terms are given in Appendix B. We divide the superpotential terms into four sets. Terms in the first set contain the states that transform nontrivialy under the Standard Model gauge group. Terms in the second set contain only states that are singlets of all non–Abelian groups. Terms in the third set contain states that transform nontrivialy under the unbroken hidden $`E_8`$ non–Abelian subgroup, while terms in the fourth set contain both Standard Model and Hidden Sector states. We indicate when no terms of a given type are found at a specific order. $`W_3(\mathrm{observable})`$: (4.23) $`W_3(\mathrm{singlets})`$: (4.27) $`W_3(\mathrm{hidden})`$: (4.29) $`W_4(\mathrm{observable})`$: (4.50) $`W_4(\mathrm{singlets})`$, $`W_4(\mathrm{mixed})`$, $`W_4(\mathrm{hidden})`$: none ## 5 Models with enhanced non–Abelian symmetries We next turn to our second example, Model 2. The boundary condition basis vectors and one–loop phases, which define the model, are given in Table (5.10) and matrix (5.11), respectively. LRS Model 2 Boundary Conditions: (5.5) (5.10) LRS Model 2 Generalized GSO Coefficients: $$\begin{array}{ccccccccccccc}& & \mathrm{𝟏}& 𝐒& & 𝐛_1& 𝐛_2& 𝐛_3& & \alpha & \beta & \gamma & \\ \mathrm{𝟏}& (\mathrm{}& 1& 1& & 1& 1& 1& & 1& 1& i& )\mathrm{}\\ 𝐒& 1& 1& & 1& 1& 1& & 1& 1& 1\\ & & & & & & & & & & \\ 𝐛_1& 1& 1& & 1& 1& 1& & 1& 1& 1\\ 𝐛_2& 1& 1& & 1& 1& 1& & 1& 1& 1\\ 𝐛_3& 1& 1& & 1& 1& 1& & 1& 1& 1\\ & & & & & & & & & & \\ \alpha & 1& 1& & 1& 1& 1& & 1& 1& i\\ \beta & 1& 1& & 1& 1& 1& & 1& 1& i\\ \gamma & 1& 1& & 1& 1& 1& & 1& 1& 1\end{array}$$ (5.11) Model 2, defined by Table (5.10) and matrix (5.11), differs from Model 1 only in the boundary conditions of the hidden sector world–sheet fermions $`\{\overline{\varphi }^{1,\mathrm{},8}\}`$ in the basis vectors $`\beta `$ and $`\gamma `$, and in the GSO phases beyond the NAHE ones. In the basis vector $`\beta `$ the alterations are $`\beta _{\overline{\varphi }^{3,4}}=01`$; $`\beta _{\overline{\varphi }^{5,6}}=10`$ and in $`\gamma `$ they are $`\gamma _{\overline{\varphi }^1}=1\frac{1}{2}`$; $`\gamma _{\overline{\varphi }^4}=\frac{1}{2}1`$. While the spectrum arising from the NAHE set remains essentially unaltered, the spectrum arising from the basis vectors beyond the NAHE set is substantially modified. Hence some phenomenological features of the two models are significantly modified. The total gauge group of Model 2 arises as follows. In the observable sector the NS boundary conditions produce the generators of $`(SU(3)_C\times U(1)_C\times SU(2)_L\times SU(2)_RSO(10))\times U(1)_{1,2,3}\times U(1)_{4,5,6}`$, while in the hidden sector the NS boundary conditions produce the generators of $$SU(3)_{H_1}\times U(1)_{H_1}\times U(1)_7\times SU(3)_{H_2}\times U(1)_{H_2}\times U(1)_8.$$ (5.12) $`U(1)_{H_1}`$ and $`U(1)_{H_2}`$ correspond to the combinations of the world–sheet charges $`Q_{H_1}`$ $`=`$ $`Q(\overline{\varphi }^1)Q(\overline{\varphi }^2)Q(\overline{\varphi }^3)+{\displaystyle \underset{i=4}{\overset{7}{}}}Q(\overline{\varphi })^iQ(\overline{\varphi })^8,`$ (5.13) $`Q_{H_2}`$ $`=`$ $`{\displaystyle \underset{i=1}{\overset{4}{}}}Q(\overline{\varphi })^iQ(\overline{\varphi }^7)Q(\overline{\varphi })^8.`$ (5.14) and $`U(1)_{7,8}`$ arise from the world–sheet currents $`\overline{\varphi }^4\overline{\varphi }^4^{}`$ and $`\overline{\varphi }^8\overline{\varphi }^8^{}`$, respectively. The sector $`\zeta 1+𝐛_1+𝐛_2+𝐛_3`$ produces the representations $`(3,1)_{5,0}(\overline{3},1)_{5,0}`$ and $`(1,3)_{0,5}(1,\overline{3})_{0,5}`$ of $`SU(3)_{H_1}\times U(1)_{H_1}`$ and $`SU(3)_{H_2}\times U(1)_{H_2}`$. Thus, the $`E_8`$ symmetry reduces to $`SU(4)_{H_1}\times SU(4)_{H_2}\times U(1)^2`$. The additional $`U(1)`$’s in $`SU(4)_{H_{1,2}}`$ are given by the combinations in eqs. (5.13) and (5.14), respectively. The remaining $`U(1)`$ symmetries in the hidden sector, $`U(1)_7^{}`$ and $`U(1)_8^{}`$, correspond to the combination of world–sheet charges $`Q_7^{}`$ $`=`$ $`Q(\overline{\varphi }^4)+Q(\overline{\varphi }^8),`$ (5.15) $`Q_8^{}`$ $`=`$ $`{\displaystyle \underset{i=1}{\overset{3}{}}}Q(\overline{\varphi })^i+Q(\overline{\varphi }^4){\displaystyle \underset{i=5}{\overset{7}{}}}Q(\overline{\varphi })^iQ(\overline{\varphi })^8.`$ (5.16) Model 2 contains two combinations of non–NAHE basis vectors with $`𝐗_L𝐗_L=0`$, which therefore may give rise to additional space–time vector bosons. The first is the vector combination $`\beta \pm \gamma `$. The second combination is given by $`\zeta +2\gamma `$, where $`\zeta 1+𝐛_1+𝐛_2+𝐛_3`$. The presence of the first combination depends on the assignment of periodic boundary conditions in the basis vectors $`\alpha `$, $`\beta `$ and $`\gamma `$, which extend the NAHE set and is therefore model dependent. The second combination, however, arises only from the NAHE set basis vectors plus $`2\gamma `$ and is therefore independent of the assignment of periodic boundary conditions in the basis vectors $`\alpha `$, $`\beta `$ and $`\gamma `$. This vector combination is therefore generic for the pattern of symmetry breaking $`SO(10)SU(3)_C\times U(1)_C\times SU(2)_L\times SU(2)_R`$, in NAHE based models. In Model 2 all the space–time vector bosons from the sector $`\beta \pm \gamma `$ are projected out by the GSO projections and therefore give no gauge enhancement. The sector $`\zeta +2\gamma `$, however, gives rise to two additional space–time vector bosons which are charged with respect to the world–sheet $`U(1)`$ currents. This enhances one of the world–sheet $`U(1)`$ combinations to $`SU(2)_{\mathrm{cust}}`$. The relevant combination of world–sheet charges is given by $$Q_{SU(2)_C}=Q_C+(Q_{\eta _1}+Q_{\eta _2}+Q_{\eta _3})Q_7^{}.$$ (5.17) The remaining orthogonal $`U(1)`$ combinations are $`Q_1^{}`$ $`=`$ $`Q_1Q_2,`$ $`Q_2^{}`$ $`=`$ $`Q_1+Q_22Q_3,`$ $`Q_3^{}`$ $`=`$ $`Q_C+Q_1+Q_2+Q_3+Q_8^{},`$ $`Q_{7^{\prime \prime }}`$ $`=`$ $`Q_C+Q_1+Q_2+Q_3+3Q_7^{},`$ $`Q_{8^{\prime \prime }}`$ $`=`$ $`4Q_C+4(Q_1+Q_2+Q_3)3Q_8^{}.`$ (5.18) and $`Q_{4,5,6}`$ are unchanged. Thus, the full massless spectrum transforms under the final gauge group, $`SU(3)_C\times SU(2)_L\times SU(2)_R\times SU(2)_{\mathrm{cust}}\times U(1)_{1^{},2^{},3^{}}\times U(1)_{4,5,6}\times SU(4)_{H_1}\times SU(4)_{H_2}\times U(1)_{7^{\prime \prime },8^{\prime \prime }}`$. In addition to the graviton, dilaton, antisymmetric sector and spin–1 gauge bosons, the NS sector gives two pairs of electroweak doublets, transforming as (1,2,2,1) under $`SU(3)_C\times SU(2)_L\times SU(2)_R\times SU(2)_{\mathrm{cust}}`$; three pairs of $`SO(10)`$ singlets with $`U(1)_{1,2,3}`$ charges; and three singlets of the entire four dimensional gauge group. The sector $`𝐒+𝐛_1+𝐛_2+\alpha +\beta `$ produces one pair of $`SU(2)_{\mathrm{cust}}`$ doublets that can be used to break the $`SU(2)_{\mathrm{cust}}`$ symmetry, and three pairs of non–Abelian singlets with $`U(1)_{1,2,3}`$ charges. The states from the sectors $`𝐛_j\zeta +2\gamma (j=1,2,3)`$ produce the three light generations. The states from these sectors and their decomposition under the entire gauge group are shown in Table 2. The leptons (and quarks) are singlets of the color $`SU(4)_{H_1,H_2}`$ gauge groups and the $`U(1)_{7^{\prime \prime }}`$ symmetry of eq. (5.18) becomes a gauged leptophobic symmetry. The remaining massless states and their quantum numbers are also given in Table 2 in Appendix C. We also provide, in Appendix D, the Model 2 cubic through quintic order superpotential terms. ### 5.1 Definition of the weak–hypercharge We now turn to the definition of the weak–hypercharge in this LRS model. Due to the enhanced symmetry there are several possibilities to define a weak–hypercharge combination which is still family universal and reproduces the correct charge assignment for the Standard Model fermions. As we discuss below, this feature of the free fermionic models with enhanced symmetry presents an interesting way to understand how the Standard Model spectrum may still arise from $`SO(10)`$ representation, i.e. from the three 16’s of $`SO(10)`$ which arise from the NAHE set, while the weak–hypercharge does not possess the canonical $`SO(10)`$ embedding. We remark that this type of enhanced symmetry also plays a roll in forbidding operators which mediate proton decay. We also note that LRS models without the canonical $`SO(10)`$ embedding of the weak–hypercharge have also been recently discussed in the framework of Type I string constructions . There it was argued that the non–canonical embedding of the weak–hypercharge is advantageous for obtaining coupling unification in that framework. In the heterotic string the natural unification scale is of course the GUT or the heterotic string scale, and therefore the natural embedding of the weak–hypercharge is the canonical one. Nevertheless, as we stated above, the main aim of our exercise here is to demonstrate how the Standard Model spectrum may still arise from $`SO(10)`$ representations while the normalization of the weak–hypercharge (and consequently the Weinberg angle at the unification scale) do not have the canonical $`SO(10)`$ value. The usefulness of this result to string models with a lower unification scale will then depend on improved understanding of the duality relation between the various models and the properties which are maintained in an extrapolation from weak to strong coupling. That is, one can imagine that a property of the type we describe here will have its correspondence also in the dual Type I models. One option is to define the weak–hypercharge with the standard $`SO(10)`$ embedding, as in eq. (5.19), $$U(1)_Y=\frac{1}{3}U(1)_C+\frac{1}{2}U(1)_L.$$ (5.19) This is identical to the weak–hypercharge definition in $`SU(3)\times SU(2)\times U(1)_Y`$ free fermionic models, which do not have enhanced symmetries. However, in the present model, the $`U(1)_C`$ symmetry is now part of the extended custodial symmetry $`SU(2)_{\mathrm{cust}}`$. Expressing $`U(1)_C`$ in terms of the new linear combinations defined above, we have $$\frac{1}{3}U(1)_C=\frac{1}{6}\left\{\frac{1}{4}(3T_{\mathrm{cust}}^3+U_{7^{\prime \prime }})\frac{1}{7}(3U_3^{}+U_{8^{\prime \prime }})\right\}.$$ (5.20) Thus $`U(1)_Y`$, by depending on $`T_{\mathrm{cust}}^3`$, is no longer orthogonal to $`SU(2)_{\mathrm{cust}}`$. We must therefore instead define the new linear combination with this term removed, $`U(1)_Y^{}`$ $``$ $`U(1)_Y{\displaystyle \frac{1}{2}}T^3`$ (5.21) $`=`$ $`{\displaystyle \frac{1}{2}}U(1)_L+{\displaystyle \frac{5}{24}}U(1)_C`$ $`{\displaystyle \frac{1}{8}}\left[U(1)_1+U(1)_2+U(1)_3U(1)_7U(1)_9\right],`$ so that the weak–hypercharge is expressed in terms of $`U(1)_Y^{}`$ as $$U(1)_Y=U(1)_Y^{}+\frac{1}{2}T_{\mathrm{cust}}^3Q_{\mathrm{e}.\mathrm{m}.}=T_L^3+Y=T_L^3+Y^{}+\frac{1}{2}T_{\mathrm{cust}}^3.$$ (5.22) The final observable gauge group then takes the form $$SU(3)_C\times SU(2)_L\times SU(2)_R\times SU(2)_{\mathrm{cust}}\times U(1)_Y^{}\times \left\{\mathrm{seven}\mathrm{other}U(1)\mathrm{factors}\right\}.$$ (5.23) The remaining seven $`U(1)`$ factors must be chosen as linear combinations of the previous $`U(1)`$ factors so as to be orthogonal to the each of the other factors in (5.23). Next we discuss the Kač–Moody factors associated with the $`U(1)`$ factors in this model. In this class of string models, the Kač–Moody level of the non–Abelian group factor is always one. The situation is somewhat more complicated for the $`U(1)`$ factors, however. In general, a given $`U(1)`$ current $`U`$ will be a combination of the simple worldsheet $`U(1)`$ currents $`U_ff^{}f`$ corresponding to individual worldsheet fermions $`f`$, and will take the form $`U=_fa_fU_f`$ where the $`a_f`$ are certain model–specific coefficients. The $`U_f`$ are each individually normalized to one, so that $`U_f,U_f=1`$. To produce the correct conformal dimension for the massless states, each of the $`U(1)`$ linear combinations $`U`$ must also be normalized to one. The proper normalization coefficient for the linear combination $`U`$ is thus given by $`N=(_fa_f^2)^{1/2}`$, so that the properly normalized $`U(1)`$ current $`\widehat{U}`$ is given by $`\widehat{U}=NU`$. Now in general, the Kač–Moody level of the $`U(1)_Y`$ generator can be deduced from the OPE’s between two of the $`U(1)`$ currents, and will be $$k_1=2N^2=2\underset{f}{}a_f^2.$$ (5.24) For a weak–hypercharge that is a combination of several $`U(1)`$’s with different normalizations, the result (5.24) generalizes to $$k_1=\underset{i}{}a_i^2k_i$$ (5.25) where the $`k_i`$ are the individual normalizations for each of the $`U(1)`$’s. In Model 1, the $`U(1)_Y`$ generator is given as a combination of simple worldsheet currents that produces the correct weak–hypercharges for the Standard Model particles. Thus, in that case, $`k_1`$ is simply given by (5.24). However, for the weak–hypercharges (5.21) and (5.22) that appear in Model 2 we instead use (5.25). Hence, for this weak–hypercharge, we see from (5.22) and (5.25) that $`k_1=(1/4)k_{2_C}+k_Y^{}=1/4+17/12=5/3`$, which is the same as the standard $`SO(10)`$ normalization. Alternatively, we can define the weak–hypercharge to be the combination $$U(1)_Y=\frac{1}{2}U(1)_L\frac{1}{6}U(1)_3^{}+\frac{1}{6}U_{7^{\prime \prime }}$$ (5.26) where $`U(1)_3^{}`$ and $`U(1)_{7^{\prime \prime }}`$ are given in (5.18). This combination still reproduces the correct charge assignment for the Standard Model states. In this case the Kač–Moody levels of $`U(1)_L`$, $`U(1)_3^{}`$ and $`U(1)_{7^{\prime \prime }}`$ are 4, 28 and 48 respectively, so that $`k_Y=28/9`$. Therefore, the Weinberg angle at the unification scale is $`\mathrm{sin}^2\theta _W=0.243`$. Naturally, the point that we want to raise is not that the present model with this value of $`\mathrm{sin}^2\theta _W`$ provides a realistic unified model. Rather, we make the following interesting observation: The three Standard Model generations still arise from $`SO(10)`$ representations. Specifically, the Standard Model three generations all arise from the three $`\mathrm{𝟏}6`$ representations of $`SO(10)`$ of the NAHE set basis vectors. However, the weak–hypercharge does not possess the standard $`SO(10)`$ embedding and consequently, $`\mathrm{sin}^2\theta _W3/8`$ at the unification scale. Of course, it will be of further interest to see if such a structure can also emerge from Type I string constructions which actually allow for a lower unification scale. The results of ref. , which show that some of the structure of compactifying the heterotic string on a particular orbifold, is actually preserved also in the Type I models, give rise to the suspicion that this may indeed be the case. ## 6 Anomalous $`U(1)`$ A general property of the realistic free fermionic heterotic string models, which is also shared by many other superstring vacua, is the existence of an “anomalous” $`U(1)`$. The presence of an Abelian anomalous symmetry in superstring derived models yields many desirable phenomenological consequences from the point of view of the effective low energy field theory. Indeed, the existence of such an anomalous $`U(1)`$ symmetry in string derived models has inspired vigorous attempts to understand numerous issues, relevant for the observable phenomenology, including: the fermion mass spectrum, supersymmetry breaking cosmological implications, and more. From the perspective of string phenomenology an important function of the anomalous $`U(1)`$ is to induce breaking and rank reduction of the four dimensional gauge group. In general, the existence of an anomalous $`U(1)`$ in a string model implies that the string vacuum is unstable and must be shifted to a stable point in the moduli space. This arises because, by the Green–Schwarz anomaly cancellation mechanism, the anomalous $`U(1)`$ gives rise to a Fayet–Iliopoulos term which breaks supersymmetry. Supersymmetry is restored and the vacuum is stabilized by sliding the vacuum along flat $`F`$ and $`D`$ directions. This is achieved by assigning non–vanishing VEVs to some scalar fields in the massless string spectrum. An important issue in string phenomenology is therefore to understand what are the general conditions for the appearance of an anomalous $`U(1)`$ and under what conditions an anomalous $`U(1)`$ is absent. The previously studied realistic free fermionic string models, which include the FSU5, PS, and SLM types, have always contained an anomalous $`U(1)`$ symmetry. In contrast, in the two LRS models defined respectively by (4.10,4.11) and (5.10,5.11) all the $`U(1)`$ symmetries in the four dimensional gauge group are anomaly free. This is, in fact, the first instance that realistic three generation (2,0) heterotic string models have produced models which do not contain an anomalous $`U(1)`$ symmetry. Irrespective of the potential phenomenological merit of an anomalous $`U(1)`$ symmetry, it is important to extract the properties of the models that result in the presence, or the absence, of an anomalous $`U(1)`$ symmetry. For completeness we first discuss the case of the free fermionic models which contain an anomalous $`U(1)`$, i.e., the FSU5, the PS, and the SLM string models. The question of the anomalous $`U(1)`$ symmetry in string models, in general, and in the free fermionic models, in particular, was studied in some detail in ref. . The anomalous $`U(1)`$ in the free fermionic models is in general a combination of two distinct kinds of world–sheet $`U(1)`$ currents, those generated by $`\overline{\eta }^j`$ and those generated by the additional complexified fermions from the set $`\{\overline{y},\overline{\omega }\}^{1,\mathrm{},6}`$. The trace of the $`U(1)`$ charges of the entire massless string spectrum can then be non–vanishing under some of these world–sheet $`U(1)`$ currents. One combination of these $`U(1)`$ currents then becomes the anomalous $`U(1)`$, whereas all the orthogonal combinations are anomaly free. To understand the origin of the anomalous $`U(1)`$ in the realistic free fermionic models, it is instructive to consider the contributions from the two types of world–sheet $`U(1)`$ currents separately. In ref. it was shown that the anomalous $`U(1)`$ in the realistic free fermionic models can be seen to arise due to the breaking of the world–sheet supersymmetry from (2,2) to (2,0). Consider the set of boundary condition basis vectors $`\{\mathrm{𝟏},𝐒,\zeta ,𝐗,𝐛_1,𝐛_2\}`$ , which produces (for an appropriate choice of the GSO phases) the model with $`SO(12)\times E_6\times U(1)^2\times E_8`$ gauge group. It was shown that if we choose the GSO phases such that $`E_6SO(10)\times U(1)`$, the $`U(1)`$ in the decomposition of $`E_6`$ under $`SO(10)\times U(1)`$ becomes the anomalous $`U(1)`$. This $`U(1)`$ is produced by the combination of world–sheet currents $`\overline{\eta }^1\overline{\eta }^1^{}+\overline{\eta }^2\overline{\eta }^2^{}+\overline{\eta }^3\overline{\eta }^3^{}`$. We can view all of the realistic FSU5, PS, and SLM free fermionic string models as being related to this $`SO(12)\times E_6\times U(1)^2\times E_8`$ string vacuum. This combination of $`U(1)`$ currents therefore contributes to the anomalous $`U(1)`$ in all the realistic free fermionic models with FSU5, PS, or SLM gauge groups. The existence of the anomalous $`U(1)`$ in the FSU5, PS, or SLM, and its absence in the LRS string models can be traced to different $`N=4`$ string vacua in four dimensions. While in the $`E_6`$ model one starts with an $`N=4`$ $`SO(12)\times E_8\times E_8`$ string vacua, produced by the set $`\{\mathrm{𝟏},𝐒,𝐗,\zeta \}`$ , we can view the FSU5, PS, and SLM string models as starting from an $`N=4`$ $`SO(12)\times SO(16)\times SO(16)`$ string vacua. In this case the two spinorial representations from the sectors $`𝐗`$ and $`\zeta `$, that complete the adjoint of $`SO(16)\times SO(16)`$ to $`E_8\times E_8`$, are projected out by the choice of the GSO projection phases. The subsequent projections, induced by the basis vectors $`𝐛_1`$ and $`𝐛_2`$, which correspond to the $`\text{ZZ}_2\times \text{ZZ}_2`$ orbifold twistings, then operate identically in the two models, producing in one case the $`E_6`$, and in the second case the $`SO(10)\times U(1)`$, gauge groups, respectively. The important point, however, is that both cases preserve the “standard embedding” structure which splits the observable and hidden sectors. The important set in this respect is the set $`\{\mathrm{𝟏},𝐒,𝐗,\zeta \}`$, where $`𝐗`$ has periodic boundary conditions for $`\{\overline{\psi }^{1,\mathrm{},5},\overline{\eta }^1,\overline{\eta }^2,\overline{\eta }^3\}`$. The choice of the phase $`c\left(\genfrac{}{}{0pt}{}{𝐗}{\zeta }\right)=\pm 1`$ fixes the vacuum to $`E_8\times E_8`$ or $`SO(16)\times SO(16)`$. In contrast, the LRS free fermionic string models do not start with the $`N=4`$ $`E_8\times E_8`$ or $`SO(16)\times SO(16)`$ vacua. Rather, in this case the starting $`N=4`$ vacua can be seen to arise from the set of boundary condition basis vectors $`\{\mathrm{𝟏},𝐒,2\gamma ,𝐗\}`$. Starting with this set and with the choice of GSO projection phases $$\begin{array}{cccccccc}& & \mathrm{𝟏}& 𝐒& & 𝐗& 2\gamma & \\ \mathrm{𝟏}& (\mathrm{}& 1& 1& & 1& 1& )\mathrm{}\\ 𝐒& 1& 1& & 1& 1\\ & & & & & \\ 𝐗& 1& 1& & 1& 1\\ 2\gamma & 1& 1& & 1& 1\end{array},$$ (6.1) the resulting string vacua has $`N=4`$ space–time supersymmetry with $`SO(16)\times E_7\times E_7`$ gauge group. The sectors $`𝐛_1`$ and $`𝐛_2`$ are then added as in the previous models. The LRS string models therefore do not preserve the “standard embedding” splitting between the observable and hidden sectors. This is the first basic difference between the FSU5, PS, or SLM, and the LRS free fermionic models. Now turn to the case of the three generation models. The chirality of the generations from the sectors $`𝐛_j`$ $`(j=1,2,3)`$ is induced by the projection which breaks $`N=2N=1`$ space–time supersymmetry. Chirality for the generations is therefore fixed by the GSO projection phase $`c\left(\genfrac{}{}{0pt}{}{𝐛_i}{𝐛_j}\right)`$ with $`ij`$. On the other hand, generation charges under $`U(1)_j`$ are fixed by the $`𝐗`$ projection in the $`E_6`$ model, by the projection induced by the vector $`2\gamma `$ of the FSU5, PS, and SLM string models, or by the vector $`2\gamma `$ of the LRS string models. The difference is that in the case of the FSU5, PS, and SLM string models the $`2\gamma `$ projection fixes the same sign for the $`U(1)_j`$ charges of the states from the sectors $`𝐛_j`$. In contrast, in the LRS free fermionic models the corresponding $`2\gamma `$ projection fixes one sign for the $`(Q_R+L_R)_j`$ states and the opposite sign for the $`(Q_L+L_L)_j`$ states. The consequence is that the total trace vanishes and the sectors $`𝐛_j`$ do not contribute to the trace of the $`U(1)_j`$ charges. This is in fact the reason that LRS free fermionic models can appear without an anomalous $`U(1)`$. We stress that the existence of LRS free fermionic string models without an anomalous $`U(1)`$ does not preclude the possibility of other LRS models with an anomalous $`U(1)`$. Our Model 3, specified by Table (6.11) and matrix (6.12) provides a counter–example. LRS Model 3 Boundary Conditions: (6.6) (6.11) LRS Model 3 Generalized GSO Coefficients: $$\begin{array}{ccccccccccccc}& & \mathrm{𝟏}& 𝐒& & 𝐛_1& 𝐛_2& 𝐛_3& & \alpha & \beta & \gamma & \\ \mathrm{𝟏}& (\mathrm{}& 1& 1& & 1& 1& 1& & 1& 1& i& )\mathrm{}\\ 𝐒& 1& 1& & 1& 1& 1& & 1& 1& 1\\ & & & & & & & & & & \\ 𝐛_1& 1& 1& & 1& 1& 1& & 1& 1& i\\ 𝐛_2& 1& 1& & 1& 1& 1& & 1& 1& i\\ 𝐛_3& 1& 1& & 1& 1& 1& & 1& 1& i\\ & & & & & & & & & & \\ \alpha & 1& 1& & 1& 1& 1& & 1& 1& 1\\ \beta & 1& 1& & 1& 1& 1& & 1& 1& 1\\ \gamma & 1& 1& & 1& 1& 1& & 1& 1& 1\end{array}$$ (6.12) Similar to our Models 1 and 2, Model 3 uses the LRS breaking pattern. It also contains three generations from the sectors $`𝐛_1`$, $`𝐛_2`$ and $`𝐛_3`$, and the untwisted spectrum is similar to that of the previous two models. However, Model 3 actually contains three anomalous $`U(1)`$ symmetries: Tr$`U_4=24`$, Tr$`U_5=24`$, Tr$`U_6=24`$, one combination of which, $$U(1)_A=U_4+U_5+U_6,$$ (6.13) is anomalous, while two orthogonal combinations are anomaly free. In this model we see that the anomalous $`U(1)`$’s correspond to $`U(1)`$ symmetries which arise from the additional complexified world–sheet fermions in the set $`\{\overline{y},\overline{\omega }\}^{1,\mathrm{},6}`$. This is in agreement with the above argument that the $`U(1)_{j=1,2,3}`$, which are generated by the $`\overline{\eta }^j`$ world–sheet fermions, are anomaly free in the LRS free fermionic string models. The potential implications for the flavor mass spectrum are of particular interest in this regard. To close the discussion on the anomalous $`U(1)`$ in the the LRS string models we remark that in ref. the general conditions that forbid the appearance of anomalous $`U(1)`$ in string models were discussed. Theorem 3, part $`(b)`$, of allows us to prove, without computing the trace of the charge $`\mathrm{Tr}Q^i`$, for each $`U(1)_i`$, that all of the Abelian gauge groups in a given model are anomaly free. Theorem 3 states that: A model is completely free of anomalous $`U(1)`$ if, for each $`U(1)_i`$, there is at least one simple gauge group $`𝒢`$ for which (a) all non–trivial massless reps of $`𝒢`$ do not carry $`U(1)_i`$ charge, or (b) the trace of $`Q_i`$ over all massless non–trivial reps of $`𝒢`$ is zero. In Model 1 the only two non–trivial representations of the hidden sector $`SU(3)_{H_1}`$ gauge group is the vector–like pair of fields, $`H_1`$ and $`\overline{H}_1`$. Thus, the trace of each $`U(1)_i`$ charge over $`SU(3)_{H_1}`$ reps is clearly zero. This implies, by Theorem 3(b), that all of the $`U(1)_i`$ in this model are anomaly free. (Note that the vector–like fields $`H_2`$ and $`\overline{H}_2`$ of $`SU(3)_{H_2}`$ imply this also. Furthermore, the same method of proof also applies to Model 2 when we replace $`SU(3)_{H_1,H_2}`$ with $`SU(4)_{H_1,H_2}`$.) ## 7 Phenomenological discussion and conclusions Clearly the most striking new feature of the LRS string models that we presented is the absence of an anomalous $`U(1)`$ symmetry in two of them. In the past much of the analysis of the three generation free fermionic models involved the analysis of flat directions that are induced by the cancelation of the anomalous $`U(1)`$ D–term . The Standard Model singlet VEVs that are used to cancel this D–term spontaneously break some of the additional $`U(1)`$ symmetries in the string models. Such singlet VEVs are necessitated by the requirement that the superstring vacuum preserves supersymmetry at the string scale. An important issue in this regard is therefore whether for such flat directions there exist one, or perhaps several, $`U(1)`$ combinations which remain unbroken. $`U(1)`$ combinations that remain unbroken down to sufficiently low energies may give rise to interesting observable effects. In contrast, the absence of an anomalous $`U(1)`$ in the LRS string models that we discussed here allows, in principle, all the extra $`U(1)`$’s to remain unbroken at the string scale. Of course imposing some phenomenological constraints, like the decoupling of fractionally charged states, may force some Standard Model singlet fields to acquire a non–vanishing VEV. In which case the analysis of the flat directions is reintroduced. However, this is not necessitated by the requirement that the anomalous $`U(1)`$ D–term vanishes, and hence not by the requirement that the vacuum preserves supersymmetry. Similarly, the Fayet–Iliopoulos term which is induced by the anomalous $`U(1)`$ gives rise to an order parameter which, together with the flat direction singlet VEVs, is used to produce the hierarchical fermion mass pattern. This order parameter is therefore no longer present if there is no anomalous $`U(1)`$, as is the case in some of the LRS string models that we presented. Examining the field content of Model 1, we note that the model contains the neutral Standard Model singlet component of the $`\mathrm{𝟏}6`$ of $`SO(10)`$. This field can therefore be used to break the $`SU(2)_R`$ gauge symmetry. However, it is noted that the corresponding component of the $`\overline{\mathrm{𝟏}6}`$ is absent from the model and all the remaining $`SU(2)_R`$ doublets have fractional electric charge with respect to the most natural definition of the weak–hypercharge give in eq. (5.19). The absence of the corresponding neutral component from the $`\overline{\mathrm{𝟏}6}`$ is a common feature in the three generation free fermionic models in which the $`SO(1O)`$ is broken by at least two different basis vectors. Therefore, assuming that supersymmetry is not broken at a high scale, the $`SU(2)_R`$ symmetry cannot be broken along a supersymmetric flat directions, and can only be broken by a VEV that does not preserve supersymmetry at a lower scale. From Table 2 we note that Model 2 contains two $`SU(2)_C`$ doublets, $`N_{\alpha \beta }`$ and $`\overline{N}_{\alpha \beta }`$, from the sector $`𝐒+𝐛_1+𝐛_2+\alpha +\beta `$, that can be used to break the custodial $`SU(2)`$ symmetry along a flat direction. As with Model 1, both Models 2 and 3 contain the neutral component of the $`\mathrm{𝟏}6`$ of $`SO(10)`$ that can be employed to break the $`SU(2)_R`$ symmetry. We remark that this conclusion holds for the definition of the weak–hypercharge as given in eq. (5.19). Other viable definitions of the weak–hypercharge may result in more electrically neutral fields that may be used to break $`SU(2)_R`$. As we discussed above, with such possible alternative definitions the Standard Model spectrum still arises from the $`\mathrm{𝟏}6`$ representation of $`SO(1O)`$, but the weak–hypercharge normalization differs from the canonical $`SO(10)`$ normalization. From Tables 1–3 we note that all three models contain the required Higgs bi–doublet representations, $`h_1`$ and $`h_2`$, that are needed in order to generate the Standard Model gauge boson and fermion masses. Examining the superpotential terms, eqs. (4.23) and (D.7), of Models 1 and 2 respectively, we note that the couplings $`Q_{L_i}Q_{R_i}h_i`$ and $`L_{L_i}L_{R_i}h_i`$ exist to provide potential mass terms for the states from the sectors $`𝐛_1`$ and $`𝐛_2`$. The structure of the basis vectors beyond the NAHE set, $`\alpha `$, $`\beta `$ and $`\gamma `$, which break the cyclic permutation symmetry between the three twisted sectors $`𝐛_1`$, $`𝐛_2`$ and $`𝐛_3`$, results in the states from the sector $`𝐛_3`$ being identified with the lightest generation. This outcome is similar to the result that was found in the case of the free fermionic SLM string models , and again is a reflection of the breaking of the cyclic permutation symmetry by the basis vectors $`\alpha `$, $`\beta `$ and $`\gamma `$. ¿From eq. (4.29) we note that in Model 1, provided that $`\mathrm{\Phi }_3`$ gets a non–vanishing VEV of the order of the string scale, then the entire hidden matter spectrum of Model 1 becomes superheavy. In this case the content of the hidden sector spectrum consists of the gauge bosons of the unbroken hidden $`E_8`$ subgroup, which in model 1 is $`SU(3)\times SU(3)\times U(1)^4`$. These hidden states can interact with the observable sector only via the heavy hidden matter states, which are charged with respect to the horizontal $`U(1)`$ symmetries, $`U(1)_{1,2}`$. The observable sector states are also charged under the horizontal $`U(1)_{1,2}`$ symmetries. This represents the interesting case that the lightest hidden sector state is a hidden glueball that can interact with the Standard Model states only via the superheavy fermions. Such states may provide interesting dark matter candidates . In this paper we extended the case studies of realistic free fermionic string models to the case in which the observable universal $`SO(10)`$ gauge group is broken to the left–right symmetric, $`SU(3)_C\times SU(2)_L\times SU(2)_R\times U(1)_{BL}`$, gauge group. We presented three specific examples with this symmetry breaking pattern together with the entire superpotential terms for the first two models, up to quintic order. The distinctive feature of the LRS free fermionic string models, as compared to the previous, FSU5, PS, and SLM cases, is the existence of models which do not contain an anomalous $`U(1)`$ symmetry. We discussed the general structures which result in the absence, or presence, of an anomalous $`U(1)`$, in the respective cases. We further contemplated how the string models can motivate the interesting possibility in which the Standard Model fermion spectrum arises from three $`\mathrm{𝟏}6`$ representations of $`SO(10)`$, while the weak–hypercharge does not possess the canonical $`SO(10)`$ embedding. Finally, it will be of further interest to study compactification of other classes of string theories on the manifolds which are associated with the free fermionic models and to examine the properties of the models, which are preserved in these dual constructions. Similarly, it is of further interest to study the properties of the LRS string models in relation to the phenomenological studies of LRS field theory models. We shall return to these and related questions in future publications. ## 8 Acknowledgments This work is supported in part by DOE Grant No. DE–FG–02–94ER40823 (AEF,CS) and a PPARC advanced fellowship (AEF); and by DOE Grant No. DE–FG–0395ER40917 (GBC). ## Appendix B Left–Right Symmetric Model 1 Superpotential Terms Model 1 Fifth Order Superpotential: $`W_5(\mathrm{observable})`$: (B.37) $`W_5(\mathrm{observable})`$ continued: (B.46) $`W_5(\mathrm{mixed})`$: (B.53) $`W_5(\mathrm{singlets})`$, $`W_5(\mathrm{hidden})`$: none ## Appendix D Left–Right Symmetric Model 2 Superpotential Terms $`W_3(\mathrm{observable})`$: (D.7) $`W_3(\mathrm{singlets})`$: (D.11) $`W_3(\mathrm{hidden})`$: none $`W_4(\mathrm{observable})`$: (D.20) $`W_4(\mathrm{singlets})`$, $`W_4(\mathrm{mixed})`$, $`W_4(\mathrm{hidden})`$: none $`W_5(\mathrm{observable})`$: (D.63) $`W_5(\mathrm{observable})`$ continued: (D.71) $`W_5(\mathrm{singlets})`$, $`W_5(\mathrm{mixed})`$, $`W_5(\mathrm{hidden})`$: none
warning/0006/quant-ph0006026.html	ar5iv	text	# 1 Introduction ## 1 Introduction Recently there has been increasing interest in the use of entangled continuous variable systems in quantum communication . The most prominent example is the two-mode squeezed vacuum which in the Fock basis reads as $$\|\psi =\mathrm{e}^{\zeta \left(\widehat{a}_1^{}\widehat{a}_2^{}\widehat{a}_1\widehat{a}_2\right)}\|00=\sqrt{1q^2}\underset{n=0}{\overset{\mathrm{}}{}}q^n\|nn$$ (1) \[$`q`$ $`=`$ $`\mathrm{tanh}\zeta `$, $`\zeta `$ real\] and whose Wigner function is a Gaussian. When transmitted through a noisy channel, such as optical fibers of given extinction coefficients, the resulting state will in general be mixed. For further use of the state in some quantum communication experiment the question of the entanglement that is available after the transmission arises. Real entanglement measures, however, are difficult to compute and are mostly known only numerically. A typical example is the entanglement measure based on the relative entropy where the distance of the density matrix of the state under consideration to the set of all separable density matrices must be computed . In practice, this becomes impossible for states like a two-mode squeezed vacuum with reasonable strength of squeezing, because for comparable numerical accuracy the Hilbert space can only be truncated at higher dimension with increasing squeezing strength. Here, we proceed in a different direction. Starting from the quantum-optical input-output relations of light at absorbing dielectric four-port devices , we first present the basic formulas for determining the output quantum state from the input quantum state and the characteristic transmission and absorption matrices of the devices (Sec. 2). We then apply the input-output formalism to the calculation of the output Wigner function observed when two modes that are initially prepared in a squeezed vacuum are transmitted through absorbing fibers. Using the Peres-Horodecki separability criterion for Gaussian states , we calculate the maximal length of transmission for which the output state is still inseparable in principle (Sec. 3). Calculating the density matrix of the transmitted light in the Fock basis, on applying the formalism developed in , we finally extract some pure state from the output density matrix, use the convexity property of the entanglement measure , and derive an estimate of the amount of entanglement available after transmission (Sec. 4). ## 2 Quantum-state transformation Let us first consider the quantum-optical input-output relations and the corresponding quantum-state transformation formulas for light at dispersing and absorbing dielectric four-port devices. We restrict ourselves to a quasi one-dimensional scheme, as depicted in Fig. 1, in which the dielectric device is surrounded by vacuum. Applying the formalism developed in , we quantize the electromagnetic field in the presence of the device by means of a Green function representation of the field and introduction of bosonic fields playing the role of the collective excitations of the field, the dielectric matter, and the reservoir. It turns out that outside the device the usual mode expansion applies, with the $`\widehat{a}_i(\omega )`$ and $`\widehat{b}_i(\omega )`$ in Fig. 1 being respectively the photonic operators of the incoming and outgoing plane waves at frequency $`\omega `$. The $`\widehat{g}_i(\omega )`$ in the figure are the bosonic operators of the device excitations and play the role of noise forces associated which absorption. It then follows that the action of the dielectric device on the incoming radiation can be described by quantum optical input-output relations which, in fact, are nothing but a suitable rewriting of the corresponding one-dimensional Green function. Let us introduce the compact two-vector notation $`\widehat{𝐚}(\omega )`$, $`\widehat{𝐛}(\omega )`$, and $`\widehat{𝐠}(\omega )`$ for the field and device operators respectively. The input-output relations can then be written in the compact form $$\widehat{𝐛}(\omega )=𝐓(\omega )\widehat{𝐚}(\omega )+𝐀(\omega )\widehat{𝐠}(\omega ),$$ (2) where the characteristic transmission and absorption matrices $`𝐓(\omega )`$ and $`𝐀(\omega )`$, respectively, satisfy the energy-conservation relation $$𝐓(\omega )𝐓^+(\omega )+𝐀(\omega )𝐀^+(\omega )=𝐈.$$ (3) Equations (2) and (3) are valid for any frequency. They allows us to construct the output operators from the input operators over the whole frequency range. The second step in the quantum-state transformation corresponds to an open-systems approach. Suppose the incoming field is prepared in some state of the Hilbert space $`_{\mathrm{field}}`$ and the device (including the reservoir) is initially prepared in some state of the Hilbert space $`_{\mathrm{device}}`$. In the full Hilbert space, which is the tensor product $`_{\mathrm{field}}_{\mathrm{device}}`$, a unitary operator transformation can then be constructed, whereas in the space $`_{\mathrm{field}}`$ it could not due to the dissipation processes. Let us define the four-vector operators $$\widehat{𝜶}(\omega )=\left(\genfrac{}{}{0pt}{}{\widehat{𝐚}(\omega )}{\widehat{𝐠}(\omega )}\right),\widehat{𝜷}(\omega )=\left(\genfrac{}{}{0pt}{}{\widehat{𝐛}(\omega )}{\widehat{𝐡}(\omega )}\right),$$ (4) where $`\widehat{𝐡}(\omega )`$ is some auxiliary (two-vector) bosonic device operator. Then, the input-output relation (2) can be extended to a four-dimensional transformation $$\widehat{𝜷}(\omega )=𝚲(\omega )\widehat{𝜶}(\omega ),$$ (5) with $`𝚲(\omega )`$ $``$ SU(4) . Explicitly, $$𝚲(\omega )=\left(\begin{array}{cc}𝐓(\omega )& 𝐀(\omega )\\ 𝐒(\omega )𝐂^1(\omega )𝐓(\omega )& 𝐂(\omega )𝐒^1(\omega )𝐀(\omega )\end{array}\right)$$ (6) with the commuting positive Hermitian matrices $$𝐂(\omega )=\sqrt{𝐓(\omega )𝐓^+(\omega )},𝐒(\omega )=\sqrt{𝐀(\omega )𝐀^+(\omega )}.$$ (7) Hence, there is a unitary operator transformation $$\widehat{𝜷}(\omega )=\widehat{U}^{}\widehat{𝜶}(\omega )\widehat{U}$$ (8) where $$\widehat{U}=\mathrm{exp}\left\{id\omega \left[\widehat{𝜶}^{}(\omega )\right]^T𝚽(\omega )\widehat{𝜶}(\omega )\right\}$$ (9) and $$𝚲(\omega )=\mathrm{e}^{i𝚽(\omega )}.$$ (10) Note that $`\widehat{U}`$ acts in the product space $`_{\mathrm{field}}_{\mathrm{device}}`$. Given a density operator $`\widehat{\varrho }_{\mathrm{in}}`$ of the input quantum state as a functional of $`\widehat{𝜶}(\omega )`$, the density operator of the output quantum state is obtained by a unitary transformation with the operator $`\widehat{U}`$ from Eq. (9) and projecting back onto the Hilbert space $`_{\mathrm{field}}`$. Hence, $$\widehat{\varrho }_{\mathrm{out}}^{(\mathrm{F})}=\mathrm{Tr}^{(\mathrm{D})}\left\{\widehat{U}\widehat{\varrho }_{\mathrm{in}}\widehat{U}^{}\right\}=\mathrm{Tr}^{(\mathrm{D})}\left\{\widehat{\varrho }_{\mathrm{in}}[𝚲^+(\omega )\widehat{𝜶}(\omega ),𝚲^T(\omega )\widehat{𝜶}^{}(\omega )]\right\},$$ (11) where $`\mathrm{Tr}^{(\mathrm{D})}`$ means tracing with respect to the device variables. Note, that the difference to usually considered open-systems theories is provided by the fact that we actually know how the dissipative environment (e.g., a dispersing and absorbing fiber) acts on our quantum states. Let us briefly comment on amplifying devices. In contrast to absorbing devices, we have now to insert the noise creation operators $`\widehat{g}_i^{}(\omega )`$ into the input-output relation (2) \[i.e., $`\widehat{𝐠}(\omega )`$ $``$ $`\widehat{𝐠}^{}(\omega )`$\]. The relation (3) then changes to $$𝐓(\omega )𝐓^+(\omega )𝐀(\omega )𝐀^+(\omega )=𝐈,$$ (12) where $`𝐀(\omega )`$ plays the role of the gain matrix. Further, the 4$`\times `$4-matrix $`𝚲(\omega )`$ becomes an element of the noncompact group SU(2,2). ## 3 Application of the Peres–Horodecki separability criterion Let us consider a two-mode squeezed vacuum which is transmitted through a noisy communication channel such as two absorbing (amplifying) dielectric four-port devices as sketched in Fig. 2, the characteristic transmission and absorption (gain) matrices of the devices being $`𝐓^{(i)}(\omega )`$ and $`𝐀^{(i)}(\omega )`$ respectively ($`i`$ $`=`$ $`1,2`$). In Eq. (1), the two-mode squeezed vacuum is given in the Fock basis. Equivalently, it can be expressed in terms of the Gaussian Wigner function $$W(𝝃)=\left(4\pi ^2\sqrt{det𝑽}\right)^1\mathrm{exp}\left\{\frac{1}{2}𝝃^T𝑽^1𝝃\right\},$$ (13) where $`𝝃`$ is a four-vector whose elements are the quadrature-component variables $`q_1,p_1,q_3,p_3`$, and $`𝑽`$ is the $`4\times 4`$ variance matrix of the Wigner function, $$𝑽=\left(\begin{array}{cc}𝐗& 𝐙\\ 𝐙^T& 𝐘\end{array}\right)=\left(\begin{array}{cccc}c/2& 0& s/2& 0\\ 0& c/2& 0& s/2\\ s/2& 0& c/2& 0\\ 0& s/2& 0& c/2\end{array}\right)$$ (14) ($`c`$ $`=`$ $`\mathrm{cosh}2\zeta `$, $`s`$ $`=`$ $`\mathrm{sinh}2\zeta `$). Transmitting the two-mode squeezed vacuum through the four-port devices at some temperatures $`\vartheta _i`$, the Wigner function of the transformed state is again a Gaussian. Using the input-output relations for absorbing (amplifying) devices as given in Sec. 2, we can easily transform the input variance matrix (14) to obtain the output variance matrix. The result is $`\widehat{a}_2{}_{}{}^{{}_{}{}^{}}\widehat{a}_{2}^{}_s`$ $`=`$ $`\|T_{21}^{(1)}\|^2\widehat{a}_1^{}\widehat{a}_1_s+\|T_{22}^{(1)}\|^2\widehat{a}_2^{}\widehat{a}_2_s`$ $`+\|A_{21}^{(1)}\|^2\widehat{g}_1{}_{}{}^{(1)}\widehat{g}_{1}^{(1)}_s+\|A_{22}^{(1)}\|^2\widehat{g}_2{}_{}{}^{(1)}\widehat{g}_{2}^{(1)}_s,`$ $`\widehat{a}_4{}_{}{}^{{}_{}{}^{}}\widehat{a}_{4}^{}_s`$ $`=`$ $`\|T_{21}^{(2)}\|^2\widehat{a}_3^{}\widehat{a}_3_s+\|T_{22}^{(2)}\|^2\widehat{a}_4^{}\widehat{a}_4_s`$ $`+\|A_{21}^{(2)}\|^2\widehat{g}_1{}_{}{}^{(2)}\widehat{g}_{1}^{(2)}_s+\|A_{22}^{(2)}\|^2\widehat{g}_2{}_{}{}^{(2)}\widehat{g}_{2}^{(2)}_s,`$ $`\widehat{a}_2^{}\widehat{a}_4^{}`$ $`=`$ $`T_{21}^{(1)}T_{21}^{(2)}\widehat{a}_1\widehat{a}_3`$ (15) (the subscript $`s`$ refers to symmetric operator ordering as required for the Wigner function) which can also be rewritten as correlations of the quadratures. Introducing the abbreviating notation $`T_{21}^{(i)}`$ $``$ $`T_i`$ and $`T_{22}^{(i)}`$ $``$ $`R_i`$, we arrive at the following elements of the output variance matrix: $$X_{11}=X_{22}=\frac{1}{2}c\|T_1\|^2+\frac{1}{2}\|R_1\|^2+\sigma \left(n_{\mathrm{th}\mathrm{\hspace{0.17em}1}}+\frac{1}{2}\right)\left(1\|T_1\|^2\|R_1\|^2\right),$$ (16) $$Y_{11}=Y_{22}=\frac{1}{2}c\|T_2\|^2+\frac{1}{2}\|R_2\|^2+\sigma \left(n_{\mathrm{th}\mathrm{\hspace{0.17em}2}}+\frac{1}{2}\right)\left(1\|T_2\|^2\|R_2\|^2\right),$$ (17) $$Z_{11}=Z_{22}=\frac{1}{2}s\mathrm{Re}(T_1T_2),$$ (18) $$Z_{12}=Z_{21}=\frac{1}{2}s\mathrm{Im}(T_1T_2)$$ (19) ($`X_{12}`$ $`=`$ $`X_{21}`$ $`=`$ $`Y_{12}`$ $`=`$ $`Y_{21}`$ $`=`$ $`0`$), where $`\sigma `$ $`=`$ $`+1(1)`$ for absorbing (amplifying) devices, and $`n_{\mathrm{th}i}`$ $`=`$ $`[\mathrm{exp}\mathrm{}\omega /(k_B\vartheta _i)1]^1`$ is the mean number of the (thermal) excitations of the $`i`$th device. Application of the Peres–Horodecki separability criterion $$det𝐗det𝐘+\left(\frac{1}{4}\|det𝐙\|\right)^2\mathrm{Tr}\left(\mathrm{𝐗𝐉𝐙𝐉𝐘𝐉𝐙}^T𝐉\right)\frac{1}{4}\left(det𝐗+det𝐘\right)$$ (20) with $$𝐉=\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right)$$ (21) to the output variance matrix yields (for equal devices) the inequality $$n_{\mathrm{th}}\frac{\left(1\sigma \right)\left(1\|R\|^2\right)+\|T\|^2\left(\sigma \mathrm{e}^{2\|\zeta \|}\right)}{2\sigma \left(1\|R\|^2\|T\|^2\right)}.$$ (22) Hence, for chosen squeezing parameter $`\zeta `$ and chosen transmission and reflection coefficients $`T`$ and $`R`$, respectively, there exists a maximal temperature and correspondingly a maximal mean excitation number of the thermal state in which each of the two devices is prepared such that the quantum state of the transmitted squeezed vacuum is still not separable. In particular, for absorbing devices ($`\sigma `$ $`=`$ $`+1`$) the inequality (22) reads $$n_{\mathrm{th}}\frac{\|T\|^2\left(1\mathrm{e}^{2\|\zeta \|}\right)}{2\left(1\|R\|^2\|T\|^2\right)}.$$ (23) With regard to optical fibers with perfect input coupling, we may let $`R`$ $`=`$ $`0`$ and relate, according to the Lambert-Beer law, the transmission coefficient to the propagation length $`l`$ as $`\|T\|`$ $`=`$ $`e^{l/l_\mathrm{A}}`$, with $`l_\mathrm{A}`$ being the characteristic absorption length of the fibers. From the inequality (22) it then follows that the upper bound of the propagation length for which the transmitted squeezed vacuum is still not separable is $$l=\frac{1}{2}l_\mathrm{A}\mathrm{ln}\left[1+\frac{1}{2n_{\mathrm{th}}}\left(1\mathrm{e}^{2\|\zeta \|}\right)\right].$$ (24) It is interesting to note that this result agrees with that calculated in , if the ‘renormalized time’ in is replaced with $`1`$ $``$ $`\|T\|^2`$. Note that in our formalism the bound is simply obtained by using the quantum-optical input-output relations (2) for light at dispersing and absorbing dielectric four-port devices. Involved calculations of the dynamics of the Wigner function are not needed. Moreover, the general result (22) also applies to amplifying devices ($`\sigma `$ $`=`$ $`1`$). In particular, in the zero-temperature limit ($`n_{\mathrm{th}}`$ $`=`$ $`0`$) the boundary between inseparability and separability is reached when $$\|T\|^2=\frac{2\left(1\|R\|^2\right)}{1+\mathrm{e}^{2\|\zeta \|}}$$ (25) is valid. For zero reflection ($`R`$ $`=`$ $`0`$), Eq. (25) reveals that the upper limit of the ’excess’ gain $`g`$ $`=`$ $`\|T\|^2`$ $``$ $`1`$ $``$ $`0`$ for which inseparability changes to separability is simply given by the squeezing parameter $`q`$, $$g=\|q\|=\mathrm{tanh}\|\zeta \|.$$ (26) An obvious consequence of Eq. (26) is that entanglement cannot be produced from the vacuum by amplification. For the vacuum the squeezing parameter has to be set equal to zero and thus from Eq. (26) it follows that any nonvanishing gain $`g`$ must necessarily lead to a separable state. Another interesting fact is that there exists an absolute upper bound of the gain for which inseparability can be retained. Since the absolute value of the squeezing parameter (and thus the ’excess’ gain $`g`$) is bounded by $`1`$, one is left with the conclusion that an amplifier which doubles the intensity of a signal ($`\|T\|^2`$ $`=`$ $`2`$) destroys all but the maximal entanglement in a two-mode squeezed vacuum state which spoils the use of fiber amplifiers in quantum communication. ## 4 Entanglement estimates The separability criterion exploited in Sec. 3 can tell us only if the transmitted quantum state is separable or not. It can not, however, provide us information about the amount of entanglement which is actually contained in the state. In order to obtain analytical estimates of the available amount of entanglement, we note that any entanglement measure (such as the distance of the state under consideration to the set of separable states measured by the relative entropy) has the convexity property $$E[\lambda \widehat{\varrho }_1+(1\lambda )\widehat{\varrho }_2]\lambda E(\widehat{\varrho }_1)+(1\lambda )E(\widehat{\varrho }_2).$$ (27) This property can advantageously be used to find bounds on the entanglement. If we are able to divide the quantum state into a sum of separable states (having no entanglement) and a single pure state, then an upper bound on the entanglement is given by the reduced von Neumann entropy of the extracted pure state . Let us consider two modes that are initially prepared in a truncated version of the quantum state (1) $$\|\varphi (q)=\frac{1}{\sqrt{1+q^2}}\left(\|00+q\|11\right),$$ (28) which approximates a two-mode squeezed vacuum for small values of the squeezing parameter (i.e., $`\|q\|`$ $``$ $`1`$). It is not difficult to prove that the entanglement of the state is $$E=\mathrm{ln}\left(1+q^2\right)\frac{q^2}{1+q^2}\mathrm{ln}q^2.$$ (29) Applying the transformation formula (11), the quantum state in which the two modes are prepared after propagating through two fibers of transmission coefficients $`T_1`$ and $`T_2`$ is derived to be $`\widehat{\varrho }_{\mathrm{out}}^{(\mathrm{F})}={\displaystyle \frac{q^2}{1+q^2}}[(1\|T_1\|^2)(1\|T_2\|^2)\|0000\|+\|T_1\|^2(1\|T_2\|^2)\|1010\|`$ (30) $`+\|T_2\|^2(1\|T_1\|^2)\|0101\|]+{\displaystyle \frac{1+\|q^{}\|^2}{1+\|q\|^2}}\|\varphi (q^{})\varphi (q^{})\|,`$ where $$q^{}=T_1T_2q.$$ (31) Here and the following we assume that the fibers are prepared in the ground state (low-temperature limit). Since the first term on the right-hand side in Eq. (30) is a sum of separable states and the second term is a pure state whose entanglement is given by Eq. (29) with $`q^{}`$ in place of $`q`$, the entanglement of the state in Eq. (30) can be estimated, on recalling the convexity property (27), according to $$E\frac{1}{1+q^2}\left[\left(1+\|qT_1T_2\|^2\right)\mathrm{ln}\left(1+\|qT_1T_2\|^2\right)\|qT_1T_2\|^2\mathrm{ln}\|qT_1T_2\|^2\right].$$ (32) We see that with increasing propagation lengths, i.e., with decreasing transmission coefficients, the entanglement of the transmitted light decreases more rapidly than the intensity. Now let us return to the exact two-mode squeezed vacuum. Applying Eq. (11) and transforming the density operator $`\widehat{\varrho }_{\mathrm{in}}`$ $`=`$ $`\|\psi \psi \|`$ with $`\|\psi `$ from Eq. (1), we derive after a lengthy, but straightforward calculation $`\widehat{\varrho }_{\mathrm{out}}^{(\mathrm{F})}=\left(1q^2\right){\displaystyle \underset{m=0}{\overset{\mathrm{}}{}}}{\displaystyle \underset{n=0}{\overset{m}{}}}{\displaystyle \frac{1}{m!n!}}\left[{\displaystyle \underset{k=0}{\overset{\mathrm{}}{}}}C_{m,n,k}\left(c_{mn}\|mn+kk\|+\text{H.c.}\right)\right]`$ (33) $`\left[{\displaystyle \underset{l=0}{\overset{\mathrm{}}{}}}D_{m,n,l}\left(d_{mn}\|mn+ll\|+\text{H.c.}\right)\right],`$ where $`C_{m,n,k}`$ $`=`$ $`{\displaystyle \frac{q^nm!n!\left(1\|T_1\|^2\right)^{nk}\|T_1\|^{2k}}{(nk!)\sqrt{k!(mnk!)}}},`$ (34) $`c_{mn}`$ $`=`$ $`q^{(mn)/2}T_1^{mn}\left(1\frac{1}{2}\delta _{mn}\right)`$ (35) $`D_{m,n,l}`$ $`=`$ $`{\displaystyle \frac{q^nm!n!\left(1\|T_2\|^2\right)^{nl}\|T_2\|^{2l}}{(nl!)\sqrt{l!(mnl!)}}},`$ (36) $`d_{mn}`$ $`=`$ $`q^{(mn)/2}T_2^{mn}\left(1\frac{1}{2}\delta _{mn}\right).`$ (37) Performing the sum over $`n`$ then yields the final result $$\widehat{\varrho }_{\mathrm{out}}^{(\mathrm{F})}=\left(1q^2\right)\underset{m=0}{\overset{\mathrm{}}{}}\underset{k,l=0}{\overset{\mathrm{}}{}}K_{k,l,m}\left(c_m\|m+kk\|+\text{H.c.}\right)\left(d_m\|m+ll\|+\text{H.c.}\right),$$ (38) where $`K_{k,l,m}={\displaystyle \frac{[q^2(1\|T_1\|^2)(1\|T_2\|^2)]^aa!(a+m)!}{\sqrt{k!l!(k+m)!(l+m)!}(ak)!(al)!}}\left({\displaystyle \frac{\|T_1\|^2}{1\|T_1\|^2}}\right)^k\left({\displaystyle \frac{\|T_2\|^2}{1\|T_2\|^2}}\right)^l`$ (41) $`\times {}_{3}{}^{}F_{2}^{}[\begin{array}{c}a+1,a+m+1,1\\ ak+1,al+1\end{array};q^2\left(1\|T_1\|^2\right)\left(1\|T_2\|^2\right)]`$ \[$`a`$ $`=`$ $`\mathrm{max}(k,l)`$\]. Note that one lower index of the hypergeometric function $`{}_{3}{}^{}F_{2}^{}`$ is always equal to unity, so that we effectively deal with a Gaussian hypergeometric function $`{}_{2}{}^{}F_{1}^{}`$. We now try to decompose the density operator (38) into a pure state $`\|\mathrm{\Psi }`$ and some residual state $`\widehat{\varrho }^{}`$ whose entanglement is desired to be sufficiently small, $$\widehat{\varrho }_{\mathrm{out}}^{(\mathrm{F})}=\lambda \widehat{\varrho }^{}+(1\lambda )\|\mathrm{\Psi }\mathrm{\Psi }\|,$$ (42) A suitable pure state $`\|\mathrm{\Psi }`$ may be chosen such that $$\sqrt{1\lambda }\|\mathrm{\Psi }=\sqrt{\frac{1q^2}{K_{000}}}\underset{n=0}{\overset{\mathrm{}}{}}K_{00n}c_nd_n\|nn.$$ (43) It has the properties that (i) only matrix elements of the same type as in the initial squeezed vacuum occur and (ii) the coefficients of the matrix elements $`\|00`$ $``$ $`\|nn`$ are met exactly, i.e., $$(1\lambda )00\|\mathrm{\Psi }\mathrm{\Psi }\|nn=00\|\widehat{\varrho }_{\mathrm{out}}^{(\mathrm{F})}\|nn.$$ (44) This choice is of course not unique. Moreover, the residual state might still contain some entanglement. For small enough squeezing parameter $`q`$, however, the residual entanglement is expected to be small compared to the entanglement contained in the state (43), i.e., $`\lambda E(\widehat{\varrho }^{})`$ $``$ $`(1`$ $``$ $`\lambda )E(\|\mathrm{\Psi })`$. In principle, one can proceed and extract more and more pure states from the output state and apply the generalized inequality $$E\left(\underset{i}{}p_i\widehat{\varrho }_i\right)\underset{i}{}p_iE\left(\widehat{\varrho }_i\right),\underset{i}{}p_i=1.$$ (45) Disregarding a possible (small) entanglement of the residual state $`\widehat{\varrho }^{}`$, the entanglement of the pure state $`\|\mathrm{\Psi }`$ gives us some estimate of (the upper bound of) entanglement of the output state $`\widehat{\varrho }_{\mathrm{out}}^{(\mathrm{F})}`$, $`E(\widehat{\varrho }_{\mathrm{out}}^{(\mathrm{F})})(1\lambda )E(\|\mathrm{\Psi })`$ (46) $`={\displaystyle \frac{1x}{(1x)^2y}}\mathrm{ln}\left[{\displaystyle \frac{1x}{(1x)^2y}}\right]+{\displaystyle \frac{(1x)\{[y+(1x)^2]\mathrm{ln}(1x)y\mathrm{ln}y\}}{[y(1x)^2]^2}},`$ where $$x=q^2(1\|T_1\|^2)(1\|T_2\|^2),$$ (47) $$y=\|qT_1T_2\|^2.$$ (48) Note that for $`T_1`$ $`=`$ $`T_2`$ $`=`$ $`1`$ Eq. (46) gives the correct entanglement of the input state, $$E(\widehat{\varrho }_{\mathrm{out}}^{(\mathrm{F})})\|_{T_1=T_2=1}=E(\|\psi )=\mathrm{ln}\left(1q^2\right)\frac{q^2}{\left(1q^2\right)}\mathrm{ln}q^2.$$ (49) In Fig. 3 we have illustrated the dependence of the estimated entanglement of the transmitted two-mode squeezed vacuum, Eq. (46), on both the fiber length and the strength of the initial squeezing. It is seen that with increasing strength of the initial squeezing \[which is, according to Eq. (49), a measure of the strength of the initial entanglement\] the entanglement of the transmitted light drastically decreases with the transmission length. The transmission length $`l_\mathrm{E}`$ at which the entanglement degradation has reached half of the initial entanglement is shown in Fig. 4 as a function of the mean number of initial photons $`n`$, which is related to the squeezing parameter $`\|q\|^2`$ according to $$q^2=\frac{n}{n+1}.$$ (50) Figure 4 reveals that even for relatively small mean number of photons this characteristic length of entanglement degradation is much more shorter than the absorption length. Obviously, entanglement cannot be maintained when going to more macroscopic nonclassical states. Since strong squeezing (i.e., large photon number) is typically required in quantum teleportation , one has to find a compromise between highest possible entanglement and lowest entanglement degradation. ## 5 Summary and Outlook We have studied the entanglement degradation of a two-mode squeezed vacuum state transmitted through noisy communication channels, a typical example being the propagation along dispersing and absorbing or amplifying optical fibers. As expected, both absorption and amplification lead to entanglement degradation, because of the additional noise introduced by them. Using the quantum-optical input-output relations of radiation at dielectric four-port devices, we have derived the maximal transmission length after which an initially entangled state becomes separable. Analogously, we have found that there is a maximal gain factor for which inseparability (of any two-mode squeezed vacuum state) can be retained at all. Knowledge of the complete quantum state at the output of the device enables us, in principle, to compute the amount of entanglement available after transmission such as the distance of the state to the set of all separable states. However, for higher-dimensional Hilbert spaces as in our case this is impossible to do in general. Therefore we have restricted ourselves to the calculation of upper bounds or estimates of upper bounds. For weak squeezing we may truncate the Hilbert space effectively at low photon numbers providing us with a way to establish an upper bound on the entanglement by exploiting the convexity property of entanglement measures. The procedure is based on the extraction of a single pure state from the output state leaving behind only separable states. For the general case of infinite dimensional Hilbert space we have derived an estimate of the upper bound. Still, we are left with (estimates) of bounds on the entanglement. Future works must surely contain algorithms for computation of the entanglement, at least for Gaussian states. A possible step in that direction would include the calculation of the distance of a given Gaussian state to the set of all separable Gaussian states whose surface can again be parametrized by the Peres–Horodecki separability criterion.
warning/0006/astro-ph0006211.html	ar5iv	text	# Detection of the thermal radio continuum emission from the G9.62+0.19-F Hot Core ## 1 Introduction The formation of massive stars (M$`10`$ M) has received growing attention in recent years, because of their important role in galactic evolution and the recognition that the majority of low-mass stars are formed together with high-mass stars in clusters (Clarke et al. C00 (2000)). One of the earliest manifestations of a newly born massive star is the appearance of an ultracompact (UC) HII region produced by the strong UV stellar radiation field. Since most massive stars are formed in clusters it is expected that other forming massive stars can be found close to UCHIIs. Indeed, NH<sub>3</sub>(4,4) high angular resolution observations of the molecular environment around UCHIIs (Cesaroni et al. Cea94 (1994)) revealed compact (size $`0.1`$ pc) and high temperature (T$`{}_{kin}{}^{}100`$ K) molecular clumps, so-called hot cores (HCs). HCs are indeed close, but not generally coincident with, the UCHII (Cesaroni et al. Cea94 (1994)). Given the high energy input required to maintain the HCs at the observed temperature, they are likely to be heated by young high mass stars. Since massive stars are expected to reach the main sequence while still accreting (Palla & Stahler PS93 (1993)), the lack of centimeter radio continuum emission at a few mJy level (e.g. Cesaroni et al. Cea94 (1994)) can be explained in terms of the confinement provided by the pressure of the hot molecular gas or by the infalling material accreting onto the massive star (e.g. de Pree et al. dPea95 (1995); Xie et al. Xea96 (1996); Walmsley Wmex (1995)). Either of these could effectively block the expansion of the ionised gas and make the radio continuum emission extremely compact, optically thick, and thus not easily detectable at cm wavelengths. HCs have been suggested to be sites of massive star formation (Cesaroni et al. Cea94 (1994); Kurtz et al. K00 (2000)). However, if a young massive star is indeed present inside the HC and is heating the molecular gas, a region of ionised gas should be present around the star, albeit compact. The cm radio emission from these objects should be optically thick and unresolved, with emission measures exceeding 10<sup>8</sup> cm<sup>-6</sup> pc. At a distance of 5.7 kpc (Hofner et al. Hea94 (1994)), G9.62+0.19 is a well known UCHII complex extensively studied at high resolution in the centimetric radio continuum (e.g. Garay et al. Gea93 (1993); Cesaroni et al. Cea94 (1994), among others). Several HII and UCHII regions in different evolutionary phases are present in the region, and there are indications of a possible age gradient going from the western, older, regions toward the eastern, younger, ones (Hofner et al. Hea94 (1994); Hea96 (1996); Testi et al. Tea98 (1998)). The centimetric radio continuum components have been designated from A to E (Garay et al. Gea93 (1993)). High resolution thermal molecular line and millimeter continuum observations revealed the presence of a HC in close coincidence with maser emission from several different molecules and located midway between radio components D and E. This new component, without detected centimeter continuum emission but associated to hot, $``$100 K, NH<sub>3</sub>, CH<sub>3</sub>CN and dust emission, was called F (Cesaroni et al. Cea94 (1994); Hofner et al. Hea94 (1994), Hea96 (1996)). Inside the molecular hot core a young massive star is presumed to be forming (Hofner et al. Hea96 (1996); Testi et al. Tea98 (1998)). If a young massive object is indeed present within the HC, an order-of-magnitude calculation suggests that the free-free radio continuum emission at 22 GHz should be optically thick with a total flux of $`0.2`$$`0.6`$ mJy and with a spatial extent of $`10`$ mas (Testi et al. Tea98 (1998)). We thus decided to perform VLA high sensitivity radio continuum observations to detect the faint centimetric free-free emission expected from such an object. ## 2 Observations The G9.62+0.19 region was observed with the NRAO<sup>1</sup><sup>1</sup>1The National Radio Astronomy Observatory is operated by Associated Universities, Inc., under contract with the National Science Foundation. VLA in the period May-June 1998 in the radio continuum at 3.6 and 1.3 cm, and on 26 January 1999 at 0.7 and 2 cm. The observing parameters are summarized in Table 1. The 2 cm dataset was obtained as a byproduct of the 0.7 cm experiment: all antennas equipped with Q-band receivers available at the time of the observations (12) were used at 0.7 cm while the remaining 15 were employed at 2 cm. At 0.7 cm we used a fast-switching observing cycle with 80 s on-source and 40 s on-calibrator ($``$6 away), which resulted in a total switching cycle of $``$160 s and an efficiency of $``$50%. Hourly pointing sessions on the phase calibrator at 3.6 cm were used to correct for pointing drifts at 1.3 and 0.7 cm. 3C286 and/or 3C48 were observed to set the flux scale, which is expected to be accurate within 10–15%. All data editing, calibration and imaging were performed within the AIPS software package. After standard flux and complex gain calibration, each dataset was self-calibrated using one phase-only and one phase and amplitude iteration. Consistency among maps at different frequencies provided an internal consistency check of our calibration procedures. Comparison of our fluxes with previous observations for component D provided an additional check. At 0.7 cm heavy data editing was required due to poor atmospheric conditions, only $``$12% of the entire dataset was used to produce the final maps, corresponding to the last $``$30 minutes of the run when atmospheric fluctuations settled. All maps presented here have been obtained using the AIPS IMAGR task with uniform weighting of the visibilities and with the ROBUST parameter set to zero. In all cases we imaged an area at least equal to the primary beam FWHM (see Table 1) to search for emission. No correction for primary beam attenuation has been applied at any frequency. ## 3 Results In Figure 1 we show our radio continuum images at 3.6, 2.0, 1.3, and 0.7 cm of the region containing the known cm-continuum components D–E (e.g. Cesaroni et al. Cea94 (1994)). Components A, B, and C (Garay et al. Gea93 (1993)) are detected in some of our maps depending on sensitivity and ($`u,v`$) coverage, and are outside the shown area. In addition to all the previously known cm-continuum components, at 3.6 and 1.3 cm we detect four additional sources, labelled F to I, all above the 8$`\sigma `$ level of $`0.14`$ mJy/beam at 3.6 cm. At 2.0 cm only component F is not detected. In Table 2, 3.6 cm peak positions and integrated fluxes or upper limits at each frequency for each of the newly detected radio continuum components are reported; all the newly detected sources are unresolved by our synthesised beams. A detailed study of all the detected sources goes beyond the scope of the present letter and will be presented in a forthcoming paper. In Figure 2 we show the position of the H<sub>2</sub>O and OH masers (Forster & Caswell FC89 (1989); Hofner & Churchwell HC96 (1996)), and of the mm-continuum component F (Hofner et al. Hea96 (1996)) and our 3.6 cm (thin contours) and the thermal NH<sub>3</sub>(5,5) (thick contours, Hofner et al. Hea94 (1994)) maps overlaid on the 2.2 $`\mu `$m near infrared image from Testi et al. (Tea98 (1998)). Within the astrometric uncertainties ($``$1″ for the NIR data, $``$0.2″ for all the other data), the newly discovered cm-continuum source called F in Table 2 is coincident with the NH<sub>3</sub>(5,5) HC, the mm-continuum and the NIR source. The HC and mm-component F located between the cm-continuum sources D and E was the primary target of our observations. We detected source F at 3.6 and 1.3 cm and set upper limits at 2.0 and 0.7 cm. In Figure 3 we show the radio continuum spectrum of source F. Data from the present work are presented as filled circles, while the open circle is from Cesaroni et al. (Cea94 (1994)), and the open square from Hofner et al. (Hea96 (1996)). ## 4 Discussion and Conclusions The primary goal of our new VLA observations was the detection of radio continuum emission from the mm-component and NIR source F, as predicted by simple considerations in the case that a massive young stellar object is hidden within and is heating the HC (Testi et al. Tea98 (1998)). As shown in the previous section, one of our newly detected cm-continuum sources is coincident with the HC. In Fig. 3 we show the radio continuum spectrum of the HC. The HC emission can be well fitted by a two component model: free-free emission from ionised gas plus optically thin thermal dust emission at mm-wavelengths. The presence of ionised gas requires a continuum source of energy either in the form of a UV photoionization field or collisional ionisation. The detection of warm dust is consistent with the presence of a very young massive star, as implied also by the molecular gas observations (Cesaroni et al. Cea94 (1994); Hofner et al. Hea96 (1996)). The ionised gas could be distributed either within a very compact ($`r0.0006`$ pc) spherical homogeneous UCHII with EM$``$3$`\times `$10$`{}_{}{}^{8}\mathrm{cm}_{}^{6}\mathrm{pc}`$, or in a spherical wind (or $`r^2`$ density gradient) with F$`{}_{\nu }{}^{}\nu ^{0.6}`$ (Panagia & Felli PF75 (1975)), in either case the Lyman photon supply rate could be provided by a zero age main sequence star earlier than B1-B1.5 (Panagia P73 (1973)). This is in agreement with independent estimates of the expected spectral type derived from the molecular and infrared observations (O9-B0.5; Hofner et al. Hea96 (1996); Testi et al. Tea98 (1998)). The optically thin thermal dust emission requires a dust emissivity index in the range $`\beta `$=1.5-2.0. Only two other HCs have been detected in the cm continuum W3(H<sub>2</sub>O) (Reid et al. Rea95 (1995); Wilner et al. Wea99 (1999)) and IRAS 20126$`+`$4104 (Hofner et al. Hea99 (1999)). In the first case the radio emission is non-thermal from a synchrotron jet, thus no constraint can be obtained on the nature of the central (proto-)star. IRAS 20126$`+`$4104 has been detected at one frequency only in the cm continuum, and the mm spectrum is consistent with pure dust emission, while the cm emission is most probably due to a jet, the exact nature of which has not been firmly established yet. In the case of G9.62+0.19-F the thermal origin of the emission is confirmed by the radio spectral index constraint. The source is unresolved in our $``$200 mas ($`1200`$ AU) beam, while the two jets observed in the other cores, scaled to the distance of G9.62+0.19, would have been marginally resolved by our observations. Nevertheless, the possibility of a thermal jet cannot be completely ruled out. An alternative interpretation for HCs is that they could be molecular clumps that are heated from the outside by a nearby star. This scenario is unlikely on theoretical grounds (Kaufman, Hollenbach and Tielens KHT98 (1998)) and the radial temperature profiles which were measured for three different HCs by Cesaroni et al. (Cea98 (1998)) indicate internal heating in those cases. In the case of G9.62+0.19–F, our data provide plausible (but not decisive) arguments for internal heating. First, the continuum source and the peak of the molecular gas as given by NH<sub>3</sub>(5,5) coincide to very high accuracy (better than $`0\stackrel{}{.}3`$). This would not necessarily be the case for external heating by an unrelated star outside the HC. Second, the measured brightness temperature of the continuum of $`42`$K, together with the indication of appreciable continuum optical depth implies a very small linear size of the emitting region of about $`120`$AU. Thus, even if the object that is ionising source F is external, it must be very nearby because the fraction of ionising photons emitted into the solid angle subtended by component F scales as $`\left(\frac{D}{r}\right)^2`$, where $`r`$ is the distance to the illuminating source and $`D`$ the clump size of 120 AU. For instance, at a distance of $`1200`$AU the required ZAMS spectral type of the illuminating star would be O9.5 and it is very unlikely that the effects of such a star on the surrounding matter would remain undetected. In summary, the presence of unresolved, optically thick, thermal free-free emission is strong direct evidence for a newly born massive star within the G9.62+0.19-F HC. Thus, even within this complex cluster of UCHII regions, the heating of the hot molecular gas within the HC is most probably produced by an embedded young massive star. This is consistent with the idea that the HC phase is an evolutionary phase of young massive stars preceeding the formation of an UCHII. However, in order to make a firm statement in this respect, a larger sample of HCs should be observed at several frequencies in the cm radio continuum at high resolution and sensitivity. ###### Acknowledgements. We thank Riccardo Cesaroni, Marcello Felli and the referee, Todd Hunter, for very useful comments and stimulating discussion, and Barry Clark for nice scheduling at the VLA. LT was partially supported by NASA Origins of the Solar System program through grant NAGW-4030.
warning/0006/quant-ph0006053.html	ar5iv	text	# Preferred Frame versus Multisimultaneity: meaning and relevance of a forthcoming experiment ## 1 Introduction: the conflict between Quantum Mechanics and relativity of simultaneity Quantum Mechanics predicts the statistical distribution of alternative detection events in experiments according to the superposition principle: in case of a superposition quantum state the probabilities of the possible outcomes of an experiment have to be calculated combining the single quantum amplitudes . It is obviously impossible to determine the statistical distribution of counts an experiment yields other than by counting single detection events. This is why, even if the quantum formalism does not bother on single events but on events distributions, Quantum Mechanics cannot avoid to declare some relationship between the single detection event and the predicted statistical distribution. The theory does this through the so-called “reduction postulate”. A careful analysis shows that this postulate leads to some assumptions about the mechanism of measurement : 1. “Instantaneity of the state-reduction”: a measurement taking place somewhere affects “instantaneously” the whole system everywhere, and this jumps into the measured eigenstate. 2. “Wavefunction collapse at detection”: the outcome of a possible single measurement is not determined till a detection occurs: as far as this is not the case the system has to be considered as a quantum superposition of the possible outcomes, it is at detection when the “collapse of the wavefunction” takes place. 3. “External observer”: the detectors themselves can be considered together with the measured system as a single quantum “system-apparatus state” till the whole becomes collapsed by an external observer. The relationship between Quantum Mechanics and Relativity has been object of vast analysis since John Bell showed that: a) if one only admits relativistic local causality (causal links with $`vc`$), the correlations occurring in two-particle experiments should fulfill clear locality conditions (“Bell’s inequalities”), and b) for these experiments the quantum mechanical superposition rule bears predictions violating such locality criteria (“Bell’s theorem”) . Bell experiments conducted in the past two decades, in spite of their loopholes, suggest a violation of local causality: statistical correlations are found in space-like separated detections; violation of Bell’s inequalities ensure that these correlations are not pre-determined by local events . Nature seems to behave non-locally, and Quantum Mechanics predicts well the observed distributions. Now the question arises: can we use the instantaneous influences involved in Bell’s experiments to built an arbitrarily fast telephone line? From the point of view of Quantum Mechanics the answer is a matter of formalism. According to the standard formalism we cannot use “Bell influences” for faster-than-light communication . Nevertheless it seems that there is no clear reason why Quantum Mechanics, “a specifically nonrelativistic theory”, should prevent superluminal communication . Effectively nonstandard formalisms of Quantum Mechanics have been developed which share the predictions of the standard one for all experiments already done, but lead to superluminal communication in more sophisticated experiments not yet performed . The prevention of faster-than-light communication by the standard formalism led to the celebrated expression of “peaceful coexistence” to characterize the relationship between standard Quantum Mechanics and Special Relativity , and is often invoked as demonstration that nonlocality does not conflict with Einstein’s relativistic causality. This way of arguing overlooks somewhat that the principle of Special Relativity effectively implies that nothing in nature goes faster than light, and therefore it is really at odds with the nonlocal behavior of nature revealed by Bell’s experiments. By contrast, the relativity of simultaneity does not exclude any superluminal influence but only those implying backwards causation, as for instance influences leading to superluminal communication between human observers. Hence if one considers that what actually follows from Michelson-Morley’s observations is the relativity of simultaneity, and therefore this principle (and not the postulate of Special Relativity) is the essential of relativity, then it can be appropriately said that there is no conflict between relativity and the nonlocal “Bell influences” so long as these do not lead to superluminal telephone lines or, more in general, backwards causation. However the way how standard Quantum Mechanics manages nonlocality bear problems because of the assumed timing independence of the nonlocal correlations. Hardy showed that if one considers Bell experiments with moving observers, the quantum mechanical predictions deriving from the superposition principle conflict with the relativity of simultaneity and imply the existence of a preferred frame . In this respect it is interesting to see that Quantum Mechanics has already been consistently developed as absolute space-time scheme in the form of Bohmian Mechanics which keeps instantaneous influences and disposes of the “collapse” , or Eberhard’s theory which assumes that the Bell’s correlations originate from signaling at a finite superluminal speed , or Rembieliński’s model which remarkably cast preferred-frame Quantum Mechanics into a Lorentz-covariant scheme . As regards other realistic models which incorporate the “collapse” like the GRW theories , since they share the quantum mechanical predictions, Hardy’s theorem implies that such descriptions also lead in principle to a preferred-frame. Concerning the “reduction postulate” Aharonov and Albert did argue that, if one assumes the impossibility of a preferred frame, the assumption of “instantaneity” requires to give up the very concept of state . As regards the collapse of the “system-apparatus state” by the “external observer”, Peres did claim this notion “to have no meaning whatsoever in a relativistic context” . In summary, the “quantum superposition principle”, the “instantaneity of the state-reduction” and the “system-apparatus state” have been considered to be at odds with the relativity of simultaneity. By contrast, to our knowledge, the assumption that the outcome is not determined till detection has never been suspected of conflicting with it. In this article we argue that the assumption of collapse at detection excludes in principle the relativity of simultaneity, so that Quantum Mechanics has to be considered a preferred-frame theory because of all its specific features. This conclusion let appear experiments with moving beam-splitters as particularly relevant in order to decide whether nature itself really uses a preferred-frame in working out the phenomena. Would this be the case, then nothing in principle speaks against the possibility of superluminal signaling, and the lower bound on the “speed of quantum information” recently set by experiment would acquire practical interest. ## 2 The unification of nonlocality and relativity into Multisimultaneity In light of the predicting success of Quantum Mechanics and Hardy’s theorem, it is tempting to think that: “although nonlocality does not require a special frame of reference, it is most naturally incorporated into a theory in which there is a special frame of reference” . Recent work has proposed a different line of thinking : accepting superluminal nonlocality and relativity of simultaneity as experimental facts, one has to modify to some extent the rule establishing when the probabilities are calculated by summing of amplitudes. The result is a many frames description called Multisimultaneity or Relativistic Nonlocality, which makes predictions contradicting Quantum Mechanics in the context of experiments not yet performed. The new description shows that if one assumes Nature itself to use many frames to cause the phenomena (i.e. real relativity instead of the conventional observer’s one), then superluminal nonlocality can become most naturally incorporated into a many-frames theory. Multisimultaneity gives up the key role Quantum Mechanics attributes to detection and “collapse”, as Bohmian Mechanics also does. What causes a detector to fire, the “observable particle’s part” (or simply the “particle”), always travels a definite path, but undetectable information (similarly to the Bohmian “empty” wave) does travel the alternative paths. One has two kinds of events: The basic event is the “choice” of the path the “particle” takes at the beam-splitters, which for this reason are called the “choice devices”. The second event is detection, which simply reveals the channel by which the “particle” left the preceding “choice device”, but produces “irreversibility” in the sense that after detection it is no longer possible to arrange that the “particle” and the unobservable information (traveling the other channel) meet again. In the context of two-particle experiments, Multisimultaneity is implemented as follows: at the instant $`(T_{i1})_{i1}`$ particle $`i`$ meets the beam-splitter BS<sub>i1</sub> it is considered whether in the referential frame of this device particle $`j`$ did already meet BS<sub>j1</sub> (i.e. whether ($`T_{j1}T_{ik})_{ik}`$), and, in case of several alternative paths, whether it is impossible to distinguish by which path pair the particles did enter BS<sub>i1</sub> and BS<sub>j1</sub> on the basis of any possible experiment allowing us to monitor the output ports of BS<sub>i1</sub> and BS<sub>j1</sub>. If these two conditions are met particle $`i`$ produces its outcomes taking account of the phase parameters particle $`j`$ meets at the other side of the setup, and if not particle $`i`$ produces its outcomes without taking account of the phase parameters particle $`j`$ meets. A particular two-particle experiment is that with before-before timing , in which each particle chooses only according to local parameters, and for which Multisimultaneity predicts the absence of nonlocal correlations. Thus, regarding the predictions for new experiments with beam-splitters in motion Multisimultaneity deviates from Quantum Mechanics. ## 3 Quantum collapse at detection excludes relativity of simultaneity The fact that the detection outcome becomes determined when the particle meets the monitored “choice-device” means, in particular, that to test Multisimultaneity vs Quantum Mechanics in Bell experiments with two referential frames, one has to set the beam-splitters in motion to generate 2-before impacts. Nevertheless, at the beginning of the work to prepare these experimental tests the question arose, whether a version of Multisimultaneity keeping the “collapse at detection” is possible, and one should consider that the detectors are the actual “choice-devices” at which the outcomes become determined. The question was relevant because depending on the answer one has to set the detectors in motion, instead of the beam-splitters. As said above, nothing in principle seemed to speak against the incorporation of “collapse at detection” into a many frames theory. The fact that Bohmian Mechanics, a proper non-relativistic theory, disposes of “collapse at detection” let rather appear as plausible such an incorporation. However it is possible to show that as far as one keeps to the basic ‘one photon-one count’ principle, the assumption of collapse at detection excludes in principle the relativity of simultaneity, and, therefore, implies the preferred frame . In the following we give a proof that this already holds for single particle experiments, and therefore the incompatibility of collapse and relativity of simultaneity is deep rooted in Quantum Mechanics. Consider the experiment sketched in Fig. 1 in which single photons emitted from source S impact into a 50-50 beam-splitter BS and get detected thereafter either in detector D$`(+)`$, or D$`()`$. By means of delay line DL the optical paths are adjusted so that the arrival of the wave at D$`()`$ occurs in the laboratory frame a little bit before the arrival D$`(+)`$. Suppose the two detectors far away from each other so that a light signal sent at D$`()`$ at the instant of the arrival of the wave at D$`()`$, cannot reach D$`(+)`$ before the arrival of the wave at D$`(+)`$. If detectors are the choice-devices, which detector fires is not determined before the wave reaches the detectors. But if at this instant only one of the detectors can fire, there must be some kind of superluminal influence (“Bell connection”) between the two detectors. According to the basic principle of Multisimultaneity, at the arrival of the wave at each D$`(\sigma )`$, $`\sigma \{+,\}`$, the choice between “fire” and “not-fire” of D$`(\sigma )`$ depends on whether, in this device’s frame, a choice in D$`(\sigma )`$ did already take place or not. Suppose first both detectors at rest in the laboratory frame: since at the time of arrival at D$`()`$ the wave did not yet reach D$`(+)`$, then the choice in D$`()`$ takes place at random; by contrast the choice at D$`(+)`$ takes account of the choice at D$`()`$: if D$`()`$ did fire, then D$`(+)`$ does not fire, and reversely. Suppose now the detector D$`(+)`$ in motion so that the arrival of the wave at each D$`(\sigma )`$ occurs, in the referential frame of D$`(\sigma )`$, before the arrival at D$`(\sigma )`$. This can be ensured by fulfilling the same condition given in to produce two before impacts at the beam-splitters. Then the fact that each D$`(\sigma )`$ fires, cannot depend on whether D$`(\sigma )`$ fires or not, and therefore it should happen that, even if there is one and only one particle traveling the setup, $`25\%`$ of the times D$`(+)`$ and D$`()`$ fire jointly, and $`25\%`$ of the times neither D$`(+)`$ nor D$`()`$ fires. This means a violation of the basic assumption that one single photon cannot cause two detectors to fire. Therefore, as far as one keeps to the ‘one photon-one count’ principle, the quantum collapse excludes the relativity of simultaneity. ## 4 An imminent experiment will allow us to decide between Preferred Frame and Multisimultaneity The proof of the preceding section means that also the collapse delayed at detection makes of Quantum Mechanics a preferred-frame theory. Therefore, as far as one wishes avoid backwards causation and keeps the principles of causality and ‘one photon-one count’, Quantum Mechanics has to be considered a preferred-frame theory because of all its basic ideas. In this sense the real status of the GRW theory seems to be that of a preferred-frame quantum theory with “quantum collapse”. Regarding superluminal Bell influences (nonlocality), as already noticed in Section 2, they can be incorporated as well into preferred-frame Quantum Mechanics, as many-frames Multisimultaneity. In light of this analysis the upcoming experiment with moving beam-splitters acquires special relevance: it will test two types of nonlocal descriptions against each other and allow us to decide between preferred-frame and many-frames theories, similarly as Bell experiments allow us to decide between nonlocal and local ones. ## 5 Assumed the preferred frame, nothing in principle speaks against superluminal communication Vindication of Quantum Mechanics by the experiment with moving beam-splitters referred to would mean that one has to give up the relativity of simultaneity and accept the preferred-frame. A preferred-frame description could be done as well without superluminal signaling in the form of the Bohm’s theory (without collapse) or a GRW theory (with collapse) , as with superluminal signaling in the form for instance of Eberhard’s theory , Weinberg’s non-linear Quantum Mechanics , or even Lorentz-covariant schemes . Nevertheless we would like to stress that if one accepts the preferred frame the impossibility of superluminal communication can neither originate from special relativity nor from causal requirements related to relativity of simultaneity (to avoid backwards-causation), so that it is not clear in name of which “Relativity” such an impossibility could still be maintained : in any case, within the preferred frame faster-than-light propagation of information is consistent with causality . And as regards Quantum Mechanics itself, let us say once again, that the whole issue is a pure matter of formalism and not of principle: if “incompatibility with relativity” cannot longer be invoked, “supraluminal communication” cease to be an argument against “non-linear Quantum Mechanics” , and in the context of an absolute space-time scheme it becomes quite reasonable to explain the correlations appearing in Bell experiments by means of a finite superluminal speed . What is more, for reasons of experimental consistency, to exclude a conflict with Michelson-Morley-like observations, preferred-frame schemes have to assume faster-than-light propagation of energy over open paths . Consequently it would be only natural that the formalism of preferred-frame Quantum Mechanics exploits such a possibility of superluminal communication. All this means the following: if the imminent experiment using moving beam-splitters uphold the preferred-frame description, then one should seriously take into consideration the possibility of realizing superluminal communication by means of more sophisticated experimental arrangements; maybe corresponding gedankenexperiments already proposed within different nonstandard formalisms can be a source of valuable inspiration. In such a context also the Gisin-Zbinden lower bound on the “speed of quantum information” set by experiment would acquire the new strong meaning that telephone lines faster than “10 million times the velocity of light” are in principle possible. ## 6 Conclusion Quantum Mechanics appears to be a preferred-frame theory not only because of the predictions deriving from the superposition principle (Hardy’s theorem) , but also because of the collapse delayed at detection. Vindication of Quantum Mechanics by experiments with moving beam-splitters would mean that one has to accept the Preferred Frame. Within this context nothing speaks against considering that communication for practical purposes may be possible at velocities of 10 million times the velocity of light. To think that such velocities of communication are “unrealistic”, means in fact to share our conviction that the Preferred Frame is not the correct view, and Quantum Mechanics will fail in the coming experiments with beam-splitters in motion . In conclusion, a unique experimental result is expected within this year: either Multisimultaneity holds and Quantum Mechanical fails, or the Preferred Frame prevails and superluminal communication is in principle possible. ## Acknowledgements I am indebted to Nicolas Gisin, Jakub Rembieliński, Valerio Scarani, Gao Shan and Hugo Zbinden for very useful suggestions and communications, and thank Ian Percival, Sandu Popescu, and John Rarity for discussions during the Workshop on Relativistic Nonlocality (GAP-Fondation Odier, Geneva, November 1998). I also acknowledge support by the Léman Foundation and the Odier Foundation for psycho-physics.
warning/0006/hep-th0006063.html	ar5iv	text	# Untitled Document BCCUNY-HEP/00-01 hep-th/0006063 Entropy and String/Black Hole Correspondence Ramzi R. Khuri e-mail: khuri@gursey.baruch.cuny.edu. Supported by NSF Grant 9900773 and by PSC-CUNY Award 669663. Department of Natural Sciences, Baruch College, CUNY 17 Lexington Avenue, New York, NY 10010 Permanent address. Graduate School and University Center, CUNY 365 5th Avenue, New York, NY 10036 Center for Advanced Mathematical Sciences American University of Beirut, Beirut, Lebanon <sup>∗∗</sup> Associate member. Abstract We make some observations regarding string/black hole correspondence with a view to understanding the nature of the quantum degrees of freedom of a black hole in string theory. In particular, we compare entropy change in analogous string and black hole processes in order to support the intepretation of the area law entropy as arising from stringy constituents. June 2000 1. Introduction The conjecture of string-black hole correspondence , in its most basic form, proposes a one-to-one mapping between fundamental string states and quantum black hole states. Since it attempts to explain the underlying physics of inherently general-relativistic objects such as black holes in terms of quantum states of string theory, its implications have profound consequences for the understanding quantum gravity from string theory. This correspondence was clarified recently in , where it was argued that by adiabatically increasing the string coupling constant $`g`$ an excited string state would turn into a Schwarzschild black hole at $`g=g_cN^{1/4}`$, where $`N>>1`$ is the level number of a long, fundamental string state. The string coupling takes this critical value precisely when the Schwarzschild radius, $`R_S`$, becomes of the order of the string scale, $`l_s`$. For couplings below $`g_c`$, the picture of a string state prevails, while for coupling above $`g_c`$ the black hole picture prevails. At this critical coupling, the string entropy makes a smooth transition into the Bekenstein-Hawking black hole area entropy law . The authors of took this correspondence a step further in , using a thermal scalar field theory formalism to study the size of the string state as it collapses from its initial random walk form into a black hole. Their analysis in $`D=4`$ dimensions predicted a specific dependence of the size of the string state on the string coupling in an intermediate region between the coupling $`g_0`$ at which gravitational effects first become significant, and the transitional coupling $`g_c`$. It was then argued in (and shown explicitly in ) that these results could be derived from methods of polymer physics, with the “string bit” representing a single step in a random walk picture . The results of were also reproduced in , where methods of fundamental string theory were used more directly, and where some of the physical issues relating to the collapsing string were clarified. It was also argued in that string/black hole correspondence in the case of extremal Reisnner-Nordstrom (RN) solutions of string theory has a particularly simple realization in terms of the combinatorics of constituents, both in the string and in the black hole pictures. In , the implications of correspondence for Schwarzschild black holes were interpreted to explain the transition from the random walk, stringy degrees of freedom to the holographic, horizon degrees of freedom. In this paper, we make some further observations regarding this correspondence, and propose the possibility of understanding quantum gravitational degrees of freedom directly from string theory. In particular, we compare entropy change in black hole dynamics with analogous processes for corresponding BPS states in string theory. We first elaborate on the argument in of “constituent correspondence” for extremal black holes and then summarize the arguments in on the projection of the random walk, stringy degrees of freedom onto the horizon, in support of the holographic principle . Combining these results leads to a simple physical picture for entropy enhancement in black hole processes in terms of stringy degrees of freedom. We focus throughout on the case of four dimensions, with the expectation that our arguments are valid for $`D4`$. 2. Constituent Correspondence At the heart of the success (first realized in ) of string theory in reproducing the Bekenstein-Hawking black hole entropy formula is the feature of compositeness , namely the construction of general solutions as composites (or bound states) of fundamental, constituent solutions. These latter represent single-charged solutions corresponding to single states in the perturbative or nonpertubative spectrum. The four-dimensional Reissner-Nordstrom solution, for example, arises as a supersymmetric solution composed of four fundamental charges arising from a ten-dimensional string theory (or an eleven-dimensional M-theory). This composite picture may arise in numerous ways, with or without D-branes. We adopt the viewpoint that the different ways of obtaining a solution represent U-dual pictures which are essentially equivalent. In any case, the common feature arises that the quantum entropy obtained by counting the degeneracy of string states in the zero coupling limit precisely matches the area law entropy (the Bekenstein-Hawking law). Supersymmetry nonrenormalization theorems are then invoked to justify this agreement by forbidding quantum corrections to the entropy in increasing the coupling from zero to the black hole transition point. The success of the entropy matching is an example of the string/black hole correspondence working perfectly. Not only the functional form, but the precise value, of the black hole entropy is recovered in this way. In , it was argued that correspondence should be taken even more seriously in this case: not only are the numbers of degrees of freedom equal in the string and black hole pictures, but their nature is essentially unchanged. In other words the identical combinatorics should be used to count states whether in the string or in the black hole picture. Let us elaborate a bit on this idea, and consider for simplicity the solutions without D-branes (ie with NSNS charge only). The “factorizability” of the general solutions has been seen in many different contexts. We follow the setup in and consider a four-dimensional solution that arises from four consitituent charges: two Kaluza-Klein fields (from the metric) and two winding modes (from the antisymmetric tensor), each pair consisting of one electric and one magnetic charge. Each field on its own would give rise to an electric or magnetic Kaluza-Klein or H-monopole solution . In the compactification from ten to four dimensions, only two of the compactified dimensions result in charges (each providing an electric/magnetic pair) appearing in four dimensions. The remaining four compactifield dimensions remain passive, but their existence is nevertheless crucial for the entropy matching. Let $`F_1`$ and $`F_2`$ represent the field strengths of the electric and magnetic KK fields, respectively, with charges $`Q_1`$ and $`Q_2`$, and $`F_3`$ and $`F_4`$ represent the field strengths of the electric and magnetic H-monopoles, respectively, with charges $`Q_3`$ and $`Q_4`$. Then the four-dimensional metric in the canonical (Einstein) frame may be written as $$ds^2=\left(H_1H_2H_3H_4\right)^{1/2}dt^2+\left(H_1H_2H_3H_4\right)^{1/2}\left(dx_1^2+dx_2^2+dx_3^2\right),$$ where $`H_k=1+\frac{\|Q_k\|}{\|\stackrel{}{x}\stackrel{}{y}_k\|}`$, $`k=1,2,3,4`$, and where $`\stackrel{}{y}_k`$ are the locations of the four constituents in the three-dimensional space. Note that a horizon with nonzero area can only be realized provided the four constituents are all placed at the origin ($`\stackrel{}{y}_k=0`$, for $`k=1,2,3,4`$). Note also that the existence of this solution is based on an underlying zero-force condition that allows for the multi-source solutions at arbitrary locations. Since zero energy is required to displace any of the constituents, the degeneracy and entropy depend only on the number of possible combinations that form a given configuration. Corresponding to this solution in the black hole picture (valid provided curvatures are less than $`1/\alpha ^{}`$), is a collection of states in the string picture at zero coupling. Corresponding to each charge $`Q_k`$ is the eigenvalue of a quantum number operator $`N_k`$ (momentum for KK, winding for H-monopole). The quantum degeneracy $`d(N_k)`$ of the number of states implies an entropy $`S_{QM}=\mathrm{ln}d(N_k)=2\pi \sqrt{\|N_1N_2N_3N_4\|}`$ which is precisely equal to the BH area law entropy $$S_{BH}=\frac{A}{4G}=\frac{4\pi \sqrt{\|Q_1Q_2Q_3Q_4\|}}{4G}=S_{QM}.$$ The RN solution arises provided $`Q_1=Q_2=Q_3=Q_4=Q`$. Otherwise, the solution has in general some nonzero scalar fields. The arguments below apply in the more general case, but we focus initially on the RN black hole for simplicity. Even in the RN solution, the corresponding momentum and winding states may have different number operators, as the precise relationship between the $`Q_k`$ and the $`N_k`$ depends on the sizes of the compactified directions. This last fact therefore gives us the freedom to have the same classical charges but different quantum numbers. Nevertheless, the general equality (2.1) of the two entropies persists. The quantum degeneracy essentially arises from the number of ways of distributing $`N_1N_2N_3N_4`$ states along $`4`$ bosonic and $`4`$ fermionic degrees of freedom. This yields the above degeneracy and entropy provided the $`N_k`$ are large. What correspondence then tells us is that the same combinatorics should hold in the black hole picture as well. In this case, this can be seen directly from the form of the solution. Nonzero entropy (or area) can only be realized provided none of the four constituent charges vanish. Another way of saying this is that the horizon forms via string “nucleations” which occur whenever a unit charge of each species combines with unit charges from each of the three other species to form a nonzero horizon “pixel”. These nucleations can occur via bosonic or fermionic string degrees of freedom condensing along the four degrees of freedom corresponding to the four “passive” dimensions (which produce no four-dimensional charge upon compactification). The degeneracy is then given by the number of such nucleations that can occur along the four bosonic or four fermionic degrees of freedom. Hence precisely the same combinatoric picture as in the perturbative picture arises directly from the solution, yielding the same degeneracy and entropy as for the quantum states in the zero-coupling limit. Note that this correspondence does not depend on the compactification from which the four-dimensional solutions arises. 3. Random Walks and Quantum Degrees of Freedom We now consider a long, self-gravitating string at level $`N`$ and adiabatically increase the coupling $`g`$ until the string collapses into a black hole. As noted in , the string size at zero coupling (the free string) is initially given by $`R_{RW}N^{1/4}l_s`$, where $`l_s`$ is the string scale. The letters “RW” denote “Random Walk”, as the free string represents a random walk with $`n=N^{1/2}`$ steps (or string “bits” ). The total length of the string is given by $`L=nl_s`$. This configuration may be represented as a random walk polymer chain with self-interaction. There are $`n`$ steps, each of length $`l`$, with $`\stackrel{}{r}_i`$ representing the position of the chain after the $`ith`$ step. Gravitational self-interactions start to become significant once $`gg_0n^{3/4}`$ \[4,,7\]. This system is described by the generalized Hamiltonian $$\beta H=\frac{3}{2l}_0^L𝑑s\left(\frac{\stackrel{}{R}(s)}{s}\right)^2+g^2l_0^L_0^L𝑑s𝑑s^{}\frac{1}{\|\stackrel{}{R}(s)\stackrel{}{R}(s^{})\|},$$ where $`\stackrel{}{R}(s)`$ is the position vector of the chain at arc-length $`s`$ ($`0sL`$). From a Feynman variational procedure for the free energy of the chain, It is straightforward to show that the size of the polymer, the average mean square end-to-end distance of the chain, is given by $$R^2\frac{l_s^2}{g^4n^2}\left(1\mathrm{exp}(g^4n^3)\right).$$ For $`g<<g_0`$, $`R^2nl_s^2`$, which is the random walk/free string result, while for $`g_0<g<g_c`$, $`Rl_s/(g^2n)`$, which agrees with the calculation of \[4,,9\]. At zero coupling, $`S_0n`$, the number of steps of the random walk. In the intermediate range $`g_0<g<g_c`$, the adiabatic increase of the coupling preserves the essential degrees of freedom associated with the string bits. Of course one no longer has a random walk, but up to a factor of order unity, the string bits retain most of their degrees of freedom. For a black hole whose mass is equal to the excited string state up to a factor of $`O(1)`$, $`S_{BH}=A/4GR_S^2/l_P^2`$, where $`l_P=gl_s`$ is the Planck scale and $`R_SGMl_P^2Ml_P^2n/l_sg^2nl_s`$ is the Schwarzschild radius. We may then rewrite the BH entropy as $$S_{BH}\frac{n^2l_P^2}{l_s^2}n^2g^2.$$ At the critical coupling $`g_cn^{1/2}`$, the entropy makes a smooth transition to the Bekenstein-Hawking area law form: $`S_{BH}nS_0`$. This entropy still represents the degeneracy of a polymer system with $`n`$ steps (or links). This can be seen as follows: at $`g=g_c`$, the size of the collapsed polymer string is given by $`RR_Sl_s`$, or the size of one string bit, or one step. In order for $`n`$ steps of size $`l_s`$ to fit into a sphere of radius $`R_S`$, the number of possible positions to which each step can go must remain a small whole number, $`p^{}`$. Hence the degeneracy again has the random walk form $`dp^n`$. Of course, the polymer is no longer a random walk, but the degrees of freedom still remain essentially intact. Once the transition is complete and the black hole picture prevails, the area of the black hole is given by $`AR_S^2l_s^2(1/g^2)l_P^2nl_P^2`$. So the horizon can be divided into $`n`$ “pixels” each of area $`l_P^2`$. Once the horizon forms, the degrees of freedom associated with it represent independent quantum states, the points on the horizon are causally disconnected. Again, only a small whole number of possible states, $`q`$, is associated with each pixel, so that the total degeneracy is given by $`d_{BH}q^n`$, with the entropy given by $`S=\mathrm{ln}dnS_{BH}`$. So essentially the random walk degrees of freedom turn into horizon surface degrees of freedom at the critical transition point. Another way of saying this is that the string bits project their information onto the horizon, in accord with expectations of the holographic principle . So the underlying degrees of freedom of quantum black holes in string theory remain associated with the original, stringy degrees of freedom. This further strengthens the string/black hole correspondence conjecture by implying that in the transition to the strong-coupling limit, it is possible that the quantum string states somehow retain far more of their nature from the perturbative picture than might have been supposed. 4. String/Black Hole Correspondence and Entropy Enhancement We now wish to employ both the constituents of section 2 and the random walk degrees of freedom of section 3 in string/black hole correspondence to shed light on the underlying quantum degrees of freedom of a black hole in string theory. At weak coupling, the random walk entropy is given by $`S_{RW}=2\pi n=2\pi \sqrt{N}`$, where $`n`$ and $`N`$ are the number of steps and level number respectively. Consider now the BPS state corresponding to the weak coupling limit of an extremal RN black hole. This state typically arises as a composite of four charges, with number operator eigenvalues $`N_1,N_2,N_3`$ and $`N_4`$. The entropy is given by $`S=2\pi \sqrt{\|N_1N_2N_3N_4\|}`$, as indicated above. In the random walk picture, this represents a composite of four independent random walks, each with $`n_i=\sqrt{\|}N_i\|`$ steps. For example, if we set $`N_2=N_3=N_4=1`$, then $`n=n_1=\sqrt{\|N_1\|}`$ is the number of steps. In the general case, $`n=n_1n_2n_3n_4=\sqrt{\|N_1N_2N_3N_4\|}=\sqrt{N}`$. Suppose we combine two such BPS states in the weak coupling limit with initial quantum numbers $`(N_1,N_2,N_3,N_4)`$ and $`(N_1^{},N_2^{},N_3^{},N_4^{})`$ and entropies $`S=2\pi \sqrt{\|N_1N_2N_3N_4\|}`$ and $`S^{}=2\pi \sqrt{N_1^{}N_2^{}N_3^{}N_4^{}}`$, respectively. Assume first that $`N_i`$ and $`N_i^{}`$ have the same sign. The combined state has quantum numbers $`(N_1+N_1^{},N_2+N_2^{},N_3+N_3^{},N_4+N_4^{})`$. From the zero-force condition between such BPS states, the entropy depends simply on the number of possible configurations and is given by $$S_T=2\pi \sqrt{\|(N_1+N_1^{})(N_2+N_2^{})(N_3+N_3^{})(N_4+N_4^{})\|}.$$ Now consider the fusion of the corresponding extremal four-dimensional RN black holes in the black hole limit. The RN black hole carries a single charge in four-dimensions, albeit arising as the composite of four number operators. Let us represent a general RN black hole with mass $`M`$ and charge $`Q`$ by $`(M,Q)`$. Henceforth we set $`G=1`$ for simplicity. The event horizon radius is given by $$R=M+\sqrt{M^2Q^2}.$$ An extremal black hole with positive charge is represented by $`(M,M)`$, has radius $`R=M`$ and entropy $`S_{BH}=4\pi R^2/4\pi =M^2`$. A second extremal, positively charged black holes may be represented by $`(M^{},M^{})`$, where $`M^{}=\alpha M`$ for some positive $`\alpha `$. The initial entropies of the black holes before fusion are given by $`S_{BH}=M^2`$ and $`S_{BH}^{}=M^2=\alpha ^2S_{BH}`$, so that the total initial entropy is $$S_{BH}^i=(1+\alpha ^2)S_{BH}.$$ As a result of the zero force condition, these two black holes can be combined with zero energy into a single extremal RN black hole $`(M+M^{},M+M^{})`$ with radius $`R=M+M^{}`$ and entropy $$S_{BH}^f=(M+M^{})^2=(1+\alpha )^2S_{BH}.$$ For two interacting four-dimensional RN black holes arising from the same string theory, the compactification radii along each direction must be the same. This implies that $`Q_i=k_iN_i`$ and $`Q_i^{}=k_iN_i^{}`$ for the same constants $`k_i`$. In order to obtain RN black holes, we set $`Q_1=Q_2=Q_3=Q_4`$ and $`Q_1^{}=Q_2^{}=Q_3^{}=Q_4^{}`$, from which it follows that $`N_i^{}=cN_i`$, where $`c>0`$ is the same constant for $`i=1,2,3`$ or $`4`$. From string/black hole correpondence and the equality of the individual entropies in the perturbative and black hole limits, $`S=2\pi \sqrt{\|N_1N_2N_3N_4\|}=S_{BH}`$ above and $`S^{}=2\pi \sqrt{\|N_1^{}N_2^{}N_3^{}N_4^{}\|}=c^2S=c^2S_{BH}=S_{BH}^{}=\alpha ^2S_{BH}`$. It follows that $`c=\alpha `$, from which we obtain $$S_T=2\pi \sqrt{(N_1+N_1^{})(N_2+N_2^{})(N_3+N_3^{})(N_4+N_4^{})}=(1+\alpha )^2S=S_{BH}^f.$$ So the same process is at work both in the random walk and black hole pictures, with the same entropy enhancement resulting from simple counting of configurations of constituents. Now consider instead the combining of oppositely charged BPS states. Here the zero-force condition no longer holds and the combined state is not as simply obtained as in the same charge case. In order to again compare with four-dimensional RN black holes, we must have uniformly proportional but opposite sign quantum numbers. For example, if one of the operators represents winding around a compactified direction, then the second BPS state would possess winding around the same compactified direction but in the opposite direction. For simplicity, assume the the first BPS again is represented by $`(N_1,N_2,N_3,N_4)`$, while the second is represented by $`(\overline{N}_1,\overline{N}_2,\overline{N}_3,\overline{N}_4)`$. Without loss of generality, we may assume $`N_i,\overline{N}_i>0`$. Then the entropy of each state before they combine is again given by $`S=2\pi \sqrt{N_1N_2N_3N_4}`$ and $`\overline{S}=2\pi \sqrt{\overline{N}_1\overline{N}_2\overline{N}_3\overline{N}_4}`$. Here $`\overline{n}_i=\sqrt{\overline{N}_i}`$ is the number of steps of the random walk corresponding to each of the four species. Combining the two states is somewhat more complicated than in the same charge case above, since we no longer have a zero-force condition and the entropy is no longer simply configurational. Here the number configurations corresponds to the combination of independent random walks for each species of quantum operator. However, in this case, rather than simply add the quantum numbers for each species, we must add the steps for each random walk. This is simply a consequence of the fact that we effectively have a random walk that is $`n_i+\overline{n}_i`$ steps for $`i=1,2,3,4`$. A simpler way of viewing this is to start at the end of one of the random walks and proceed to the end of the other. We then have to proceed by $`n_i+\overline{n}_i`$ steps to complete all possible configurations corresponding to the combination of the two states. Therefore the entropy is given by $$\begin{array}{cc}\hfill S_T& =2\pi (n_1+\overline{n}_1)(n_2+\overline{n}_2)(n_3+\overline{n}_3)(n_4+\overline{n}_4)\hfill \\ & =2\pi (\sqrt{N}_1+\sqrt{\overline{N}_1})(\sqrt{N}_2+\sqrt{\overline{N}_2})(\sqrt{N}_3+\sqrt{\overline{N}_3})(\sqrt{N}_4+\sqrt{\overline{N}_4}).\hfill \end{array}$$ This is a very different result from the same charge case and should be reproduced in the black hole limit. Here we represent the positively and negatively charged extremal black holes as $`(M,M)`$ and $`(M^{},M^{})`$, respectively, where here $`M^{}/M=\beta >0`$. The two black holes before fusion have entropies $`S_{BH}=M^2`$ and $`\overline{S}_{BH}=M^2=\beta ^2S`$, so that the total initial entropy is $`S_{BH}^i=(1+\beta ^2)S`$. The black hole resulting from the fusion of these two black holes is of course no longer extremal, and has mass and charge $`(M+M^{},MM^{})`$. The radius of the event horizon in this case is given by $$R=(M+M^{})+\sqrt{(M+M^{})^2(MM^{})^2}=(1+\beta +2\sqrt{\beta })M=(1+\sqrt{\beta })^2M.$$ This implies a total entropy of $$S_{BH}^f=(1+\sqrt{\beta })^4S_{BH}.$$ Of course $`S_{BH}^f>S_{BH}^i`$, in accord with the second law of black hole thermodynamics, such a fusion representing an irreversible process. Note that again the entropy enhancement follows precisely the result for the BPS states. For $`\overline{N}_i=\beta N_i`$, (4.1) implies $$S_T=(1+\sqrt{\beta })^4S=(1+\sqrt{\beta })^4S_{BH}=S_{BH}^f.$$ The special case of a Schwarzschild black hole arises for $`\beta =1`$, in which case the enhancement $`S_{BH}^f/S_{BH}^i=(1+\sqrt{\beta })^4/(1+\beta ^2)=8`$. The large increase in entropy is mainly due to the increase of gravitationally bound energy at the expense of free energy as a result of the elimination of some of the electrostatic force, which previously had balanced the gravitational one. The above results can be generalized to the non-RN case, in which the four charges $`Q_i`$ are not all equal. Suppose we fuse two extremal black holes, with constituents of mass and charge $`(M_i,Q_i)`$ and $`(M_i^{},Q_i^{})`$ for $`i=1,2,3,4`$. Here $`Q_i=\pm M_i`$. Then the black hole obtained from fusion has constituents $`(M_i+M_i^{},Q_i+Q_i^{})`$, $`i=1,2,3,4`$ with total mass and charge $$\begin{array}{cc}\hfill \overline{M}& =\underset{i=1}{\overset{4}{}}(M_i+M_i^{}),\hfill \\ \hfill \overline{Q}& =\underset{i=1}{\overset{4}{}}(Q_i+Q_i^{}).\hfill \end{array}$$ Alternatively, one may always regard the general solution as arising from the fusion of two extremal black holes. It is a straightforward exercise to show that the area law entropy of a black hole with constituents $`(\overline{M}_i,\overline{Q}_i)`$ is given by $$\begin{array}{cc}\hfill S=\frac{\pi }{4}& (\sqrt{\overline{M}_1+\overline{Q}_1}+\sqrt{\overline{M}_1\overline{Q}_1})(\sqrt{\overline{M}_2+\overline{Q}_2}+\sqrt{\overline{M}_2\overline{Q}_2}))\hfill \\ & (\sqrt{\overline{M}_3+\overline{Q}_3}+\sqrt{\overline{M}_3\overline{Q}_3})\left)\right(\sqrt{\overline{M}_4+\overline{Q}_4}+\sqrt{\overline{M}_4\overline{Q}_4}).\hfill \end{array}$$ For an extremal black hole with $`\overline{Q}_i=\pm \overline{M}_i`$, one obtains the usual formula $$S=\pi \sqrt{\|\overline{Q}_1\overline{Q}_2\overline{Q}_3\overline{Q}_4\|}=2\pi \sqrt{\|\overline{N}_1\overline{N}_2\overline{N}_3\overline{N}_4\|}.$$ For the general solution above regarded as the fusion of two extremal solutions, the factor contributed by each of the four constituent species to the entropy depends on whether the charges of the constituents of that species are of the same or opposite sign. For example, if in the above fusion, $`Q_1`$ and $`Q_1^{}`$ are of the same sign, then $`\overline{M}_1=M_1+M_1^{}`$, $`\overline{Q}_1=Q_1+Q_1^{}=\pm \overline{M}_1`$ so that the corresponding factor in the entropy $$\sqrt{\overline{M}_1+\overline{Q}_1}+\sqrt{\overline{M}_1\overline{Q}_1})=\sqrt{\|2\overline{Q}_1\|}=\sqrt{\|2(Q_1+Q_1^{})\|},$$ corresponding to the factor $`\sqrt{\|\overline{N}_1\|}=\sqrt{\|N_1\|+\|N_1^{}\|}`$ in the BPS entropy formula. By contrast, if, say, $`Q_2`$ and $`Q_2^{}`$ are of opposite sign, then $`\overline{M}_2=M_2+M_2^{}`$, $`\overline{Q}_2=Q_2+Q_2^{}=\pm (M_2M_2^{})`$ so that the corresponding factor in the entropy $$\sqrt{\overline{M}_2+\overline{Q}_2}+\sqrt{\overline{M}_2\overline{Q}_2}=\sqrt{\|2Q_2\|}+\sqrt{\|2Q_2^{}\|},$$ corresponding to the factor $`\sqrt{\|N_2\|}+\sqrt{\|N_2^{}\|}`$ in the BPS entropy formula. The difference again follows from the presence or lack of the zero-force condition. In the same sign case, the entropy enhancement is purely configurational and can be read from the simple addition of quantum numbers. For the opposite sign case, the combination of two random walks is the correct interpretation. The entropy formula for the general state, here regarded as a fusion of two BPS states with quantum numbers $`(N_1,N_2,N_3,N_4)`$ and $`(N_1^{},N_2^{},N_3^{},N_4^{})`$ corresponding to (4.1) is then given by $$S=2\pi \underset{i=1}{\overset{4}{}}\sqrt{\|N_i\|+\|N_i^{}\|+\left(1\frac{N_iN_i^{}}{\|N_iN_i^{}\|}\right)\|N_iN_i^{}\|}.$$ Note that the above results are not new: we obtained the same formula as that found for near-extremal black holes . Also, the correspondence between the Schwarzschild entropy and D-brane configurations has already been made . What is interesting, however, is that the near-extremal entropy formula appears without correction explicitly in this case. Also, the physical basis for the correspondence, in terms of constituents and random walk steps, is illuminated. Nevertheless, these results require further clarification in order to understand the underlying physics of how precisely quantum black hole states arise from string theory. In this regard, the stringy approach of may shed light on this process. It is also interesting to speculate on whether such a simple correspondence can point to a more directly string-theoretic formulation of general relativity, in which the laws of black hole thermodynamics arise directly in GR from a counting of string states, without the need to invoke supersymmetry. Finally, the robustness of string/black hole correspondence very likely points to a direct resolution of the black hole information paradox using methods of string theory. References relax L. Susskind, hep-th/9309145. relax G. T. Horowitz and J. Polchinski, Phys. Rev. D55 (1997) 6189. relax J. Bekenstein, Lett. Nuov. 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warning/0006/cond-mat0006346.html	ar5iv	text	# Exactly solvable toy model for the pseudogap state ## 1 Introduction The physical origin of the pseudogap behavior observed in the normal state of the high-temperature cuprates is still controversial. Several mechanisms have been proposed. According to Schmalian et al. Schmalian98 the normal state of the underdoped cuprates can be modeled by a nearly antiferromagntic Fermi liquid, and the experimentally observed pseudogap behavior is closely related to strong antiferromagnetic spin fluctuations. An alternative explanation, which has been advanced by Emery and Kivelson Emery95 relates the pseudogap behavior to precursor superconducting fluctuations. In this scenario thermal fluctuations of the phase of the superconducting order parameter are responsible for a destruction of superconductivity above the transition temperature $`T_c`$. However, in a wide range of temperatures $`T>T_c`$ the local amplitude of the superconducting gap is finite. In this paper we shall propose a simple exactly solvable phenomenological model which describes the destruction of phase coherence due to phase and amplitude fluctuations of the superconducting order parameter in the pseudogap state. To study superconducting fluctuations in a normal metal one can start with the Gorkov equation for the $`2\times 2`$ matrix Green’s function for electrons with energy dispersion $`ϵ(𝐤)`$ that are coupled to a space-dependent complex pairing field $`\mathrm{\Delta }(𝐫)`$ Abrikosov63 , $$[\omega \widehat{H}_𝐫]𝒢^{(d=3)}(𝐫,𝐫^{},\omega )=\delta (𝐫𝐫^{})\sigma _0,$$ (1) $$\widehat{H}_𝐫=\left(\begin{array}{cc}ϵ(i_𝐫)\mu & \mathrm{\Delta }(𝐫)\\ \mathrm{\Delta }^{}(𝐫)& ϵ(i_𝐫)\mu \end{array}\right).$$ (2) Here, $`\sigma _0`$ is the $`2\times 2`$ unit matrix and $`\mu `$ is the chemical potential. In the absence of true superconducting long-range order the pairing field $`\mathrm{\Delta }(𝐫)`$ can be considered as a random variable with zero average and correlations that fall off exponentially with distance, $$\mathrm{\Delta }(𝐫)=0,$$ (3) $`\mathrm{\Delta }(𝐫)\mathrm{\Delta }^{}(𝐫^{})`$ $``$ $`{\displaystyle \frac{𝒟\{\mathrm{\Delta }\}e^{S\{\mathrm{\Delta }\}}\mathrm{\Delta }(𝐫)\mathrm{\Delta }^{}(𝐫^{})}{𝒟\{\mathrm{\Delta }\}e^{S\{\mathrm{\Delta }\}}}}`$ (4) $`=`$ $`\mathrm{\Delta }_s^2e^{\|𝐫𝐫^{}\|/\xi }.`$ Here, $`S\{\mathrm{\Delta }\}`$ is the Ginzburg-Landau functional of the order parameter field, $`\xi `$ is the correlation length, and the energy scale $`\mathrm{\Delta }_s`$ characterizes the strength of the correlations. To simplify the algebra and to make contact with other theoretical work on pseudogap physics, we shall focus in this work on the semiclassical limit of the Gorkov equation, which are related to the so-called Andreev equation Andreev64 . In the weak coupling limit, where $`\|\mathrm{\Delta }(𝐫)\|`$ is small compared with the chemical potential, we may linearize the energy dispersion in Eq. (1) for wave-vectors $`𝐤`$ close to the Fermi surface, provided we are only interested in long-wavelength, low-energy properties of the system. In the semiclassical limit it is useful to decompose the position vector as $`𝐫=x𝐧+𝐫_{}`$ where $`𝐧`$ is a unit vector in the direction of the momentum of the electron, and $`𝐫_{}`$ is orthogonal to $`𝐧`$. Writing $`_x=𝐧_𝐫`$, Eqs. (1) and (2) can be replaced by an effective one-dimensional problem Andreev64 $$[\omega \widehat{H}_x]𝒢(x,x^{},\omega )=\delta (xx^{})\sigma _0,$$ (5) $$\widehat{H}_x=\left(\begin{array}{cc}iv_F_x& \mathrm{\Delta }(x)\\ \mathrm{\Delta }^{}(x)& iv_F_x\end{array}\right).$$ (6) We shall refer to Eq. (6) as the Hamiltonian of the fluctuating gap model (FGM). All quantities depend now parametrically on $`𝐫_{}`$ and $`𝐧`$. Physical observables should be averaged over all directions of $`𝐧`$. In this paper we shall only consider the effective one-dimensional problem defined by Eqs. (5) and (6). We require that the first and the second moments of the fluctuating gap $`\mathrm{\Delta }(x)`$ are given by $$\mathrm{\Delta }(x)=0,$$ (7) $$\mathrm{\Delta }(x)\mathrm{\Delta }^{}(x^{})=\mathrm{\Delta }_s^2e^{\|xx^{}\|/\xi }.$$ (8) In the following, we shall construct a special non-Gaussian probability distribution of $`\mathrm{\Delta }(x)`$ satisfying Eqs. (7) and (8) for which Eq. (5) can be solved exactly. Moreover, as will be briefly discussed in Sec. 4, it is straightforward to generalize our model to dimensions $`d>1`$ and to arbitrary energy dispersions $`ϵ(𝐤)`$, although the calculation of physical quantities becomes more tedious. Apart from its relevance in the semiclassical theory of superconductivity, the problem defined by Eqs. (5) to (8) describes also the low-energy physics in quasi-one-dimensional Peierls and spin-Peierls systems Lee73 ; Bunder99 . Lee, Rice and Anderson Lee73 used this model to study fluctuation effects close to the Peierls transition. In this case $`\mathrm{\Delta }(x)`$ can be identified with the fluctuating Peierls order parameter, and the two diagonal elements in our Hamiltonian (6) represent the kinetic energy of the electrons in the vicinity of the two Fermi points $`\pm k_F`$. Physical quantities should again be averaged over the probability distribution of $`\mathrm{\Delta }(x)`$, which can be obtained from the Ginzburg-Landau expansion Lee73 . Within the Gaussian approximation, the truncated Ginzburg-Landau functional in the disordered phase is of the form $$S\{\mathrm{\Delta }\}=\frac{dq}{2\pi }\frac{1+q^2\xi ^2}{2\mathrm{\Delta }_s^2\xi }\mathrm{\Delta }_q^{}\mathrm{\Delta }_q,$$ (9) where $$\mathrm{\Delta }_q=𝑑xe^{iqx}\mathrm{\Delta }(x).$$ (10) One easily verifies that Eqs. (7) and (8) are indeed satisfied. Note that for commensurate Peierls chains the order parameter field can be chosen real, while it is complex for incommensurate chains. In this work we shall focus on the incommensurate case, where zero-energy states and the associated Dyson singularities are absent Bartosch99a ; Bartosch99b . Lee, Rice and Anderson treated the effect of the order parameter fluctuations on the average electronic density of states (DOS) $`\rho (\omega )`$ within the Born approximation. Within this approximation one finds that, in the regime where the dimensionless parameter $$\overline{\gamma }\frac{v_F}{2\mathrm{\Delta }_s\xi }$$ (11) is small compared with unity, the DOS develops a pseudogap for $`\|\omega \|\stackrel{<}{}\mathrm{\Delta }_s`$, with a minimum given by Chandra89 $$\frac{\rho (0)^{\mathrm{pert}}}{\rho _0}=\frac{\overline{\gamma }}{\sqrt{1+\overline{\gamma }^2}}.$$ (12) Here, $$\rho _0=\frac{1}{\pi v_F}$$ (13) is the DOS for $`\mathrm{\Delta }(x)=0`$, which is a constant due to the linearization of the energy dispersion. Note that Eq. (12) predicts for $`\overline{\gamma }1`$ to leading order $$\frac{\rho (0)^{\mathrm{pert}}}{\rho _0}\overline{\gamma }\xi ^1,$$ (14) which disagrees with a non-perturbative result by Sadovskii Sadovskii79 , who found for the model defined by Eqs. (5) to (8) for a Gaussian distribution of $`\mathrm{\Delta }(x)`$ $$\frac{\rho (0)^{\mathrm{Sadovskii}}}{\rho _0}0.541\times [2\overline{\gamma }]^{1/2}\xi ^{1/2}.$$ (15) However, the algorithm constructed by Sadovskii Sadovskii79 is not exact Tchernyshyov99 ; Bartosch99a , so that it is not clear whether Eq. (15) is correct or not. To clarify this point, we have recently developed an exact numerical algorithm for calculating the DOS of the FGM Bartosch99b . For a Gaussian distribution of $`\mathrm{\Delta }(x)`$ with zero average and covariance given by Eq. (8) the result is $$\frac{\rho (0)^{\mathrm{Gauss}}}{\rho _0}a[2\overline{\gamma }]^b\xi ^b,$$ (16) where $$a=0.6397\pm 0.0066,b=0.6397\pm 0.0024.$$ (17) Hence, for Gaussian disorder with a finite correlation length both perturbation theory and Sadovskii’s algorithm do not give the correct $`\xi `$-dependence of the average DOS at the Fermi energy. Another attempt to investigate the discrepancy between Eqs. (12) and (15) numerically was recently made by Millis and Monien Millis99 . They found for the exponent $`b`$ in Eq. (16) a value between $`2/3`$ and $`1`$, which is outside our error-bars in Eq. (17). Note, however, that Millis and Monien studied a lattice regularization of the continuum model (6), and no attempt was made to carefully relate the bare parameters that appear in the lattice and the continuum models. In this work we shall show that the exponent characterizing the behavior of the DOS at the Fermi energy on $`\xi `$ is non-universal in the sense that it depends on the precise form of the probability distribution of the fluctuating gap. In particular, the non-Gaussian terms in the Ginzburg-Landau functional can change the numerical value of this exponent, so that the behavior given in Eqs. (16) and (17) can only be expected to be correct for Gaussian disorder. Finally, it should be mentioned that a generalization of the model defined in Eqs. (5) to (8) has been used in Ref. Schmalian98 to explain the pseudogap behavior in the cuprates within antiferromagntic Fermi liquid theory. Then the scalar field $`\mathrm{\Delta }(x)`$ should be replaced by a matrix field $`_iS_i(x)\sigma _i`$, where $`\sigma _i`$ are the Pauli matrices, and the fields $`S_i(x)`$ represent the components of the antiferromagnetic spin density field. In fact, the recent interest in the non-perturbative approach invented many years ago by Sadovskii Sadovskii79 is motivated by its possible relevance to the cuprate superconductors. ## 2 Exact Green’s function of the fluctuating gap model for $`\mathrm{\Delta }(x)=Ae^{iQx}`$ In this section we shall solve Eq. (5) exactly for a special form of the probability distribution of $`\mathrm{\Delta }(x)`$ which is constructed such that its covariance is given by Eq. (8). To begin with, let us perform the following gauge transformation Brazovskii76 , $$𝒢(x,x^{},\omega )=e^{\frac{i}{2}\alpha (x)\sigma _3}\stackrel{~}{𝒢}(x,x^{},\omega )e^{\frac{i}{2}\alpha (x^{})\sigma _3},$$ (18) where the gauge function $`\alpha (x)`$ will be specified shortly. From Eq. (5) we find that the transformed Green’s function $`\stackrel{~}{𝒢}(x,x^{},\omega )`$ satisfies $`[\omega {\displaystyle \frac{v_F}{2}}{\displaystyle \frac{d\alpha (x)}{dx}}+iv_F_x\sigma _3\mathrm{\Delta }(x)e^{i\alpha (x)}\sigma _+.`$ (19) $`.\mathrm{\Delta }^{}(x)e^{i\alpha (x)}\sigma _{}]\stackrel{~}{𝒢}(x,x^{},\omega )=\delta (xx^{})\sigma _0.`$ Suppose now that $`\mathrm{\Delta }(x)`$ is of the form $$\mathrm{\Delta }(x)=Ae^{iQx},$$ (20) where $`A`$ and $`Q`$ are both random but independent of $`x`$. Then the $`x`$-dependence of $`\mathrm{\Delta }(x)`$ in Eq. (19) can be removed by choosing $`\alpha (x)=Qx`$. Moreover, with this choice the second term on the left-hand side of Eq. (19) reduces to a constant $$\frac{v_F}{2}\frac{d\alpha (x)}{dx}=\frac{v_FQ}{2}\eta ,$$ (21) so that $`\left[\omega \eta +iv_F_x\sigma _3A\sigma _+A^{}\sigma _{}\right]\stackrel{~}{𝒢}(x,x^{},\omega )`$ (22) $`=\delta (xx^{})\sigma _0.`$ Thus, a phase of the order-parameter varying linearly in space can be absorbed by a finite shift of the energy. Eq. (22) is translational invariant and is easily solved by a Fourier transformation, $$\stackrel{~}{𝒢}(x,x^{},\omega )=\frac{dq}{2\pi }e^{iq(xx^{})}\stackrel{~}{𝒢}(q,\omega ),$$ (23) $`\stackrel{~}{𝒢}(q,\omega )`$ $`=`$ $`{\displaystyle \frac{1}{(\omega \eta )^2(v_Fq)^2\|A\|^2}}`$ (26) $`\times \left(\begin{array}{cc}\omega \eta +v_Fq& A\\ A^{}& \omega \eta v_Fq\end{array}\right).`$ Combining Eqs. (18), (23) and (26) and defining $$𝒢(q,q^{},\omega )=𝑑x𝑑x^{}e^{i(qxq^{}x^{})}𝒢(x,x^{},\omega ),$$ (27) we finally obtain $`𝒢(q,q^{},\omega )`$ $`=`$ $`\left(\begin{array}{cc}{\displaystyle \frac{2\pi \delta (qq^{})[\omega 2\eta +v_Fq]}{[\omega 2\eta +v_Fq][\omega v_Fq]\|A\|^2}}& {\displaystyle \frac{2\pi \delta (qq^{}Q)A}{[\omega 2\eta +v_Fq][\omega v_Fq]\|A\|^2}}\\ \text{}{\displaystyle \frac{2\pi \delta (qq^{}+Q)A^{}}{[\omega 2\eta v_Fq][\omega +v_Fq]\|A\|^2}}& {\displaystyle \frac{2\pi \delta (qq^{})[\omega 2\eta v_Fq]}{[\omega 2\eta v_Fq][\omega +v_Fq]\|A\|^2}}\end{array}\right).`$ (30) The crucial observation is now that, in spite of the simple form (20) of $`\mathrm{\Delta }(x)`$, it is still possible to satisfy Eqs. (7) and (8) if $`A`$ and $`Q`$ are interpreted as random variables. To obtain the exponential decay of the covariance we require that the probability distribution of the random momentum $`Q`$ is a Lorentzian, $$𝒫_Q=\frac{\xi }{\pi }\frac{1}{(Q\xi )^2+1},$$ (32) or equivalently for the random energy shift $`\eta `$ defined in Eq. (21), $$𝒫_\eta =\frac{\gamma }{\pi }\frac{1}{\eta ^2+\gamma ^2},$$ (33) with $$\gamma =\frac{v_F}{2\xi }.$$ (34) The random variable $`A`$ should be distributed such that $`A_A`$ $`=`$ $`0,`$ (35) $`\|A\|^2_A`$ $`=`$ $`\mathrm{\Delta }_s^2,`$ (36) where $`\mathrm{}_A`$ denotes averaging over the probability distribution of $`A`$. From Eqs. (32) to (36) it is then easy to show that the first two moments of the distribution of $`\mathrm{\Delta }(x)`$ are indeed given by Eqs. (7) and (8). Note that Eqs. (35) and (36) include the cases of pure phase and pure amplitude fluctuations. To describe pure phase fluctuations we choose $`A=\mathrm{\Delta }_se^{i\phi }`$, where the phase $`\phi `$ is uniformly distributed in the interval $`[0,2\pi )`$. Then $$\mathrm{}_A^{\mathrm{ph}}=_0^{2\pi }\frac{d\phi }{2\pi }\mathrm{}.$$ (37) Since physical quantities should be independent of the constant phase $`\phi `$ and therefore should only depend on $`\|A\|`$, the process of averaging amounts to replacing $`\|A\|`$ by $`\mathrm{\Delta }_s`$. To take into account amplitude fluctuations we follow Sadovskii Sadovskii74 ; Sadovskii79 and choose a Gaussian distribution for the real and imaginary parts of $`A`$, $$\mathrm{}_A^{\mathrm{am}}=_{\mathrm{}}^{\mathrm{}}\frac{d\mathrm{Re}Ad\mathrm{Im}A}{\pi \mathrm{\Delta }_s^2}e^{\|A\|^2/\mathrm{\Delta }_s^2}\mathrm{}.$$ (38) The disorder averaging of any functional $`\{\mathrm{\Delta }(x)\}`$ is defined by $$\{\mathrm{\Delta }(x)\}_{\mathrm{}}^{\mathrm{}}𝑑Q𝒫_Q\{Ae^{iQx}\}_A.$$ (39) What is the physical meaning of an order parameter of the form (20)? In a superconductor such an order parameter describes a state with a uniform superflow deGennes66 . The gauge transformation (18) corresponds to choosing a coordinate system where the superflow vanishes; $`\eta `$ is the associated energy shift. A more detailed physical justification for such a spatially constant random energy shift $`\eta `$ in the normal state of the cuprate superconductors has been given by Franz and Millis Franz98 : they pointed out that within a semi-classical approximation the effect of the quasi-static fluctuations of the phase of the order parameter field $`\mathrm{\Delta }(x)`$ can be described by such an energy shift $`\eta `$. Franz and Millis Franz98 also presented a perturbative calculation of the probability distribution $`𝒫_\eta `$ of $`\eta `$, using earlier results by Emery and Kivelson Emery95 . Because in Ref. Franz98 a cumulant expansion of $`𝒫_\eta `$ was truncated at the second order, the form of $`𝒫_\eta `$ was found to be Gaussian by construction. However, there are certainly non-Gaussian corrections to the form of $`𝒫_\eta `$ given in Ref. Franz98 . Our assumption that the distribution of $`\eta `$ is a Lorentzian of width $`\gamma `$ is therefore not in contradiction to the work of Ref. Franz98 . Obviously, our parameter $`\gamma `$ in Eq. (34) is the analog of the parameter $`W`$ introduced in Eq. (9) of Ref. Franz98 . Note, however, that Franz and Millis Franz98 did not consider amplitude fluctuations of the order parameter, which are described by our second random variable $`A`$. As noted above, Gaussian amplitude fluctuations with a probability distribution given by Eq. (38) have been studied many years ago by Sadovskii Sadovskii74 . Thus, in the present work we combine the models introduced by Sadovskii Sadovskii74 and by Franz and Millis Franz98 such that we take both amplitude and phase fluctuations into account and still obtain an exactly solvable model. In the following section we shall calculate a number of physical quantities for this model exactly and confirm the intuitive picture Emery95 ; Franz98 that phase fluctuations fill in the gap at the Fermi energy and render the system metallic. ## 3 Calculation of physical quantities ### 3.1 Single-particle Green’s function and spectral function Because $`A=0`$, it follows from Eq. (LABEL:eq:Gqqres) that the off-diagonal elements of the disorder averaged Green’s function vanish, and that the diagonal elements are $$𝒢_{\alpha \alpha }(q,q^{},\omega )=2\pi \delta (qq^{})G_\alpha (q,\omega ),$$ (40) where $$G_\alpha (q,\omega )=\frac{\omega 2\eta +\alpha v_Fq}{[\omega 2\eta +\alpha v_Fq][\omega \alpha v_Fq]\|A\|^2}.$$ (41) Here, $`\alpha =+`$ refers to $`𝒢_{11}`$, and $`\alpha =`$ refers to $`𝒢_{22}`$. The averaging over the Lorentzian distribution (33) of the random energy shift $`\eta `$ can be performed analytically, $$G_\alpha (q,\omega +i0^+)=\frac{1}{\omega \alpha v_Fq{\displaystyle \frac{\|A\|^2}{\omega +\alpha v_Fq+i\frac{v_F}{\xi }}}}_A,$$ (42) where $`\mathrm{}_A`$ denotes averaging over the probability distribution of $`A`$. In the case of pure phase fluctuations, as described by Eq. (37), this averaging is trivial, so that $$G_\alpha ^{\mathrm{ph}}(q,\omega +i0^+)=\frac{1}{\omega \alpha v_Fq\mathrm{\Sigma }_\alpha ^{\mathrm{ph}}(q,\omega +i0^+)},$$ (43) with the self-energy given by $$\mathrm{\Sigma }_\alpha ^{\mathrm{ph}}(q,\omega +i0^+)=\frac{\mathrm{\Delta }_s^2}{\omega +\alpha v_Fq+i\frac{v_F}{\xi }}.$$ (44) Eq. (44) agrees precisely with the lowest order Born approximation, which was used in the seminal work by Lee, Rice, and Anderson Lee73 . We have thus found a special probability distribution of $`\mathrm{\Delta }(x)`$ where the lowest order Born approximation for the average single-particle Green’s function is exact: the order parameter is in this case of the form $`\mathrm{\Delta }(x)=\mathrm{\Delta }_se^{iQx+i\phi }`$, where $`Q`$ has a Lorentzian distribution of width $`1/\xi `$, and the random phase $`\phi `$ merely assures $`\mathrm{\Delta }(x)=0`$, but due to gauge invariance does not affect any physical quantities. On the other hand, if in addition to phase fluctuations also amplitude fluctuations are important, there are corrections to the Born approximation. For Gaussian amplitude fluctuations given by Eq. (38) we find after substituting $`t=\|A\|^2/\mathrm{\Delta }_s^2`$ $`G_\alpha ^{\mathrm{ph}+\mathrm{am}}(q,\omega +i0^+)`$ $`=`$ (45) $`{\displaystyle _0^{\mathrm{}}}𝑑t{\displaystyle \frac{e^t}{\omega \alpha v_Fq{\displaystyle \frac{t\mathrm{\Delta }_s^2}{\omega +\alpha v_Fq+i\frac{v_F}{\xi }}}}}.`$ Recently Kuchinskii and Sadovskii Kuchinskii99 arrived precisely at Eq. (45) within a diagrammatic attempt to estimate the accuracy of the method developed in Ref. Sadovskii79 for Gaussian disorder. For a better comparision with Sadovskii’s Green’s function calculated in Ref. Sadovskii79 , let us represent Eq. (45) as a continued fraction. Expressing the integral on the right-hand side of Eq. (45) in terms of the incomplete $`\mathrm{\Gamma }`$-function and using the known continued fraction expansion of this function Gradshteyn80 , we obtain for the self-energy $`\mathrm{\Sigma }_\alpha ^{\mathrm{ph}+\mathrm{am}}(q,\omega +i0^+)`$ $`=`$ $`{\displaystyle \frac{\mathrm{\Delta }_s^2}{\omega +\alpha v_Fq+i{\displaystyle \frac{v_F}{\xi }}{\displaystyle \frac{\mathrm{\Delta }_s^2}{\omega \alpha v_Fq{\displaystyle \frac{2\mathrm{\Delta }_s^2}{\omega +\alpha v_Fq+i{\displaystyle \frac{v_F}{\xi }}{\displaystyle \frac{2\mathrm{\Delta }_s^2}{\omega \alpha v_Fq{\displaystyle \frac{3\mathrm{\Delta }_s^2}{\omega +\alpha v_Fq+i{\displaystyle \frac{v_F}{\xi }}\mathrm{}}}}}}}}}}}.`$ For the same model with Gaussian disorder the algorithm due to Sadovskii Sadovskii79 produces the continued fraction expansion $`\mathrm{\Sigma }_\alpha ^{\mathrm{Sadovskii}}(q,\omega +i0^+)`$ $`=`$ $`{\displaystyle \frac{\mathrm{\Delta }_s^2}{\omega +\alpha v_Fq+i{\displaystyle \frac{v_F}{\xi }}{\displaystyle \frac{\mathrm{\Delta }_s^2}{\omega \alpha v_Fq+2i{\displaystyle \frac{v_F}{\xi }}{\displaystyle \frac{2\mathrm{\Delta }_s^2}{\omega +\alpha v_Fq+3i{\displaystyle \frac{v_F}{\xi }}{\displaystyle \frac{2\mathrm{\Delta }_s^2}{\omega \alpha v_Fq+4i{\displaystyle \frac{v_F}{\xi }}{\displaystyle \frac{3\mathrm{\Delta }_s^2}{\omega +\alpha v_Fq+5i{\displaystyle \frac{v_F}{\xi }}\mathrm{}}}}}}}}}}}.`$ Note that only the first two lines in Eqs. (LABEL:eq:sigmares) and (LABEL:eq:sigmasadres) agree. Kuchinskii and Sadovskii argue in Ref. Kuchinskii99 that the true behavior of the Green’s function for Gaussian disorder lies somewhat in between Eqs. (LABEL:eq:sigmares) and (LABEL:eq:sigmasadres). In our model, the coexistence of amplitude fluctuations with phase fluctuations (which are related to our random energy shift $`\eta `$) generates a completely new feature in the average spectral function. The latter is related to the av- erage Green’s function via $$2\pi \delta (qq^{})\rho (\alpha k_F+q,\omega )=\frac{1}{\pi }\mathrm{Im}𝒢_{\alpha \alpha }(q,q^{},\omega +i0^+),$$ (48) Using Eq. (45) we find $`\rho (\alpha k_F+q,\omega )^{\mathrm{ph}+\mathrm{am}}`$ $`=`$ (49) $`{\displaystyle \frac{2\overline{\gamma }}{\pi \mathrm{\Delta }_s}}{\displaystyle _0^{\mathrm{}}}𝑑t{\displaystyle \frac{te^t}{(t\overline{\omega }^2+\overline{q}^2)^2+4\overline{\gamma }^2(\overline{\omega }\alpha \overline{q})^2}},`$ where $`\overline{q}=v_Fq/\mathrm{\Delta }_s`$, $`\overline{\omega }=\omega /\mathrm{\Delta }_s`$, and $`\overline{\gamma }=v_F/(2\mathrm{\Delta }_s\xi )`$. Representative results for different values of $`\overline{\gamma }`$ are shown in Figs. 1 and 2. The dashed line is the spectral function for $`\overline{\gamma }=0`$ (i.e. without phase fluctuations), which is easily calculated analytically, $`\rho (\alpha k_F+q,\omega )^{\mathrm{am}}`$ $`=`$ (50) $`\mathrm{\Delta }_s^1\mathrm{\Theta }(\overline{\omega }^2\overline{q}^2)\|\overline{\omega }+\alpha \overline{q}\|e^{(\overline{\omega }^2\overline{q}^2)}.`$ The important point is now that for any finite $`\overline{\gamma }`$ the spectral function exhibits a logarithmic singularity at $`\omega =\alpha v_Fq`$. In the vicinity of this singularity the leading behavior of the spectral function can be calculated analytically. In the regime $$\|\omega \alpha v_Fq\|\mathrm{min}\{\frac{\mathrm{\Delta }_s^2\xi }{v_F},\frac{\mathrm{\Delta }_s^2}{\|\omega +\alpha v_Fq\|}\}$$ (51) the integral in Eq. (49) can be approximated by $`\rho (\alpha k_F+q,\omega )^{\mathrm{ph}+\mathrm{am}}`$ $``$ $`{\displaystyle \frac{2\overline{\gamma }}{\pi \mathrm{\Delta }_s}}\mathrm{ln}\left[{\displaystyle \frac{1}{2\overline{\gamma }\|\overline{\omega }\alpha \overline{q}\|}}\right]`$ (52) $`={\displaystyle \frac{v_F}{\pi \mathrm{\Delta }_s^2\xi }}\mathrm{ln}\left[{\displaystyle \frac{\mathrm{\Delta }_s^2\xi }{v_F\|\omega \alpha v_Fq\|}}\right].`$ Thus, the interplay between phase fluctuations (described by our random phase factor $`e^{iQx}`$) and amplitude fluctuations (described by random fluctuations of $`\|A\|`$) gives rise to a logarithmic singularity at the bare energy of the electron. Note that such a singularity is weaker than the algebraic singularities that are typically found in the spectral function of a Luttinger liquid. Of course, such a weak singularity cannot be called a quasi-particle peak. It is important to point out that in the presence of amplitude fluctuations alone or phase fluctuations alone such a logarithmic singularity does not exist. Recall that for pure phase fluctuations our model has the same spectral function as predicted by the Born approximation for the self-energy Lee73 , while for pure amplitude fluctuations our model reduces to the model discussed by Sadovskii in Ref. Sadovskii74 . Note also that the approximate spectral function produced by Sadovskii’s algorithm Sadovskii91 ; McKenzie96 for Gaussian disorder with a finite correlation length does not exhibit any logarithmic singularities. Whether an exact calculation of the spectral function for more realistic probability distributions could confirm this result or not remains an open question. From Fig. 2 it is clear that the line-shape of the spectral function in the vicinity of the singularity is rather broad and asymmetric. Such a behavior has recently been seen in the photoemission spectra of a one-dimensional band-insulator Vescoli00 . ### 3.2 Average density of states The average DOS is defined by $$\rho (\omega )=\frac{1}{\pi }\mathrm{Im}\mathrm{Tr}𝒢(x,x,\omega +i0^+).$$ (53) Performing the $`q`$-integration in Eq. (42) we find $$\mathrm{Tr}𝒢(x,x,\omega +i0^+)=\frac{1}{v_F}\frac{\omega +i\gamma }{\sqrt{\|A\|^2(\omega +i\gamma )^2}}_A,$$ (54) where $`\gamma `$ is given in Eq. (34) and $`\sqrt{z}`$ denotes the principal branch of the square root, with the cut at the negative real axis. Note that phase fluctuations simply generate an imaginary shift $`i\gamma `$ to the frequency in Eq. (54). In the absence of amplitude fluctuations (see Eq. (37)) we may replace $`\|A\|\mathrm{\Delta }_s`$ in Eq. (54), so that we obtain for the average DOS $$\frac{\rho (\omega )^{\mathrm{ph}}}{\rho _0}=\mathrm{Im}\frac{z}{\sqrt{1z^2}},$$ (55) where we have defined $$z=\frac{\omega +i\gamma }{\mathrm{\Delta }_s}=\overline{\omega }+i\overline{\gamma }.$$ (56) Eq. (55) agrees exactly with the perturbative result by Lee, Rice, and Anderson Lee73 . For $`\omega =0`$ we recover Eq. (12). On the other hand, in the presence of additional Gaussian amplitude fluctuations, with probability distribution given by Eq. (38), we obtain $$\frac{\rho (\omega )^{\mathrm{ph}+\mathrm{am}}}{\rho _0}=\mathrm{Im}_0^{\mathrm{}}𝑑t\frac{e^tz}{\sqrt{tz^2}}.$$ (57) A numerical evaluation of Eq. (57) is shown in Fig. 3. For $`\gamma =0`$ the integral in Eq. (57) can be done analytically and reduces to the result obtained by Sadovskii Sadovskii74 , which does not contain phase fluctuations. In this case the DOS vanishes quadratically for small frequencies, $$\frac{\rho (\omega )^{\mathrm{am}}}{\rho _0}2\overline{\omega }^2,\|\overline{\omega }\|1.$$ (58) For any finite $`\xi `$ the DOS at the Fermi energy (i.e. at $`\omega =0`$) is finite. From Eq. (57) we find $$\frac{\rho (0)^{\mathrm{ph}+\mathrm{am}}}{\rho _0}=R(\overline{\gamma }),$$ (59) with $$R(\overline{\gamma })=\overline{\gamma }_0^{\mathrm{}}𝑑t\frac{e^t}{\sqrt{t+\overline{\gamma }^2}}.$$ (60) A numerical evaluation of $`R(\overline{\gamma })`$ is shown in Fig. 4. For small and large $`\overline{\gamma }`$ we obtain to leading order $$R(\overline{\gamma })\{\begin{array}{cc}\sqrt{\pi }\overline{\gamma }\hfill & ,\overline{\gamma }1\hfill \\ 1\hfill & ,\overline{\gamma }1\hfill \end{array}.$$ (61) For large $`\xi `$ the DOS at the Fermi energy is $$\rho (0)^{\mathrm{ph}+\mathrm{am}}\frac{\sqrt{\pi }}{2\pi \mathrm{\Delta }_s\xi },v_F\xi \mathrm{\Delta }_s,$$ (62) which should be compared with the result obtained within the Born approximation, see Eq. (14), $$\rho (0)^{\mathrm{pert}}=\rho (0)^{\mathrm{ph}}\frac{1}{2\pi \mathrm{\Delta }_s\xi }.$$ (63) Hence, Gaussian amplitude fluctuations increase the value of the DOS at the Fermi energy as compared with pure phase fluctuations. However, from Fig. 4 it is evident that the qualitative behavior of the DOS is correctly predicted by a model with pure phase fluctuations, which exactly reproduces the perturbative result Lee73 . Let us emphasize that this is not the case if $`\mathrm{\Delta }(x)`$ has a Gaussian distribution: the prediction of lowest order perturbation theory, $`\rho (0)\xi ^1`$, is in disagreement with the exact numerical result for Gaussian disorder, $`\rho (0)\xi ^{0.64}`$ (see Eq. (16)). We thus conclude that the behavior of the average DOS at the Fermi energy of the FGM in one dimension is non-universal and sensitive to the detailed form of the probability distribution of $`\mathrm{\Delta }(x)`$. ### 3.3 Lyapunov exponent and localization length Since the energy dispersion of the FGM is linear, the Schrödinger equation $`\widehat{H}_x\psi _\omega (x)=\omega \psi _\omega (x)`$ is a system of linear first order differential equations. Fixing the two-component wave-function $`\psi _\omega (x)`$ arbitrarily at one space point $`x_0`$ therefore constitutes the wave-function at all points $`x`$. In a disordered system, the Lyapunov exponent $`\kappa (\omega )`$ characterizes the exponential growth of the magnitude of the wave-function at large distances $`\|xx_0\|`$ Lifshits88 , $$\|\psi _\omega (x)\|\|\psi _\omega (x_0)\|\mathrm{exp}[\kappa (\omega )\|xx_0\|].$$ (64) Strictly speaking, the Lyapunov exponent is defined by the limit $`\|xx_0\|\mathrm{}`$ of this equation and assumes a certain value with probability one Lifshits88 . In one dimension the inverse of the Lyapunov exponent can be identified with the mean localization length. According to the Thouless formula the mean localization length $`\mathrm{}(\omega )`$ can be obtained from the real part of the disorder-averaged single-particle Green’s function. Originally the Thouless formula was derived for a one-band model with quadratic energy dispersion Thouless72 , but it can be shown to hold also for the FGM, where it can be written as Hayn87 ; Bartosch00 $$\frac{}{\omega }\frac{1}{\mathrm{}(\omega )}=\mathrm{ReTr}𝒢(x,x,\omega +i0^+).$$ (65) Integrating the Thouless formula for Eq. (54), we obtain $$\frac{v_F}{\mathrm{}(\omega )}=\mathrm{Re}\sqrt{\|A\|^2(\omega +i\gamma )^2}_A\gamma ,$$ (66) where the constant of integration is uniquely determined by the requirement $`lim_\omega \mathrm{}\mathrm{}^1(\omega )=0`$. For pure phase fluctuations Eq. (66) reduces to $$\frac{v_F}{\mathrm{\Delta }_s\mathrm{}(\omega )^{\mathrm{ph}}}=\mathrm{Re}\sqrt{1(\overline{\omega }+i\overline{\gamma })^2}\overline{\gamma },$$ (67) while with additional Gaussian amplitude fluctuations $$\frac{v_F}{\mathrm{\Delta }_s\mathrm{}(\omega )^{\mathrm{ph}+\mathrm{am}}}=\mathrm{Re}\left[_0^{\mathrm{}}𝑑te^t\sqrt{t(\overline{\omega }+i\overline{\gamma })^2}\right]\overline{\gamma }.$$ (68) A plot of the inverse localization length $`\mathrm{}^1(\omega )^{\mathrm{ph}+\mathrm{am}}`$ is given in Fig. 5. For $`\gamma 0`$ only amplitude fluctuations are left, and Eq. (68) reduces to $$\frac{v_F}{\mathrm{\Delta }_s\mathrm{}(\omega )^{\mathrm{am}}}=\frac{\sqrt{\pi }}{2}e^{\overline{\omega }^2},\overline{\gamma }0.$$ (69) In the presence of phase and amplitude fluctuations the general expression (68) simplifies at the Fermi energy to $$\frac{v_F}{\mathrm{\Delta }_s\mathrm{}(0)^{\mathrm{ph}+\mathrm{am}}}P(\overline{\gamma }),$$ (70) where the dimensionless function $`P(\overline{\gamma })`$ is given by $$P(\overline{\gamma })=_0^{\mathrm{}}𝑑te^t\left[\sqrt{t+\overline{\gamma }^2}\overline{\gamma }\right].$$ (71) A comparison of Eq. (71) with the corresponding expression obtained from Eq. (67) for phase fluctuations is shown in Fig. 6. For small and large $`\overline{\gamma }`$ the leading behavior is $$P(\overline{\gamma })\{\begin{array}{cc}\sqrt{\pi }/2\hfill & ,\overline{\gamma }1\hfill \\ 1/(2\overline{\gamma })\hfill & ,\overline{\gamma }1\hfill \end{array}.$$ (72) In the white noise limit $`\xi 0`$, $`\mathrm{\Delta }_s\mathrm{}`$ with $`\mathrm{\Delta }_s^2\xi =\mathrm{const}`$ only the behavior of $`P(\overline{\gamma })`$ for large $`\overline{\gamma }`$ matters, and in this limit both Eq. (67) and Eq. (70) reduce to the known white-noise result $$\frac{v_F}{\mathrm{}(0)}=\frac{\mathrm{\Delta }_s}{2\overline{\gamma }}=\frac{\mathrm{\Delta }_s^2\xi }{v_F},\xi 0\mathrm{with}\mathrm{\Delta }_s^2\xi =\mathrm{const}.$$ (73) An extrapolation of this white-noise result towards finite correlation lengths is shown as the dotted line in Fig. 6. Evidently, for large $`\gamma `$ the behavior of the localization length becomes independent of the precise form of the probability distribution of the disorder. For $`\overline{\gamma }\stackrel{<}{}1`$ the localization length begins to deviate significantly from the white-noise limit and approaches a finite value of the order of $`v_F/\mathrm{\Delta }_s`$ for $`\overline{\gamma }0`$, the precise value of which depends on the type of the disorder. We emphasize that for a real order parameter the low-frequency behavior of the localization length is dominated by the Dyson singularity, so that in this case $`1/\mathrm{}(0)=0`$ for any finite value of $`\overline{\gamma }`$, see Refs. Hayn87 ; Bartosch00 . To compare the localization length of our exactly solvable toy model with phase and amplitude fluctuations with the case where the distribution of $`\mathrm{\Delta }(x)`$ is a Gaussian, we have evaluated the Thouless formula (65) numerically for Gaussian colored noise with correlation length $`\xi `$, using an algorithm Bartosch00 similar to the one developed in Ref. Bartosch99b . The numerical results for $`v_F/(\mathrm{\Delta }_s\mathrm{}(0))`$ are shown as the open circles in Fig. 6. In view of the simplicity of our model the agreement with Eq. (70) is quite spectacular. Hence, the localization length of our model with phase and amplitude fluctuations is a very accurate approximation to the localization length of the FGM with Gaussian disorder. The dashed line in Fig. 6 describes the localization length for the case where we ignore amplitude fluctuations in our model, which is equivalent to the perturbative result by Lee, Rice, and Anderson Lee73 . The agreement with the case of Gaussian disorder is not so good, in particular in the pseudogap regime $`\overline{\gamma }\stackrel{<}{}1`$. ### 3.4 Average conductivity The DOS and the spectral function \[see Eqs. (48) and (53)\] involve only the diagonal elements of the single-particle Green’s function. The simplest physical quantity which involves also the off-diagonal elements of $`𝒢`$ is the average polarization $`\mathrm{\Pi }(q,i\omega _m)`$, which is given by $`2\pi \delta (qq^{})\mathrm{\Pi }(q,i\omega _m)`$ $`=`$ $`{\displaystyle \frac{1}{\beta }}{\displaystyle \underset{n}{}}{\displaystyle \frac{dp}{2\pi }\frac{dp^{}}{2\pi }}`$ (74) $`\times \mathrm{Tr}𝒢(p+q,p^{}+q^{},i\stackrel{~}{\omega }_{n+m})𝒢(p^{},p,i\stackrel{~}{\omega }_n).`$ Here, $`\beta `$ is the inverse temperature, $`\omega _m=2\pi m/\beta `$ are bosonic Matsubara frequencies and $`\stackrel{~}{\omega }_n=2\pi (n+\frac{1}{2})/\beta `$ are fermionic ones. Given the average polarization, the average conductivity is easyly obtained from $$\sigma (q,\omega )=e^2\frac{i\omega }{q^2}\mathrm{\Pi }(q,\omega +i0^+).$$ (75) In this work we shall only consider the real part of the conductivity at $`q=0`$, $$\mathrm{Re}\sigma (\omega )=\underset{q0}{lim}\mathrm{Re}\sigma (q,\omega )=e^2\omega \underset{q0}{lim}\frac{\mathrm{Im}\mathrm{\Pi }(q,\omega +i0^+)}{q^2}.$$ (76) Substituting Eq. (LABEL:eq:Gqqres) into Eq. (74) and performing the Matsubara sum, we obtain for the average polarization $`\mathrm{\Pi }(q,i\omega _m)`$ $`=`$ (77) $`{\displaystyle }{\displaystyle \frac{dp}{2\pi }}{\displaystyle \frac{E_pE_{p+q}+\xi _p\xi _{p+q}+\|A\|^2}{2E_pE_{p+q}}}`$ $`\times [{\displaystyle \frac{f(E_p\eta )f(E_{p+q}\eta )}{E_pE_{p+q}i\omega _m}}`$ $`+{\displaystyle \frac{f(E_p+\eta )f(E_{p+q}+\eta )}{E_pE_{p+q}+i\omega _m}}]`$ $`+{\displaystyle \frac{dp}{2\pi }\frac{E_pE_{p+q}\xi _p\xi _{p+q}\|A\|^2}{2E_pE_{p+q}}}`$ $`\times [{\displaystyle \frac{1f(E_p\eta )f(E_{p+q}+\eta )}{E_p+E_{p+q}i\omega _m}}`$ $`+{\displaystyle \frac{1f(E_p+\eta )f(E_{p+q}\eta )}{E_p+E_{p+q}+i\omega _m}}],`$ where we use the notation $`E_p=(\xi _p^2+\|A\|^2)^{1/2}`$, $`\xi _p=v_Fp`$ and $`f(E)=1/[e^{\beta E}+1]`$ is the Fermi-Dirac function. Setting $`\eta =0`$ in Eq. (77) we recover Eq. (2.10) of Ref. Sadovskii74 . Expanding Eq. (77) for small $`q`$ and performing the average over the Lorentzian distribution of $`\eta `$, we obtain in the limit of zero temperature $`(\beta \mathrm{})`$, $`\mathrm{Re}\sigma (\omega )`$ $`=`$ $`{\displaystyle \frac{ne^2}{m}}{\displaystyle \frac{\pi }{\gamma }}\sqrt{\|A\|^2+\gamma ^2}\|A\|_A\delta (\omega )`$ (78) $`+{\displaystyle \frac{ne^2}{m}}\mathrm{arctan}\left({\displaystyle \frac{\|\omega \|}{\gamma }}\right){\displaystyle \frac{\|A\|^2}{\omega ^2}}{\displaystyle \frac{\mathrm{\Theta }(\omega ^2\|A\|^2)}{\sqrt{\omega ^2\|A\|^2}}}_A,`$ where $`n/mv_F/\pi `$ and $`\gamma `$ is defined in Eq. (34). For pure phase fluctuations the averaging over the distribution of $`A`$ is trivial and simply leads to the replacement $`\|A\|\mathrm{\Delta }_s`$. Then the conductivity exhibits a Drude peak with weight given by $`\overline{\gamma }^1(\sqrt{\mathrm{\Delta }_s^2+\overline{\gamma }^2}\mathrm{\Delta }_s)`$, which is separated from a continuum at higher frequencies by a finite gap $`\mathrm{\Delta }_s`$. Gaussian amplitude fluctuations wash out the gap but do not remove the Drude peak. Averaging over the probability distribution of the amplitude $`A`$ given in Eq. (38) we obtain $$\mathrm{Re}\sigma (\omega )=\frac{ne^2}{m}\left[\pi D(\overline{\gamma })\delta (\omega )+\frac{1}{\mathrm{\Delta }_s}C(\overline{\gamma },\overline{\omega })\right],$$ (79) where we have used again the notation $`\overline{\gamma }=\gamma /\mathrm{\Delta }_s`$, $`\overline{\omega }=\omega /\mathrm{\Delta }_s`$, and the dimensionless functions $`D(\overline{\gamma })`$ and $`C(\overline{\gamma },\overline{\omega })`$ are $$D(\overline{\gamma })=\frac{1}{\overline{\gamma }}_0^{\mathrm{}}𝑑te^t[\sqrt{t+\overline{\gamma }^2}\sqrt{t}],$$ (80) $$C(\overline{\gamma },\overline{\omega })=\mathrm{arctan}\left(\frac{\|\overline{\omega }\|}{\overline{\gamma }}\right)\|\overline{\omega }\|_0^1𝑑te^{\overline{\omega }^2t}\frac{t}{\sqrt{1t}}.$$ (81) A graph of $`D(\overline{\gamma })`$ is shown in Fig. 7. Physically $`D(\overline{\gamma })`$ is the dimensionless renormalization factor for the weight of the Drude peak, with $`D=1`$ corresponding to an unrenormalized Drude peak. The leading terms in the expansion of $`D(\overline{\gamma })`$ for small and large $`\overline{\gamma }`$ are $$D(\overline{\gamma })\{\begin{array}{cc}\frac{\sqrt{\pi }}{2}\overline{\gamma }\hfill & ,\overline{\gamma }1\hfill \\ 1\hfill & ,\overline{\gamma }1\hfill \end{array}.$$ (82) At the first sight the existence of a Drude peak in our model is rather surprising because in Sec. 3.3 we have found that the localization length $`\mathrm{}(0)`$ at zero frequency is finite. In fact, we believe that for Gaussian disorder with moments given by Eqs. (7) and (8) the conductivity of the one-dimensional FGM does not exhibit a Drude peak, because the eigenstates at $`\omega =0`$ should all be localized for a given realization of the disorder Lifshits88 ; Sadovskii91 . On the other hand, for our choice $`\mathrm{\Delta }(x)=Ae^{iQx}`$ with spatially constant but random $`A`$ and $`Q`$, the Green’s function is not self-averging, so that its spatial average is not identical with its disorder average. As a consequence, there is a finite probability of finding delocalized states at the Fermi energy: for $`\|\omega \eta \|>\|A\|`$ the solutions of the Schrödinger equation are simply plane waves, whereas for $`\|\omega \eta \|<\|A\|`$ there is a gap in the spectrum, and the Schrödinger equation does not have any normalizable solutions. Hence, depending on the realization of the disorder, the system is either a perfect conductor or an insulator. Because in Eq. (65) we have defined the inverse localization length in terms of the disorder averaged Green’s function, the value of $`\mathrm{}^1(\omega )`$ is determined by those realizations of the disorder where localized states at energy $`\omega `$ do not exist. However, the probability of finding delocalized states at the Fermi energy is finite, and can be expressed in terms of the function $`P(\overline{\gamma })`$ defined in Eq. (71), $`W_{\mathrm{deloc}}(0)`$ $`=`$ $`\mathrm{\Theta }(\eta ^2\|A\|^2)`$ (85) $`=`$ $`1{\displaystyle \frac{2}{\sqrt{\pi }}}P(\overline{\gamma })`$ $``$ $`\{\begin{array}{cc}\frac{2}{\sqrt{\pi }}\overline{\gamma }\hfill & ,\overline{\gamma }1\hfill \\ 1\hfill & ,\overline{\gamma }1\hfill \end{array}.`$ A graph if $`W_{\mathrm{deloc}}(0)`$ is shown as the dashed-dotted line in Fig. 7. Note that the qualitative behavior of $`W_{\mathrm{deloc}}(0)`$ is very similar to the weight $`D`$ of the Drude peak. The conductivity of quasi-one-dimensional Peierls systems below the Peierls transition (for which $`\mathrm{\Delta }(x)0`$) has been discussed in Refs. Froehlich54 ; Lee74 . The authors pointed out that in this case a gapless collective mode associated with fluctuations of the phase of the order parameter generates a finite Drude peak. In our toy model, $`\eta `$ describes such a gapless mode. As discussed in Sec. 1, our model is also relevant to describe higher-dimensional systems such as superconductors within a quasiclassical approximation. In this case it is physically reasonable to expect that phase fluctuations of the superconducting order parameter generate delocalized states at the Fermi energy Emery95 ; Franz98 . Then we indeed expect a finite Drude peak in the conductivity, which is broadened by disorder and becomes a sharp $`\delta `$-function in the superconducting state. Let us now focus on the incoherent part of the conductivity, which is described by the dimensionless function $`C(\overline{\gamma },\overline{\omega })`$ in Eq. (79). A graph of this function is shown in Fig. 8. For large correlation lengths, i.e. $`\overline{\gamma }1`$ there are three characteristic regimes where $`C(\overline{\gamma },\overline{\omega })`$ can be approximated by $$C(\overline{\gamma },\overline{\omega })\{\begin{array}{cc}\frac{4}{3}\overline{\gamma }^1\overline{\omega }^2\hfill & ,\|\overline{\omega }\|\overline{\gamma }\hfill \\ \frac{4\pi }{6}\|\overline{\omega }\|\hfill & ,\|\overline{\gamma }\|\|\overline{\omega }\|1\hfill \\ \frac{\pi }{2}\|\overline{\omega }\|^3\hfill & ,\mathrm{\hspace{0.33em}1}\|\overline{\omega }\|\hfill \end{array}.$$ (86) For $`\overline{\gamma }\|\overline{\omega }\|`$ this agrees with the result of Ref. Sadovskii74 . Note that for a one-band model with Gaussian white noise disorder the real part of the conductivity is known to vanish for small frequencies as $`\omega ^2\mathrm{ln}^2(1/\omega )`$ Mott67 . Thus, apart from the logarithmic correction, the incoherent part of the conductivity of our simple model shows the generic behavior of one-dimensional disordered electrons. Note also that for small $`\overline{\gamma }`$ the relative weight of the Drude peak is of the order of $`\overline{\gamma }`$, so that the incoherent contribution dominates. The white-noise limit is defined by letting $`\mathrm{\Delta }_s\xi 0`$ while keeping $`\mathrm{\Delta }_s^2\xi `$ finite. In this case $`D(\overline{\gamma })`$ approaches unity. In fact, in the white-noise limit the average conductivity is not modified by the disorder at all because the function $`\mathrm{\Delta }_s^1C(\overline{\gamma },\overline{\omega })`$ vanishes if we let $`\mathrm{\Delta }_s\mathrm{}`$. ## 4 Conclusions In this work we have introduced a simple exactly solvable toy model which describes the combined effects of phase and amplitude fluctuations of an off-diagonal order parameter on the physical properties of an electronic system. Although we have only discussed the one-dimensional version of this model with linearized energy dispersion, the exact solubility of our model does not depend on these features, so that our calculations can be generalized to more realistic models of electrons in dimensions $`d>1`$ with non-linear energy dispersions. In this case the fluctuating gap should be chosen of the from $`\mathrm{\Delta }(𝐫)=Ae^{i𝐐𝐫}`$. To satisfy $`\mathrm{\Delta }(𝐫)=0`$ and $`\mathrm{\Delta }(𝐫)\mathrm{\Delta }^{}(𝐫^{})=\mathrm{\Delta }_s^2e^{\|𝐫𝐫^{}\|/\xi }`$, the random variable $`A`$ should be distributed such that Eqs. (35) and (36) are satisfied, while the distribution $`𝒫_𝐐`$ of the $`d`$-dimensional random-vector $`𝐐`$ should be $$𝒫_𝐐=\frac{1}{(2\pi )^d}𝑑𝐫e^{i𝐐𝐫}e^{\|𝐫\|/\xi }.$$ (87) For $`d=1`$ this reduces to Eq. (33), but in $`d>1`$ Eq. (87) is not a Lorentzian. In one dimension our model describes the disordered phase of Peierls and spin-Peierls chains. We have presented explicit results for the density of states, the localization length, the single-particle spectral function, and the real part of the conductivity. Let us emphasize three points: (a) The mean localization length of our toy model, which we have defined via the Thouless formula (65), is an excellent approximation to the mean localization length of the FGM with Gaussian disorder. Although the respective density of states agree quite well on a qualitative level, deviations become substantial for large correlation lengths, leading to a different scaling behavior as a function of $`\xi `$. (b) The interplay between phase and amplitude fluctuations gives rise to a weak logarithmic singularity in the single-particle spectral function of our model. Whether this singularity is just an artifact of our toy model or not remains an open question. (c) The conductivity of our model exhibits not only a pseudogap below the energy scale $`\mathrm{\Delta }_s`$ but also a Drude peak at $`\omega =0`$ with a weight that vanishes as $`1/\xi `$ for $`\xi \mathrm{}`$. While the qualitative picture of the continuous part should be generic for more realistic one-dimensional disordered systems (up to logarithmic corrections for small frequencies Mott67 ), the Drude peak in our model is due to the existence of delocalized states at the Fermi energy which are created by phase fluctuations. However, in a strictly one-dimensional disordered system, the disorder should lead to the localization of all eigenstates, resulting in a vanishing zero temperature dc conductivity Mott67 . On the other hand, even very weak three-dimensional interactions can lead to a phase transition leading to long-range order and a finite Drude peak as found in our model. We expect that forward scattering by disorder (which we have ignored in our calculation) will broaden the Drude peak Kopietz99 . Experimentally, peak structures in the far infrared well below the pseudogap regime have been observed in the optical conductivity of several quasi one-dimensional Peierls systems above the Peierls transition Gorshunov94 . Our model also describes superconducting fluctuations in $`d>1`$ within a semiclassical approximation. Recall that our Eq. (5) for the Green’s function in $`d=1`$ is formally equivalent to the Andreev equation for the semiclassical wave-function of a superconductor. The latter can be obtained from the more general Gorkov equation (1) in the limit of a slowly varying order parameter. To calculate physical observables, the solutions of the Andreev equations should be averaged over the classical trajectories of the electrons Andreev64 , which we have not done in this work. Therefore we cannot make any quantitative comparisons with experimental data for high-temperature superconductors. However, some qualitative features of our results seem to agree with experiments. In particular, in our model the pseudogap in the conductivity coexists with a small Drude peak. Such a behavior has been seen experimentally in the normal state of high-temperature superconductors Lupi00 . In our model the Drude peak is a direct consequence of the fluctuating phase of the superconducting order parameter. Without phase fluctuations all charge carriers at the Fermi energy are localized and there is no Drude peak. In this respect our model describes a bad metal in the sense defined by Emery and Kivelson Emery95 . ###### Acknowledgements. This work was financially supported by the DFG (Grants No. Ko 1442/3-1 and Ko 1442/4-1).
warning/0006/math0006128.html	ar5iv	text	# Arakelov intersection indices of linear cycles and the geometry of buildings and symmetric spaces ## 1 Introduction In this paper we provide a geometrical interpretation of certain local Arakelov intersection indices of linear cycles on projective spaces. In the non-Archimedean case the corresponding geometric framework is the combinatorial geometry of the Bruhat-Tits building for $`PGL`$. In the Archimedean case we use the Riemannian geometry of the symmetric space corresponding to $`SL(n,)`$. Our motivation was the desire to generalize the results of Manin’s paper \[Ma\] to higher dimensions. In \[Ma\], Manin’s goal is to enrich the picture of Arakelov theory at the infinite places by constructing a differential-geometric object playing the role of a “model at infinity”. He suggests such an object, a certain hyperbolic $`3`$-manifold, in the case of curves, and he corroborates his suggestion by interpreting various Arakelov intersection numbers in terms of geodesic configurations on this space. It is certainly desirable to find such a differential-geometric object also for higher-dimensional varieties, but up to now there have been no results in this direction. One of the goals of this paper is to present a candidate in the case of projective spaces of arbitrary dimension. A good strategy for finding such a “space at infinity” is to look for a geometric object at the non-Archimedean places which is closely related to a non-Archimedean model und which has an Archimedean analogue. The idea here is to consider the Bruhat-Tits building $`X`$ for the group $`G=PGL(V)`$, where $`V`$ is an $`n`$-dimensional vector space over a non-Archimedean local field $`K`$ of characteristic $`0`$. The vertices in $`X`$ correspond to the homothety classes $`\{M\}`$ of $`R`$-lattices $`M`$ in $`V`$, where $`R`$ is the ring of integers in $`V`$. The boundary $`X_{\mathrm{}}`$ of $`X`$ in the Borel-Serre compactification can be identified with the Tits building of $`G`$, which is just the flag complex in $`V`$. Thereby the vertices in $`X_{\mathrm{}}`$ correspond to the non-trivial subspaces of $`V`$. We write $`(W)`$ for the irreducible subscheme of the projective space $`(V)`$ induced by a linear subspace $`WV`$, and we show that for any fixed vertex $`v=\{M\}`$ in $`X`$ the half-geodesic $`[v,W]`$ connecting $`v`$ with the boundary point induced by $`W`$ governs the reduction of $`(W)`$ in the model $`(M)`$ of $`(V)`$ in the following way: $`[v,W]`$ and $`[v,W^{}]`$ share the first $`m+1`$ vertices iff the reductions of the closures of $`(W)`$ and $`(W^{})`$ in $`(M)`$ modulo $`\pi ^m`$ (where $`\pi `$ is a prime element in $`R`$) coincide. Then we show how to express a certain intersection index of homologically trivial linear cycles with the combinatorial geometry of $`X`$. Consider subspaces $`A`$ and $`B`$ of dimension $`p`$ and $`C`$ and $`D`$ of dimension $`q=np`$ of $`V`$, such that the cycles $`(A)(B)`$ and $`(C)(D)`$ on $`(V)`$ have disjoint supports. Then the local Arakelov intersection number of the closures of these cycles in $`(M)`$ is defined and independent of the choice of a lattice $`M`$ in $`V`$. We denote it by $`<(A)(B),(C)(D)>`$. Under certain conditions (which are e.g. fulfilled if $`p=1`$ and the intersection is non-trivial), we define explicitely an oriented geodesic $`\gamma `$ such that $$<(A)(B),(C)(D)>=p\text{distor}_\gamma (A\gamma ,B\gamma ),$$ where $`A\gamma `$ is the point on $`\gamma `$ closest to the boundary point induced by $`A`$ in a suitable sense, and where distor means oriented distance along the oriented geodesic $`\gamma `$. In \[We\], we show another result in this direction. Namely, we give a geometrical interpretation of the intersection index of several arbitrary linear cycles meeting properly on some model $`(M)`$. So in fact, the geometrical interpretation of non-Archimedean intersections can be pushed quite far. The building $`X`$ has an Archimedean analogue, namely the symmetric space $`Z`$ corresponding to $`SL(n,)`$. We also have a compactification of $`Z`$ sharing many features with the Borel-Serre compactification of $`X`$. It can be obtained by attaching to $`Z`$ the set $`Z(\mathrm{})`$ of geodesic rays in $`Z`$ emanating at a fixed point $`z`$ (see e.g. \[BGS\]). Similar to the Borel-Serre boundary in the non-Archimedean case, $`Z(\mathrm{})`$ has a decomposition into faces, so that the partially ordered set of faces can be identified with the partially ordered set of proper parabolic subgroups of $`SL(n,)`$. Thereby maximal parabolics correspond to minimal faces, which are points. In this way every non-trivial subspace $`W`$ of $`^n`$ gives rise to a point in $`Z(\mathrm{})`$. We prove that geodesics in $`Z`$ connecting two boundary points corresponding to subspaces $`W`$ and $`W^{}`$ of $`^n`$ have similar features as geodesics in the building $`X`$ connecting two boundary points given by subspaces of $`V`$. More precisely, there exists a geodesic in $`X`$ (respectively $`Z`$) connecting the points corresponding to the subspaces $`W`$ and $`W^{}`$, iff these are complementary in $`V`$ (respectively $`^n`$). Moreover, the set of geodesics between these points is in bijection with the set of pairs of homothety classes of lattices (respectively hermitian metrics) on $`W`$ and $`W^{}`$. This fits very nicely into Deligne’s picture of analogies, where lattices on the non-Archimedean side correspond to hermitian metrics on the Archimedean side (see \[De\]). We conclude this paper by interpreting certain Archimedean intersection indices with geodesic configurations in $`Z`$. Consider $`p`$-dimensional subspaces $`A`$ and $`B`$ and $`q=(np)`$-dimensional subspaces $`C`$ and $`D`$ of $`^n`$ such that the cycles $`(A)(B)`$ and $`(C)(D)`$ on $`^{n1}()`$ have disjoint supports. Then we use the Levine currents for these linear cycles to define their local Archimedean intersection number $`<(A)(B),(C)(D)>`$. Under certain conditions (which are e.g. fulfilled if $`p=1`$ and the intersection is non trivial), we define explicitely an oriented geodesic $`\gamma `$ such that $$<(A)(B),(C)(D)>=\frac{\sqrt{p}}{\sqrt{q}}\text{distor}_\gamma (A\gamma ,B\gamma ),$$ where $`A\gamma `$ is again the point on $`\gamma `$ “closest” to the boundary point induced by $`A`$, namely the orthogonal projection of this point to $`\gamma `$. (This formula specializes to a formula in \[Ma\], if $`n=2`$ and $`p=q=1`$.) Hence we get completely parallel formulas in the Archimedean and the non-Archimedean picture. This result and the similar behaviour of geodesics in both cases may suggest to regard $`Z`$ as some kind of “model at infinity” for the projective space $`_{}^{n1}`$, and the set of half-geodesics in $`Z`$ leading to vertices in $`Z(\mathrm{})`$ as “$`\mathrm{}`$-adic reductions” of linear cycles. Acknowledgements: I would like to thank S. Bloch, L. Bröcker, A. Deitmar, Ch. Deninger, G. Kings, K. Künnemann, E. Landvogt, Y. I. Manin, P. Schneider, K. Stramm, M. Strauch and E. de Shalit for useful and inspiring discussions concerning this paper. I am also grateful to the Max-Planck-Institut für Mathematik in Bonn for financial support and the stimulating atmosphere during the early stages of this work. ## 2 The building and its compactification Throughout this paper we denote by $`K`$ a finite extension of $`_p`$, by $`R`$ its valuation ring and by $`k`$ the residue class field. Besides, $`v`$ is the valuation map, normalized so that it maps a prime element to $`1`$. We write $`q`$ for the cardinality of the residue class field, and we normalize the absolute value on $`K`$ so that $`\|x\|=q^{v(x)}`$. Let $`V`$ be an $`n`$-dimensional vector space over $`K`$. Let us briefly recall the definition of the Bruhat-Tits building $`X`$ for $`𝐆=PGL(V)`$ (see \[Br-Ti\] and \[La\]). We fix a maximal $`K`$-split torus $`𝐓`$ and let $`𝐍=N_G𝐓`$ be its normalizer. Note that $`𝐓`$ is equal to its centralizer in $`𝐆`$. We write $`G=𝐆(K)`$, $`T=𝐓(K)`$ and $`N=𝐍(K)`$ for the groups of rational points. By $`X_{}(𝐓)`$ respectively $`X^{}(𝐓)`$ we denote the cocharacter respectively the character group of $`𝐓`$. We have a natural perfect pairing $`<,>:`$ $`X_{}(𝐓)\times X^{}(𝐓)`$ $``$ $`(\lambda ,\chi )`$ $`<\lambda ,\chi >,`$ where $`<\lambda ,\chi >`$ is the integer such that $`\chi \lambda (t)=t^{<\lambda ,\chi >}`$ for all $`t𝔾_m`$. Let $`\mathrm{\Lambda }`$ be the $``$-vector space $`\mathrm{\Lambda }=X_{}(𝐓)_{}`$. We can identify the dual space $`\mathrm{\Lambda }^{}`$ with $`X^{}(𝐓)_{}`$, and extend $`<,>`$ to a pairing $$<,>:\mathrm{\Lambda }\times \mathrm{\Lambda }^{}.$$ Since $`<,>`$ is perfect, there exists a unique homomorphism $`\nu :T\mathrm{\Lambda }`$ such that $$<\nu (z),\chi >=v(\chi (z))$$ for all $`zT`$ and $`\chi X^{}(𝐓)`$. We fix a basis $`v_1,\mathrm{},v_n`$ of $`V`$ such that $`𝐓`$ is induced by the group of diagonal matrices in $`GL(V)`$ with respect to $`v_1,\mathrm{},v_n`$. The group $`W=N/T`$ is the Weyl group of the corresponding root system, hence it acts as a group of reflections on $`\mathrm{\Lambda }`$, and we have a natural homomorphism $`WGL(\mathrm{\Lambda })`$. We can embed $`W`$ in $`N`$ as the group of permutation matrices with respect to $`v_1,\mathrm{},v_n`$. (A permutation matrix is a matrix which has exactly one entry $`1`$ in every line and column and which is zero otherwise.) Thereby $`N`$ is the semidirect product of $`T`$ and $`W`$. Since $`\text{Aff}(\mathrm{\Lambda })=\mathrm{\Lambda }GL(\mathrm{\Lambda })`$, we can extend $`\nu `$ to a map $$\nu :N=TW\mathrm{\Lambda }GL(\mathrm{\Lambda })=\text{Aff}(\mathrm{\Lambda }).$$ The pair $`(\mathrm{\Lambda },\nu )`$ is called the empty appartment given by $`𝐓`$ (see \[La\], 1.9), and whenever we think of it as an appartment, we write $`A=\mathrm{\Lambda }`$. One can define a collection of affine hyperplanes in $`A`$ decomposing $`A`$ into infinitely many faces, which are topological simplices (see \[La\], §11). Besides, one defines for every $`xA`$ a certain subgroup $`P_xG`$ (the would-be stabilizer of x), see \[La\], §12. Then the building $`X`$ is given as $$X=G\times A/,$$ where the equivalence relation $``$ is defined as follows: $`(g,x)(h,y)`$ $`\text{iff there exists an element }nN`$ $`\text{such that }\nu (n)x=y\text{ and }g^1hnP_x.`$ We have a natural action of $`G`$ on $`X`$ via left multiplication on the first factor, and we can embed the appartment $`A`$ in $`X`$, mapping $`aA`$ to the class of $`(1,a)`$. This is injective (see \[La\], Lemma 13.2). For $`xA`$ the group $`P_x`$ is the stabilizer of $`x`$. A subset of $`X`$ of the form $`gA`$ for some $`gG`$ is called appartment in $`X`$. Similarly, we define the faces in $`gA`$ as the subsets $`gF`$, where $`F`$ is a face in $`A`$. Then two points (and even two faces) in $`X`$ are always contained in a common appartment (\[La\], Proposition 13.12 and \[Br-Ti\], 7.4.18). Any appartment which contains a point of a face contains the whole face, and even its closure (see \[La\], 13.10, 13.11, and \[Br-Ti\], 7.4.13, 7.4.14). We fix once and for all a $`W`$-invariant scalar product on $`\mathrm{\Lambda }`$ which exists by \[Bou\], VI, 1.1 and 1.2. This induces a metric on $`A`$. Using the $`G`$-action it can be continued to a metric $`d`$ on the whole of $`X`$ (see \[La\], 13.14 and \[Br-Ti\], 7.4.20). We denote by $`X^0`$ the set of vertices (i.e. $`0`$-dimensional faces) in $`X`$. We define a simplex in $`X^0`$ to be a subset $`\{x_1,\mathrm{},x_k\}`$ of $`X^0`$ such that $`x_1,\mathrm{},x_k`$ are the vertices of a face in $`X`$. Let $`\eta _i:𝔾_m𝐓`$ be the cocharacter induced by mapping $`x`$ to the diagonal matrix with diagonal entries $`d_1,\mathrm{},d_n`$ such that $`d_k=1`$ for $`ki`$ and $`d_i=x`$. Then $`\eta _1,\mathrm{},\eta _{n1}`$ is an $``$-basis of $`\mathrm{\Lambda }`$, and the set of vertices in $`A`$ is equal to $`_{i=1}^{n1}\eta _i`$. Let $``$ be the set of all homothety classes of $`R`$-lattices of full rank in $`V`$. We write $`\{M\}`$ for the class of a lattice $`M`$. Two different lattice classes $`\{M^{}\}`$ and $`\{N^{}\}`$ are called adjacent, if there are representatives $`M`$ and $`N`$ of $`\{M^{}\}`$ and $`\{N^{}\}`$ such that $$\pi NMN.$$ This relation defines a flag complex, namely the simplicial complex with vertex set $``$ such that the simplices are the sets of pairwise adjacent lattice classes. We have a natural $`G`$-action on $``$ preserving the simplicial structure. Moreover, there is a $`G`$-equivariant bijection $$\phi :X^0$$ preserving the simplicial structures (see \[We\], section 4). If $`\{N\}`$ can be written as $`\{N\}=g\{M\}`$ for some $`gG`$ and $`M=\pi ^{k_1}Rv_1+\mathrm{}+\pi ^{k_n}Rv_n`$, then $`\phi (\{N\})`$ is given by the pair $`(g,\phi \{M\})G\times A`$, where $$\phi (\{M\})=\underset{i=1}{\overset{n1}{}}(k_nk_i)\eta _i$$ is a vertex in $`A`$. From now on we will identify the vertices in $`X`$ with $``$ without explicitely mentioning the map $`\phi `$. ###### Definition 2.1 The combinatorial distance $`\text{dist}(x,y)`$ between two points $`x`$ and $`y`$ in $`X^0`$ is defined as $`\text{dist}(x,y)`$ $`=`$ $`\mathrm{min}\{k:\text{ there are vertices }x=x_0,x_1,\mathrm{},x_k=y,`$ $`\text{so that }x_i\text{ and }x_{i+1}\text{ are adjacent for all }i=0,\mathrm{},k1.\}.`$ Hence dist is the minimal number of $`1`$-simplices forming a path between $`x`$ and $`y`$. Note that dist is in general not proportional to the metric $`d`$ on $`X`$. If $`x=\{M\}`$ and $`y=\{L\}`$ are two vertices in $`X`$, we have $`\text{dist}(x,y)=sr`$, where $`s=\mathrm{min}\{k:\pi ^kLM\}`$ and $`r=\mathrm{max}\{k:M\pi ^kL\}`$ (see \[We\], Lemma 4.2). Borel and Serre have defined a compactification of $`X`$ by attaching the Tits building for $`G`$ at infinity (see \[Bo-Se\]), which we will now briefly describe. First we compactify the appartment $`A`$. For any half-line $`c`$ in $`A`$ and any point $`aA`$ there exists a unique half-line starting in $`a`$ which is parallel to $`c`$. We denote it by $`[a,c]`$. Now fix a point $`aA`$, and $`A_{\mathrm{}}`$ be the set of halflines in $`A`$ starting in $`a`$. Then we define $`\overline{A}=AA_{\mathrm{}}`$. For all $`xA`$, $`cA_{\mathrm{}}`$, and all $`ϵ>0`$ we define the cone $`C_x(c,ϵ)`$ as $$C_x(c,ϵ)=\{z\overline{A}:zx\text{and}_x([x,c],[x,z])<ϵ\}.$$ Here $`[x,z]`$ is the line from $`x`$ to $`z`$ if $`zA`$, and the half-line defined above otherwise. The angle $`_x([x,c],[x,z])`$ is defined as the angle between $`y_1x`$ and $`z_1x`$ in the Euclidean space $`\mathrm{\Lambda }`$, where $`y_1[x,c]`$ and $`z_1[x,z]`$ are arbitrary points different from $`x`$. We endow $`\overline{A}`$ with the topology generated by the open sets in $`A`$ and by all of these cones. Then $`\overline{A}`$ is homeomorphic to the ball $`A_1=\{xA:d(a,x)1\}`$ in $`A`$. Namely, we can embed $`A`$ in $`A_1`$ as $`j:`$ $`A`$ $`A_1`$ $`x`$ $`\{\begin{array}{cc}a+\frac{1e^{d(a,x)}}{d(a,x)}(xa)\hfill & \text{ if }xa,\hfill \\ a\hfill & \text{ if }x=a,\hfill \end{array}`$ and we map a half-line $`cA_{\mathrm{}}`$ to the point $`xc`$ with $`d(a,x)=1`$, cf. \[Sch-St\], IV.2. Note that $`\overline{A}`$ is independent of the choice of $`a`$. For every $`nN`$ the affine bijection $`\nu (n)`$ can be continued to a homeomorphism $$\nu (n):\overline{A}\overline{A},$$ since $`d`$ is $`\nu (n)`$-invariant. This yields a continuous action of $`N`$ on $`\overline{A}`$. We will use a description of the Borel-Serre compactification due to Schneider and Stuhler (in \[Sch-St\], IV.2) which is formally similar to the definition of $`X`$. Let $`\mathrm{\Phi }=\mathrm{\Phi }(𝐓,𝐆)`$ be the root system corresponding to $`𝐓`$. It consists of finitely many elements in $`X^{}(𝐓)\mathrm{\Lambda }^{}`$. For all $`a\mathrm{\Phi }`$ there exists a unique closed, connected, unipotent subgroup $`𝐔_a`$ of $`𝐆`$ which is normalized by $`𝐓`$ and has Lie algebra $`g_a=\{Xg:\text{Ad}(t)X=a(t)X\text{ for all }tT\}`$ (see \[Bo\], 21.9). We denote the $`K`$-rational points of $`𝐔_a`$ by $`U_a`$. Now we define for a boundary point $`cA_{\mathrm{}}`$ $`P_c`$ $`=`$ $`\text{subgroup generated by T and the groups }U_a`$ $`\text{for all }a\mathrm{\Phi }\text{ such that }c\{\overline{xA:a(x)0}\}.`$ Note that if $`yA_1`$ is the point corresponding to $`cA_{\mathrm{}}`$ via the map $`j`$ defined with $`0A`$, then $`c\{\overline{xA:a(x)0}\}`$ iff $`a(y)0`$. Now we define an equivalence relation on $`G\times \overline{A}`$ by $$(g,x)(h,y)\text{ if there exists an }nN\text{ such that }nx=y\text{ and }g^1hnP_x$$ (using the old groups $`P_x`$ for points $`xA`$). Let $`\overline{X}`$ be the quotient $$\overline{X}=G\times \overline{A}/.$$ Then $`G`$ acts on $`\overline{X}`$ via left multiplication on the first factor. The compactified appartment $`\overline{A}`$ can be embedded as $`x(1,x)`$. Besides, $`P_x`$ is the stabilizer of $`x\overline{A}`$, and we have a natural $`G`$-equivariant embedding $`X\overline{X}`$. Let $`X_{\mathrm{}}=\overline{X}\backslash X`$ be the boundary of $`X`$. Then $`X_{\mathrm{}}`$ is the Tits building corresponding to $`G`$. To be more precise, let $`\mathrm{\Delta }`$ be the simplicial complex whose simplices are the parabolic subgroups of $`G`$ with the face relation $`PQ`$ iff $`QP`$. Therefore vertices in $`\mathrm{\Delta }`$ correspond to maximal parabolic subgroups $`PG`$ with $`PG`$. Let $`\|\mathrm{\Delta }\|`$ be the geometric realization. Then we have a $`G`$-equivariant bijection $$\tau :\|\mathrm{\Delta }\|X_{\mathrm{}},$$ such that for any $`b\|\mathrm{\Delta }\|`$ the stabilizer of $`\tau (b)`$ is the parabolic subgroup corresponding to the simplex of $`\mathrm{\Delta }`$ containing $`b`$ in its interior, see \[CLT\], 6.1. There is a natural bijection between parabolic subgroups of $`G`$ and flags in $`V`$, associating to a flag in $`V`$ its stabilizer in $`G`$. Here maximal proper parabolics correspond to minimal non-trivial flags, hence to non-trivial subspaces $`W`$ of $`V`$. For any subspace $`W`$ of $`V`$ we denote by $`y_W`$ the vertex in $`X_{\mathrm{}}`$ corresponding to $`W`$. We will now investigate geodesics in $`X`$, i.e. maps $$c:X$$ such that $`d(c(t_1),c(t_2))=\|t_1t_2\|`$ for all $`t_1,t_2`$. A map $`c:_0X`$ with the same isometry property is called a half-geodesic. Note that for any $`x_0X`$ and for any point $`yX_{\mathrm{}}`$ there is a unique half-geodesic $`\gamma `$ in $`X`$, starting at $`x_0`$ and converging to $`y`$ (see \[Sch-St\], IV.2). We write $`\gamma =[x_0,y]`$. If $`x_0`$ is also a vertex, we can describe $`\gamma `$ as follows: ###### Lemma 2.2 Fix a vertex $`x_0=\{M\}`$ in $`X`$. Let $`W`$ be a non-trivial subspace of $`V`$ and $`y_W`$ the corresponding vertex in $`X_{\mathrm{}}`$. Let $`w_1,\mathrm{},w_n`$ be a base of $`V`$ such that $`M=_{i=1}^nRw_i`$ and such that $`W`$ is generated by $`w_1,\mathrm{},w_r`$. Then the vertices in $`[x_0,y_W]`$ are exactly the lattice classes $$\{Rw_1+\mathrm{}+Rw_r+\pi ^kRw_{r+1}+\mathrm{}+\pi ^kRw_n\}$$ for all integers $`k0`$. Proof: Note that there exists a basis $`w_1,\mathrm{},w_n`$ as in our claim. (By the invariant factor theorem, we find an $`R`$-basis $`w_1,\mathrm{},w_n`$ of $`M`$ such that $`\alpha _1w_1,\mathrm{},\alpha _rw_r`$ is an $`R`$-basis of $`MW`$ for some $`\alpha _iK^\times `$.) After applying a suitable element $`gPGL(V)`$, we can assume that $`M=_{i=1}^nRv_i`$ and $`W=_{i=1}^rKv_i`$ for our fixed basis $`v_1,\mathrm{},v_n`$. Hence $`\{M\}=0\mathrm{\Lambda }`$. Let $`\gamma `$ be the half-line $$\gamma (t)=ct\underset{ir}{}\eta _i\text{for all }t0,$$ where $`c>0`$ is a constant so that $`d(0,c_{ir}\eta _i)=1`$. We denote the associated point in $`A_{\mathrm{}}`$ by $`z`$. Now we want to determine $`P_z`$. We denote by $`\chi _i:𝐓𝔾_m`$ the character induced by mapping a diagonal matrix to its $`i`$-th entry. Then $`\mathrm{\Delta }=\{a_{i,i+1}=\chi _i\chi _{i+1}:i=1,\mathrm{},n1\}`$ is a base of the root system $`\mathrm{\Phi }`$. By $`\mathrm{\Phi }^+`$ we denote the set of positive roots. If $`a=_in_ia_{i,i+1}`$ is an arbitrary root, then $$z\{\overline{xA:a(x)0}\}\text{ iff }n_r0.$$ Hence $`P_z`$ is generated by $`T`$ and all groups $`U_a`$ for all $`a=n_ia_{i,i+1}`$ with $`n_r0`$. The set of roots fullfilling this condition is equal to $`\mathrm{\Phi }^+[I]`$, where $`I=\mathrm{\Delta }\backslash \{a_{r,r+1}\}`$ and where $`[I]`$ denotes the set of roots which are linear combinations of elements in $`I`$. Hence $`P_z`$ is the standard parabolic subgroup corresponding to $`I`$ (see \[Bo-Ti\], 4.2). Therefore it fixes the flag $`0WV`$. Hence $`z=y_W`$, i.e. $`\gamma =[0,y_W]`$. The vertices on $`\gamma `$ are the points $`k_{ir}\eta _i`$ for all integers $`k0`$, hence they correspond to the module classes $$\{\pi ^kRv_1+\mathrm{}+\pi ^kRv_r+Rv_{r+1}+\mathrm{}+Rv_n\}=\{Rv_1+\mathrm{}+Rv_r+\pi ^kRv_{r+1}+\mathrm{}+\pi ^kRv_n\},$$ as desired. $`\mathrm{}`$ ###### Lemma 2.3 Let $`W`$ and $`W^{}`$ be nontrivial subspaces of $`V`$. Then the vertices $`y_W`$ and $`y_W^{}`$ in $`X_{\mathrm{}}`$ can be connected by a geodesic in $`X`$ iff $`WW^{}=V`$. Proof: Assume that $`y_W`$ and $`y_W^{}`$ can be connected by a geodesic $`\gamma `$, i.e. $`\gamma (t)y_W`$ as $`t\mathrm{}`$, and $`\gamma (t)y_W^{}`$ as $`t\mathrm{}`$. By \[Br\], Theorem 2, p 166, $`\gamma `$ lies in an appartment. Since our claim is $`G`$-invariant, we can assume that $`\gamma `$ lies in our standard appartment $`A`$. After replacing $`\gamma `$ by a parallel geodesic in $`A`$, we can assume that $`\gamma `$ contains the vertex $`x_0=0`$. Furthermore, after reparametrization we have $`\gamma (0)=x_0`$. So the restriction of $`\gamma `$ to $`_0`$ is equal to $`[x_0,y_W]`$. Let $`\mathrm{\Phi }^+`$ be the set of positive roots corresponding to the base $`\mathrm{\Delta }=\{a_{1,2},a_{2,3}\mathrm{},a_{n1,n}\}`$ of $`\mathrm{\Phi }`$. Let $`D`$ be the sector $$D=\{xA:a(x)0\text{ for any }a\mathrm{\Delta }\}$$ in $`A`$. Since $`D`$ is a fundamental domain for the operation of the Weyl group, we can furthermore assume that $`[x_0,y_W]D`$. Hence $`y_W`$ is contained in the boundary of $`D`$. For every point $`z`$ in the boundary of $`D`$ let $`I\mathrm{\Delta }`$ be the set of all $`a_{i,i+1}`$ such that $`[0,z]\{xA:a_{i,i+1}(x)=0\}`$. Then $`P_z`$ is generated by $`T`$ and all $`U_a`$ for $`a\mathrm{\Phi }^+[I]`$, where $`[I]`$ is the set of roots which are linear combinations of elements in $`I`$. Hence $`P_z`$ is the standard parabolic corresponding to $`I`$. Now $`P_{y_W}`$ is a maximal proper parabolic, hence for $`z=y_W`$ the set $`I`$ is just $`\mathrm{\Delta }\backslash \{a_{r,r+1}\}`$ for some $`rn1`$. Therefore $`W`$ is generated by $`v_1,\mathrm{},v_r`$. By the proof of Lemma 2.2 we know that $`[x_0,y_W]`$ is the half-geodesic $`\gamma _1(t)=c_1t_{ir}\eta _i`$ for $`t0`$, where $`c_1>0`$ is a suitable constant. This half-geodesic can be uniquely continued to a geodesic in $`A`$, by letting $`t`$ run over the whole of $``$. Since $`\gamma `$ lies in $`A`$, we find that $`\gamma (t)=c_1t_{ir}\eta _i`$ for all $`t`$. The proof of Lemma 2.2 also shows that the half-geodesic $`\gamma _2(t)=c_2t_{inr}\eta _i`$ for $`t0`$ (and some $`c_2>0`$) connects $`x_0`$ with the vertex in $`A_{\mathrm{}}`$ corresponding to the vector space $`Kv_1+\mathrm{}+Kv_{nr}`$. Let $`pN`$ be the permutation matrix with $$pv_1=v_{r+1},\mathrm{},pv_{nr}=v_n,pv_{nr+1}=v_1,\mathrm{},pv_n=v_r.$$ Then the half-geodesic $`p\gamma _2`$ connects $`x_0`$ with the point in $`A_{\mathrm{}}`$ corresponding to the vector space $`Kv_{r+1}+\mathrm{}+Kv_n`$. Since $`p`$ maps $`_{inr}\eta _i`$ to $`_{ir}(\eta _i)`$, we have $`p\gamma _2(t)=c_2t_{ir}\eta _i`$, so that $`W^{}=Kv_{r+1}+\mathrm{}+Kv_n`$, which implies that $`W`$ and $`W^{}`$ are indeed complementary. Now assume that $`V=WW^{}`$. Since our claim is $`G`$-equivariant, we can assume that $`W=Kv_1+\mathrm{}+Kv_r`$ and that $`W^{}=Kv_{r+1}+\mathrm{}+Kv_n`$ for our standard basis $`v_1,\mathrm{},v_n`$ and for some $`r`$ between $`1`$ and $`n1`$. Then $$\gamma (t)=c_1t\underset{ir}{}\eta _i$$ is a geodesic in $`A`$ connecting $`y_W`$ and $`y_W^{}`$. $`\mathrm{}`$ Note that this result shows that two vertices in $`X_{\mathrm{}}`$ can be connected by a geodesic iff the corresponding parabolic subgroups are opposite in the sense of \[Bo\], 14.20. We call a geodesic in $`X`$ combinatorial, if it consists of $`1`$-simplices and their vertices. The proof of 2.3 shows that any geodesic in $`X`$ connecting two vertices in $`X_{\mathrm{}}`$ which contains a vertex in $`X`$ is already combinatorial. We will now describe the combinatorial geodesics connecting two fixed vertices on the boundary of $`X`$. ###### Proposition 2.4 Let $`W`$ and $`W^{}`$ be non-trivial complementary subspaces of $`V`$, i.e. $`WW^{}=V`$. Let $`M`$ and $`M^{}`$ be lattices of full rank in $`W`$ respectively $`W^{}`$. Then the vertices $`\{M+\pi ^kM^{}\}`$ in $`X`$ for all $`k`$ define a combinatorial geodesic connecting $`W`$ and $`W^{}`$. In fact, this induces a bijection between the set of pairs of lattice classes $`(\{M\},\{M^{}\})`$ with $`MW`$ and $`M^{}W^{}`$ and the set of combinatorial geodesics connecting $`W`$ and $`W^{}`$ (up to reparametrization). Proof: We show first that the vertices $`\{M+\pi ^kM^{}\}`$ form indeed the vertices of a combinatorial geodesic. After applying a suitable $`gG`$, we can assume that $`M=_{ir}Rv_i`$ and that $`M^{}=_{ir+1}Rv_i`$ for our standard basis $`v_1,\mathrm{},v_n`$ and $`r=dimW`$. Then $`\gamma (t)=c_1t_{ir}\eta _i`$ is a combinatorial geodesic in $`A`$ containing exactly the vertices $`\{M+\pi ^kM^{}\}`$. (Here $`c_1`$ is again a constant so that $`\gamma `$ is an isometry). It is clear that up to reparametrization $`\gamma `$ is the unique geodesic in $`X`$ containing all those vertices. If $`M`$ is equivalent to $`N`$ and $`M^{}`$ is equivalent to $`N^{}`$, i.e. $`M=\pi ^aN`$ and $`M^{}=\pi ^bN^{}`$ for some $`a,b`$, then $`M+\pi ^kM^{}`$ is equivalent to $`N+\pi ^{k+ba}N^{}`$, hence the geodesic defined by $`M`$ and $`M^{}`$ coincides with the one defined by $`N`$ and $`N^{}`$ up to reparametrization. Assume that $`\gamma `$ is a combinatorial geodesic connecting $`W`$ and $`W^{}`$, and assume that $`\gamma (t)y_W`$ as $`t\mathrm{}`$. As in the proof of 2.3, there is an element $`gG`$ such that $`g\gamma `$ is contained in our standard appartment $`A`$. Since $`\gamma `$ is combinatorial, it contains a vertex which we can move to $`0A`$ by applying some $`tT`$. After reparametrization, we can therefore assume that $`g\gamma (0)=0`$. The proof of 2.3 shows furthermore that after composing $`g`$ with some element of the Weyl group, we can assume that $`g\gamma \|__0`$ is contained in the sector $`D`$, which implies that $`g\gamma (t)=c_1t_{ir}\eta _i`$ for $`r=dimW`$. For $`M=_{i=1}^rRv_i`$ and $`M^{}=_{i=r+1}^nRv_i`$ this is the geodesic determined by the vertices $`\{M+\pi ^kM^{}\}`$ for all $`k`$. Hence $`\gamma `$ is given by the pair $`(g^1\{M\},g^1\{M^{}\})`$. Now suppose that $`(\{M\},\{M^{}\})`$ and $`(\{N\},\{N^{}\})`$ yield the same geodesic $`\gamma `$. Then, after taking suitable representatives of our module classes, there exists a $`k_0`$ such that $`M+M^{}=N+\pi ^{k_0}N^{}`$. Put $`r=dimW`$, and fix a basis $`w_1,\mathrm{},w_r`$ of $`W`$ such that $`M=_{i=1}^rRw_i`$ and a basis $`w_{r+1},\mathrm{},w_n`$ of $`W^{}`$ with $`M^{}=_{i=r+1}^nRw_i`$. Let $`AGL(r,K)`$ and $`BGL(nr,K)`$ be matrices with $`AM=N`$ and $`BM^{}=N^{}`$. Then $`\left(\begin{array}{cc}A& 0\\ 0& \pi ^{k_0}B\end{array}\right)GL(n,R),`$ hence $`A`$ is contained in $`GL(r,R)`$ and $`\pi ^{k_0}B`$ is contained in $`GL(nr,R)`$, which means that $`M=N`$ and $`M^{}=\pi ^{k_0}N^{}`$, i.e. $`\{M\}=\{N\}`$ and $`\{M^{}\}=\{N^{}\}`$. $`\mathrm{}`$ Let $`(V)=\text{Proj Sym}V^{}`$ be the projective space corresponding to our $`n`$-dimensional vector space $`V`$, where $`V^{}`$ is the linear dual of $`V`$. Every non-zero linear subspace $`W`$ of $`V`$ defines an integral (i.e. irreducible and reduced) closed subscheme $`(W)=\text{Proj Sym}W^{}(V)`$ of codimension $`ndimW`$. These cycles given by subspaces of $`V`$ are called linear. Every lattice $`M`$ (of full rank) in $`V`$ defines a model $`(M)=\text{Proj Sym}_R(M^{})`$ of $`(V)`$ over $`R`$, where $`M^{}`$ is the $`R`$-linear dual of $`M`$. If the lattices $`M`$ and $`N`$ differ by multiplication by some $`\lambda K^\times `$ then the corresponding isomorphism $`(M)\stackrel{}{}(N)`$ induces the identity on the generic fibre. We call a non-trivial submodule $`N`$ of $`M`$ split, if the exact sequence $`0NMM/N0`$ is split, i.e. if $`M/N`$ is free (or, equivalently, torsion free). Every split $`R`$-submodule $`N`$ of $`M`$ defines a closed subscheme $`(N)=\text{Proj Sym}N^{}(M)`$. It is integral and has codimension $`n\text{rk}N`$ (see \[We\], Lemma 3.1). These cycles in $`(M)`$ induced by split submodules are also called linear. Let $`y=y_W`$ be a vertex in $`X_{\mathrm{}}`$ corresponding to the subspace $`W`$ of $`V`$, and let $`x=\{M\}`$ be a vertex in $`X`$. Then the half-line $`[x,y_W]`$ connecting $`x`$ and $`y_W`$ is combinatorial. We will now show that $`[x,y_W]`$ governs the reduction of the linear cycle $`\overline{(W)}`$ induced by $`W`$ on the model $`(M)`$. ###### Proposition 2.5 Let $`M`$ be a lattice in $`V`$, and let $`x=\{M\}`$ be the corresponding vertex in $`X`$. For all vertices $`y`$ in $`X_{\mathrm{}}`$ let $`[x,y]_m`$ denote the initial segment of the combinatorial half-geodesic $`[x,y]`$ consisting of the first $`m+1`$ vertices. If $`y=y_W`$, we write $`Z_y`$ for the linear cycle on $`(V)`$ defined by $`W`$. Then we have a bijection $`\{[x,y]_m:y\text{ vertex in }X_{\mathrm{}}\}`$ $``$ $`\{\text{ linear cycles in }(M)_RR/\pi ^m\}`$ $`[x,y]_m`$ $``$ $`\overline{Z_y}_RR/\pi ^m,`$ where $`\overline{Z_y}`$ denotes the closure of $`Z_y`$ in $`(M)`$. Hence the initial segments $`[x,y_1]_m`$ and $`[x,y_2]_m`$ coincide iff the reductions of $`Z_{y_1}`$ and $`Z_{y_2}`$ in $`(M)_RR/\pi ^m`$ coincide. Proof: Fix a vertex $`y=y_W`$ in $`X_{\mathrm{}}`$. We will first determine the closure $`\overline{Z_y}`$ in $`(M)`$. Put $`L=WM`$. Then $`L`$ is a free (since torsionfree) $`R`$-module of rank $`r=dimW`$. It is easy to see that the quotient of $`LM`$ is a free $`R`$-module. Hence $`L`$ is a split submodule of $`M`$, so that $`(L)`$ is an integral closed subscheme of $`(M)`$. Obviously, the generic fibre of $`(L)`$ is equal to $`(W)=Z_y`$. Hence $`\overline{Z_y}=(L)`$. We define linear cycles on $`(M)_RR/\pi ^m`$ as cycles $`(N)(M)_RR/\pi ^m`$ for split $`R/\pi ^m`$-submodules $`NM_RR/\pi ^m`$. For such a split submodule $`N`$ let $`N^{}`$ be its preimage in $`M`$. Note that $`N^{}`$ contains $`\pi ^mM`$, so that it has rank $`n`$. By the invariant factor theorem, we find an $`R`$-basis $`x_1,\mathrm{},x_n`$ of $`M`$ and non-negative integers $`a_1,\mathrm{},a_n`$ such that $`\pi ^{a_1}x_1,\mathrm{},\pi ^{a_n}x_n`$ is a basis of $`N^{}`$. Since $`N=N^{}/\pi ^mM`$ is a split submodule of $`M/\pi ^mM`$, all $`a_i`$ must be equal to zero or $`m`$. We can assume that $`a_1=\mathrm{}=a_r=0`$, and $`a_{r+1}=\mathrm{}=a_n=m`$. Then $`N^{\prime \prime }=Rx_1+\mathrm{}+Rx_r`$ is a split submodule of $`M`$ with reduction $`N`$, hence $`(N)`$ is equal to $`(N^{\prime \prime })_RR/\pi ^m`$. Since $`(N^{\prime \prime })`$ is equal to the closure of $`Z_{y_W}`$ for $`W=Kx_1+\mathrm{}+Kx_r`$, we see that our map is surjective. We will now show that for split submodules $`L_1`$ and $`L_2`$ of $`M`$ $$\text{Proj Sym}L_1^{}_RR/\pi ^m=\text{Proj Sym}L_2^{}_RR/\pi ^m\text{ iff }L_1+\pi ^mM=L_2+\pi ^mM.$$ First suppose that $`L_1+\pi ^mM=L_2+\pi ^mM`$. Then $`L_1_RR/\pi ^m=L_2_RR/\pi ^m,`$ hence by dualizing we find that $$L_1^{}_RR/\pi ^m=L_2^{}_RR/\pi ^m.$$ So $`\text{Proj Sym}(L_1^{}_RR/\pi ^m)`$ and $`\text{Proj Sym}(L_2^{}_RR/\pi ^m)`$ coincide as subschemes of $`(M)_RR/\pi ^m`$, which gives one direction of our claim. Now assume that $`\text{Proj Sym}L_1^{}_RR/\pi ^m=\text{Proj Sym}L_2^{}_RR/\pi ^m`$. Let $`_1`$ and $`_2`$ be the corresponding quasi-coherent ideal sheaves on $`(M)_RR/\pi ^m`$. We denote the quotients of $`L_jM`$ by $`Q_j`$. Then $`Q_j^{}`$ is a free $`R`$-module, hence $`Q_j^{}_RR/\pi ^m`$ is free over $`R/\pi ^m`$. Let $`I_j`$ be the ideal in $`\text{Sym}(M^{}_RR/\pi ^m)`$ generated by a basis of $`Q_j^{}_RR/\pi ^m`$. Then $`I_j`$ coincides with the kernel of the natural map $`\text{Sym}(M^{}_RR/\pi ^m)\text{Sym}(L_j^{}_RR/\pi ^m)`$. By \[EGA II\], 2.9.2, we find that $`_j=I_j^{}`$. Therefore $`I_1^{}=I_2^{}`$. Now fix a basis $`x_1,\mathrm{},x_n`$ of $`M^{}_RR/\pi ^m`$. For every homogeneous ideal $`I`$ in $`S=\text{Sym}(M^{}_RR/\pi ^m)`$ let $`\text{Sat}(I)`$ be the ideal in $`S`$ defined as $$\text{Sat}(I)=\{sS:\text{ for all }i=1,\mathrm{},n\text{ there exists a }k0\text{ such that }sx_i^kI\}.$$ Then it is easy to check that $`I^{}=J^{}`$ iff $`\text{Sat}I=\text{Sat}J`$, compare \[Ha\], ex. 5.10, p.125. Hence we find that $`\text{Sat}I_1=\text{Sat }I_2`$. Since we can choose $`x_1,\mathrm{},x_n`$ so that for some $`r`$ the subset $`x_1,\mathrm{},x_r`$ is a basis of $`Q_1^{}_RR/\pi ^m`$, it is easy to see that $`\text{Sat}I_1=I_1`$. Similarly, $`\text{Sat}I_2=I_2`$. Hence $`I_1=I_2`$, which implies that $`L_1^{}_RR/\pi ^m`$ and $`L_2^{}_RR/\pi ^m`$ are isomorphic as quotient modules of $`M^{}_RR/\pi ^m`$. Since all three are free over $`R/\pi ^m`$, we find that $`L_1_RR/\pi ^m`$ and $`L_2_RR/\pi ^m`$ are equal as submodules of $`M_RR/\pi ^m`$, which implies our claim. Now we will show that $$[x,y_{W_1}]_m=[x,y_{W_2}]_m\text{ iff}(W_1M)+\pi ^mM=(W_2M)+\pi ^mM.$$ Let $`w_1,\mathrm{},w_n`$ be an $`R`$-basis of $`M`$ so that $`W_1`$ is generated by $`w_1,\mathrm{},w_r`$. Then by Lemma 2.2, the vertices on $`[x,y_{W_1}]`$ are given by the module classes $`\{M_k\}`$ for $`k0`$, where $`M_k=Rw_1+\mathrm{}+Rw_r+\pi ^kRw_{r+1}+\mathrm{}+\pi ^kRw_n`$. Now $`M_k=(W_1M)+\pi ^kM`$. Hence we find $$\begin{array}{cc}(W_1M)+\pi ^mM=(W_2M)+\pi ^mM& \text{ iff }\\ (m+1)\text{-th vertex on }[x,y_{W_1}]=(m+1)\text{-th vertex on }[x,y_{W_2}]& \text{ iff }\\ [x,y_{W_1}]_m=[x,y_{W_2}]_m,& \end{array}$$ as claimed. $`\mathrm{}`$ This result justifies why we regard $`X`$ as a kind of graph of $`(M)`$: its combinatorial geometry keeps track of the reduction of linear cycles. ## 3 Non-Archimedean intersections Let us fix a lattice $`M`$ in $`(V)`$. This defines a smooth, projective model $`\mathrm{\Omega }=(M)`$ of $`(V)`$ over $`R`$. By $`Z^p(\mathrm{\Omega })`$ we denote the codimension $`p`$ cycles on $`\mathrm{\Omega }`$, i.e. the free abelian group on the set of integral (i.e. irreducible and reduced) closed subschemes of codimension $`p`$. If $`T\mathrm{\Omega }`$ is a closed subset, we write $`CH_T^p(\mathrm{\Omega })`$ for the Chow group of codimension $`p`$ cycles supported on $`T`$ (see \[Gi-So1\], 4.1). For irreducible closed subschemes $`Y`$ and $`Z`$ of codimension $`p`$ respectively $`q`$ in $`\mathrm{\Omega }`$ we can define an intersection class $`YZCH_{YZ}^{p+q}(\mathrm{\Omega })`$, see \[Fu\], 20.2 and \[Gi-So1\], 4.5.1. We denote by $`\mathrm{deg}`$ the degree map for 0-cycles in the special fibre of $`\mathrm{\Omega }`$, i.e. for all $`z=n_PPZ^d(\mathrm{\Omega }_k)`$ we put $`\mathrm{deg}z=n_P[k(P):k]`$, where $`k(P)`$ is the residue field of $`P`$. Let $`YZ^p(\mathrm{\Omega })`$ and $`ZZ^q(\mathrm{\Omega })`$ be two irreducible closed subschemes such that $`p+q=n`$ which intersect properly on the generic fibre of $`\mathrm{\Omega }`$. (Recall that $`n`$ is the dimension of $`V`$.) This means that their generic fibres are disjoint, so that $`YZ`$ is contained in the special fibre $`\mathrm{\Omega }_k`$ of $`\mathrm{\Omega }`$. Hence we can define a local intersection number $$<Y,Z>=\mathrm{deg}(YZ),$$ where we take the degree of the image of $`YZCH_{YZ}^n(\mathrm{\Omega })`$ in $`CH^{n1}(\mathrm{\Omega }_k)`$. We will now fix linear subspaces $`A`$, $`B`$, $`C`$ and $`D`$ of $`V`$, such that $`A`$ and $`B`$ have dimension $`p`$, and $`C`$ and $`D`$ have dimension $`q`$ for some $`p,q1`$ with $`p+q=n`$. We will always assume that $`qp`$. Besides, we assume that the intersections $`AC`$, $`AD`$, $`BC`$ and $`BD`$ are all zero. This implies that the intersection number $`<\overline{(A)}\overline{(B)},\overline{(C)}\overline{(D)}>`$ is defined, where as before $`\overline{(A)}`$ denotes the closure of the linear cycle $`(A)`$ in the model $`(M)`$. From Theorem 3.4 in \[We\] we can deduce that $$<\overline{(A)},\overline{(C)}>=v(det(f_j(a_i))_{i,j=1,\mathrm{},p}),$$ where $`a_1,\mathrm{},a_p`$ is an $`R`$-basis of $`AM`$, and where $`f_1,\mathrm{},f_p`$ is an $`R`$-basis of the free $`R`$-module $`(M/CM)^{}`$. (In other words, $`f_1,\mathrm{},f_p`$ are elements in $`M^{}`$ generating the ideal corresponding to the linear cycle $`\overline{(C)}`$.) Hence we find that $$<\overline{(A)}\overline{(B)},\overline{(C)}\overline{(D)}>=v\left(\frac{det(f_j(a_i))det(g_j(b_i))}{det(f_j(b_i))det(g_j(a_i))}\right)$$ for certain $`K`$-bases $`a_1,\mathrm{},a_p`$ of $`A`$, $`b_1,\mathrm{},b_p`$ of $`B`$ and $`f_1,\mathrm{},f_p`$ of $`(V/C)^{}`$, $`g_1,\mathrm{},g_p`$ of $`(V/D)^{}`$. Since the right hand side is invariant under arbitrary base changes of these vector spaces, the intersection number on the left hand side is independent of the choice of a lattice $`M`$ in $`V`$. Hence we will also write $`<(A)(B),(C)(D)>`$ for this intersection number. Now we can prove a formula for such a local intersection number in terms of the combinatorial geometry of the Bruhat-Tits building $`X`$. We will call two lattices equivalent, if they define the same lattice class, i.e. if they differ by a factor in $`K^\times `$. ###### Theorem 3.1 Let $`A`$, $`B`$, $`C`$ and $`D`$ be as above and assume additionally that $`C+D=V`$. Besides, we assume that there are complementary subspaces $`C^{}`$ respectively $`D^{}`$ of $`CD`$ in $`C`$ respectively $`D`$, and full rank lattices $`L_A`$ in $`A`$ and $`L_B`$ in $`B`$ such that the following two conditions hold: First of all, the vector space $`<A,B>`$ generated by $`A`$ and $`B`$ is contained in $`C^{}D^{}`$. Secondly, the lattice $`p_C^{}(L_A)`$ is equivalent to $`p_C^{}(L_B)`$, and the lattice $`p_D^{}(L_A)`$ is equivalent to $`p_D^{}(L_B)`$, where $`p_C^{}`$ and $`p_D^{}`$ denote the projections with respect to the decomposition $`V=(CD)C^{}D^{}`$. Choose a lattice $`M_0`$ in $`CD`$ and put $`M_C^{}=p_C^{}(L_A)`$ and $`M_D^{}=p_D^{}(L_A)`$. By 2.4 there is a geodesic $`\gamma `$ corresponding to $`M_0M_C^{}`$ and $`M_D^{}`$ which connects $`C`$ and $`D^{}`$. We orient $`\gamma `$ from $`C`$ to $`D^{}`$. Let $`A\gamma `$ be the vertex on $`\gamma `$ closest to the boundary point $`y_AX_{\mathrm{}}`$ in the following sense: $`A\gamma `$ is the first vertex $`x`$ on $`\gamma `$ such that the half-geodesic $`[x,y_A]`$ intersects $`\gamma `$ only in $`x`$. Then $$<(A)(B),(C)(D)>=p\text{distor}_\gamma (A\gamma ,B\gamma ),$$ where $`\text{distor}_\gamma `$ means oriented distance along the oriented geodesic $`\gamma `$. It would be desirable to rephrase the conditions on $`A`$, $`B`$, $`C`$ and $`D`$ we impose in 3.1 in terms of the geometry of the boundary $`X_{\mathrm{}}`$. Before we prove this theorem, let us formulate a corollary in the case $`p=1`$, where our conditions are rather mild. Note that in this case the intersection pairing we are considering coincides with Néron’s local height pairing (compare \[Gi-So1\], 4.3.8). ###### Corollary 3.2 Let $`a`$ and $`b`$ be different points in $`(V)(K)`$ and let $`H_C`$, $`H_D`$ be two different hyperplanes in $`(V)`$ such that the cycles $`ab`$ and $`H_CH_D`$ in $`(V)`$ have disjoint supports. Denote by $`A`$ and $`B`$ the lines in $`V`$ corresponding to $`a`$ and $`b`$, and by $`C`$ and $`D`$ the codimension $`1`$ subspaces in $`V`$ corresponding to $`H_C=(C)`$ and $`H_D=(D)`$. If $`<A,B>C=<A,B>D`$, then $`<ab,H_CH_D>=0`$. Otherwise, choose lattices $`N`$ in $`CD`$, $`M_1`$ in $`<A,B>C`$ and $`M_2`$ in $`<A,B>D`$. Then $`NM_1`$ is a lattice in $`C`$, and by 2.4 there is a geodesic $`\gamma `$ corresponding to $`NM_1`$ and $`M_2`$ which connects $`C`$ and $`<A,B>D`$. We orient $`\gamma `$ from $`C`$ to $`<A,B>D`$. Let $`a\gamma `$ be the vertex on $`\gamma `$ closest to the boundary point $`y_A`$. Then $$<ab,H_CH_D>=\text{distor}_\gamma (a\gamma ,b\gamma ).$$ Proof of Corollary 3.2: If the one-dimensional vector spaces $`<A,B>C`$ and $`<A,B>D`$ are equal and, say, generated by $`w`$, we take generators $`w_a`$ of $`A`$ and $`w_b`$ of $`B`$, and write $`w=\lambda w_a+\mu w_b`$ with non-zero coefficients $`\lambda `$ and $`\mu `$. If $`f`$ is a homogeneous equation for $`C`$ and $`g`$ is a homogeneous equation for $`D`$, we have $`0=f(w)=\lambda f(w_a)+\mu f(w_b)`$ and similarly $`0=\lambda g(w_a)+\mu g(w_b)`$. Hence $`<ab,H_CH_D>=v(f(w_a)/f(w_b))v(g(w_a)/g(w_b))`$ is indeed zero. If $`<A,B>C`$ and $`<A,B>D`$ are not equal, we can apply Theorem 3.1. $`\mathrm{}`$ Proof of Theorem 3.1: Note that our conditions imply that $`CD`$ has dimension $`2qn=qp`$, so that $`(CD)C^{}D^{}=V`$. Since $`A`$ and $`D`$ have trivial intersection, $`p_C^{}`$ induces an isomorphism $`p_C^{}\|_A:AC^{}`$, so that $`M_C^{}`$ is indeed a lattice of full rank in $`C^{}`$. Fix an $`R`$-basis $`w_{2p+1},\mathrm{},w_n`$ of the lattice $`M_0`$ in $`CD`$. Let $`a_1,\mathrm{},a_p`$ be an $`R`$-basis of the lattice $`L_A`$. If we denote the projection of $`a_i`$ to $`C^{}`$ by $`w_{p+i}^{}`$, and the projection to $`D^{}`$ by $`w_i^{}`$, we get a basis $`w_1^{},\mathrm{},w_p^{}`$ of $`M_D^{}`$ and a basis $`w_{p+1}^{},\mathrm{},w_{2p}^{}`$ of $`M_C^{}`$. Since $`A`$ is contained in $`C^{}D^{}`$, we have $`a_i=w_i^{}+w_{p+i}^{}`$. Since $`M_C^{}=p_C^{}(L_A)`$ is equivalent to $`p_C^{}(L_B)`$, we can find a constant $`\alpha K^\times `$ such that $`p_C^{}(L_B)=\alpha M_C^{}`$. Similarly, we find some $`\beta K^\times `$, such that $`p_D^{}(L_B)=\beta M_D^{}`$. We can write an $`R`$-basis $`b_1,\mathrm{},b_p`$ of $`L_B`$ as $$b_1=\beta w_1+\alpha w_{p+1},\mathrm{},b_p=\beta w_p+\alpha w_{2p}$$ for some $`R`$-bases $`w_1,\mathrm{},w_p`$ of $`M_D^{}`$ and $`w_{p+1},\mathrm{},w_{2p}`$ of $`M_C^{}`$. Hence we can calculate the intersection number: $$<(A)(B),(C)(D)>=pv\left(\frac{\alpha }{\beta }\right).$$ The vertices on $`\gamma `$ are the lattice classes $`\{\pi ^k_{i=1}^pRw_i+_{i=p+1}^nRw_i\}\text{for }k`$. Note that orienting $`\gamma `$ from $`C`$ to $`D^{}`$ means following these lattice classes in the direction of decreasing $`k`$. We will now determine $`B\gamma `$. Let let $`x=\{M\}`$ be a vertex on $`\gamma `$, where $`M=\pi ^kM_D^{}+(M_C^{}+M_0)=_{i=1}^p\pi ^kRw_i+_{i=p+1}^nRw_i`$ for some integer $`k`$. Let us first assume that $`k>v(\beta /\alpha )`$, and put $`k_0=k+v(\alpha )v(\beta )>0`$. Then $$\pi ^{k_0}\alpha ^1b_1,\mathrm{},\pi ^{k_0}\alpha ^1b_p,w_{p+1},\mathrm{},w_n$$ is an $`R`$-basis of $`M`$. Hence by Lemma 2.2 the vertices in $`[x,y_B]`$ correspond to the module classes $`\{_{i=1}^pR\pi ^{k_0}\alpha ^1b_i+\pi ^l_{i=p+1}^nRw_i\}`$ for all $`l0`$. The vertex next to $`x`$ on this half-geodesic is $$\{\underset{i=1}{\overset{p}{}}R\frac{\pi ^{k_0}}{\alpha }b_i+\pi \underset{i=p+1}{\overset{n}{}}Rw_i\}=\{\underset{i=1}{\overset{p}{}}R\frac{\pi ^{k_01}}{\alpha }b_i+\underset{i=p+1}{\overset{n}{}}Rw_i\},$$ which lies on $`\gamma `$ since $`k_010`$. Hence $`[x,y_B]`$ does not meet $`\gamma `$ only in $`x`$. Now assume that $`kv(\beta /\alpha )`$. Then $`\alpha ^1b_1,\mathrm{},\alpha ^1b_p,\pi ^kw_1,\mathrm{}\pi ^kw_p,w_{2p+1},\mathrm{},w_n`$ is an $`R`$-basis of $`M`$. Hence by 2.2, the vertices in $`[x,y_B]`$ correspond to the module classes $`\{_{i=1}^pR\alpha ^1b_i+\pi ^{k+l}_{i=1}^pRw_i+\pi ^l_{i=2p+1}^nRw_i\}`$ for all $`l0`$. Therefore the vertex next to $`x`$ on this geodesic is $`\{_{i=1}^pR\alpha ^1b_i+\pi ^{k+1}_{i=1}^pRw_i+\pi _{i=2p+1}^nRw_i\}`$. Let us assume for the moment that this vertex is contained in $`\gamma `$. Then the module $`_{i=1}^pR\alpha ^1b_i+\pi ^{k+1}_{i=1}^pRw_i+\pi _{i=2p+1}^nRw_i`$ is equivalent to $`_{i=1}^pRw_i+\pi ^l_{i=p+1}^nRw_i`$ for some $`l`$, which implies that there exists an integer $`l_0`$ such that the matrix $$\left(\begin{array}{ccc}\frac{\beta }{\alpha }\pi ^{l_0}I_p& \pi ^{k+1l_0}I_p& 0\\ \pi ^{ll_0}I_p& 0& 0\\ 0& 0& \pi ^{1+ll_0}I_{qp}\end{array}\right)$$ is in $`GL(n,R)`$. Here $`I_p`$ denotes the $`p\times p`$-unit matrix. Now we have to distinguish the cases $`pq`$ and $`p=q`$ (where the last block of rows is non-existent). Let us first assume that $`pq`$. Since all entries of this matrix are in $`R`$ and the determinant is a unit in $`R`$, we get $`1+ll_0=0`$ and $`ll_0=0`$ which is a contradiction. Therefore, in the case $`pq`$, for $`kv(\beta /\alpha )`$, the half-geodesic $`[x,y_B]`$ meets $`\gamma `$ only in $`x`$. If $`p=q`$, and $`k=v(\beta /\alpha )`$ we find in a similar way that $`l_0=k+1=v(\beta /\alpha )+1`$ and $`v(\beta /\alpha )l_00`$, which is a contradiction. Hence for this vertex $`x`$ the half-geodesic $`[x,y_B]`$ meets $`\gamma `$ only in $`x`$. If however $`k<v(\beta /\alpha )`$, we find that $`_{i=1}^pR\alpha ^1b_i+\pi ^{k+1}_{i=1}^pRw_i=\pi ^{k+1}_{i=1}^pRw_i+_{i=p+1}^nRw_i`$, which implies that for all these $`x`$ the half-line $`[x,y_B]`$ meets $`\gamma `$ not only in $`x`$. If $`p=q`$, the vertex $`x`$ corresponding to $`k=v(\beta /\alpha )`$ is therefore the only vertex on $`\gamma `$ such that $`[x,y_B]`$ meets $`\gamma `$ exclusively in $`x`$. In any case we have shown that in our orientation of $`\gamma `$ the vertex $`x`$ corresponding to $`M_B:=(\beta /\alpha )M_D^{}+M_C^{}+M_0`$ is the first vertex on $`\gamma `$ such that $`[x,y_B]`$ meets $`\gamma `$ only in $`x`$. Hence $`B\gamma `$ is well defined and given by the module $`M_B`$. In a similar way, we can show that $`A\gamma `$ is induced by the class of the module $`M_A:=M_D^{}+M_C^{}+M_0`$. Hence we can calculate $`\text{distor}(A\gamma ,B\gamma )`$ $`=`$ $`\text{distor}(\{M_A\},\{M_B\})`$ $`=`$ $`\{\begin{array}{cc}\|v(\beta )v(\alpha )\|,\hfill & \text{if }0v(\beta )v(\alpha )\hfill \\ \|v(\beta )v(\alpha )\|,\hfill & \text{if }0<v(\beta )v(\alpha )\hfill \end{array}`$ $`=`$ $`v(\alpha )v(\beta ),`$ which implies our claim. $`\mathrm{}`$ The proof of Theorem 3.1 also proves the following corollary, which generalizes Manin’s formula on $`^1`$ to higher dimensions (see \[Ma\], 3.2). ###### Corollary 3.3 Let $`n=2p`$, and let $`A`$, $`B`$, $`C`$ and $`D`$ be vector spaces in $`V`$ of dimension $`p`$, such that $`AC=AD=BC=BD=CD=V`$. Assume that there are lattices $`L_A`$ in $`A`$ and $`L_B`$ in $`B`$ such that $`p_C(L_A)`$ is equivalent to $`p_C(L_B)`$, and the lattice $`p_D(L_A)`$ is equivalent to $`p_D(L_B)`$, where $`p_C`$ and $`p_D`$ denote the projections with respect to the decomposition $`V=CD`$. Put $`M_C=p_C(L_A)`$ and $`M_D=p_D(L_A)`$. By 2.4 there is a geodesic $`\gamma `$ corresponding to $`M_C`$ and $`M_D`$ which connects $`C`$ and $`D`$. We orient $`\gamma `$ from $`C`$ to $`D`$, and we denote by $`A\gamma `$ the unique vertex $`x`$ on $`\gamma `$ such that the half-geodesic $`[x,y_A]`$ intersects $`\gamma `$ only in $`x`$. Then $$<(A)(B),(C)(D)>=p\text{distor}_\gamma (A\gamma ,B\gamma )$$ We think of the point $`A\gamma `$ on $`\gamma `$ as the gate to $`\gamma `$ when entering $`\gamma `$ from the point $`y_A`$ at infinity. In fact, if $`n=2p`$, then passing from $`y_A`$ to a vertex $`x`$ on $`\gamma `$ means going first to $`A\gamma `$ and then tracking along $`\gamma `$ until $`x`$ is reached. If $`n2p`$, then this holds for all the vertices $`x`$ on $`\gamma `$ before $`A\gamma `$. ## 4 The symmetric space and its compactification Let $`Z`$ be the symmetric space $`G/K`$ corresponding to the real Lie group $`G=SL(n,)`$ and its maximal compact subgroup $`K=SU(n,)`$ for some $`n2`$. By $`g=sl(n,)`$ and $`k=su(n,)`$ we denote the corresponding Lie algebras. Let $`\sigma :GG`$ be the involution $`A(^t\overline{A})^1`$, and put $`p=\{Xg:d\sigma X=X\}`$. Note that $`d\sigma X=^t\overline{X}`$ and $`k=\{Xg:d\sigma X=X\}`$. We denote by $`\text{Ad}_G:GGL(g)`$ the adjoint representation. Then $`p`$ is invariant under $`\text{Ad}_GK`$ and $`g=p+k`$. Let $`\tau :GG/K=Z`$ be the projection map, mapping $`1`$ to $`uZ`$. The homomorphism $`d\tau :gT_uZ`$ induces an isomorphism $`d\tau :pT_uZ`$ with $`d\tau (\text{Ad}(k)X)=d\lambda (k)d\tau (X)`$ for all $`kK`$ and $`Xp`$, where $`\lambda (g)`$ denotes the left action of $`gG`$ on $`G/K`$. (See \[He\], IV,§3.) Let $`B:g\times g`$ defined by $$B(X,Y)=\text{Tr}(\text{ad}X\text{ad}Y)=4n\text{Re}\text{Tr}(XY)$$ be the Killing form on $`g`$, see \[He\], III, 6.1 and III, 8. $`B`$ is positive definite on $`p\times p`$ and induces a scalar product $`<,>`$ on $`T_uZ`$ via the isomorphism $`d\tau :pT_uZ`$. Shifting this product around with the $`G`$-action, we get a $`G`$-invariant metric on $`Z`$. We write $`\text{dist}(x,y)`$ for the corresponding distance between two points in $`Z`$. For any $`Xp`$, the geodesic in $`u`$ with tangent vector $`d\tau X`$ is given by $$\gamma (t)=(\mathrm{exp}tX)u,$$ where $`\mathrm{exp}:gG`$ is the exponential map, induced by the matrix exponential function (see \[He\], IV,3). The geodesic connecting two points in $`Z`$ can be described as follows: ###### Lemma 4.1 Let $`z_1`$ and $`z_2`$ be two points in $`Z`$. Then there exists an element $`fG`$ such that $`z_1=fu`$ and $`z_2=fdu`$, where $`d`$ is a diagonal matrix of determinant one with positive real entries $`d_1,\mathrm{},d_n`$. Put $`a_i=\mathrm{log}d_i`$, and let $`X`$ be the diagonal matrix with entries $`a_1,\mathrm{},a_n`$. The geodesic connecting $`z_1`$ and $`z_2`$ is $$\gamma (t)=f\mathrm{exp}(tX)u\text{for }t[0,1],$$ and we have $`\text{dist}(z_1,z_2)=2\sqrt{n}\sqrt{a_i^2}`$. Proof: A straightforward calculation. $`\mathrm{}`$ We will now describe the differential geometric compactification of $`Z`$ using half-geodesics (see e.g. \[BGS\] §3 or \[Jo\], 6.5). A ray emanating at $`zZ`$ is a unit speed (half-)geodesic $`\gamma :_0Z`$ with $`\gamma (0)=z`$. Two rays $`\gamma _1`$ and $`\gamma _2`$ are called asymptotic if $`\text{dist}(\gamma _1(t),\gamma _2(t))`$ is bounded in $`t_0`$. The set of equivalence classes of rays with respect to this relation is denoted by $`Z(\mathrm{})`$, and we put $`\overline{Z}=ZZ(\mathrm{})`$. ###### Lemma 4.2 For any $`zZ`$ and any $`cZ(\mathrm{})`$ there is a unique ray $`\gamma `$ starting in $`z`$ whose class is $`c`$. We refer to $`\gamma `$ as the geodesic connecting $`z`$ and $`c`$. Proof: See \[Jo\], Lemma 6.5.2, p. 255. $`\mathrm{}`$ This fact implies that for each $`zZ`$ we can identify $`Z(\mathrm{})`$ with the unit sphere $`S_zZ=\{XT_zZ:X=1\}`$ in $`T_zZ`$ by associating to an element $`XS_zZ`$ the equivalence class of the ray $`\gamma `$ with $`\gamma (0)=z`$ and $`\stackrel{}{\gamma }(0)=X`$. For $`zZ`$ and $`c_1,c_2ZZ(\mathrm{})`$ such that $`zc_1`$ and $`zc_2`$ we define $`_z(c_1,c_2)`$ as the angle between $`\stackrel{}{\gamma _1}(0)`$ and $`\stackrel{}{\gamma _2}(0)`$ in $`T_zZ`$, where $`\gamma _1`$ and $`\gamma _2`$ are the geodesics from $`z`$ to $`c_1`$ respectively $`c_2`$. For $`zZ`$, $`cZ(\mathrm{})`$ and $`ϵ>0`$ let $`C_z(c,ϵ)`$ be the cone $$C_z(c,ϵ)=\{y\overline{Z}:yz\text{ and }_z(c,y)<ϵ\}.$$ The cone topology on $`\overline{Z}`$ is the topology generated by the open sets in $`Z`$ and these cones, see \[BGS\], 3.2, p.22. The bijection $`S_zZZ(\mathrm{})`$ is then a homeomorphism. Since every $`gG`$ acts by isometries on $`Z`$, it acts in a natural way on $`Z(\mathrm{})`$, and the corresponding action on $`\overline{Z}`$ is continuous (\[BGS\], 3.2, p.22). A flat $`E`$ in $`Z`$ is a complete totally geodesic Euclidean submanifold of maximal dimension (which is by definition the rank of $`Z`$). Let $`E`$ be a flat in $`Z`$ with $`uE`$. Then $`T_uE`$ is a maximal abelian subalgebra in $`T_uZp`$ and $`E=\tau (\mathrm{exp}a)`$. In fact, the flats in $`Z`$ containing $`u`$ correspond bijectively to the maximal abelian subspaces of $`p`$, see \[Jo\], 6.4.2, p.248. Let $`a`$ be a maximal abelian subspace of $`p`$. It is easy to see that the bilinear form on $`g`$ defined as $$<X,Y>_g=\{\begin{array}{cc}B(X,Y)\hfill & \text{if }X,Yp\hfill \\ B(X,Y)\hfill & \text{if }X,Yk\hfill \\ 0\hfill & \text{ if }Xp,Yk\text{ or }Xk,Yp\hfill \end{array}$$ is positive definite and that $`\{\text{ad}H:Ha\}`$ is a commuting family of self-adjoint endomorphisms with respect to $`<,>_g`$ (compare \[Jo\], §6.4). Hence $`g`$ can be decomposed as an orthogonal sum of common eigenspaces of the $`\text{ad}H`$: $$g=g_0\underset{\lambda \mathrm{\Lambda }}{}g_\lambda ,$$ where $`g_\lambda =\{Xg:\text{ad}(H)(X)=\lambda (H)X\text{ for all }Ha\}\text{, and}`$ $`g_0=\{Xg:\text{ad}(H)(X)=0\text{ for all }Ha\}\text{, and where}`$ $`\mathrm{\Lambda }\text{ is the set of all }\lambda 0\text{ in }\text{Hom}_{}(a,)\text{ such that }g_\lambda 0.`$ Note that $`\mathrm{\Lambda }`$ is a root system (see \[Kn\], Corollary 6.53). Let $`E`$ be a flat containing $`u`$. A geodesic $`\gamma :E`$ with $`\gamma (0)=u`$ is called singular if it is also contained in other flats besides $`E`$; if not, it is called regular. Tangent vectors to regular (singular) geodesics are also called regular (respectively singular). A vector $`Ha`$ is singular iff there is an element $`Yg\backslash g_0`$ such that $`[H,Y]=0`$, hence iff there exists a $`\lambda \mathrm{\Lambda }`$ with $`\lambda (H)=0`$, see \[Jo\], 6.4.7, p.251. We denote by $`a_{\mathrm{sing}}`$ the subset of singular elements in $`a`$, i.e. $`a_{\mathrm{sing}}=\{Ha:\text{ there exists some }\lambda \mathrm{\Lambda }\text{ with }\lambda (H)=0\}`$, and by $`a_{\mathrm{reg}}`$ the complement $`a_{\mathrm{reg}}=\{Ha:\text{ for all }\lambda \mathrm{\Lambda }:\lambda (H)0\}`$. The singular hyperplanes $`_\lambda =\{Ha:\lambda (H)=0\}`$ divide $`a_{\mathrm{reg}}`$ into finitely many components, the Weyl chambers. More generally, a face of $`a`$ with respect to the $`_\lambda `$ is defined as an equivalence class of points in $`a`$ with respect to the following equivalence relation: $`xy`$ iff for each $`_\lambda `$, $`x`$ and $`y`$ are either both contained in $`_\lambda `$ or lie on the same side of $`_\lambda `$. The faces not contained in any hyperplane $`_\lambda `$ are called chambers (see \[Bou\], p. 60). The set of chambers in $`a`$ corresponds to the set of bases of the root system $`\mathrm{\Lambda }`$ in the following way: If $`B`$ is a basis of $`\mathrm{\Lambda }`$, then the corresponding chamber $`C=C(B)`$ can be described as $$C=\{Xa:\lambda (X)>0\text{ for all }\lambda B\}.$$ Besides, the faces contained in $`\overline{C}`$ correspond bijectively to the subsets of $`B`$, if we associate to $`IB`$ the set $$C_I=\{Xa:\lambda (X)=0\text{ for all }\lambda I\text{ and }\lambda (X)>0\text{ for all }\lambda B\backslash I\}.$$ (See \[Bou\], V.1 and Théorème 2 in VI, 1.5.) Note that every face in $`a`$ is contained in the closure of a chamber (\[Bou\], Proposition 6, p. 61.) We will only consider the faces of dimension bigger than zero, i.e. we will always assume that $`IB`$. We can now transfer the faces in $`p`$ to the boundary: For every maximal abelian subspace $`ap`$ and every face $`Fa`$ we denote by $`F(\mathrm{})`$ the so-called face at $`\mathrm{}`$ $$F(\mathrm{})=\{[\gamma ]:\gamma (t)=\mathrm{exp}(tH)u\text{ for some }HF\text{ of norm }1\}Z(\mathrm{}),$$ where $`[\gamma ]`$ is the equivalence class of the ray $`\gamma `$. We will now investigate these faces at infinity. Note that $`G`$ can be identified with the set of $``$-rational points of a semisimple linear algebraic group $`𝐆`$ over $``$ (which can be defined as a suitable subgroup of the algebraic group $`SL(2n,)`$). For every closed algebraic subgroup of $`𝐆`$ the group of $``$-rational points is a Lie subgroup of $`G`$, since it is $``$-closed (see \[Wa\], Theorem 3.42). ###### Lemma 4.3 All maximal abelian subspaces of $`p`$ are Lie algebras of maximal $``$-split tori in $`𝐆`$. If $`a`$ and $`a^{}`$ are maximal abelian subspaces of $`p`$, then there exists an element $`kK`$ with $`\text{Ad}(k)a=a^{}`$. Proof: Any abelian subspace $`a`$ of $`p`$ consists of pairwise commuting hermitian matrices over $``$, hence there exists an orthonormal basis of $`^n`$ of common eigenvectors of the elements in $`a`$. Therefore for some $`kK`$ the maximal abelian subspace $`kak^1`$ is contained in (and hence equal to) the abelian subspace $`dp`$ of real diagonal matrices with trace $`0`$. Since $`d=\text{Lie}T`$, where $`T=𝐓()`$ for the maximal $``$-split torus $`𝐓`$ in $`𝐆`$ of real diagonal matrices with determinant $`1`$, our claim follows. $`\mathrm{}`$ Let now $`𝐓`$ be a maximal $``$-split torus in $`𝐆`$ such that $`a=\text{Lie}T`$ (for T = $`𝐓()`$) is a maximal abelian subspace of $`p`$, and let $`g=g^T_{\alpha \mathrm{\Phi }(T,G)}g_\alpha `$ be the root decomposition corresponding to $`𝐓`$ (see \[Bo\], 8.17 and 21.1). Here $`g^T=\{Xg:\text{Ad}(t)X=X\text{ for all }tT\}`$, and $`g_\alpha =\{Xg:\text{Ad}(t)X=\alpha (t)X\text{ for all }tT\}`$, and $`\mathrm{\Phi }(𝐓,𝐆)`$ is the set of roots, i.e. the set of non-trivial characters of $`𝐓`$ such that $`g_\alpha \{0\}`$. This is the same decomposition as the one we defined previously for the maximal abelian subspace $`a`$ of $`p`$. Namely, by choosing a basis of $`g^T`$ and all $`g_\alpha `$, we find a basis of $`g`$ such that $`\text{Ad}(t)\text{GL}(g)`$ is given by a diagonal matrix for all $`tT`$. Passing to the Lie algebras, we find that $`g^T=g_0`$ and $`g_\alpha =g_\lambda `$ for $`\lambda =d\alpha a^{}`$. In particular, we have an additive bijection $$\mathrm{\Phi }(𝐓,𝐆)\mathrm{\Lambda },$$ which we will use from now on to identify $`\mathrm{\Phi }(𝐓,𝐆)`$ and $`\mathrm{\Lambda }`$. Let $`B`$ be a base of the root system $`\mathrm{\Phi }(𝐓,𝐆)`$, and let $`IB`$ be a proper subset. By $`[I]`$ we denote the set of roots which are linear combinations of elements in $`I`$, and we set $`\psi (I)=\mathrm{\Phi }^+\backslash [I]`$, where $`\mathrm{\Phi }^+`$ denotes the set of positive roots with respect to $`B`$. Let $`𝐔_{\psi (I)}`$ be the unique closed connected unipotent subgroup of $`𝐆`$, normalized by $`Z(𝐓)`$, with Lie algebra $`_{\alpha \psi (I)}g_\alpha `$ (\[Bo\], 21.9), and let $`𝐓_I`$ be the connected component of the intersection $`_{\alpha I}\mathrm{ker}\alpha `$. Then the standard parabolic subgroup $`𝐏_I`$ corresponding to $`I`$ is defined as the semidirect product $`𝐏_I=Z(𝐓_I)𝐔_{\psi (I)}`$. Now $`\text{Lie}(Z(𝐓_I))=g^T_{\alpha [I]}g_\alpha `$. Hence $`\text{Lie}𝐏_I=g^T_{\alpha [I]\psi (I)}g_\alpha `$. Note that we exclude the trivial parabolic $`𝐆`$ here since we do not allow $`I=B`$. Every proper parabolic subgroup of $`𝐆`$ is conjugate to a uniquely determined standard parabolic by an element in $`G=𝐆()`$ (\[Bo\], 21.12). Let us put $`𝐏=𝐏_{\mathrm{}}`$. Then $`𝐏`$ is a minimal parabolic in $`𝐆`$. Let $`𝐍`$ be the normalizer of $`𝐓`$ in $`𝐆`$, and put $`N=𝐍()`$, $`P=𝐏()`$. Then $`(G,P,N)`$ gives rise to a Tits system by \[Bo\], 21.15, i.e. it fulfills the conditions in $`\text{[Bo]},14.15`$. Hence $`(P,N)`$ is a $`BN`$-pair for $`G`$ in the terminology of \[Br\], V.2. A subgroup $`Q`$ of the group $`G`$ is called parabolic if $`Q`$ contains a conjugate of $`P`$. As this terminology suggests, we have a bijection $$𝐐Q=𝐐()$$ between the set of parabolic subgroups of $`𝐆`$ and the set of parabolic subgroups of $`G`$ (see \[Bo\], 21.16). The Tits building $`Y`$ corresponding to the $`BN`$-pair $`(P,N)`$ is defined as the partially ordered set (poset) of proper parabolic subgroups of $`G`$ with by the relation $`Q_1Q_2`$ if $`Q_2Q_1`$. This poset is in fact the poset of simplices of a simplicial complex (\[Br\], V.3). There is a natural $`G`$-equivariant bijection between proper parabolic subgroups of $`G`$ and non-trivial flags in $`^n`$, associating to a flag its stabilizer in $`G`$, so that we can identify $`Y`$ with the poset of flags in $`^n`$. We can now describe the stabilizers of points in $`Z(\mathrm{})`$ as follows: ###### Proposition 4.4 Let $`a`$ be a maximal abelian subspace of $`p`$, let $`C`$ be a chamber in $`a`$ and $`B`$ the associated base of the root system $`\mathrm{\Lambda }`$. Let $`X`$ be a vector in the face $`C_I\overline{C}`$ for some $`IB`$ satisfying $`X=1`$. Then we denote by $`\gamma (t)=\mathrm{exp}(tX)u`$ the ray in $`u`$ defined by $`X`$, and by $`z`$ the corresponding point in $`Z(\mathrm{})`$. Let $`G_z`$ be the stabilizer of $`z`$. Then $`G_z`$ is the standard parabolic subgroup $`P_I=𝐏_I()`$ corresponding to $`I`$. Proof: As in \[Jo\], Theorem 6.2.3, one can show that $`\text{Lie}G_z=g_0_{\lambda (X)0}g_\lambda `$. Since $`X`$ is in $`C_I`$, we have $`\lambda (X)=0`$ for all $`\lambda I`$ and $`\lambda (X)>0`$ for all $`\lambda B\backslash I`$. We denote by $`\mathrm{\Phi }^+`$ respectively $`\mathrm{\Phi }^{}`$ the positive respectively negative roots with respect to $`B`$. Then $`\lambda (X)0`$ for all $`\lambda \mathrm{\Phi }^+`$. Besides, $`\lambda (X)0`$ for some $`\lambda \mathrm{\Phi }^{}`$ iff $`\lambda [I]`$. Hence $`\text{Lie}G_z=g^T_{\alpha \mathrm{\Phi }^+[I]}g_\alpha =\text{Lie}P_I`$. Note that the minimal parabolic $`P_{\mathrm{}}`$ stabilizes $`z`$, so that it is contained in $`G_z`$. Hence $`G_z`$ is a standard parabolic, and we must have $`G_z=P_I`$. $`\mathrm{}`$ The following corollary shows that the poset of faces at infinity is isomorphic to the Tits building $`Y`$ of $`G=SL(n,)`$. ###### Corollary 4.5 (cf. \[BGS\], p.248f) The association $`FG_z`$ for any $`zF(\mathrm{})`$ defines an order preserving bijection between the set of faces (of dimension $`>0`$) in all the maximal abelian subspaces of $`p`$ (ordered by the relation $`F^{}<F`$ iff $`F^{}\overline{F}`$) and the set of proper parabolic subgroups of $`G`$ ordered by the relation $`P^{}<P`$ iff $`PP^{}`$. Proof: Let us first assume that two faces $`F`$ and $`F^{}`$ are mapped to the same parabolic subgroup. Hence there are elements $`XF`$ and $`X^{}F^{}`$ of norm 1 such that the points $`z`$ and $`z^{}`$ in $`Z(\mathrm{})`$ corresponding to the geodesics $`(\mathrm{exp}tX)u`$ and $`(\mathrm{exp}tX^{})u`$, respectively, satisfy $`G_z=G_z^{}`$. Choose maximal abelian subspaces $`a`$ and $`a^{}`$ of $`p`$ containing $`F`$ respectively $`F^{}`$ with corresponding root systems $`\mathrm{\Lambda }`$ and $`\mathrm{\Lambda }^{}`$. There is a base $`B`$ of $`\mathrm{\Lambda }`$ and a subset $`IB`$ such that $`F=C_I`$ for the chamber $`C`$ in $`a`$ given by $`B`$, and, similarly, a base $`B^{}`$ of $`\mathrm{\Lambda }^{}`$ and a subset $`I^{}B^{}`$ such that $`F^{}=C_I^{}^{}`$, where $`C^{}`$ is the chamber in $`a^{}`$ induced by $`B^{}`$. By Lemma 4.3 there exists an element $`kK`$ such that $`\text{Ad}(k)a^{}=a`$. It is easy to see that the map $`a^{{}_{}{}^{}}`$ $`\stackrel{\phi }{}`$ $`a^{}`$ $`\lambda ^{}`$ $``$ $`\lambda ^{}\text{Ad}(k^1)`$ induces a bijection beween $`\mathrm{\Lambda }^{}`$ and $`\mathrm{\Lambda }`$ so that $$\text{Ad}(k)g_\lambda ^{}=g_{\phi (\lambda ^{})}.$$ Hence the homomorphism $`\text{Ad}(k):a^{}a`$ maps hyperplanes to hyperplanes and thus faces to faces. So $`\text{Ad}(k)C_I^{}^{}`$ is a face in $`a`$, and therefore contained in the closure of a chamber in $`a`$. Let $`N_K(a)=\{kK:\text{Ad}(k)a=a\}`$ and $`Z_K(a)=\{kK:\text{Ad}(k)H=H\text{ for all }Ha\}`$ be the normalizer respectively the centralizer of $`a`$ in $`K`$. Then $`W=N_K(a)/Z_K(a)`$ is the Weyl group of $`\mathrm{\Lambda }`$ (see \[Kn\], 6.57), hence it acts transitively on the set of chambers. So we may choose $`k`$ so that $`\text{Ad}(k)C_I^{}^{}`$ is a face in the closure of $`C`$, i.e. $`\text{Ad}(k)C_I^{}^{}=C_J`$ for some $`JB`$. Now we have for all $`t`$ $$\mathrm{exp}(t\text{Ad}(k)X^{})u=k\mathrm{exp}(tX^{})u,$$ hence $`kz^{}`$ is the class of the geodesic $`(\mathrm{exp}t\text{Ad}(k)X^{})u`$. Applying Proposition 4.4 we find that $$P_J=G_{kz^{}}=kG_z^{}k^1=kG_zk^1=kP_Ik^1,$$ which implies that $`I=J`$ and that $`kP_I=G_z=G_z^{}`$. Hence we have $`kz^{}=z^{}`$. Since $`\mathrm{exp}(tX^{})u`$ and $`\mathrm{exp}(t\text{Ad}(k)X^{})u`$ are unit speed geodesics connecting $`u`$ with $`z^{}=kz^{}`$, we have $`X^{}=\text{Ad}(k)X^{}`$ by 4.2. Therefore $`X^{}`$ must be in $`C_J=C_I`$, so that $`X`$ and $`X^{}`$ both lie in the face $`C_I`$. Let now $`Y`$ be an arbitrary element of $`C_I^{}^{}`$. Then $`Y_0=Y/Y`$ is also contained in $`C_I^{}^{}`$ and induces a point $`z_0`$ in $`Z(\mathrm{})`$. Since $`z_0`$ lies in the same face at infinity as $`z^{}`$, we have $`G_{z_0}=G_z^{}`$. Hence the same reasoning as above implies that $`Y_0`$ and hence $`Y`$ lies in $`C_I`$. Altogether we find that $`C_I^{}^{}C_I`$, i.e. that $`F^{}F`$. Reversing the roles of $`F`$ and $`F^{}`$, we also have the opposite inclusion, so that $`F=F^{}`$, which proves injectivity. This implies in particular that two faces in $`p`$ are either disjoint or equal, and also that two faces at infinity are either disjoint or equal. Let us now show surjectivity. Fix a chamber $`C`$ in a maximal abelian subspace $`a`$ of $`p`$. A proper parabolic subgroup $`PG`$ is conjugate to a standard parabolic subgroup associated to $`C`$, hence, using Proposition 4.4, it is the stabilizer of some $`zZ(\mathrm{})`$. Let $`Xp`$ be the unit vector such that $`z`$ is the class of $`(\mathrm{exp}tX)u`$, and let $`a^{}`$ be any maximal abelian subspace containing $`X`$. Then $`X`$ lies in some face $`F`$ in $`a^{}`$, which is mapped to $`G_z=P`$. Now assume that $`F`$ and $`F^{}`$ are two faces in $`p`$ satisfying $`F^{}\overline{F}`$. Let $`a`$ be a maximal abelian subspace of $`p`$ containing $`F`$. Then there exists a chamber $`C`$ in $`a`$ such that $`F=C_I`$ for some subset $`I`$ of the base corresponding to $`C`$. Since $`F^{}`$ is contained in $`\overline{C}`$, it meets a face $`C_J`$ for some $`JB`$. Since we have already seen that faces are disjoint or equal, we find that $`F^{}=C_J`$, so that $`IJ`$. Hence $`P_IP_J`$, which by 4.4 implies $`G_zG_z^{}`$ for any two points $`zF(\mathrm{})`$ and $`z^{}F^{}(\mathrm{})`$. On the other hand, assume that $`G_zG_z^{}`$ for two points $`z`$ and $`z^{}`$ in $`Z(\mathrm{})`$ such that $`z`$ is the class of $`(\mathrm{exp}tX)u`$ and $`z^{}`$ is the class of $`(\mathrm{exp}tX^{})u`$ for unit vectors $`X`$, $`X^{}`$ in $`p`$. Take a maximal abelian subspace $`a`$ and a chamber $`C`$ such that $`XC_I`$ for some subset $`I`$ of the base corresponding to $`C`$. Then $`G_z=P_I`$ by 4.4. Therefore $`G_z^{}`$ is a standard parabolic, hence we find a set $`JI`$ with $`G_z^{}=P_J`$. By injectivity, $`X^{}`$ lies in $`C_J`$, so that $`IJ`$ implies $`C_J\overline{C_I}`$. Hence our map is order preserving in both directions. $`\mathrm{}`$ The minimal faces of positive dimension in some maximal abelian subspace $`ap`$ are the faces $$F=\{Ha:\lambda _0(H)>0\text{ and }\lambda (H)=0\text{ for all }HB\backslash \{\lambda _0\}\},$$ where $`B`$ is a base of $`\mathrm{\Lambda }`$ and $`\lambda _0`$ is an element of $`B`$. The corresponding face at infinity consists of one point. According to Corollary 4.5, the minimal faces correspond to the maximal proper parabolic subgroups of $`G`$, which in turn correspond to minimal flags in $`G`$, i.e. to non-trivial subspaces $`W^n`$. Hence we find that the set of all non-trivial subspaces of $`^n`$ can be regarded as a subset of $`Z(\mathrm{})`$. We denote the point in $`Z(\mathrm{})`$ corresponding to a subspace $`W^n`$ by $`z_W`$. We endow $`^n`$ with the canonical scalar product with respect to the standard basis $`e_1,\mathrm{},e_n`$. ###### Lemma 4.6 Let $`W`$ be an $`r`$-dimensional subspace of $`^n`$ with $`0<r<n`$. Choose an orthonormal basis $`w_1,\mathrm{},w_r`$ of $`W`$ and complete it to an orthonormal basis $`w_1,\mathrm{},w_n`$ of $`^n`$ so that the matrix $`g`$ mapping $`e_i`$ to $`w_i`$ for all $`i=1,\mathrm{},n`$ is contained in $`K`$. Then $`z_W`$ is the class of the following ray emanating at $`u`$: $`\{g\mathrm{exp}t\left(\begin{array}{cccccc}\rho & & & & & \\ & \mathrm{}& & & & \\ & & \rho & & & \\ & & & \sigma & & \\ & & & & \mathrm{}& \\ & & & & & \sigma \end{array}\right)u:t0\},`$ where $`\rho =\sqrt{\frac{nr}{4rn^2}}`$ and $`\sigma =\frac{r}{nr}\rho `$, and where $`\rho `$ appears $`r`$ times. Proof: Let $`𝐓`$ be the maximal split torus consisting of all real diagonal matrices of determinant $`1`$ in $`𝐆`$ with respect to $`e_1,\mathrm{},e_n`$, and put $`T=𝐓()`$. The corresponding root system in $`a=\text{Lie}T`$ is $$\mathrm{\Lambda }=\{\lambda _{ij}:ij\},$$ where $`\lambda _{ij}=\lambda _i\lambda _j`$, and $`\lambda _ia^{}`$ maps a diagonal matrix to its $`i`$-th entry. The subset $`B=\{\lambda _{12},\mathrm{},\lambda _{n1n}\}`$ is a base of $`\mathrm{\Lambda }`$. Let $`C`$ be the corresponding chamber. The vector space $`W^{}=e_1\mathrm{}e_r`$ corresponds to the standard parabolic $`P=\left\{\left(\begin{array}{cc}& \\ 0& \end{array}\right)\begin{array}{cc}\}r& \end{array}\right\}G`$ given by $`B\backslash \{\lambda _{rr+1}\}`$. Now put $`\rho =\left(\frac{nr}{4rn^2}\right)^{1/2}`$ and $`\sigma =\frac{r}{nr}\rho `$. Then the diagonal matrix $`X`$ with entries $`(\rho ,\mathrm{},\rho _r,\sigma ,\mathrm{},\sigma )`$ has norm $`1`$ and is contained in $`C_{B\backslash \{\lambda _{rr+1}\}}`$. Hence $`z_W^{}`$ is given by the ray $`\{\mathrm{exp}(tX)u:t0\}`$. Applying $`g`$, our claim follows. $`\mathrm{}`$ From now on, we will write $`\text{diag}(d_1,\mathrm{},d_n)=\left(\begin{array}{ccc}d_1& & 0\\ & \mathrm{}& \\ 0& & d_n\end{array}\right).`$ The preceding Lemma says that $`\gamma (t)=g\mathrm{exp}t\text{diag}(\rho ,\mathrm{},\rho ,\sigma ,\mathrm{},\sigma )u`$ is the ray connecting $`u`$ and $`z_W`$. We write $`[u,z_W]`$ for this ray. ###### Corollary 4.7 Let $`xZ`$ be an arbitrary point, and let $`W`$ be an $`r`$-dimensional subspace of $`^n`$ with $`0<r<n`$. Put $`W^{}=e_1\mathrm{}e_r`$. Then there exists an element $`gG`$ such that $`gu=x`$ and $`gW^{}=W`$. For any such $`g`$ let $`\gamma (t)=g\mathrm{exp}t\text{diag}(\underset{r}{\underset{}{\rho ,\mathrm{},\rho }},\sigma ,\mathrm{},\sigma )u\text{ for }t0,`$ where $`\rho =\sqrt{\frac{nr}{4rn^2}}`$ and $`\sigma =\frac{r}{nr}\rho `$. Then $`\gamma =[x,z_W]`$. Proof: The last assertion is an immediate consequence of Lemma 4.6. Note that an element $`gG`$ as in our claim exists. Namely, let $`fG`$ be any element satisfying $`u=fx`$ and choose an orthonormal basis $`w_1,\mathrm{},w_r`$ of $`f(W)`$. Then we can complete it to an orthonormal basis $`w_1,\mathrm{},w_n`$ of $`^n`$ such that the element $`k`$ mapping $`e_i`$ to $`w_i`$ is contained in $`K`$. Hence $`g=f^1k`$ maps $`u`$ to $`x`$ and $`W^{}`$ to $`W`$. $`\mathrm{}`$ We will now investigate full geodesics in $`Z`$ connecting two $`0`$-simplices on the boundary $`Z(\mathrm{})`$. The following result is the Archimedean analogue of 2.3. ###### Lemma 4.8 Let $`W`$ and $`W^{}`$ be two non-trivial subspaces of $`^n`$. Then there exists a geodesic joining $`z_W`$ and $`z_W^{}`$ iff $`WW^{}=^n`$. Proof: Assume first that $`WW^{}=^n`$ and that $`dimW=r`$. Applying a suitable $`gG`$, we can assume that $`W=e_1+\mathrm{}+e_r`$ and $`W^{}=e_{r+1}+\mathrm{}e_n`$. Put again $`\rho =\sqrt{\frac{nr}{4rn^2}}`$ and $`\sigma =\frac{r}{nr}\rho `$, and let $$\gamma (t)=\mathrm{exp}t\text{diag}(\underset{r}{\underset{}{\rho ,\mathrm{},\rho }},\sigma ,\mathrm{},\sigma )u$$ for all $`t`$. For $`t0`$, this is equal to $`[u,z_W]`$ by 4.6. Let $`N`$ be the permutation matrix mapping $`(e_1,\mathrm{},e_n)`$ to $`(e_{r+1},\mathrm{},e_n,e_1,\mathrm{},e_r)`$. Then we have for all $`t0`$ $`\gamma (t)`$ $`=`$ $`N\mathrm{exp}t(\underset{nr}{\underset{}{\sigma ,\mathrm{},\sigma }},\rho ,\mathrm{},\rho )N^1u`$ $`=`$ $`N\mathrm{exp}t(\sigma ,\mathrm{},\sigma ,\rho ,\mathrm{},\rho )u.`$ Since $`\sigma =\sqrt{\frac{r}{4(nr)n^2}}`$ and $`\rho =\frac{nr}{r}(\sigma )`$, we can apply Lemma 4.6 and find that $`\gamma (t)`$ is the ray $`[u,z_W^{}]`$. Hence $`\gamma `$ is a geodesic in $`Z`$ connecting $`W`$ and $`W^{}`$. Now suppose that there exists a geodesic $`\gamma `$ joining $`W`$ and $`W^{}`$, and let $`x=\gamma (0)`$. For $`t0`$, the half-geodesic $`\gamma (t)`$ connects $`x`$ and one of the vector spaces, say $`W`$. Hence by 4.7 (after a reparametrization of $`\gamma `$ so that it has unit speed), $$\gamma (t)=g\mathrm{exp}t\text{diag}(\rho ,\mathrm{},\rho ,\sigma ,\mathrm{},\sigma )u\text{ for }t0,$$ where $`g`$ maps $`e_1+\mathrm{},e_r`$ to $`W`$ and $`u`$ to $`x`$. Then this equality holds for all $`t`$. We have already seen in the other half of our proof that $$\mathrm{exp}(t)\text{diag}(\rho ,\mathrm{},\rho ,\sigma ,\mathrm{},\sigma )u$$ connects $`u`$ with $`e_{r+1}+\mathrm{}+e_n`$, so that $`\gamma (t)`$ for $`t0`$ connects $`x`$ with $`g(e_{r+1}+\mathrm{}+e_n)`$. Hence $`W^{}=g(e_{r+1}+\mathrm{}+e_n)`$, which implies that $`WW^{}=V`$. $`\mathrm{}`$ Note that this result - as its non-Archimedean counterpart 2.3 - shows that two minimal faces in $`Z(\mathrm{})`$ can be connected by a geodesic iff the corresponding parabolic subgroups are opposite. Note that the map $$Zz=gKg{}_{}{}^{t}\overline{g}$$ provides a bijection between points in $`Z`$ and positive definite hermitian matrices in $`SL(n,)`$ of determinant one, or, what amounts to the same, equivalence classes $`\{h\}`$ of hermitian metrics, i.e. positive definite hermitian forms, on $`^n`$ with respect to the relation $`hh^{}`$, if $`h`$ is a positive real multiple of $`h^{}`$. We can now prove an Archimedean analogue of Proposition 2.4. ###### Proposition 4.9 Let $`W`$ and $`W^{}`$ be complementary subspaces of $`^n`$, i.e. $`WW^{}=^n`$, and put $`r=dimW`$. Let $`\{h\}`$ and $`\{h^{}\}`$ be equivalence classes of hermitian metrics on $`W`$ respectively $`W^{}`$, and let $`g`$ be an element in $`SL(n,)`$ such that $`ge_1,\mathrm{},ge_r`$ is an orthonormal basis of $`\alpha h`$ and $`ge_{r+1},\mathrm{},ge_n`$ is an orthonormal basis of $`\alpha ^{}h^{}`$ for some representatives $`\alpha h`$ of $`\{h\}`$ and $`\alpha ^{}h^{}`$ of $`\{h^{}\}`$. Then $$g\mathrm{exp}t\text{diag}(\underset{r}{\underset{}{\rho ,\mathrm{},\rho }},\sigma ,\mathrm{},\sigma )u$$ is a geodesic connecting $`W`$ and $`W^{}`$, where $`\rho =\sqrt{\frac{nr}{4rn^2}}`$ and $`\sigma =\frac{r}{nr}\rho `$. In fact, this association defines a bijection between the set of pairs $`(\{h\},\{h^{}\})`$ of metric classes on $`W`$ and $`W^{}`$ and the set of geodesics (up to reparametrization) connecting $`W`$ and $`W^{}`$. Proof: Obviously, given $`\{h\}`$ and $`\{h^{}\}`$, we can always find an element $`g`$ as in our claim. It is clear that $`g\mathrm{exp}t\text{diag}(\rho ,\mathrm{},\rho ,\sigma ,\mathrm{},\sigma )u`$ is a geodesic connecting $`W`$ and $`W^{}`$. Let $`fSL(n,)`$ be another element such that $`fe_1,\mathrm{},fe_r`$ is an orthonormal basis of $`\beta h`$ and $`fe_{r+1},\mathrm{},fe_n`$ is an orthonormal basis of $`\beta ^{}h^{}`$ for some positive real numbers $`\beta `$ and $`\beta ^{}`$. Then there are positive real numbers $`\delta `$ and $`\delta ^{}`$ with $`\delta ^r\delta ^{{}_{}{}^{}nr}=1`$ such that $`\text{diag}(\delta ^1,\mathrm{},\delta ^1,\delta ^{}_{}{}^{}1,\mathrm{},\delta ^{}_{}{}^{}1)g^1f`$ is in $`K`$. Besides, $`g^1f`$ is of the form $`g^1f=\left(\begin{array}{cc}& 0\\ 0& \end{array}\right)\begin{array}{cc}\}r& \end{array}.`$ Hence $`f\mathrm{exp}t\text{diag}(\rho ,\mathrm{},\rho ,\sigma ,\mathrm{},\sigma )u`$ $`=`$ $`g\mathrm{exp}t\text{diag}(\rho ,\mathrm{},\rho ,\sigma ,\mathrm{},\sigma )(g^1f)u`$ $`=`$ $`g\mathrm{exp}t\text{diag}(\rho ,\mathrm{},\rho ,\sigma ,\mathrm{},\sigma )\text{diag}(\delta ,\mathrm{},\delta ,\delta ^{},\mathrm{},\delta ^{})u`$ $`=`$ $`g\mathrm{exp}(t+t_0)\text{diag}(\rho ,\mathrm{},\rho ,\sigma ,\mathrm{},\sigma )u,`$ where $`t_0`$ satisfies $`\rho t_0=\mathrm{log}\delta `$ (hence $`\sigma t_0=\frac{r}{nr}\rho t_0=\mathrm{log}\delta ^{}`$). This shows that up to reparametrization our geodesic is independent of the choice of $`g`$. Now let $`\gamma `$ be a geodesic connecting $`W`$ and $`W^{}`$. We have seen in the proof of 4.8 that up to reparametrization $`\gamma (t)=g\mathrm{exp}t\text{diag}(\rho ,\mathrm{},\rho ,\sigma ,\mathrm{},\sigma )u`$, where $`g`$ maps $`e_1\mathrm{}e_r`$ to $`W`$ and $`e_{r+1}\mathrm{}e_n`$ to $`W^{}`$. Let $`w_i=g(e_i)`$ for all $`i=1,\mathrm{},n`$, and let $`h`$ respectively $`h^{}`$ be the metrics on $`W`$ respectively $`W^{}`$ with orthonormal bases $`w_1,\mathrm{},w_r`$ respectively $`w_{r+1},\mathrm{},w_n`$. Then $`\gamma `$ is induced by the pair $`(\{h\},\{h^{}\})`$. Now suppose that $`(\{h_1\},\{h_1^{}\})`$ and $`(\{h_2\},\{h_2^{}\})`$ are pairs of metric classes leading to the same geodesic. Let $`g_1`$ and $`g_2`$ elements in $`SL(n,)`$ such that for $`i=1`$ or $`2`$ $`g_ie_1,\mathrm{},g_ie_r`$ is an orthonormal basis of $`\alpha _ih_i`$ and $`g_ie_{r+1},\mathrm{},g_ie_n`$ is an orthonormal basis of $`\alpha _i^{}h_i^{}`$, where $`\alpha _i,\alpha _i^{}`$ are positive real numbers. Then there exists some $`t_0`$ such that $$g_1u=g_2\mathrm{exp}t_0\text{diag}(\rho ,\mathrm{},\rho ,\sigma ,\mathrm{},\sigma )u.$$ Put $`d=\mathrm{exp}t_0\text{diag}(\rho ,\mathrm{},\rho ,\sigma ,\mathrm{},\sigma )`$. Then $`g_1^1g_2d`$ is contained in $`K`$. Let us denote by $`\lambda _0`$ the canonical scalar product on $`^n`$, and let $`\lambda _i`$ be the metric on $`^n`$ with orthonormal basis $`g_ie_1,\mathrm{},g_ie_n`$ for $`i=1`$ or $`2`$. Then $`\lambda _i`$ is the orthogonal sum of $`\alpha _ih_i`$ and $`\alpha _i^{}h_i^{}`$. By definition, we have for all $`v,w^n`$ $$\lambda _0(v,w)=\lambda _1(g_1v,g_1w)\text{and}\lambda _0(v,w)=\lambda _2(g_2v,g_2w).$$ Since $`g_1^1g_2d`$ is in $`K`$, we find that $$\lambda _2(g_2v,g_2w)=\lambda _0(v,w)=\lambda _0(g_1^1g_2dv,g_1^1g_2dw).$$ If $`v`$ and $`w`$ are in $`e_1+\mathrm{}+e_r`$, then $`dv=\delta v`$ and $`dw=\delta w`$ for the positive real number $`\delta =\mathrm{exp}(t_0\rho )`$. Hence $`\alpha _2h_2(g_2v,g_2w)`$ $`=`$ $`\lambda _2(g_2v,g_2w)=\|\delta \|^2\lambda _0(g_1^1g_2v,g_1^1g_2w)`$ $`=`$ $`\|\delta \|^2\lambda _1(g_2v,g_2w)=\|\delta \|^2\alpha _1h_1(g_2v,g_2w),`$ which implies that $`h_1`$ is equivalent to $`h_2`$ on $`W`$. Similarly, looking at vectors in $`e_{r+1}+\mathrm{}+e_n`$, we find that $`h_1^{}`$ is equivalent to $`h_2^{}`$. $`\mathrm{}`$ ## 5 Archimedean intersections In this section we prove an Archimedean analogue of Theorem 3.1. We will first define the local Archimedean intersection number of linear cycles in $`_{}^{n1}`$. Fix a hermitian metric $`h`$ on $`V=^n`$. Then we can also define a metric $`h^{}`$ on the dual vector space $`V^{}`$. Let $`W`$ be a linear subspace of $`V`$ of codimension $`p`$ and let $`z_1,\mathrm{},z_n`$ be an orthonormal basis of $`V^{}`$ such that $`W`$ is the intersection $`W=_{i=1}^p\text{ker}(z_i)`$. (Then the linear cycle $`(W)(V)=_{}^{n1}`$ is given by the homogeneous ideal generated by $`z_1,\mathrm{},z_p`$.) On $`(V)\backslash (W)`$ we define $$\tau =\mathrm{log}(\|z_1\|^2+\mathrm{}+\|z_n\|^2)\text{and}\sigma =\mathrm{log}(\|z_1\|^2+\mathrm{}+\|z_p\|^2).$$ Beside, we define $`(1,1)`$-forms $`\alpha =dd^c\tau `$ and $`\beta =dd^c\sigma `$ on $`(V)\backslash (W)`$, where $`dd^c=\frac{i}{2\pi }\overline{}`$. Put $$\mathrm{\Lambda }_W=(\tau \sigma )(\underset{\nu =0}{\overset{p1}{}}\alpha ^\nu \beta ^{p1\nu }),$$ which is the Levine form for the linear cycle $`(W)`$ (see \[Gi-So1\], 1.4 and \[Gi-So2\]). Then $`\mathrm{\Lambda }_W`$ induces a Green current for $`(W)`$ with associated form $`\alpha ^p`$ (\[Gi-So2\], 5.1). From now on we fix linear subspaces $`A`$, $`B`$, $`C`$ and $`D`$ of $`V=^n`$, such that $`A`$ and $`B`$ have dimension $`p`$, and $`C`$ and $`D`$ have dimension $`q`$ for some $`p,q1`$ with $`p+q=n`$. We will always assume that $`qp`$. Besides, we assume that the intersections $`AC`$, $`AD`$, $`BC`$ and $`BD`$ are all zero. In this case the cycles $`(A)(B)`$ and $`(C)(D)`$ meet properly on $`(V)`$. We define their Archimedean intersection number as $$<(A)(B),(C)(D)>=_{(A)}(\mathrm{\Lambda }_C\mathrm{\Lambda }_D)_{(B)}(\mathrm{\Lambda }_C\mathrm{\Lambda }_D),$$ (compare \[Gi-So1\], 4.3.8, iii). Using the commutativity of the $``$-product for Green currents (\[Gi-So1\], 2.2.9), we find that this is independent of the choice of a hermitian metric $`h`$ on $`V`$. Now we can prove a formula for such a local intersection number in terms of the geometry of the symmetric space $`Z`$. Taking into account the correspondence between lattices on the non-Archimedean side and hermitian metrics on the Archimedean side (cf. \[De\]), the following result is the Archimedean counterpart of our non-Archimedean Theorem 3.1. ###### Theorem 5.1 Let $`A`$, $`B`$, $`C`$ and $`D`$ be as above and assume additionally that $`C+D=V`$. Besides, we assume that there are complements $`C^{}`$ respectively $`D^{}`$ of $`CD`$ in $`C`$ respectively $`D`$, and hermitian metrics $`h_A`$ on $`A`$ and $`h_B`$ on $`B`$ such that the following two conditions hold: First of all, the vector space $`<A,B>`$ generated by $`A`$ and $`B`$ is contained in $`C^{}D^{}`$. Secondly, the metric $`p_C^{}(h_A)`$ is equivalent to $`p_C^{}(h_B)`$, and the metric $`p_D^{}(h_A)`$ is equivalent to $`p_D^{}(h_B)`$, where $`p_C^{}`$ and $`p_D^{}`$ denote the projections with respect to the decomposition $`V=(CD)C^{}D^{}`$. Choose a metric $`h_0`$ in $`CD`$ and put $`h_C^{}=p_C^{}(h_A)`$ and $`h_D^{}=p_D^{}(h_A)`$. By 4.9 there is a geodesic $`\gamma `$ corresponding to the orthogonal sum $`h_0h_C^{}`$ on $`C`$ and the metric $`h_D^{}`$ on $`D^{}`$ which connects $`C`$ and $`D^{}`$. We orient $`\gamma `$ from $`C`$ to $`D^{}`$. Let $`A\gamma `$ be the unique point $`z`$ on $`\gamma `$ such that the ray $`[z,z_A]`$ meets $`\gamma `$ at a right angle. Then $$<(A)(B),(C)(D)>=\frac{\sqrt{p}}{\sqrt{q}}\text{distor}_\gamma (A\gamma ,B\gamma ),$$ where $`\text{distor}_\gamma `$ means oriented distance along the oriented geodesic $`\gamma `$. Before we prove this theorem, let us formulate a corollary in the case $`p=1`$, where our conditions are rather mild. Note that in this case the intersection pairing we are considering coincides with Néron’s local height pairing (compare \[Gi-So1\], 4.3.8). The following result generalizes Manin’s formula for $`^1`$ to higher dimensions (see \[Ma\], Theorem 2.3). ###### Corollary 5.2 Let $`a`$ and $`b`$ be different points in $`_{}^{n1}`$, and let $`H_C`$ and $`H_D`$ be different hyperplanes in $`_{}^{n1}`$ such that the cycles $`ab`$ and $`H_CH_D`$ have disjoint supports. Denote by $`A`$ and $`B`$ the lines in $`^n`$ corresponding to $`a`$ and $`b`$, and by $`C`$ and $`D`$ the codimension $`1`$ subspaces in $`^n`$ corresponding to $`H_C`$ and $`H_D`$. If $`<A,B>C=<A,B>D`$, then $`<ab,H_CH_D>=0`$. If this is not the case, choose hermitian metrics $`h_0`$ on $`CD`$, $`h_1`$ on $`<A,B>C`$ and $`h_2`$ on $`<A,B>D`$. Then $`h_0h_1`$ is a metric on $`C`$, and by 4.9 there exists a geodesic $`\gamma `$ connecting $`C`$ and $`<A,B>D`$ associated to the pair $`(\{h_0h_1\},\{h_2\})`$. We orient $`\gamma `$ from $`C`$ to $`<A,B>D`$. Then $$<ab,H_CH_D>=\frac{1}{\sqrt{n1}}\text{distor}_\gamma (a\gamma ,b\gamma ).$$ Proof of Corrolary 5.2: If the one-dimensional vector spaces $`<A,B>C`$ and $`<A,B>D`$ are equal, a similar reasoning as in the proof of Corollary 3.2 shows that $`<ab,H_CH_D>`$ is indeed zero. If they are not equal, we can apply Theorem 5.1. $`\mathrm{}`$ Proof of Theorem 5.1: Our conditions imply that $`CD`$ has dimension $`2qn=qp`$, so that indeed $`V=(CD)C^{}D^{}`$. Since $`A`$ and $`D`$ have trivial intersection, the projection $`p_C^{}:AC^{}`$ is a linear isomorphism, so that we can define $`p_C^{}h_A`$ as $`h_Ap_C^{}^1`$. Hence the orthogonal sum $`h_0h_C^{}`$ is indeed a hermitian metric on $`C`$. Let now $`w_{2p+1},\mathrm{},w_n`$ be an orthonormal basis of $`h_0`$ in $`CD`$. Let $`a_1,\mathrm{},a_p`$ be an orthonormal basis of $`h_A`$ in $`A`$. If we denote the projection of $`a_i`$ to $`C^{}`$ by $`w_{p+i}^{}`$, and the projection to $`D^{}`$ by $`w_i^{}`$, we get an orthonormal basis $`w_1^{},\mathrm{},w_p^{}`$ of $`h_D^{}`$, and an orthonormal basis $`w_{p+1}^{},\mathrm{},w_{2p}^{}`$ of $`h_C^{}`$. Since $`A`$ is contained in $`C^{}D^{}`$, we have $`a_i=w_i^{}+w_{p+i}^{}`$. Since $`h_C^{}=p_C^{}(h_A)`$ is equivalent to $`p_C^{}(h_B)`$, we can find a constant $`\alpha _{>0}`$ so that $`\alpha ^2p_C^{}(h_B)=h_C^{}`$. Similarly, we find some $`\beta _{>0}`$ such that $`\beta ^2p_D^{}(h_B)=h_D^{}`$. Hence there is an orthonormal basis $`b_1,\mathrm{},b_p`$ of $`h_B`$ in $`B`$ such that $$b_1=\beta w_1+\alpha w_{p+1},\mathrm{},b_p=\beta w_p+\alpha w_{2p}$$ for some orthonormal bases $`w_1,\mathrm{}w_p`$ of $`h_D^{}`$ and $`w_{p+1},\mathrm{},w_{2p}`$ of $`h_C^{}`$. We define a metric $`h`$ on $`V`$ as the orthogonal sum of $`h_0,h_C^{}`$ and $`h_D^{}`$. If $`\mathrm{\Lambda }_C`$ and $`\mathrm{\Lambda }_D`$ are the Levine currents with respect to $`h`$, we can calculate $$_{(B)}\mathrm{\Lambda }_C\mathrm{\Lambda }_D=2p\mathrm{log}(\alpha /\beta )_{(B)}(dd^c\mathrm{log}(\|u_1\|^2+\mathrm{}+\|u_p\|^2))^{p1},$$ where $`u_1,\mathrm{},u_p`$ are projective coordinates on $`(B)`$. Since $`\frac{i}{2}\overline{}\mathrm{log}(\|u_1\|^2+\mathrm{}+\|u_p\|^2)`$ is the $`(1,1)`$-form with respect to the Fubini-Study-metric on $`(B)`$, we have $$_{(B)}(\frac{i}{2}\overline{}\mathrm{log}(\|u_1\|^2+\mathrm{}+\|u_p\|^2))^{p1}=(p1)!\text{vol}((B))$$ by Wirtinger’s theorem (see \[Gr-Ha\], p. 31). Therefore $$\frac{1}{\pi ^{p1}}_{(B)}\left(\frac{i}{2}\overline{}\mathrm{log}(\|u_1\|^2+\mathrm{}+\|u_p\|^2)\right)^{p1}=\frac{(p1)!}{\pi ^{p1}}\text{vol}((B))=1,$$ since the volume of $`(B)`$ with respect to the Fubini-Study-metric is $`\frac{\pi ^{p1}}{(p1)!}`$ (see e.g. \[BGM\], p. 18). A similar calculation gives $`_{(A)}\mathrm{\Lambda }_C\mathrm{\Lambda }_D=0`$, so that our intersection number is $$<(A)(B),(C)(D)>=2p\mathrm{log}\frac{\beta }{\alpha }.$$ For some complex number $`\delta `$ the element $`g`$ mapping $`e_1,\mathrm{},e_n`$ to $`\delta ^1w_1,\mathrm{},\delta ^1w_n`$ is in $`SL(n,)`$. Then by 4.9, putting $`\rho =\sqrt{q/(4pn^2)}`$ and $`\sigma =\frac{p}{q}\rho `$, $$\gamma (t)=g\mathrm{exp}t\text{diag}(\underset{p}{\underset{}{\rho ,\mathrm{},\rho }},\underset{q}{\underset{}{\sigma ,\mathrm{},\sigma }})u$$ is the geodesic connecting $`C`$ and $`D^{}`$ corresponding to $`\{h_0h_C^{}\}`$ and $`\{h_D^{}\}`$. Orienting $`\gamma `$ from $`C`$ to $`D^{}`$ means following the direction of increasing $`t`$. We will now determine $`B\gamma `$. Let $`z=g\mathrm{exp}t\text{diag}(\rho ,\mathrm{},\rho ,\sigma ,\mathrm{},\sigma )u`$ be a point on $`\gamma `$. We put $`g^{}=g\mathrm{exp}t\text{diag}(\rho ,\mathrm{},\rho ,\sigma ,\mathrm{},\sigma )`$, so that $`g^{}u=z`$. We want to describe $`[z,z_B]`$. Let $`c`$ be the positive real number $$c=(\beta ^2\mathrm{exp}(2t\rho )+\alpha ^2\mathrm{exp}(2t\sigma ))^{\frac{1}{2}},$$ and let $`kSL(n,)`$ be the matrix $`k=\left(\begin{array}{ccc}\frac{\beta }{c}\mathrm{exp}(t\rho )I_p& \frac{\alpha }{c}\mathrm{exp}(t\sigma )I_p& 0\\ \frac{\alpha }{c}\mathrm{exp}(t\sigma )I_p& \frac{\beta }{c}\mathrm{exp}(t\rho )I_p& 0\\ 0& 0& I_{qp}\end{array}\right),`$ where $`I_p`$ denotes the $`(p\times p)`$-unit matrix. Obviously, $`k`$ is an element in $`K`$ such that $`g^{}k=g\mathrm{exp}t\text{diag}(\rho ,\mathrm{},\rho ,\sigma ,\mathrm{},\sigma )k`$ maps the vector space generated by $`e_1,\mathrm{},e_p`$ to $`B`$. Using 4.7 we find that $`[z,z_B]`$ is given by $$g^{}k\mathrm{exp}(s\text{diag}(\rho ,\mathrm{},\rho ,\sigma ,\mathrm{},\sigma ))u\text{ for }s0.$$ On the other hand, $`[z,z_D^{}]`$ is the ray $$g^{}\mathrm{exp}(s\text{diag}(\rho ,\mathrm{},\rho ,\sigma ,\mathrm{},\sigma ))u\text{ for }s0.$$ Now the angle between $`[z,z_A]`$ and $`[z,z_D^{}]`$ in $`z=g^{}u`$ is equal to the angle between $`\gamma _1(s)`$ $`=`$ $`k\mathrm{exp}(s\text{diag}(\rho ,\mathrm{},\rho ,\sigma ,\mathrm{},\sigma ))u\text{ and}`$ $`\gamma _2(s)`$ $`=`$ $`\mathrm{exp}(s\text{diag}(\rho ,\mathrm{},\rho ,\sigma ,\mathrm{},\sigma ))u`$ in $`u`$. Recall that $`\tau :GZ`$ is the projection map, and that $`\lambda (g)`$ denotes the left action of $`gG`$ on $`Z`$. Then we have $`\underset{2}{\overset{}{\gamma }}(0)`$ $`=`$ $`d\tau \text{diag}(\rho ,\mathrm{},\rho ,\sigma ,\mathrm{},\sigma )\text{and}`$ $`\underset{1}{\overset{}{\gamma }}(0)`$ $`=`$ $`d\lambda (k)d\tau \text{diag}(\rho ,\mathrm{},\rho ,\sigma ,\mathrm{},\sigma )`$ $`=`$ $`d\tau (\text{Ad}(k)\text{diag}(\rho ,\mathrm{},\rho ,\sigma ,\mathrm{},\sigma )),`$ see section 4. Recall that $`<,>`$ is the scalar product on $`T_uZ`$ induced by the Killing form on $`p`$. We have $`<\underset{1}{\overset{}{\gamma }}(0),\underset{2}{\overset{}{\gamma }}(0)>=`$ $`4n\text{Re}\text{Tr}(k\text{diag}(\rho ,\mathrm{},\rho ,\sigma ,\mathrm{},\sigma )k^1\text{diag}(\rho ,\mathrm{},\rho ,\sigma ,\mathrm{},\sigma )).`$ Calculating this matrix, we find that $`\text{Tr}(k\text{diag}(\rho ,\mathrm{},\rho ,\sigma ,\mathrm{},\sigma )k^1\text{diag}(\rho ,\mathrm{},\sigma ,\mathrm{},\sigma ))`$ $`=p\left[{\displaystyle \frac{\rho ^2\beta ^2}{c^2}}\mathrm{exp}(2t\rho )+2{\displaystyle \frac{\alpha ^2\rho \sigma }{c^2}}\mathrm{exp}(2t\sigma )+{\displaystyle \frac{\sigma ^2\beta ^2}{c^2}}\mathrm{exp}(2t\rho )\right]+(qp)\sigma ^2`$ $`={\displaystyle \frac{\rho ^2}{c^2q^2}}\left(p(p^2+q^2)\beta ^2\mathrm{exp}(2t\rho )2p^2q\alpha ^2\mathrm{exp}(2t\sigma )+(qp)p^2c^2\right)`$ $`={\displaystyle \frac{\rho ^2}{c^2q^2}}\left(pqn\beta ^2\mathrm{exp}(2t\rho )p^2n\alpha ^2\mathrm{exp}(2t\sigma )\right).`$ Therefore $`<\underset{1}{\overset{}{\gamma }}(0),\underset{2}{\overset{}{\gamma }}(0)>=0,`$ iff $`\mathrm{exp}(2t\rho +2t\sigma )={\displaystyle \frac{p\alpha ^2}{q\beta ^2}},`$ hence iff $`{\displaystyle \frac{n}{q}}2t\rho =\mathrm{log}\left({\displaystyle \frac{q\beta ^2}{p\alpha ^2}}\right).`$ Thus $`[z,z_B]`$ meets $`[z,z_D^{}]`$ (and hence $`\gamma `$) at a right angle, iff $`t=\frac{q}{2n\rho }`$ $`\mathrm{log}(q\beta ^2/p\alpha ^2)`$. So $`B\gamma `$ is well-defined and equal to the point $$B\gamma =g\text{diag}(\left(\frac{q\beta ^2}{p\alpha ^2}\right)^{\frac{q}{2n}},\mathrm{},\left(\frac{q\beta ^2}{p\alpha ^2}\right)^{\frac{q}{2n}},\left(\frac{q\beta ^2}{p\alpha ^2}\right)^{\frac{p}{2n}},\mathrm{},\left(\frac{q\beta ^2}{p\alpha ^2}\right)^{\frac{p}{2n}})u.$$ An analogous calculation gives $$A\gamma =g\text{diag}(\left(\frac{q}{p}\right)^{\frac{q}{2n}},\mathrm{},\left(\frac{q}{p}\right)^{\frac{q}{2n}},\left(\frac{q}{p}\right)^{\frac{p}{2n}},\mathrm{},\left(\frac{q}{p}\right)^{\frac{p}{2n}})u.$$ Now we can calculate $`\text{dist}(A\gamma ,B\gamma )`$ $`=\text{dist}(u,\text{diag}(\left({\displaystyle \frac{\beta }{\alpha }}\right)^{\frac{q}{n}},\mathrm{},\left({\displaystyle \frac{\beta }{\alpha }}\right)^{\frac{q}{n}},\left({\displaystyle \frac{\beta }{\alpha }}\right)^{\frac{p}{n}},\mathrm{},\left({\displaystyle \frac{\beta }{\alpha }}\right)^{\frac{p}{n}})u)`$ $`=2\sqrt{pq}\left\|\mathrm{log}{\displaystyle \frac{\beta }{\alpha }}\right\|,`$ by Lemma 4.1. Now we have $`1\beta /\alpha `$ iff $`A\gamma `$ appears before $`B\gamma `$ in our orientation of $`\gamma `$. Hence $`\text{distor}_\gamma (A\gamma ,B\gamma )`$ $`=`$ $`\{\begin{array}{cc}2\sqrt{pq}\left\|\mathrm{log}\frac{\beta }{\alpha }\right\|\hfill & \text{if }\alpha \beta \hfill \\ 2\sqrt{pq}\left\|\mathrm{log}\frac{\beta }{\alpha }\right\|\hfill & \text{if }\alpha >\beta \hfill \end{array}`$ $`=`$ $`2\sqrt{pq}\mathrm{log}{\displaystyle \frac{\beta }{\alpha }},`$ which implies that $$<(A)(B),(C)(D)>=2p\mathrm{log}\frac{\beta }{\alpha }=\frac{\sqrt{p}}{\sqrt{q}}\text{distor}_\gamma (A\gamma ,B\gamma ),$$ whence our claim. $`\mathrm{}`$
warning/0006/cond-mat0006391.html	ar5iv	text	# Application of the quantum spin glass theory to image restoration ## I Introduction Recently, the problems of information science were investigated from statistical mechanical point of view. Among them, the image restoration is one of the most suitable subjects. In the standard approach to the image restoration, an estimate of the original image is given by maximizing a posterior probability distribution (the MAP estimate) . In the context of statistical mechanics, this approach corresponds to finding the ground state configuration of the effective Hamiltonian for some spin system under the random fields. On the other hand, it is possible to construct another strategy to infer the original image using the thermal equilibrium state of the Hamiltonian. From the Bayesian statistical point of view, the finite temperature restoration coincides with maximizing a posterior marginal distribution (the MPM estimate ) and using this strategy, the error for each pixel may become smaller than that of the MAP estimate. As we use the average of each pixel (spin) over the Boltzmann-Gibbs distribution at a specific temperature, the thermal fluctuation should play an important role in the MPM estimate. Then, the temperature controls the shape of the distribution and if we choose the temperature appropriately, the sampling from the distribution generates the important configurations for a fine restoration. Besides this hill-climbing mechanism by the thermal fluctuation, we may use another type of fluctuation, namely, the quantum fluctuation which leads to quantum tunneling between the states. If we use the sampling from the Boltzmann-Gibbs distribution based on the quantum fluctuation, it may be possible to obtain much more effective configurations for a good restoration. The idea of the MRF’s model using the quantum fluctuation was recently proposed by Tanaka and Horiguchi , however, they investigated the quantum fluctuation in the context of the optimization (the MAP estimate by the quantum fluctuation) and they used the ground state as the estimate of the original image. We would like to stress that we use the distribution based on the quantum fluctuation itself and the expectation value is used to infer the original image. It is highly non-trivial problem to investigate whether the MPM estimate based on the quantum fluctuation becomes better than the MAP estimate or the thermal fluctuation based MPM estimate. This is a basic concept of this paper. This paper is organized as follows. In the next Sec. II, we explain our model system and the basic idea of our method in detail. In Sec. II, we also introduce the criterion of the restoration, that is, the overlap between the original image and the result of the restoration. In Sec. III, we introduce the infinite range model in order to obtain analytical results on the performance of the restoration, and calculate the overlap explicitly. In Sec. IV, we show that quantum Monte Carlo simulations in 2-dimension support our analytical results. In Sec. V, we introduce the iterative algorithm which is derived by mean-field approximation and apply this algorithm to image restoration for standard pictures. The last Sec. VI is devoted to discussion about all results we obtain. In this section, we also mention the inequality which gives the upper bound of the overlap. ## II Basic idea and formulation Let us suppose that the original image is represented by a configuration of Ising spins $`\{\xi \}\{\xi _i\|\xi _i=\pm 1;i=1,\mathrm{},N\}`$ with probability $`P_s(\{\xi \})`$. These images are sent through the noisy channel by the form of sequence $`\{\xi \}`$. Then, we regard the output of the sequence $`\{\xi \}`$ through the noisy channel as $`\{\tau \}`$. The output probability for the case of the binary symmetric channel (BSC) is specified by the following form; $`P_{\mathrm{out}}(\{\tau \}\|\{\xi \})={\displaystyle \frac{1}{(2\mathrm{cosh}\beta _\tau )^N}}\mathrm{exp}\left(\beta _\tau {\displaystyle \underset{i}{}}\tau _i\xi _i\right).`$ (1) We easily understand the relevance of this expression for the BSC; Lets suppose that each pixel $`\xi _i`$ changes its sign with probability $`p_\tau `$ and remains with $`1p_\tau `$ during the transmission, that is, $`P(\tau _i=\xi _i\|\xi _i)`$ $`=`$ $`p_\tau {\displaystyle \frac{\mathrm{e}^{\beta _\tau }}{2\mathrm{cosh}\beta _\tau }}`$ (2) $`P(\tau _i=\xi _i\|\xi _i)`$ $`=`$ $`1p_\tau {\displaystyle \frac{\mathrm{e}^{\beta _\tau }}{2\mathrm{cosh}\beta _\tau }}.`$ (3) We easily see that there is a simple relation between flip probability $`p_\tau `$ and inverse temperature $`\beta _\tau `$ as $`\mathrm{exp}(2\beta _\tau )=(1p_\tau )/p_\tau `$. This is reason why we refer to this type of noise as binary symmetric channel. Using the assumption that each pixel $`\xi _i`$ in the original image $`\{\xi \}`$ is corrupted independently (so-called memory-less channel), namely, $`P(\{\tau \}\|\{\xi \})=_iP(\tau _i\|\xi _i)`$, we obtain Eq. (1). This BSC is simply extended to the following Gaussian channel (GC) $`P_{\mathrm{out}}(\{\tau \}\|\{\xi \})={\displaystyle \frac{1}{(\sqrt{2\pi }\tau )^N}}\mathrm{exp}\left({\displaystyle \frac{1}{2\tau ^2}}{\displaystyle \underset{i}{}}(\tau _i\tau _0\xi _i)^2\right).`$ (4) where $`\tau `$ is a standard deviation of observable (corrupted pixel) $`\tau _i`$ from scaled original pixel $`\tau _0\xi _i`$. Then, the posterior probability $`P(\{\sigma \}\|\{\tau \})`$, which is the probability that the source sequence is $`\{\sigma \}`$ provided that the output is $`\{\tau \}`$, leads to $`P(\{\sigma \}\|\{\tau \})`$ $`=`$ $`{\displaystyle \frac{P(\{\tau \}\|\{\sigma \})P_m(\{\sigma \})}{_\sigma P(\{\tau \}\|\{\sigma \})P_m(\{\sigma \})}}`$ (5) by the Bayes theorem. As we treat the BW image and the BSC (1), a likelihood $`P(\{\tau \}\|\{\xi \})`$ is appropriately written by $`P(\{\tau \}\|\{\xi \})`$ $``$ $`\mathrm{exp}\left(h{\displaystyle \underset{i}{}}\tau _i\sigma _i\right).`$ (6) $`P_m(\{\sigma \})`$ appearing in the Bayesian formula (5) is a model of the prior distribution $`P_s(\{\xi \})`$ and we usually use the following type; $`P_m(\{\sigma \})`$ $``$ $`\mathrm{exp}\left(\beta _m{\displaystyle \underset{<ij>}{}}\sigma _i\sigma _j\right)`$ (7) where $`_{<ij>}(\mathrm{})`$ means the sum with respect to the nearest neighboring pixels and $`\beta _m`$ controls the smoothness of the picture according to our assumption. Substituting Eqs. (6) and (26) into Eq. (8), we obtain the posterior probability $`P(\{\sigma \}\|\{\tau \})`$ explicitly; $`P(\{\sigma \}\|\{\tau \})`$ $`=`$ $`{\displaystyle \frac{\mathrm{exp}\left(\beta _m_{<ij>}\sigma _i\sigma _j+h_i\tau _i\sigma _i\right)}{_\sigma \mathrm{exp}\left(\beta _m_{<ij>}\sigma _i\sigma _j+h_i\tau _i\sigma _i\right)}}.`$ (8) In the framework of the MAP estimate, we regard a configuration $`\{\sigma \}`$ which maximizes the posterior probability $`P(\{\sigma \}\|\{\tau \})`$ as an estimate of the original image $`\{\xi \}`$. Obviously, this estimate $`\{\sigma \}`$ corresponds to the ground state of the following effective Hamiltonian (the random field Ising model) $`_{\mathrm{eff}}`$ $`=`$ $`\beta _m{\displaystyle \underset{<ij>}{}}\sigma _i\sigma _jh{\displaystyle \underset{i}{}}\tau _i\sigma _i.`$ (9) Therefore, in the limit of $`\beta _m/h\mathrm{}`$, we expect that the original image should be complete BLACK picture or complete WHITE picture, whereas in the limit of $`\beta _m/h\mathrm{\hspace{0.17em}0}`$, we assume that the original image should be identical to the observable $`\{\tau \}`$ itself. On the other hand, in the framework of the MPM estimate, we maximize the following posterior marginal probability $`P(\sigma _i\|\{\tau \})={\displaystyle \frac{_{\sigma \sigma _i}P(\{\tau \}\|\{\sigma \})P_m(\{\sigma \})}{_\sigma P(\{\tau \}\|\{\sigma \})P_m(\{\sigma \})}}.`$ (10) As we treat the case of BW image, the estimate of the $`i`$-th pixel should be given as $`\mathrm{sgn}\left({\displaystyle \underset{\sigma _i=\pm 1}{}}\sigma _iP(\sigma _i\|\{\tau \})\right)`$ (11) $`=`$ $`\mathrm{sgn}\left({\displaystyle \frac{_\sigma \sigma _iP(\{\tau \}\|\{\sigma \})P_m(\{\sigma \})}{_\sigma P(\{\tau \}\|\{\sigma \})P_m(\{\sigma \})}}\right)`$ (12) $``$ $`\mathrm{sgn}(\sigma _i_{h,\beta _m})`$ (13) where $`\mathrm{}_{h,\beta _m}`$ means the average over the posterior probability Eq. (8). Consequently, our problem is reduced to that of statistical mechanics which is described by the effective Hamiltonian Eq. (9). As the Hamiltonian Eq. (9) has lots of local minima due to the quenched disorder $`\{\tau \}`$, in general, it is quite difficult to obtain the thermal equilibrium state which contributes to fine restoration without being trapped in a local minimum for a long time. In order to overcome this difficulty, we add the quantum transverse field $`\mathrm{\Gamma }{\displaystyle \underset{i}{}}\widehat{\sigma }_i^x\widehat{}_1`$ (14) to the effective Hamiltonian (9) as quantum fluctuation. In this expression, $`\widehat{\sigma }_i^x`$ means the $`x`$-component of the Pauli matrix and $`\mathrm{\Gamma }`$ controls the width of the quantum fluctuation. Intuitively, the term $`\mathrm{\Gamma }\widehat{\sigma }_i^x`$ is regarded as the tunneling probability between the eigenstates of the operator $`\widehat{\sigma }_i^z`$ ($`z`$-component of the Pauli matrix), namely, $`\|\sigma _i^z=\pm 1>`$. The tunneling probability between the states $`\|\sigma _i^z=\pm 1>`$ leads to $`\|<\sigma _i^z=+1\|\mathrm{\Gamma }\widehat{\sigma }_i^x\|\sigma _i^z=1>\|^2=\mathrm{\Gamma }^2`$. As the result, the term (14) generates the superposition of the states $`\|\sigma _i^z=+1>`$ (BLACK) and $`\|\sigma _i^z=1>`$ (WHITE). Using this fuzzy representation for each pixel, we may construct the algorithm which is robust for the choice of the hyper-parameters, especially, for the edge parts of a given picture. Our problem is now reduced to that of quantum statistical mechanics for the next effective Hamiltonian $`\widehat{}_{\mathrm{eff}}=h{\displaystyle \underset{i}{}}\tau _i\widehat{\sigma }_i^z\beta _m{\displaystyle \underset{<ij>}{}}\widehat{\sigma }_i^z\widehat{\sigma }_j^z\mathrm{\Gamma }{\displaystyle \underset{i}{}}\widehat{\sigma }_i^x\widehat{}_0+\widehat{}_1`$ (15) where we defined $`\widehat{}_1\widehat{}_{\mathrm{eff}}\widehat{}_0`$. Our main goal is to calculate the local magnetization $`\widehat{\sigma }_i^z_{h,\beta _m,\mathrm{\Gamma }}`$ of the system described by the above Hamiltonian, that is to say, $`\widehat{\sigma }_i^z_{h,\beta _m,\mathrm{\Gamma }}`$ $``$ $`{\displaystyle \frac{\mathrm{Tr}_\sigma \widehat{\sigma }_i^z\mathrm{exp}(\widehat{}_{\mathrm{eff}})}{\mathrm{Tr}_\sigma \mathrm{exp}(\widehat{}_{\mathrm{eff}})}}`$ (16) and regard the quantity $`\mathrm{sgn}(\widehat{\sigma }_i^z_{h,\beta _m,\mathrm{\Gamma }})`$ as an estimate of the original pixel $`\xi _i`$. Therefore, the averaged performance of our method is measured by the following overlap $`M(h,\beta _m,\mathrm{\Gamma })`$ as $`M(h,\beta _m,\mathrm{\Gamma })`$ $`=`$ $`\mathrm{Tr}_{\{\xi ,\tau \}}P_s(\{\xi \})P_{\mathrm{out}}(\{\tau \}\|\{\xi \})\xi _i\mathrm{sgn}(\widehat{\sigma }_i^z_{h,\beta _m,\mathrm{\Gamma }}).`$ (17) Then, our main interests are summarized as follows. * Is it possible for us to use the quantum fluctuation in place of the thermal one ? * Does there exist a specific choice of $`\mathrm{\Gamma }`$ which gives the optimal image restoration ? Before we calculate the above overlap (17), we may add the parity check term, which was recently introduced by Nishimori and Wong , to the effective Hamiltonian (9). This parity check term is represented as $`\beta _J_{<ij>}J_{ij}\widehat{\sigma }_i^z\widehat{\sigma }_j^z`$, and we rewrite $`\widehat{}_0`$ as $`\widehat{}_0=\beta _J{\displaystyle \underset{<ij>}{}}J_{ij}\widehat{\sigma }_i^z\widehat{\sigma }_j^z\beta _m{\displaystyle \underset{<ij>}{}}\widehat{\sigma }_i^z\widehat{\sigma }_j^zh{\displaystyle \underset{i}{}}\tau _i\widehat{\sigma }_i^z`$ (18) where $`J_{ij}`$ is the noisy version of the product of arbitrary two original pixels $`\xi _i\xi _j`$ and the output of this quantity through the noisy channel is given by $`P_{\mathrm{out}}(\{J\}\|\{\xi \})={\displaystyle \frac{1}{(2\mathrm{cosh}\beta _r)^{N_B}}}\mathrm{exp}\left(\beta _r{\displaystyle \underset{<ij>}{}}J_{ij}\xi _i\xi _j\right)`$ (19) for the BSC and $`P_{\mathrm{out}}(\{J\}\|\{\xi \})={\displaystyle \frac{1}{(\sqrt{2\pi }J)^{N_B}}}\mathrm{exp}\left({\displaystyle \frac{1}{2J^2}}{\displaystyle \underset{<ij>}{}}(J_{ij}J_0\xi _i\xi _j)^2\right)`$ (20) for the GC, respectively. $`N_B`$ is the number of the terms appearing in the sum in Eq. (19) or Eq. (20). Then, the effective Hamiltonian $`\widehat{}_{\mathrm{eff}}=\widehat{}_0+\widehat{}_1`$ describes the thermo-dynamics of quantum spin glass under random fields. In the next section, we introduce the rather artificial model, namely, the infinite range model in which spins in the system (15) are fully connected. ## III The Infinite Range Model In this section, we calculate the overlap (17) explicitly using the infinite range version of the effective Hamiltonian (15). We use the GC for the analysis of the infinite range model in this section and the the BSC for the quantum Monte Carlo simulations in the next Sec. IV, respectively. However, these two channels can be treated by the following single form. $`P_{\mathrm{out}}(\{J\}\|\{\tau \})={\displaystyle \underset{<ij>}{}}F_r(J_{ij}){\displaystyle \underset{<ij>}{}}F_1(\tau _{ij})\mathrm{exp}\left(\beta _r{\displaystyle \underset{<ij>}{}}J_{ij}\xi _i\xi _j+\beta _\tau {\displaystyle \underset{i}{}}\tau _i\xi _i\right)`$ (21) with $`F_r(J_{ij})`$ $`=`$ $`{\displaystyle \frac{1}{2\mathrm{cosh}\beta _r}}\left\{\delta (J_{ij}1)+\delta (J_{ij}+1)\right\}`$ (22) $`F_1(\tau _{ij})`$ $`=`$ $`{\displaystyle \frac{1}{2\mathrm{cosh}\beta _\tau }}\left\{\delta (\tau _i1)+\delta (\tau _i+1)\right\}`$ (23) for the BSC and with $`F_r(J_{ij})`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2\pi J^2}}}\mathrm{exp}\left({\displaystyle \frac{1}{2J^2}}(J_{ij}^2+J_0^2)\right)`$ (24) $`F_1(\tau _i)`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2\pi \tau ^2}}}\mathrm{exp}\left({\displaystyle \frac{1}{2\tau ^2}}(\tau _i^2+\tau _0^2)\right),`$ (25) for the GC, and we set $`\beta _J=J_0/J^2,\beta _\tau =\tau _0/\tau ^2`$. As the original image, we use the ferro-magnetic snapshot from the distribution $`P_s(\{\xi \})={\displaystyle \frac{1}{𝒵(\beta _s)}}\mathrm{exp}\left({\displaystyle \frac{\beta _s}{N}}{\displaystyle \underset{ij}{}}\xi _i\xi _j\right),`$ (26) where $`_{ij}(\mathrm{})`$ means the sum over all possible combinations of $`(i,j)`$ and we divided the argument of the exponential in Eq. (26) by $`N`$ to take a proper thermo-dynamical limit as Hamiltonian should be of order $`N`$. For the same reason, we should re-scale the terms appearing in Eq. (15) as $`\beta _J_{<ij>}J_{ij}\widehat{\sigma }_i^z\widehat{\sigma }_j^z(\beta _J/N)_{ij}J_{ij}\widehat{\sigma }_i^z\widehat{\sigma }_j^z`$ and $`\beta _m_{<ij>}\widehat{\sigma }_i^z\widehat{\sigma }_j^z(\beta _m/N)_{ij}\widehat{\sigma }_i^z\widehat{\sigma }_j^z`$ when we treat the infinite range model. It must be noted that $`\widehat{}_0`$ and $`\widehat{}_1`$ do not commute with each other and we use the following the Trotter decomposition $`𝒵=\underset{P\mathrm{}}{lim}\mathrm{Tr}_{\sigma ^z}\left(\mathrm{e}^{\frac{\beta _0}{P}}\mathrm{e}^{\frac{\beta _1}{P}}\right)^P`$ (27) to calculate the partition function explicitly. In this formula, $`_0`$ and $`_1`$ are eigenvalues of the operators $`\widehat{}_0`$ and $`\widehat{}_1`$ with respect to the following eigenvector $`\|\{\sigma _k^z\}>`$ $`=`$ $`{\displaystyle \underset{i=1}{\overset{N}{}}}{\displaystyle \|\sigma _{ik}^z>}(k=1,\mathrm{},P)`$ (28) with $`\widehat{\sigma }_{ik}^z\|\sigma _{ik}^z>`$ $``$ $`\sigma _{ik}\|\sigma _{ik}^z>.`$ (29) $`P`$ means the Trotter number and we distinguish the different Trotter slices by the indices $`k`$. Now we can calculate the partition function for the quantum spin system (18) in terms of the corresponding classical spin system whose dimension increases by 1. Using the Trotter formula (the path integral formula) and well-known replica method , namely, $`[\mathrm{ln}𝒵]`$ $`=`$ $`\underset{n\mathrm{}}{lim}{\displaystyle \frac{[𝒵^n]1}{n}},`$ (30) we can obtain the overlap as a function of the macroscopic parameters $`\beta _m`$ and $`\mathrm{\Gamma }`$ by making use of the saddle point method. The bracket $`[\mathrm{}]`$ denotes the average over the distribution $`P_s(\{\xi \})P_{\mathrm{out}}(\{J\},\{\tau \}\|\{\xi \})`$. The standard replica calculations and saddle point method lead to the following coupled equations. $`[\xi _i]=m_0`$ $`=`$ $`\mathrm{tanh}(\beta _0m_0)`$ (31) $`[\sigma _{iK}^\alpha _{h,\beta _m,\mathrm{\Gamma }}]=m`$ $`=`$ $`{\displaystyle \frac{\mathrm{Tr}_\xi \mathrm{e}^{\beta _sm_0\xi }}{2\mathrm{cosh}(\beta _sm_0)}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}Du\mathrm{\Omega }^1{\displaystyle _{\mathrm{}}^{\mathrm{}}}D\omega \mathrm{\Phi }y^1\mathrm{sinh}y`$ (32) $`[\xi _i\sigma _{iK}^\alpha _{h,\beta _m,\mathrm{\Gamma }}]=t`$ $`=`$ $`{\displaystyle \frac{\mathrm{Tr}_\xi \mathrm{e}^{\beta _sm_0\xi }}{2\mathrm{cosh}(\beta _sm_0)}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}Du\mathrm{\Omega }^1{\displaystyle _{\mathrm{}}^{\mathrm{}}}D\omega \xi \mathrm{\Phi }y^1\mathrm{sinh}y`$ (33) $`[(\sigma _{iK}^\alpha )^2_{h,\beta _m,\mathrm{\Gamma }}]=Q`$ $`=`$ $`{\displaystyle \frac{\mathrm{Tr}_\xi \mathrm{e}^{\beta _sm_0\xi }}{2\mathrm{cosh}(\beta _sm_0)}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}Du\left[\mathrm{\Omega }^1{\displaystyle _{\mathrm{}}^{\mathrm{}}}D\omega \mathrm{\Phi }y^1\mathrm{sinh}y\right]^2`$ (34) $`[\sigma _{iK}^\alpha \sigma _{iL}^\alpha _{h,\beta _m,\mathrm{\Gamma }}]=S`$ $`=`$ $`{\displaystyle \frac{\mathrm{Tr}_\xi \mathrm{e}^{\beta _sm_0\xi }}{2\mathrm{cosh}(\beta _sm_0)}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}Du\mathrm{\Omega }^1[{\displaystyle }_{\mathrm{}}^{\mathrm{}}D\omega \mathrm{\Phi }^2y^2\mathrm{cosh}y`$ (35) $`+`$ $`\mathrm{\Gamma }^2{\displaystyle _{\mathrm{}}^{\mathrm{}}}D\omega y^3\mathrm{sinh}y],`$ (36) where $`\mathrm{}_{h,\beta _m,\mathrm{\Gamma }}`$ means the average by the posterior probability using the same way as Eq. (16). $`Du`$ or $`Dy`$ means Gaussian integral measure $`Dudu\mathrm{e}^{u^2/2}/\sqrt{2\pi }`$. In order to obtain the above saddle point equations, we used the replica symmetric and the static approximation, that is, $`t_K`$ $`=`$ $`t`$ (37) $`S_\alpha (KL)`$ $`=`$ $`S(KL),\mathrm{\hspace{0.17em}\hspace{0.17em}\hspace{0.17em}1}(K=L)`$ (38) $`Q_{\alpha \beta }`$ $`=`$ $`Q.`$ (39) We also defined functions $`\mathrm{\Phi }`$, $`y`$ and $`\mathrm{\Omega }`$ as $`\mathrm{\Phi }`$ $``$ $`u\sqrt{(\tau h)^2+Q(J\beta _J)^2}+J\beta \omega \sqrt{SQ}+(\tau _0h+J_0\beta _Jt)\xi +\beta _mm`$ (40) $`y`$ $``$ $`\sqrt{\mathrm{\Phi }^2+\mathrm{\Gamma }^2}`$ (41) $`\mathrm{\Omega }`$ $``$ $`{\displaystyle _{\mathrm{}}^{\mathrm{}}}D\omega \mathrm{cosh}y.`$ (42) Then the overlap which is a measure of retrieval quality is calculated explicitly as $`[\xi _i\mathrm{sgn}(\sigma _{iK}^\alpha _{h,\beta _d,\mathrm{\Gamma }})]=M={\displaystyle \frac{\mathrm{Tr}_\xi \xi \mathrm{e}^{\beta _sm_0\xi }}{2\mathrm{cosh}(\beta _sm_0)}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}Du{\displaystyle _{\mathrm{}}^{\mathrm{}}}Dw`$ (43) $`\times `$ $`\mathrm{sgn}\left[u\sqrt{(\tau h)^2+Q(J\beta _J)^2}+(\tau _0h+J_0\beta _Jt)\xi +\beta _mm+J\beta _Jw\sqrt{SQ}\right]`$ (44) where the above overlap $`M`$ depends on $`\mathrm{\Gamma }`$ through $`m`$ (32). We first consider the case of $`\beta _J=0`$, that is to say, the conventional image restoration. We choose a snapshot from the distribution (26) at source temperature $`T_s=0.9`$. According to Nishimori and Wong , we fix the ratio $`h/\beta _m`$ and adjust $`\beta _m(=1/T_m)`$ as a parameter for simulated annealing and controls $`\mathrm{\Gamma }`$ as a quantum fluctuation. If we set $`\mathrm{\Gamma }=0`$, the lines of $`M(T_m,\mathrm{\Gamma }=0)`$ should be identical to the results by the thermal MPM estimate . On the other hand, if we choose $`T_m=0`$ and $`\mathrm{\Gamma }=0`$, the resultant line $`M(T_m=0,\mathrm{\Gamma })`$ represents the performance of the quantum MAP estimate. We should draw attention to the fact that the quantum fluctuation vanishes at $`\mathrm{\Gamma }=0`$. In practical applications of the quantum annealing based on quantum Monte Carlo simulations, we should reduce $`\mathrm{\Gamma }`$ from $`\mathrm{\Gamma }>0`$ to $`\mathrm{\Gamma }=0`$ during Monte Carlo updates. However, the resultant performance obtained here is calculated analytically provided that the system reaches its equilibrium state. Therefore, we can regard the result $`M(T_m=0,\mathrm{\Gamma }=0)`$ as a performance when $`\mathrm{\Gamma }`$ is decreased slowly enough. In FIG. 1, we set the ratio $`h/\beta _m`$ to its optimal value $`\beta _\tau /\beta _s=0.9`$ and plot the overlap $`M(T_m,\mathrm{\Gamma })`$ for the case of $`\mathrm{\Gamma }=0,0.5`$ and $`\mathrm{\Gamma }=1.0`$. Obviously, for the case of $`\mathrm{\Gamma }=0`$, the maximum is obtained at a specific temperature $`T_m=0.9(=T_s)`$ . However, if we add a finite quantum fluctuation, the optimal temperature $`T_m`$ is shifted to the low temperature region. In FIG. 2, we plot $`M(T_m,\mathrm{\Gamma })`$ for the case of $`T_m=0,0.1,0.9`$ with the fixed optimal ratio $`h/\beta _m=0.9`$. This figure shows that if we set the parameters $`h,\beta _m`$ to their optimal value in the thermal MPM estimate, the quantum fluctuation added to the system destroys the recovered image (see the lines $`M(T_m,\mathrm{\Gamma })`$ for the case of $`T_m=0.9`$). Therefore, we may say that it is impossible to choose all parameters $`h,\beta _m`$ and $`\mathrm{\Gamma }`$ so as to obtain the overlap which is larger than $`M_{\mathrm{max}}M(T_m=0.9,\mathrm{\Gamma }=0)`$. This fact is also shown by $`3`$-dimensional plot $`M(T_m,\mathrm{\Gamma })`$ in FIG. 3. Although, we found that a finite $`\mathrm{\Gamma }`$ does not give the absolute maximum of the overlap, the quantum MPM estimate $`M(T_m=0,\mathrm{\Gamma }>0)`$ has another kind of advantages. As FIG. 3 indicates, the overlap of the the quantum MPM estimate is almost flat in comparison with $`M(T_m=0.1,\mathrm{\Gamma }>0)`$ or $`M(T_m=0.9,\mathrm{\Gamma }>0)`$. This is a desirable property from practical point of view. This is because the estimation of the hyper-parameters is one of the crucial problems to infer the original image, and in general, it is difficult to estimate them beforehand. Therefore, this robustness for hyper-parameter selection is a desirable property. We also see this property in FIG. 3. As we already mentioned, the overlap at $`T_m=0`$ and $`\mathrm{\Gamma }=0`$ corresponds to the result which is obtained by quantum annealing , that is to say, the quantum MAP estimate. We see that the result of the quantum MPM estimate is slightly better than that of the quantum MAP estimate. We next show the effect of the parity check term. In FIG. 4, we set $`T_m=T_s=0.9,h=1.0`$ and $`J_0=J=1.0`$ and plot the overlap as a function of $`\beta _J`$ for several values of $`\mathrm{\Gamma }`$. We see that the performance of the restoration is improved by introducing the parity check term which has much information about the local structure of the original image. In the next section, we check the usefulness of this method in terms of quantum Monte Carlo simulation. ## IV Quantum Monte Carlo Simulation In this section, Monte Carlo simulations in realistic $`2`$-dimension are carried out in order to check the practical usefulness of our method. We use the standard pictures which are provided on the web site as the original image, instead of the Ising snapshots. In order to sampling the important points which contribute to the local magnetization $`\widehat{\sigma }_i^z`$, we use the quantum Monte Carlo method which was proposed by Suzuki . As we mentioned in the previous sections, we can treat the $`d`$-dimensional quantum system as $`(d+1)`$-dimensional classical system by the Trotter decomposition . In this sense, the transition probability of the Metropolis algorithm leads to $`P(𝝈𝝈^{^{}})=\mathrm{min}[1,\mathrm{exp}((E(𝝈^{^{}})E(𝝈)))]`$ (45) where $`E(𝝈)`$ is energy of the classical spin system in $`(d+1)`$-dimension (in the present case, $`(2+1)=3`$-dimension) as follows. $`E(𝝈)`$ $``$ $`{\displaystyle \frac{\beta _m}{P}}{\displaystyle \underset{ijk}{}}[\sigma _{i,j,k}\sigma _{i+1,j,k}+\sigma _{i,j,k}\sigma _{i1,j,k}+\sigma _{i,j,k}\sigma _{i,j+1,k}+\sigma _{i,j,k}\sigma _{i,j1,k}]`$ (46) $``$ $`{\displaystyle \frac{h}{P}}{\displaystyle \underset{ijk}{}}\tau _{i,j}\sigma _{i,j,k}B{\displaystyle \underset{ijk}{}}\sigma _{i,j,k}\sigma _{i,j,k+1}`$ (47) where we defined $`B\mathrm{ln}\mathrm{cosh}(\mathrm{\Gamma }/P)`$. The transition probability Eq. (45) with Eq. (47) generates the Boltzmann-Gibbs distribution asymptotically and using the importance sampling from the distribution, we can calculate the expectation value of the $`i`$-th spin $`\widehat{\sigma }_i^z`$, namely, $`\widehat{\sigma }_i^z_{h,\beta _m,\mathrm{\Gamma }}`$, and using this result, we obtain an estimate of the $`i`$-th pixel of the original image as $`\mathrm{sgn}(\widehat{\sigma }_i^z_{h,\beta _m,\mathrm{\Gamma }})`$. We show the results in FIG.s 5 and 6. From these Figures, we see that there exists the optimal value of the transverse field $`\mathrm{\Gamma }`$ . In FIG.s 7 and 8, we display the results by quantum Monte Carlo simulations when we add the parity check term for the parameter sets $`\mathrm{\Gamma }=2.0,h=1.0`$ and $`\beta _m=0.5`$. We see that the resultant pictures using the parity check term are almost perfect (see $`\beta _J=1.0`$ and $`1.5`$). ## V Mean-field algorithm In the previous sections, we see that the quantum fluctuation works effectively on image restoration problems in the sense that the quantum fluctuation suppress the error of the hyper-parameter’s estimation in the Markov random fields model. In addition, by making use of the quantum Monte Carlo simulations, we could apply it to the image restoration of the 2-dimensional standard pictures. However, in order to carry out the simulations, it takes quite long time to obtain the average $`\widehat{\sigma }_i^z_{h,\beta _m,\mathrm{\Gamma }}`$ and it is not suitable for practical situations. In this section, in order to overcome this computational time intractability, we derive the iterative algorithm based on the mean-field approximation. This algorithm shows fast convergence to the approximate solution. Within the mean-field approximation, we rewrite the density matrix $`\widehat{\rho }=\mathrm{e}^{\widehat{}_{\mathrm{eff}}}/𝒵`$ for 2-dimensional version of the effective Hamiltonian $`\widehat{}_{\mathrm{eff}}`$ as $`\widehat{\rho }{\displaystyle \underset{ij}{}}{\displaystyle \widehat{\rho }_{ij}},`$ (48) where we defined $`\widehat{\rho }_{ij}`$ as $`\widehat{\rho }_{ij}={\displaystyle \underset{n=1}{\overset{2}{}}}\|\sigma _{ij}(n)>\mathrm{e}^{\lambda _{ij}(n)}<\sigma _{ij}(n)\|`$ (49) with $`𝒵_{ij}=\mathrm{e}^{\lambda _{ij}(1)}+\mathrm{e}^{\lambda _{ij}(2)}.`$ (50) In the above expressions, $`\lambda _{ij}(n),n=1,2`$ means eigenvalues of the $`2\times 2`$ matrix $`\widehat{𝑯}_{ij}`$ ( $`[\widehat{𝑯}_{ij}]_{11}=H_{ij}^{(+)},[\widehat{𝑯}_{ij}]_{22}=H_{ij}^{()},[\widehat{𝑯}_{ij}]_{12}=[\widehat{𝑯}_{ij}]_{21}=\mathrm{\Gamma }`$) and $`H_{ij}^{(\pm )}`$ is defined by $`H_{ij}^{(+)}`$ $`=`$ $`(\tau _{ij}+Jm_{i+1,j}^{(t)}+Jm_{i1,j}^{(t)}+Jm_{i,j+1}^{(t)}+Jm_{i,j1}^{(t)})`$ (51) $`=`$ $`H_{ij}^{()}\alpha ,`$ (52) $`J`$ $``$ $`{\displaystyle \frac{\beta _m}{h}}.`$ (53) Using this decoupled density matrix, the local magnetization at a site $`(i,j)`$, namely, $`m_{ij}^{(t+1)}`$ leads to $`m_{ij}^{(t+1)}`$ $`=`$ $`\mathrm{Tr}[\sigma _{ij}^z\widehat{\rho }_{ij}]`$ (54) $`=`$ $`{\displaystyle \frac{\mathrm{e}^{\sqrt{\alpha ^2+\mathrm{\Gamma }^2}}}{2\mathrm{cosh}(\sqrt{\alpha ^2+\mathrm{\Gamma }^2})}}\left[{\displaystyle \frac{(\alpha +\sqrt{\alpha ^2+\mathrm{\Gamma }^2})^2\mathrm{\Gamma }^2}{(\alpha +\sqrt{\alpha ^2+\mathrm{\Gamma }^2})^2+\mathrm{\Gamma }^2}}\right]`$ (55) $`+`$ $`{\displaystyle \frac{\mathrm{e}^{\sqrt{\alpha ^2+\mathrm{\Gamma }^2}}}{2\mathrm{cosh}(\sqrt{\alpha ^2+\mathrm{\Gamma }^2})}}\left[{\displaystyle \frac{(\alpha \sqrt{\alpha ^2+\mathrm{\Gamma }^2})^2\mathrm{\Gamma }^2}{(\alpha \sqrt{\alpha ^2+\mathrm{\Gamma }^2})^2+\mathrm{\Gamma }^2}}\right].`$ (56) For this local magnetization (56), the estimate of the pixel $`\xi _{ij}`$ is obtained as $`\mathrm{sgn}[m_{ij}]`$. We solve the mean-field equations (56) with respect to $`m_{ij}`$ until the condition $`\epsilon _{ij}\|m_{ij}^{(t+1)}m_{ij}^{(t)}\|<10^5`$ (57) holds for all pixels $`\{i,j\}`$. We show its performance in FIG. 9 and TABLE I. From TABLE I, we see that if we introduce appropriate quantum fluctuation, the performance is remarkably improved, and in addition, the speed of the convergence becomes much faster. However, if we add the quantum fluctuation too much, the fluctuation destroys the recovered image. We also see that the optimal value of $`\mathrm{\Gamma }`$ exists around $`\mathrm{\Gamma }1.6`$. ## VI Summary and Discussion In this paper, we investigated to what extent the quantum fluctuation works effectively on image restoration. For this purpose, we introduced an analytically solvable model, that is, the infinite range version of the MRF’s model. We applied the technique of statistical mechanics to this model and derived the overlap explicitly. We found that the quantum fluctuation improves the quality of the image restoration dramatically at a low temperature region. In this sense, the error of the estimation for the hyper-parameters $`\beta _m,h`$ can be suppressed by the quantum fluctuation. However, we also found that the maximum value of the overlap $`M_{\mathrm{max}}^{(\mathrm{qunatum})}`$ never exceeds that of the classical Ising case $`M_{\mathrm{max}}^{(\mathrm{thermal})}`$. We may show this fact by the following arguments; First of all, the upper bound of the overlap for the classical system is given by setting $`h=\beta _\tau ,P_s=P_m`$, that is, $`M_{\mathrm{max}}^{(\mathrm{thermal})}(\beta _\tau ,P_s)`$ $`=`$ $`\mathrm{Tr}_{\{\tau ,\xi \}}\xi _i\mathrm{e}^{\beta _\tau _i\tau _i\xi _i}P(\{\xi \})\mathrm{sgn}[\mathrm{Tr}_\sigma \sigma _i\mathrm{e}^{\beta _\tau _i\tau _i\sigma _i}P_m(\{\sigma \})]`$ (58) $`=`$ $`\mathrm{Tr}_{\{\tau ,\xi \}}\xi _i\mathrm{e}^{\beta _\tau _i\tau _i\xi _i}P(\{\xi \}){\displaystyle \frac{\mathrm{Tr}_\sigma \sigma _i\mathrm{e}^{\beta _\tau _i\tau _i\sigma _i}P_m(\{\sigma \})}{\|\mathrm{Tr}_\sigma \sigma _i\mathrm{e}^{\beta _\tau _i\tau _i\sigma _i}P_m(\{\sigma \})\|}}`$ (59) $`=`$ $`\mathrm{Tr}_\tau \|\mathrm{Tr}_\sigma \sigma _i\mathrm{e}^{\beta _\tau _i\tau _i\sigma _i}P_m(\{\sigma \})\|.`$ (60) For the quantum system, the overlap is bounded by this maximum value $`M_{\mathrm{max}}^{(\mathrm{classical})}`$ as $`M^{(\mathrm{quantum})}(h,P_m,\mathrm{\Gamma })`$ $`=`$ $`\mathrm{Tr}_{\{\tau ,\xi \}}\xi _i\mathrm{e}^{\beta _\tau _i\tau _i\xi _i}P(\{\xi \})\mathrm{sgn}[\mathrm{Tr}_{\widehat{\sigma }}\widehat{\sigma }_i^z\mathrm{e}^{h_i\tau _i\widehat{\sigma }_i^z+\mathrm{\Gamma }_i\widehat{\sigma }_i^x}P_m(\widehat{\sigma }^z)]`$ (61) $``$ $`\|\mathrm{Tr}_{\{\tau ,\xi \}}\xi _i\mathrm{e}^{\beta _\tau _i\tau _i\xi _i}P(\{\xi \})\mathrm{sgn}[\mathrm{Tr}_{\widehat{\sigma }}\widehat{\sigma }_i^z\mathrm{e}^{h_i\tau _i\widehat{\sigma }_i^z+\mathrm{\Gamma }_i\widehat{\sigma }_i^x}P_m(\{\widehat{\sigma }_i^z\})]\|`$ (62) $`=`$ $`\mathrm{Tr}_\tau \|\mathrm{Tr}_\xi \xi _i\mathrm{e}^{\beta _\tau _i\tau _i\xi _i}P(\{\xi \})\|=M_{\mathrm{max}}^{(\mathrm{thermal})}.`$ (63) We can see this inequality more directly as follows. $`\mathrm{Tr}_\tau \|\mathrm{Tr}_\xi \xi _i\mathrm{e}^{\beta _\tau _i\tau _i\xi _i}P(\{\xi \})\|`$ $``$ $`\mathrm{Tr}_{\{\tau ,\xi \}}\xi _i\mathrm{e}^{\beta _\tau _i\tau _i\xi _i}P(\{\xi \}){\displaystyle \frac{\mathrm{Tr}_{\widehat{\sigma }}\widehat{\sigma }_i^z\mathrm{e}^{h_i\tau _i\widehat{\sigma }_i^z+\mathrm{\Gamma }_i\widehat{\sigma }_i^x}P_m(\{\widehat{\sigma }^z\})}{\|\mathrm{Tr}_{\widehat{\sigma }}\widehat{\sigma }_i^z\mathrm{e}^{h_i\tau _i\widehat{\sigma }_i^z+\mathrm{\Gamma }_i\widehat{\sigma }_i^x}P_m(\{\widehat{\sigma }^z\})\|}}`$ (64) $`=`$ $`\mathrm{Tr}_{\{\tau ,\xi \}}\xi _i\mathrm{e}^{\beta _\tau _i\tau _i\xi _i}P(\{\xi \})\mathrm{sgn}[\mathrm{Tr}_{\widehat{\sigma }}\widehat{\sigma }_i^z\mathrm{e}^{h_i\tau _i\widehat{\sigma }_i^z+\mathrm{\Gamma }_i\widehat{\sigma }_i^x}P_m(\{\widehat{\sigma }^z\})]`$ (65) $`=`$ $`M^{(\mathrm{quantum})}(h,P_m,\mathrm{\Gamma }),`$ (66) where the identity $`\mathrm{sgn}(x)=x/\|x\|`$ was used. We should notice that in the left hand side of the above inequality (66), the arguments of the trace w. r. t. $`\tau `$ always take positive values, while in the right hand side, they can be negative. In order to check the usefulness of the method, we carried out quantum Monte Carlo simulations in realistic $`2`$-dimension. We found that the results by the simulation support qualitative behavior of the analytical expressions for overlap. We introduced the iterative algorithm in terms of the mean-field approximation and applied it to image restoration of the standard pictures. We found that the quantum fluctuation suppress the error of the hyper-parameter estimation. In addition, we found that the speed of the convergence to the solution is accelerated by the quantum fluctuation. From all results obtained in this paper, we concluded that the quantum fluctuation turns out to enhance tolerance against uncertainties in hyper-parameter estimation. However, if much higher quantities of restoration are required, we must estimate those parameters using some methods. One of the strategies for this purpose is selecting the parameters $`\beta _m,h`$ and $`\mathrm{\Gamma }`$ which maximize a marginal likelihood. By making use of the infinite range model, the usefulness of this method can be evaluated. The details of the analysis will be reported in forth coming paper. Of course, the application of this strategy to the restoration of gray-scaled image will be considered as an important future problem. The author acknowledges H. Nishimori for fruitful discussions and useful comments. He also thanks K. Tanaka for kind tutorial on the theory of image restoration and drawing his attention to reference . He acknowledges D. Bolle’ , A. C. C. Coolen, D. M. Carlucci, T. Horiguchi, P. Sollich and K. Y. M. Wong for valuable discussions. The author thanks Department of Physics, Tokyo Institute of Technology and Department of Mathematics, Kings College, University of London for hospitality. This work was partially supported by the Ministry of Education, Science, Sports and Culture, Grant-in-Aid for Encouragement of Young Scientists, No. 11740225, 1999-2000 and also supported by the collaboration program between Royal Society and Japanese Physical Society.
warning/0006/cond-mat0006184.html	ar5iv	text	# CPA density of states and conductivity in a double-exchange system containing impurities ## 1 Introduction The recent rediscovery of colossal magnetoresistance (CMR) in doped Mn oxides with perovskite structure R<sub>1-x</sub>D<sub>x</sub>MnO<sub>3</sub> (R is a rare-earth metal and D is a divalent metal, typically Ba, Sr or Ca) helmolt has generated substantial interest in these materials ramirez . The doping of parent material RMnO<sub>3</sub> by a divalent metal is the source of the holes responsible for the transport properties of these materials. In addition, each divalent atom introduced, is the center of an impurity potential. Many papers analyzed the influence of strong magnetic disorder, inherent in the the CMR materials at finite temperature, upon the single-particle states and transport properties. However, the interplay between the magnetic disorder and the doping-induced disorder was studied less. The impurity potential plays double role. First, the potential fluctuations determine the transport at temperatures well below the ferromagnet (FM) - paramagnet (PM) transition point $`T_c`$. Second, strong potential may pin the Fermi level either in the conduction band tail (in the Anderson model of disorder sheng ), or in the emerging impurity band. The analysis of experimental data reveals strong relevance of the latter effect to metal-insulator transition (MIT) near $`T_c`$ both in magnetic semiconductors kog and manganites bebenin . However, to the best of our knowledge the impurity-band scenario in the double-exchange (DE) model was not discussed yet. The present paper is devoted to the consideration of single-particle states and conductivity in impure DE system. Interaction of charge carriers both with the localized spins and with the impurities is strong, so it is definitely not enough to limit ourselves with the finite number of terms of perturbation expansion. A simple but physically meaningful approximation, allowing to sum up infinite number of perturbation expansion terms is the coherent potential approximation (CPA). Initially CPA was proposed to treat potential disorder ziman , but soon after it’s appearance the generalization to random spin system was developed kubo . The CPA was also used to describe diluted magnetic semiconductors takahashi . In the present paper we for the first time treat on equal footing the interactions of electrons with the core Mn spins and with the doping impurities using the matrix generalization of the CPA. The concurrent action of potential disorder and temperature dependent spin disorder leads to a number of interesting phenomena, in particular to the possibility of the opening of the gap at the Fermi level with the increase of temperature and, hence, to MIT transition. ## 2 Hamiltonian and Theoretical Formulation We consider the DE model with the inclusion of the single-site impurity potential. In addition, as it is widely accepted, we apply the quasiclassical adiabatic approximation and consider each Mn spin as a static vector with a fixed length $`S`$ ($`𝐒_i=S𝐧_i`$, where $`𝐧_i`$ is a randomly oriented unit vector). The Hamiltonian of the model in site representation is $`\widehat{H}_{ij}=t_{ij}+\delta _{ij}\left(ϵ_iJ𝐧_i\widehat{\sigma }\right)=H_{kin}+V_{imp}+\widehat{V}_{sd},`$ (1) where $`t_{ij}`$ is the electron hopping, $`ϵ_i`$ is the random on-site energy, $`J`$ is the effective exchange coupling between a Mn core spin and a conduction electron and $`\widehat{\sigma }`$ is the vector of the Pauli matrices. The hat above the operator reminds that in one-particle representation it is a $`2\times 2`$ matrix in the spin space (we discard the hat when the operator is a scalar matrix in the spin space). We present Hamiltonian as $$\widehat{H}=H_{kin}+\widehat{\mathrm{\Sigma }}+V_{imp}+\widehat{V}_{sd}\widehat{\mathrm{\Sigma }}=\widehat{H}_0+\widehat{V}$$ (2) (the site independent self-energy $`\widehat{\mathrm{\Sigma }}(E)`$ is to be determined later), and construct a perturbation theory with respect to random potential $`\widehat{V}=V_{imp}+\widehat{V}_{sd}\widehat{\mathrm{\Sigma }}`$. To do this let us introduce the $`T`$-matrix as the solution of the equation $$\widehat{T}=\widehat{V}+\widehat{V}\widehat{G}_0\widehat{T},$$ (3) where $$\widehat{G}_0=\frac{1}{E\widehat{H}_0}.$$ (4) For the exact Green function we get $$\widehat{G}=\widehat{G}_0+\widehat{G}_0\widehat{T}\widehat{G}_0.$$ (5) The coherent potential approximation (CPA) is expressed by the equation $$\widehat{G}=\widehat{G}_0.$$ (6) This equation can also be presented as $$\widehat{T}_i=0,$$ (7) where $`\widehat{T}_i`$ is the solution of the equation $$\widehat{T}_i=\widehat{V}_i+\widehat{V}_i\widehat{g}(E\widehat{\mathrm{\Sigma }})\widehat{T}_i,$$ (8) and $$g(E)=\left(G_0(E)\right)_{ii}=\frac{N_0(\epsilon )}{E\epsilon }𝑑\epsilon ,$$ (9) where $`N_0(\epsilon )`$ is the bare density of states. The averaging in Eqs. (6,7) should be performed both with respect to random orientations of core spins and with respect to random on-site energies. We obtained, in fact, the algebraic equation for the $`2\times 2`$ matrix $`\widehat{\mathrm{\Sigma }}`$ $$\left[1\widehat{V}_i\widehat{g}(E\widehat{\mathrm{\Sigma }})\right]^1\widehat{V}_i=0.$$ (10) This equation takes into account scattering both due to randomness of the core spins, and due to the impurities. If the impurity potential is negligible ($`V=0`$) this equation coincides with the Eq.(20) of Ref. furukawa obtained in the dynamical mean field approximation (and also with those obtained for the Falikov-Kimball model moller ; DMFA ). In the reference frame where the $`z`$ axis is directed along the magnetization, $`\widehat{\mathrm{\Sigma }}`$ is diagonal, and Eq.(10) reduces to the system of two equations for its diagonal matrix elements $`\mathrm{\Sigma }_\sigma (E)`$ ($`\sigma =,`$). The equations acquire especially simple form at two extreme particular cases,which we will analyze: (a) $`T=0`$. The magnetic state is coherent FM with $`n_i^z=1`$, and Eq. (10) takes the form $$\frac{ϵ_iJ\mathrm{\Sigma }_,}{1\left(ϵ_iJ\mathrm{\Sigma }_,\right)g(E\mathrm{\Sigma }_,)}=0.$$ (11) (b) $`TT_c`$ and zero magnetic field. The magnetic state is isotropic PM with $`𝐧_𝐢=0`$, which leads to $`\mathrm{\Sigma }_{}=\mathrm{\Sigma }_{}=\mathrm{\Sigma }`$, and Eq. (10) takes the form. $`{\displaystyle \frac{ϵ_i+J\mathrm{\Sigma }}{1\left(ϵ_i+J\mathrm{\Sigma }\right)g(E\mathrm{\Sigma })}}`$ $`+{\displaystyle \frac{ϵ_iJ\mathrm{\Sigma }}{1\left(ϵ_iJ\mathrm{\Sigma }\right)g(E\mathrm{\Sigma })}}=0.`$ (12) We will solve the equations Eqs.(11) and (2) in the strong Hund coupling limit ($`J\mathrm{}`$). In this limit we obtain two decoupled spin sub-bands. The equation for the upper sub-band, after shifting the energy by $`J`$, for both cases (a) and (b) can be written down in unified form $$\frac{1}{1\left(ϵ_i\mathrm{\Sigma }\right)g(E\mathrm{\Sigma })}=\alpha ,$$ (13) where $`\alpha =1`$ for $`T=0`$, $`\alpha =2`$ for $`TT_c`$. In the model of substitutional disorder ($`ϵ_i=0`$ with probability $`x`$, and $`ϵ_i=V`$ with probability $`1x`$), Eq.(13) takes the form $$\frac{1x}{1+\mathrm{\Sigma }g\left(E\mathrm{\Sigma }\right)}+\frac{x}{1+\left(\mathrm{\Sigma }V\right)g\left(E\mathrm{\Sigma }\right)}=\alpha .$$ (14) ## 3 The CPA equations for semi-circular bare density of states We consider semi-circular (SC) bare DOS $$N_0(\epsilon )=\frac{4}{\pi W}\sqrt{1\left(\frac{2\epsilon }{W}\right)^2},$$ (15) at $`\left\|\epsilon \right\|W/2`$ and $`N_0(\epsilon )=0`$ otherwise, for which $$g(E)=\frac{4}{W}\left[\frac{2E}{W}\sqrt{\left(\frac{2E}{W}\right)^21}\right].$$ (16) Let us introduce the following normalized quantities $`\lambda ={\displaystyle \frac{\mathrm{\Sigma }}{W}},\omega ={\displaystyle \frac{E}{W}},v={\displaystyle \frac{V}{W}}`$ (17) After simple algebra we obtain from Eq. (14) the cubic equation with respect to $`\gamma Wg\left(E\mathrm{\Sigma }\right)=8\left[\omega \lambda \sqrt{\left(\omega \lambda \right)^21/4}\right],`$ (18) in the form $`\gamma ^3+16\left(v2\omega \right)\gamma ^2+16\left[{\displaystyle \frac{1}{\alpha }}16\omega \left(v\omega \right)\right]\gamma `$ $`256{\displaystyle \frac{\omega }{\alpha }}+256\left(1x\right){\displaystyle \frac{v}{\alpha }}=0.`$ (19) The number of electrons per cite $`n`$ is given by $$n=_{\mathrm{}}^{\mathrm{}}f(E)N(E)𝑑E,$$ (20) where $`f(E)`$ is the Fermi distribution function, and $$N(E)=\frac{\alpha }{W\pi }\text{Im}\gamma $$ (21) is the actual density of states. To define the position of $`\mu `$, the Fermi level, we must impose the relation between $`n`$ and $`x`$; the simplest assumption appropriate for manganites is the equation $`n=1x`$. ## 4 Conductivity in CPA For a disordered one-electron system the static conductivity is given by $`\rho ^1={\displaystyle \frac{e^2\pi \mathrm{}}{\mathrm{V}}}{\displaystyle \left(\frac{f}{E}\right)}`$ $`\text{Tr}\left[\widehat{v}_\alpha \delta \left(E\widehat{H}\right)\widehat{v}_\alpha \delta \left(E\widehat{H}\right)\right]dE,`$ (22) where $`\mathrm{V}`$ is the volume and $`\widehat{v}_a`$ is a Cartesian component of the velocity operator. To obtain the conductivity in CPA let us express operator delta-function as follows $$\delta \left(E\widehat{H}\right)=\frac{1}{2\pi i}\left[\widehat{G}(E_{})\widehat{G}(E_+)\right].$$ (23) Using Eq. (5) and Eq. (4) in Bloch representation $$𝐤\sigma \left\|\widehat{G}_0(E)\right\|𝐤^{}\sigma ^{}=\frac{\delta _{𝐤,𝐤^{}}\delta _{\sigma ,\sigma ^{}}}{E\epsilon _𝐤\mathrm{\Sigma }_\sigma \left(E\right)},$$ (24) we get $`\text{Tr}\left[\widehat{v}_a\delta \left(E\widehat{H}\right)\widehat{v}_a\delta \left(E\widehat{H}\right)\right]`$ $`={\displaystyle \underset{𝐤,\sigma }{}}v_{𝐤\alpha }^2\left[A_\sigma (\epsilon _𝐤,E)\right]^2+O(\widehat{T}\widehat{T}),`$ (25) where $$A_\sigma (\epsilon ,E)=\frac{1}{\pi }\frac{\text{Im}\mathrm{\Sigma }_\sigma \left(E\right)}{\left[E\epsilon \text{Re}\mathrm{\Sigma }_\sigma \left(E\right)\right]^2+\left[\text{Im}\mathrm{\Sigma }_\sigma \left(E\right)\right]^2}$$ (26) is the one-particle spectral weight function. On account of the locality of $`T`$-matrix the second term in the trace is equal to $`{\displaystyle \underset{s,s^{^{}}=\pm ;𝐤,𝐤^{},\sigma ,\sigma ^{}}{}}ss^{}v_{𝐤\alpha }v_{𝐤^{}\alpha }G_\sigma (\epsilon _𝐤,E_s)G_\sigma ^{}(\epsilon _𝐤^{},E_s)`$ $`\times G_\sigma ^{}(\epsilon _𝐤^{},E_s^{})G_\sigma (\epsilon _𝐤,E_s^{})`$ $`\times T_{\sigma \sigma ^{}}(𝐤𝐤^{},E_s)T_{\sigma ^{}\sigma }(𝐤^{}𝐤,E_s^{}).`$ (27) Since in CPA $`T_{\sigma \sigma ^{}}(𝐤𝐤^{},E_s)T_{\sigma ^{}\sigma }(𝐤^{}𝐤,E_s^{})`$ does not depend on $`𝐤`$ and $`𝐤^{}`$ and $`v_{𝐤\alpha }=v_{𝐤\alpha }`$ the above expression is identically zero velic ; khurana . Thus, finally $`\rho ^1={\displaystyle \frac{e^2\pi \mathrm{}}{v}}{\displaystyle \left(\frac{f}{E}\right)}`$ $`v_\alpha ^2\left(\epsilon \right)N_0\left(\epsilon \right){\displaystyle \underset{\sigma }{}}\left[A_\sigma (\epsilon ,E)\right]^2dEd\epsilon ,`$ (28) where $`v`$ is the unit cell volume and by definition $$v_\alpha ^2\left(\epsilon \right)N_0\left(\epsilon \right)=\frac{1}{N\mathrm{}^2}\underset{𝐤}{}\left(\frac{\epsilon _𝐤}{k_\alpha }\right)^2\delta \left(\epsilon \epsilon _𝐤\right).$$ (29) Let us assume nearest-neighbor tight binding spectrum on simple $`d`$-hypercubic lattice ($`v=a^d`$) $`\epsilon _𝐤=t{\displaystyle \underset{\alpha =1}{\overset{d}{}}}\mathrm{cos}ak_\alpha ,`$ $`v_\alpha ^2\left(\epsilon \right)N_0\left(\epsilon \right)={\displaystyle \frac{a^2}{d\mathrm{}^2}}{\displaystyle _{\mathrm{}}^\epsilon }ϵN_0\left(ϵ\right)𝑑ϵ.`$ (30) In SC DOS model $`v_\alpha ^2\left(\epsilon \right)N_0\left(\epsilon \right)={\displaystyle \frac{4}{\pi W}}{\displaystyle \frac{a^2}{d\mathrm{}^2}}{\displaystyle _{W/2}^\epsilon }z\sqrt{1\left({\displaystyle \frac{2z}{W}}\right)^2}𝑑z`$ $`={\displaystyle \frac{1}{3}}{\displaystyle \frac{W}{\pi }}{\displaystyle \frac{a^2}{d\mathrm{}^2}}\left(1{\displaystyle \frac{4\epsilon ^2}{W^2}}\right)^{3/2}.`$ (31) Substituting this result into Eq.(28) we obtain $$\rho ^1=\sigma _0\left(\frac{f}{E}\right)\mathrm{\Lambda }\left(E\right)𝑑E,$$ (32) with $$\sigma _0=\frac{e^2}{2\pi da^{d2}\mathrm{}}$$ (33) being the Mott minimal metallic conductivity, and $`\mathrm{\Lambda }\left(E\right)={\displaystyle \frac{2W}{3\pi }}{\displaystyle _{W/2}^{W/2}}\left(1{\displaystyle \frac{4\epsilon ^2}{W^2}}\right)^{3/2}`$ $`{\displaystyle \underset{\sigma }{}}\left\{\text{Im}\left[{\displaystyle \frac{1}{E\epsilon \mathrm{\Sigma }_\sigma \left(E\right)}}\right]\right\}^2d\epsilon .`$ (34) For the strong Hund coupling we obtain $`\mathrm{\Lambda }\left(E\right)=={\displaystyle \frac{4}{3\pi }}{\displaystyle _1^1}(1x^2)^{3/2}\left\{\text{Im}\left[{\displaystyle \frac{1}{xz}}\right]\right\}^2dx,`$ (35) where $`z=2\left(\omega \lambda \right)`$. Eqs. (32), (35) give the conductivity in the framework of bare SC DOS model for arbitrary hole concentration $`x`$ and impurity potential strength $`V`$. ## 5 Influence of the impurity potential First, consider density of states. It is known, that within CPA for every $`x`$ there exists critical value of potential-to-bandwidth ratio $`v_c(x)`$ such that at $`v>v_c(x)`$ the separate impurity band splits off the conduction band (that is a gap opens in $`N(E)`$). In our approach we get two different curves $`v_c(x,T=0)`$ and $`v_c(x,TT_c)`$, which present boundaries of metal-insulator and metal-semiconductor ’phase diagrams’, respectively, in $`(v,x)`$ plane. Due to effect of magnetic disorder it appears that $`v_c(x,T=0)>v_c(x,TT_c)`$. For a typical concentration $`x=0.2`$ $`v_c(0.2,T=0)0.49`$ and $`v_c(0.2,TT_c)0.35`$. So if we choose $`v=0.4`$ both $`N(E)`$ and $`\mathrm{\Lambda }(E)`$ must be gapless at $`T=0`$ but do have a gap at $`TT_c`$. Numerical calculations of the DOS performed at $`T=0`$ and $`TT_c`$ for the above $`x`$ and $`v`$ clearly demonstrate FM-PM transition induced band splitting (Fig.1). Now address the question of conductivity. Consider first the position of $`\mu `$ and conductivity at $`T=0`$. We get from Eq.(20) $`\mu (T=0)=0.3662W`$. Note that $`\mu (T=0)`$ lies on the neck connecting conduction band and impurity states derived parts of the band. As a result, the residual conductivity (Eq.(32)) $`\rho ^1(T=0)=0.6163\sigma _0`$ is less then the Mott limit. At $`TT_c`$ DOS and $`\mathrm{\Lambda }(E)`$ have the same gap $`\mathrm{\Delta }=0.031W`$ (see Figs.1,2), so $`\mu (TT_c)`$ must lie in the gap. Thus, the model describes a bad metal at $`T=0`$, and a semiconductor at $`TT_c`$. The transition between two types of conduction (FM-PM transition induced MIT) should occur at some temperature below $`T_c`$. Such a picture agrees with the recent photoemission experiments showing drastic decrease of DOS at the Fermi level photo as temperature increases towards $`T_c`$. It is checked numerically that DOS displays square-root like behavior near the top of the conduction band $`E_c`$ $`N(E)n_c\sqrt{E_cE},`$ (36) and the bottom of the impurity band $`E_i`$ $`N(E)n_i\sqrt{EE_i}.`$ (37) Unlike DOS $`\mathrm{\Lambda }(E)`$ behaves linearly near the band edges $`\mathrm{\Lambda }(E)W^1\lambda _c(E_cE),\text{for}E<E_c;`$ $`\mathrm{\Lambda }(E)W^1\lambda _i(EE_i),\text{for}E>E_i.`$ (38) The assumption $`T<\mathrm{\Delta }`$ allows us to explicitly obtain $`\mu (TT_c)`$. Calculating integrals in Eq.(20) with exponential accuracy we obtain $$\mu \frac{1}{2}\left(E_c+E_i+T\mathrm{ln}\frac{n_c}{n_i}\right).$$ (39) The integral in Eq.(32), calculated with the same accuracy, leads to activation law for conductivity with linear temperature pre-exponent $$\rho ^1\sigma _0\frac{BT}{W}\mathrm{exp}\left(\frac{E_A}{T}\right),$$ (40) where $`E_A=\mathrm{\Delta }/20.015W`$ and $`B`$ is the following numerical constant $$B=\lambda _c\sqrt{\frac{n_i}{n_c}}+\lambda _i\sqrt{\frac{n_c}{n_i}}22$$ (41) for the parameters considered. Low values of conductivity obtained for the case of spin disorder are an indication of the possibility of Anderson localization kog ; li ; deph , which CPA is incapable of accessing. But the present results complement and support the localization based approach. In fact, the results of Ref. kog were obtained under the assumption of the Fermi level pinning, which is now explained as being due to strong electron-impurities interaction (and the impurity band formation). In another aspect, the model considered may also explain low-temperature MIT observed in initially metallic manganites R<sub>1-x</sub>D<sub>x</sub>MnO<sub>3</sub> upon substitution of R by isovalent atoms (e.g. La by Y barman ). One may speculate that the substitution forms a deep impurity band which can capture holes in R<sub>1-x</sub>D<sub>x</sub>MnO<sub>3</sub>. ## 6 Conclusion To conclude, we derived CPA equations for the one-electron Green function and conductivity of DE system containing impurities. The equations were solved for the SC bare DOS and substitutional disorder model. It was shown that if the electron-impurity interaction is strong enough, there is a gap between the conduction band and the impurity band in PM phase, the density of states being gapless in FM phase. Under appropriate doping conditions the chemical potential is pinned inside the gap. This can explain metal-insulator transition observed in manganites and magnetic semiconductors. ## 7 Acknowledgments This research was supported by the Israeli Science Foundation administered by the Israel Academy of Sciences and Humanities.
warning/0006/hep-ph0006279.html	ar5iv	text	# Radiative corrections to the semileptonic Dalitz plot with angular correlation between polarized decaying hyperons and emitted charged leptons ## I Introduction The form factors of hyperon semileptonic decays, $`AB\mathrm{}\nu _{\mathrm{}}`$, contain important information about the low-energy strong interactions of spin-$`1/2`$ baryons ($`A`$ and $`B`$ are such baryons and $`\mathrm{}`$ and $`\nu _{\mathrm{}}`$ are the accompanying charged lepton and neutrino). Their experimental determination requires the use of accurate formulas in the analysis of the measurements of several observables. An important one of these observables is the angular correlation between the spin $`\widehat{𝐬}_1`$ of $`A`$ and the direction $`\widehat{𝐥}`$ of the momentum of $`\mathrm{}`$. It is the purpose of this paper to calculate the radiative corrections (RC) to the Dalitz plot (DP) with the spin correlation $`\widehat{𝐬}_1\widehat{𝐥}`$ exhibited explicitly. We shall obtain expressions that are suitable for a model-independent experimental analysis. The model dependence of the virtual RC is handled following the approach of Sirlin to the RC of neutron beta decay whereas the model dependence of the bremsstrahlung is controlled by the theorem of Low. In previous work we have discussed the unpolarized DP and the DP with the $`\widehat{𝐬}_1\widehat{𝐩}_2`$ spin correlation kept explicitly ($`\widehat{𝐩}_2`$ is the direction of the momentum of the emitted baryon $`B`$). It is not possible to derive the result for the spin correlation $`\widehat{𝐬}_1\widehat{𝐥}`$ from the final result of Ref. , because all kinematical integrations, except for the $`\mathrm{}`$ and $`B`$ energies $`E`$ and $`E_2`$, respectively, were already performed. However, since we are going to follow the same approach of this reference, much of the work has already been advanced. The bremsstrahlung RC is a four-body decay whose DP covers entirely the DP of the three-body decay $`AB\mathrm{}\nu _{\mathrm{}}`$. We shall refer to the latter as the three-body region (TBR) and to the non-overlap of the former and the latter as the four-body region (FBR). Even when no experimental arrangement has been made to detect and discriminate real photons, it is possible to eliminate the photons that belong to the FBR by energy-momentum conservation. Therefore, in calculating the bremsstrahlung RC we shall keep a clear distinction between these two regions. We shall also obtain the radiative corrections to the integrated lepton spin-asymmetry coefficient $`\alpha _{\mathrm{}}`$. As we shall see the distinction between the TBR and the FBR leads to a perceptible change in the RC to this asymmetry coefficient. Our results will be presented in two final forms. One where the triple integration over the real photon three-momentum $`𝐤`$ is left indicated and ready to be performed numerically. And another one, an analytical form, where such a triple integration has been performed. Both forms can be used to numerically cross-check on one another. However, the analytical result, although tedious to feed into a Monte Carlo program, leads to a considerable saving of computer time, because the triple integration does not have to be performed within the Monte Carlo every time $`E`$ and $`E_2`$ or the form factors are changed. For the use of our results it is important that this paper be as self-contained as possible. In Sec. II we introduce our notation and conventions and we review the virtual RC; also the infrared divergence of this part is clearly separated. In Sec. III the real photon emission is calculated and separated into the contributions from the TBR and FBR. The calculation of Ref. is adapted to the present case. The infrared divergence is extracted following Ref. and its cancellation with the one of Sec. II is discussed in detail. Our first main result is established, allowing for the elimination (or not) of real photons from the experimental analysis. In Sec. IV we proceed to the analytical evaluation of the triple integration over the bremsstrahlung three-momentum. Our second main result is established, also allowing for the experimental discrimination (or not) of real photons. In Sec. V we use the analytical result to obtain the RC to the asymmetry coefficient $`\alpha _{\mathrm{}}`$. In Sec. VI we make numerical evaluations for several HSD and also for the $`\mathrm{\Lambda }_c^+\mathrm{\Lambda }e^+\nu `$ decay. We compare with other results available in the literature. Section VII is reserved to discuss and summarize our results. To make this paper self-contained we introduce three appendices. In Appendix A we give the amplitudes for virtual and bremsstrahlung RC, emphasizing how the model dependence is kept under control. In Appendix B we give the analytical expressions of all the coefficients, both new and of Refs. and required to compute the RC to the $`\widehat{𝐬}_1\widehat{𝐥}`$ correlation. Finally, in Appendix C we review briefly the procedure of Ref. to extract the infrared divergences. Our results have been obtained neglecting contributions of order $`\alpha q/\pi M_1`$ and higher ($`q`$ is the momentum transfer and $`M_1`$ is the mass of $`A`$). They cover both neutral and charged $`A`$ and are reliable up to $`0.5\%`$ or better in HSD. Furthermore, they provide a useful result for charm decay experiments with several thousands of events. For higher statistics experiments it will be necessary to incorporate $`\alpha q/\pi M_1`$ contributions. ## II Virtual radiative corrections In this section we shall discuss the virtual radiative corrections, up to order $`\alpha `$ and neglecting terms of order $`\alpha q/\pi M_1`$, to the DP of the hyperon semileptonic decay $$AB+\mathrm{}+\nu _{\mathrm{}},$$ (1) with $`A`$ polarized. Our results will be especialized to exhibit the angular correlation $`\widehat{𝐬}_1\widehat{𝐥}`$. A convenient procedure to get such results is that of Ref. . So, in this paper we adopt the same approach, the same approximations and the same conventions of this reference. In this way, $`p_1=(E_1,𝐩_1)`$, $`p_2=(E_2,𝐩_2)`$, $`l=(E,𝐥)`$, and $`p_\nu =(E_\nu ,𝐩_\nu )`$ will be the four-momenta of $`A`$, $`B`$, $`\mathrm{}`$, and $`\nu _{\mathrm{}}`$, respectively. $`M_1`$, $`M_2`$, and $`m`$ will denote the masses of the first three particles. We shall assume throughout this paper that $`m_\nu =0`$. $`\widehat{𝐩}_2`$ will denote a unit vector along $`𝐩_2`$, etc. We shall make our calculations in the center-of-mass frame of $`A`$. In this case, $`p_2`$, $`l`$, and $`p_\nu `$ will denote the magnitudes of the corresponding three-momenta. There will be no confusion because the expressions obtained will not be manifestly covariant. Because we want our results to exhibit the correlation $`\widehat{𝐬}_1\widehat{𝐥}`$, it is convenient to choose the $`z`$-axis along $`𝐥`$ and not along $`𝐩_2`$ as in Ref. . At this point, it is convenient to mention that it is not possible to obtain the virtual RC of our present case by using the final virtual RC given by $`d\mathrm{\Gamma }_V`$ of Eq. (15) of Ref. . This is because in that equation the correlation $`\widehat{𝐬}_1\widehat{𝐩}_2`$ was singled out after the integration over the azimuthal angle $`\varphi _{\mathrm{}}`$ of $`𝐥`$ was performed \[in such Eq. (15) $`d\varphi _{\mathrm{}}`$ is still present in the phase space. As it appears and because of the choice of $`z`$-axis its integration amounts a $`2\pi `$ factor\]. Therefore, all the terms in $`d\mathrm{\Gamma }_V`$ containing the product $`\widehat{𝐬}_1\widehat{𝐥}`$, and which appear before the integration over $`d\varphi _{\mathrm{}}`$ is performed, have been transformed leaving the correlation $`\widehat{𝐬}_1\widehat{𝐩}_2`$ only. There is no way to recover the $`\widehat{𝐬}_1\widehat{𝐥}`$ terms from this Eq. (15) of Ref. . So, for obtaining our $`d\mathrm{\Gamma }_V`$, exhibiting the correlation $`\widehat{𝐬}_1\widehat{𝐥}`$ only, we have to take a few steps back before that Eq. (15). Our calculation now starts at the point where the scalar products $`\widehat{𝐬}_1\widehat{𝐥}`$ and $`\widehat{𝐬}_1\widehat{𝐩}_2`$ appear for the first time, that is, at Eq. (13) of Ref. , namely, $$\underset{\mathrm{spins}}{}\left\|M_V\right\|^2=\frac{1}{2}\underset{\mathrm{spins}}{}\left\|M_V^{}\right\|^2\frac{1}{2}\underset{\mathrm{spins}}{}\left\|M_V^{(s)}\right\|^2.$$ (2) Here $`M_V`$ is the sum of the order zero amplitude $`M_0^{}`$, corrected by the model-dependent part of the virtual radiative corrections through the modified form factors $`f_1^{}`$ and $`g_1^{}`$, and the model-independent amplitude $`M_v`$ of such RC. $`M_0^{}`$ and $`M_v`$ are given explicitly in Appendix A \[see Eqs. (A1) and (A4)\]. The two terms on the right-hand side of Eq. (2) arise after the spinor $`u_A\left(p_1\right)`$ of the polarized hyperon $`A`$ is replaced by $`\mathrm{\Sigma }(s_1)u_A\left(p_1\right)`$ in the amplitude $`M_V`$. $`\mathrm{\Sigma }(s_1)`$ is the spin projection operator of $`A`$ given in Eq. (4) of Ref. . With Eq. (2) we can express the differential decay rate $`d\mathrm{\Gamma }_V`$ as $`d\mathrm{\Gamma }_V`$ $`=`$ $`{\displaystyle \frac{dE_2dEd\mathrm{\Omega }_{\mathrm{}}d\varphi _2}{\left(2\pi \right)^5}}M_2mm_\nu \left[{\displaystyle \frac{1}{2}}{\displaystyle \underset{\mathrm{spins}}{}}\left\|M_V^{}\right\|^2{\displaystyle \frac{1}{2}}{\displaystyle \underset{\mathrm{spins}}{}}\left\|M_V^{(s)}\right\|^2\right]`$ (3) $`=`$ $`d\mathrm{\Gamma }_V^{}d\mathrm{\Gamma }_V^{(s)}.`$ (4) Notice the variables in the phase space of this equation, they correspond to our new choice of the $`z`$-axis along $`𝐥`$. In Eq. (4), $`d\mathrm{\Gamma }_V^{}`$ corresponds to the first term within the square brackets. It can be identified with the differential decay rate with virtual radiative corrections of unpolarized $`A`$ given in Eq. (10) of Ref. and, therefore, there is no need to recalculate it now. $`d\mathrm{\Gamma }_V^{(s)}`$ corresponds to the second term of the square brackets of Eq. (4) and it contains the scalar products $`\widehat{𝐬}_1\widehat{𝐥}`$, $`\widehat{𝐬}_1\widehat{𝐩}_\nu `$, and $`\widehat{𝐬}_1\widehat{𝐩}_2`$. The scalar product $`\widehat{𝐬}_1\widehat{𝐩}_\nu `$ can be expressed in terms of $`\widehat{𝐬}_1\widehat{𝐥}`$ and $`\widehat{𝐬}_1\widehat{𝐩}_2`$ by three-momentum conservation. In this way, only $`\widehat{𝐬}_1\widehat{𝐥}`$ and $`\widehat{𝐬}_1\widehat{𝐩}_2`$ will appear in $`d\mathrm{\Gamma }_V^{(s)}`$. Now, we require that $`\widehat{𝐬}_1\widehat{𝐥}`$ be the only scalar product present in $`d\mathrm{\Gamma }_V^{(s)}`$. This can be accomplished by noting that the most general form of $`\widehat{𝐬}_1\widehat{𝐩}_2`$ depends on $`\widehat{𝐬}_1\widehat{𝐥}`$, $`\widehat{𝐥}\widehat{𝐩}_2`$, and $`\mathrm{cos}\varphi _2`$. The terms directly proportional to this cosine drop out after integration over $`\varphi _2`$ from $`0`$ to $`2\pi `$. This fact allows us to use the replacement $$\widehat{𝐬}_1\widehat{𝐩}_2(\widehat{𝐬}_1\widehat{𝐥})(\widehat{𝐥}\widehat{𝐩}_2)=\widehat{𝐬}_1\widehat{𝐥}y_0,$$ (5) in $`d\mathrm{\Gamma }_V^{(s)}`$, leaving us with an expression which only contains the correlation $`\widehat{𝐬}_1\widehat{𝐥}`$. In Eq. (5) $`y_0`$ is the cosine of the angle between $`\widehat{𝐩}_2`$ and $`\widehat{𝐥}`$ when the real photon is not present. In the CM of $`A`$, $`y_0`$ is given by $$y_0=\frac{(E_\nu ^0)^2p_2^2l^2}{2p_2l},$$ (6) where $$E_\nu ^0=M_1E_2E,$$ (7) is the neutrino energy (in this three-body decay). With these considerations in mind, we can express the $`d\mathrm{\Gamma }_V`$ of Eq. (4) as $`d\mathrm{\Gamma }_V`$ $`=`$ $`{\displaystyle \frac{G_V^2}{2}}{\displaystyle \frac{dE_2dEd\mathrm{\Omega }_{\mathrm{}}d\varphi _2}{\left(2\pi \right)^5}}2M_1\{A_0^{}+{\displaystyle \frac{\alpha }{\pi }}(A_1^{}\varphi +A_1^{\prime \prime }\varphi ^{})`$ (9) $`\widehat{𝐬}_1\widehat{𝐥}[B_0^{\prime \prime }+{\displaystyle \frac{\alpha }{\pi }}(B_2^{}\varphi +B_2^{\prime \prime }\varphi ^{})]\}.`$ This $`d\mathrm{\Gamma }_V`$ is the DP with virtual radiative corrections up to order $`\alpha `$ (and neglecting terms of order $`\alpha q/\pi M_1`$), leaving $`E_2`$ and $`E`$ as the relevant variables and with only the angular correlation $`\widehat{𝐬}_1\widehat{𝐥}`$ explicitly exhibited. The integration over $`\varphi _2`$ only amounts the factor $`2\pi `$. Now, $`A_0^{}`$, $`A_1^{}`$, $`A_1^{\prime \prime }`$ are given in Eqs. (B1)-(B5) of Appendix B. The new terms $`B_0^{\prime \prime }`$, $`B_2^{}`$, $`B_2^{\prime \prime }`$ are $`B_0^{\prime \prime }`$ $`=`$ $`Q_6Ep_2y_0+Q_7El,`$ (10) $`B_2^{}`$ $`=`$ $`D_3E_\nu ^0l+D_4E\left(p_2y_0+l\right),`$ (11) $`B_2^{\prime \prime }`$ $`=`$ $`D_4E\left(p_2y_0+l\right).`$ (12) In these equations the coefficients $`Q_6`$ and $`Q_7`$ are long quadratic functions of the form factors. They are given in Eqs. (B6) and (B7), respectively, of Ref. . For completeness we repeat them too \[see Eqs. (B25) and (B31)\]. $`D_3`$ and $`D_4`$ depend on the leading form factors $`f_1^{}`$ and $`g_1^{}`$ and they are given in Eqs. (B36) and (B38), respectively. The primes on $`A_0^{}`$, $`A_1^{}`$, $`A_1^{\prime \prime }`$, $`B_0^{\prime \prime }`$, $`B_2^{}`$, and $`B_2^{\prime \prime }`$ indicate that these terms contain the model-dependence of the virtual radiative corrections through the leading form factors. The model-independent functions $`\varphi `$ and $`\varphi ^{}`$ are $`\varphi \left(E\right)`$ $`=`$ $`2\left({\displaystyle \frac{1}{\beta }}\text{arctanh}\beta 1\right)\mathrm{ln}{\displaystyle \frac{\lambda }{m}}{\displaystyle \frac{1}{\beta }}\left(\text{arctanh}\beta \right)^2+{\displaystyle \frac{1}{\beta }}L\left({\displaystyle \frac{2\beta }{1+\beta }}\right)`$ (16) $`+{\displaystyle \frac{1}{\beta }}\text{arctanh}\beta {\displaystyle \frac{11}{8}}+\{\begin{array}{ccc}\pi ^2/\beta +\frac{3}{2}\mathrm{ln}\left(M_2/m\right)\hfill & & \text{NDH}\hfill \\ \frac{3}{2}\mathrm{ln}(M_1/m)\hfill & & \text{CDH}\hfill \end{array}`$ $$\varphi ^{}\left(E\right)=\left(\beta \frac{1}{\beta }\right)\text{arctanh}\beta .$$ (17) NDH corresponds to neutral decaying hyperons and CDH corresponds to charged decaying hyperons. The infrared divergence appears in the function $`\varphi \left(E\right)`$ through the parameter $`\lambda `$. Let us mention that $`d\mathrm{\Gamma }_V`$ of Eq. (9) contains two infrared divergent terms. The first one appears in $`A_1^{}\varphi `$ of the spin-independent part and the other one appears in $`B_2^{}\varphi `$ of the spin-dependent part. Both terms will be canceled by their counterparts in the bremsstrahlung contribution. Let us close this section by comparing the $`d\mathrm{\Gamma }_V`$ of Eq. (9) with the $`d\mathrm{\Gamma }_V`$ of Eq. (15) of Ref. . In spite of minor differences in their phase space factors, we can see that their spin-independent parts are the same. This is not the case for their spin-dependent parts. We can appreciate that the coefficients $`A_0^{\prime \prime }`$, $`A_2^{}`$, and $`A_2^{\prime \prime }`$, which appear in the spin-dependent part of $`d\mathrm{\Gamma }_V`$ of Ref. , have changed to the coefficients $`B_0^{\prime \prime }`$, $`B_2^{}`$, and $`B_2^{\prime \prime }`$, respectively, of $`d\mathrm{\Gamma }_V`$ of Eq. (9). We observe in Eqs. (10)-(12) that in the $`B`$ coefficients $`y_0`$ always appears as a factor of $`p_2`$, while for the $`A`$ coefficients of Ref. $`y_0`$ always appears as a factor of $`l`$. This latter observation may induce us to think into the possibility of obtaining the $`d\mathrm{\Gamma }_V`$ of Eq. (9) from the $`d\mathrm{\Gamma }_V`$ of Ref. by simply interchanging $`p_2`$ with $`l`$. Unfortunately this rule does not work because under such an interchange the $`A`$ coefficients do not lead to the $`B`$ coefficients and, thus, we can not obtain Eq. (9) directly from the final $`d\mathrm{\Gamma }_V`$ of Ref. . ## III Bremsstrahlung radiative corrections In addition to the virtual RC the bremsstrahlung contributions must be calculated to get the complete RC to the DP of polarized decaying hyperons. In this section, we shall obtain them, in the same order of approximation as the virtual RC, both for the TBR and for the FBR. First, we shall define those regions and next, we shall proceed to the calculations. As is discussed in Appendix A, these corrections are model-independent by virtue of the theorem of Low . ### A Kinematics, TBR, and FBR The DP in the variables $`E`$ and $`E_2`$ is the kinematically allowed region of the four-body decay $$AB+\mathrm{}+\nu _{\mathrm{}}+\gamma ,$$ (18) where $`\gamma `$ represents a real photon with four-momentum $`k=(\omega ,𝐤)`$. The DP can be seen as the union of the TBR and FBR, each one defined presently. The TBR of the DP is the region where the three-body decay (1) and the four-body decay (18) overlap completely. The energies $`E`$ and $`E_2`$ satisfy the bounds $$E_2^{}E_2E_2^+,$$ (19) and $$mEE_m.$$ (20) Here, $`E_2^+`$ $`(E_2^{})`$ is the upper (lower) boundary of the TBR given by $$E_2^\pm =\frac{1}{2}\left(M_1E\pm l\right)+\frac{M_2^2}{2\left(M_1E\pm l\right)},$$ (21) where $`E_m`$ is the maximum energy of the charged lepton $$E_m=\frac{M_1^2M_2^2+m^2}{2M_1}.$$ (22) The FBR of DP is the region where only the four-body decay (18) can take place. The energies $`E`$ and $`E_2`$ in this region satisfy the bounds $$M_2E_2E_2^{},$$ (23) $$mEE_B,$$ (24) where $$E_B=\frac{\left(M_1M_2\right)^2+m^2}{2\left(M_1M_2\right)}.$$ (25) Both regions TBR and FBR are depicted in Fig. 1 of Ref. where more details about these regions can be found. We can now proceed to the calculation of the bremsstrahlung RC to the DP. First, we shall do this for the TBR and next for the FBR. The complete bremsstrahlung RC to the DP are obtained by simply adding the results of the TBR to those of the FBR. To obtain the complete RC of each region, we must also add the virtual RC of Eq. (9). ### B TBR bremsstrahlung RC Here we shall obtain the bremsstrahlung RC restricted to the TBR and with the angular correlation $`\widehat{𝐬}_1\widehat{𝐥}`$ explicitly shown. We shall follow the procedure introduced in Ref. . Therefore, we start from Eq. (31) of this reference, $$\underset{\mathrm{spins}}{}\left\|M_B\right\|^2=\frac{1}{2}\underset{\mathrm{spins}}{}\left\|M_B^{}\right\|^2\frac{1}{2}\underset{\mathrm{spins}}{}\left\|M_B^{(s)}\right\|^2.$$ (26) This equation is the square, summed over spins, of the bremsstrahlung transition amplitude $`M_B`$ of the four-body process (13) with the spinor $`u_A(p_1)`$ replaced by $`\mathrm{\Sigma }(s_1)u_A(p_1)`$. The explicit form of $`M_B`$ is given in Eq. (A7) of Appendix A. Equation (26) enables us to express the bremsstrahlung differential decay rate as $`d\mathrm{\Gamma }_B^{\mathrm{TBR}}`$ $`=`$ $`{\displaystyle \frac{M_2mm_\nu }{\left(2\pi \right)^8}}{\displaystyle \frac{d^3p_2}{E_2}}{\displaystyle \frac{d^3l}{E}}{\displaystyle \frac{d^3k}{2\omega }}{\displaystyle \frac{d^3p_\nu }{E_\nu }}{\displaystyle \underset{\mathrm{spins}}{}}\left\|M_B\right\|^2\delta ^4\left(p_1p_2lp_\nu k\right)`$ (27) $``$ $`d\mathrm{\Gamma }_B^{}d\mathrm{\Gamma }_B^{(s)},`$ (28) where $`d\mathrm{\Gamma }_B^{}`$ contains the first term of Eq. (26) and is independent of $`\widehat{𝐬}_1`$, while $`d\mathrm{\Gamma }_B^{(s)}`$ contains the second term of this equation and is spin-dependent. $`d\mathrm{\Gamma }_B^{}`$ is readily identified with the bremsstrahlung differential decay rate for unpolarized hyperons given in Eq. (33) of Ref. as $$d\mathrm{\Gamma }_B^{}=d\mathrm{\Gamma }_B^{\mathrm{ir}}+d\mathrm{\Gamma }_B^a+d\mathrm{\Gamma }_B^b,$$ (29) where, in accordance to Eq. (34) of this reference, $$d\mathrm{\Gamma }_B^{\mathrm{ir}}=\frac{\alpha }{\pi }d\mathrm{\Omega }^{}\left\{A_1^{}\left[\widehat{I}_0\left(k/\lambda \right)+C+C_1\right]+C_2\right\}.$$ (30) The phase space factor in Eq. (30) is now $$\frac{\alpha }{\pi }d\mathrm{\Omega }^{}=\frac{\alpha }{\pi }\frac{G_V^2}{2}\frac{dE_2dEd\mathrm{\Omega }_{\mathrm{}}d\varphi _2}{\left(2\pi \right)^5}2M_1,$$ (31) instead of the $`d\mathrm{\Omega }`$ of Eq. (35) of Ref. . The term $`\widehat{I}_0\left(k/\lambda \right)`$ fully contains the infrared divergence while $`C`$ and $`C_1`$ are the finite terms that come along with it. An alternative approach to extract the infrared divergence and the terms $`C`$ and $`C_1`$ is the one of Ref. , which was applied to the RC of DP of $`K_{e_3}^\pm `$ decays. This procedure was followed in Ref. to extract the infrared divergence of the spin-dependent part $`d\mathrm{\Gamma }_B^{(s)}`$ of its Eq. (32), and it can also be employed to extract the infrared divergence of the spin-independent part $`d\mathrm{\Gamma }_B^{}`$ without any difficulty. In Appendix C we give a brief review of this, here we only need the result of Eq. (56) of Ref. , which is $$I_0(E,E_2)=\widehat{I}_0\left(k/\lambda \right)+C+C_1.$$ (32) Here $`I_0(E,E_2)`$ is the infrared-divergent integral given by Eq. (C11) of Appendix C. With this equation and the Eqs. (36)-(38) of Ref. for $`C_2`$, $`d\mathrm{\Gamma }_B^a`$, and $`d\mathrm{\Gamma }_B^b`$, respectively, we can express the $`d\mathrm{\Gamma }_B^{}`$ of Eq. (29), with some minor rearrangements, in the compact form $$d\mathrm{\Gamma }_B^{}=\frac{\alpha }{\pi }d\mathrm{\Omega }^{}\left\{A_1^{}I_0(E,E_2)+\frac{p_2l}{4\pi }_1^1𝑑x_1^{y_0}𝑑y_0^{2\pi }𝑑\varphi _k\left[\left\|M^{}\right\|^2+\left\|M^{\prime \prime }\right\|^2\right]\right\},$$ (33) with $$\left\|M^{}\right\|^2=\frac{\beta ^2\left(1x^2\right)}{\left(1\beta x\right)^2}\left[D_2\frac{D_1E+D_2lx}{D}\right],$$ (34) and $`\left\|M^{\prime \prime }\right\|^2`$ $`=`$ $`{\displaystyle \frac{E_\nu }{ED\left(1\beta x\right)}}[D_1(\omega +E(1+\beta x){\displaystyle \frac{m^2}{E\left(1\beta x\right)}})`$ (36) $`+D_2\widehat{𝐩}_\nu (𝐥+\widehat{𝐤}(E+\omega )\widehat{𝐤}{\displaystyle \frac{m^2}{E\left(1\beta x\right)}})].`$ In these last three equations, $`x=\widehat{𝐥}\widehat{𝐤}`$ and $`y=\widehat{𝐥}\widehat{𝐩}_2`$ are the cosines of the polar angles of $`𝐤`$ and $`𝐩_2`$, respectively whereas $`\varphi _k`$ is the azimuthal angle of $`𝐤`$. Furthermore, $`E_\nu =E_\nu ^0\omega `$ and $`D=E_\nu ^0+(𝐩_2+𝐥)\widehat{𝐤}`$. The coefficients $`D_1`$ and $`D_2`$ depend on the leading form factors and they are given in Eqs. (B32) and (B34) of Appendix B. Equation (33) is also the explicit form of Eq. (55) of Ref. . Once we have $`d\mathrm{\Gamma }_B^{}`$ of Eq. (28), we can turn our attention to the spin-dependent part $`d\mathrm{\Gamma }_B^{(s)}`$ of this equation. In order to compute it we shall start from Eq. (43) of Ref. , namely, $$d\mathrm{\Gamma }_B^{(s)}=d\mathrm{\Gamma }_B^\mathrm{I}+d\mathrm{\Gamma }_B^{\mathrm{II}},$$ (37) where $`d\mathrm{\Gamma }_B^\mathrm{I}`$ contains $`_{\mathrm{spins}}\left\|M_a^{(s)}\right\|^2`$ and $`d\mathrm{\Gamma }_B^{\mathrm{II}}`$ contains $`_{\mathrm{spins}}\left(\left\|M_b^{(s)}\right\|^2+2\mathrm{R}\mathrm{e}\left[M_a^{(s)}\right]\left[M_b^{(s)}\right]^{}\right)`$. $`d\mathrm{\Gamma }_B^\mathrm{I}`$ contains the infrared-divergent terms as well as many infrared-convergent ones. $`d\mathrm{\Gamma }_B^{\mathrm{II}}`$ is infrared-convergent only. To compute $`d\mathrm{\Gamma }_B^\mathrm{I}`$ we follow the procedure of Ref. to extract the infrared divergence (see Appendix C). According to this and using the explicit form of $`_{\mathrm{spins}}\left\|M_a^{(s)}\right\|^2`$ given in Eq. (44) of Ref. , we can write $`d\mathrm{\Gamma }_B^\mathrm{I}`$ as $`d\mathrm{\Gamma }_B^\mathrm{I}`$ $`=`$ $`{\displaystyle \frac{\alpha }{\pi }}d\mathrm{\Omega }^{}{\displaystyle \frac{1}{8\pi }}\underset{\lambda 0}{lim}{\displaystyle _{\lambda ^2}^{\eta _{\mathrm{max}}}}𝑑\eta {\displaystyle \frac{d^3k}{\omega }}{\displaystyle \frac{d^3p_\nu }{E_\nu }}\delta ^4\left(p_1p_2lp_\nu k\right)`$ (40) $`\times [D_3\widehat{𝐬}_1𝐥E_\nu ^0+D_4\widehat{𝐬}_1𝐩_2E+D_4\widehat{𝐬}_1𝐥E`$ $`+D_3\widehat{𝐬}_1𝐥\omega +D_4\widehat{𝐬}_1𝐤E]\times {\displaystyle }_ϵ({\displaystyle \frac{lϵ}{lk}}{\displaystyle \frac{p_1ϵ}{p_1k}})^2.`$ The infrared divergence is contained in the first three terms within the square brackets, the remaining two terms are infrared-convergent. $`\eta =\left(p_\nu +k\right)^2`$ is the invariant mass, which in the CM of $`A`$ is given by $`\eta =2p_2l\left(y_0y\right)`$. In the TBR, $`\eta _{\mathrm{max}}=2p_2l\left(y_0+1\right)`$ and $`\eta _{\mathrm{min}}=\lambda ^2`$, with $`\lambda ^20`$. The coefficients $`D_3`$ and $`D_4`$ depend on the leading form factors and they are given in Eqs. (B36) and (B38) of Appendix B. $`ϵ_\mu `$ is the polarization four-vector of the real photon. In order to express $`d\mathrm{\Gamma }_B^\mathrm{I}`$ in terms of the correlation $`\widehat{𝐬}_1𝐥`$ we have to transform the scalar products $`\widehat{𝐬}_1𝐩_2`$ and $`\widehat{𝐬}_1𝐤`$ of Eq. (40) in terms of $`\widehat{𝐬}_1𝐥`$. This can be achieved by using the substitutions of Ref. , $$\widehat{𝐬}_1𝐩(\widehat{𝐬}_1\widehat{𝐥})(\widehat{𝐥}𝐩)(𝐩=𝐩_2,𝐤,𝐩_\nu ).$$ (41) In Eq. (40), with these substitutions, we can separate the infrared-divergent terms from the infrared-convergent ones as $`d\mathrm{\Gamma }_B^\mathrm{I}`$ $`=`$ $`{\displaystyle \frac{\alpha }{\pi }}d\mathrm{\Omega }^{}\widehat{𝐬}_1\widehat{𝐥}\{B_2^{}{\displaystyle \frac{1}{8\pi }}\underset{\lambda 0}{lim}{\displaystyle _{\lambda ^2}^{\eta _{\mathrm{max}}}}d\eta {\displaystyle \frac{d^3k}{\omega }}{\displaystyle \frac{d^3p_\nu }{E_\nu }}\delta ^4(p_1p_2lp_\nu k)`$ (45) $`\times \left[{\displaystyle \frac{2p_1l}{p_1klk}}{\displaystyle \frac{m^2}{\left(łk\right)^2}}{\displaystyle \frac{M_1^2}{\left(p_1k\right)^2}}\right]`$ $`+{\displaystyle \frac{1}{8\pi }}\underset{\lambda 0}{lim}{\displaystyle _{\lambda ^2}^{\eta _{\mathrm{max}}}}𝑑\eta {\displaystyle \frac{d^3k}{\omega }}{\displaystyle \frac{d^3p_\nu }{E_\nu }}\delta ^4\left(p_1p_2lp_\nu k\right)`$ $`\times [D_3\omega l+D_4\widehat{𝐥}\widehat{𝐤}\omega ED_4{\displaystyle \frac{\eta }{2\beta }}]{\displaystyle \frac{\beta ^2}{\omega ^2}}{\displaystyle \frac{1\left(\widehat{𝐥}\widehat{𝐤}\right)^2}{\left(1\beta \widehat{𝐥}\widehat{𝐤}\right)^2}}\}.`$ Here $`B_2^{}`$ is given in Eq. (11). In the first integral the sum over polarizations indicated in Eq. (40) was performed in covariant form, while in the second one it was performed by using the Coester representation . The first integral in Eq. (45) can be identified with the divergent integral $`I_0`$ of Eq. (C11). The second one can be put in the convenient form of Eq. (38) of Ref. by performing the integration over the $`\delta `$ function and leaving $`y`$ as the integration variable instead of $`\eta `$. In this way, we can express $`d\mathrm{\Gamma }_B^\mathrm{I}`$ finally as $`d\mathrm{\Gamma }_B^\mathrm{I}`$ $`=`$ $`{\displaystyle \frac{\alpha }{\pi }}d\mathrm{\Omega }^{}\widehat{𝐬}_1\widehat{𝐥}\{B_2^{}I_0(E,E_2)+{\displaystyle \frac{p_2E}{4\pi }}{\displaystyle _1^1}dx{\displaystyle _1^{y_0}}dy{\displaystyle _0^{2\pi }}d\varphi _k`$ (47) $`[D_3{\displaystyle \frac{\beta l}{D}}D_4(1{\displaystyle \frac{lx}{D}})]{\displaystyle \frac{\beta ^2\left(1x^2\right)}{\left(1\beta x\right)^2}}\}.`$ The other term of Eq. (37), $`d\mathrm{\Gamma }_B^{\mathrm{II}}`$, does not need any calculation. We can take the result of Eq. (57) of Ref. and, with only minor changes in the phase space factor, we can adapt it to our case. After the application of rule (41) in such Eq. (57) is performed, we obtain $`d\mathrm{\Gamma }_B^{\mathrm{II}}`$ $`=`$ $`{\displaystyle \frac{\alpha }{\pi }}d\mathrm{\Omega }^{}\widehat{𝐬}_1\widehat{𝐥}{\displaystyle \frac{p_2\beta }{4\pi }}{\displaystyle _1^1}{\displaystyle \frac{dx}{1\beta x}}{\displaystyle _1^{y_0}}𝑑y{\displaystyle _0^{2\pi }}𝑑\varphi _k{\displaystyle \frac{1}{D}}`$ (50) $`\times \{D_3E_\nu [l(E+\omega )x+{\displaystyle \frac{m^2}{E}}{\displaystyle \frac{x}{1\beta x}}]`$ $`+D_4[\omega +(1+\beta x)E{\displaystyle \frac{m^2}{E}}{\displaystyle \frac{1}{1\beta x}}](p_2y+l+\omega x)\}.`$ At this point we can collect our partial results to get our first main result, namely the DP of polarized decaying hyperons with radiative corrections up to order $`\alpha `$, neglecting terms of order $`\alpha q/\pi M_1`$, and restricted to the TBR. It can be set as $`d\mathrm{\Gamma }^{\mathrm{TBR}}`$ $`=`$ $`d\mathrm{\Gamma }_V+d\mathrm{\Gamma }_B^{\mathrm{TBR}}`$ (51) $`=`$ $`d\mathrm{\Gamma }_V+\left[d\mathrm{\Gamma }_B^{}\left(d\mathrm{\Gamma }_B^\mathrm{I}+d\mathrm{\Gamma }_B^{\mathrm{II}}\right)\right],`$ (52) where $`d\mathrm{\Gamma }_V`$ is given in Eq. (9), $`d\mathrm{\Gamma }_B^{\mathrm{TBR}}`$ is given in Eq. (28), and $`d\mathrm{\Gamma }_B^{}`$, $`d\mathrm{\Gamma }_B^\mathrm{I}`$ and $`d\mathrm{\Gamma }_B^{\mathrm{II}}`$ are given in Eqs. (33), (47), and (50), respectively. The integrations over the three-momentum of the real photon in these last three equations are ready to be performed numerically (but they can be performed analytically also, as we shall see in the next section). The result of Eq. (52) can be compared with the corresponding result of Ref. \[the sum of Eqs. (15), (33), (51), and (57) of this reference\]. We observe that the spin-independent parts $`d\mathrm{\Gamma }_B^{}`$ are the same, although our present $`d\mathrm{\Gamma }_B^{}`$ is expressed in a more compact form, while the spin-dependent parts are different. The results of Ref. show that the correlation $`\widehat{𝐬}_1\widehat{𝐩}_2`$ is mixed with two others, $`\widehat{𝐬}_1\widehat{𝐥}`$ and $`\widehat{𝐬}_1\widehat{𝐤}`$ \[see Eqs. (51) and (57) of this reference\], while our present results exhibit only the correlation $`\widehat{𝐬}_1\widehat{𝐥}`$. If we insisted in transforming the correlations $`\widehat{𝐬}_1\widehat{𝐥}`$ and $`\widehat{𝐬}_1\widehat{𝐤}`$ of Ref. as functions of $`\widehat{𝐬}_1\widehat{𝐩}_2`$ by using the substitutions of Eq. (D6) of this reference, the result would not give the same coefficient of $`\widehat{𝐬}_1\widehat{𝐥}`$ as right here above. ### C FBR bremsstrahlung RC and complete RC We shall now calculate the bremsstrahlung contribution of the FBR and afterwards we shall obtain the complete RC to the DP, with the addition of the TBR and virtual contributions. The calculation of bremsstrahlung in the FBR is relatively simple because the events in this region have the same amplitude $`M_B`$ of Eq. (A7) and it is infrared-convergent. We have to change only the upper limit of the integrals over the variable $`y`$ of Eqs. (33), (47), and (50), which becomes one now, and to change the previously infrared-divergent integral $`I_0`$ of these equations with $`I_{0F}`$ , $$I_{0F}=\frac{\theta _{0F}}{2}\mathrm{ln}\left(\frac{y_0+1}{y_01}\right),$$ (53) with $$\theta _{0F}=4\left(\frac{1}{\beta }\mathrm{arctanh}\beta 1\right).$$ (54) $`I_{0F}`$ is no longer infrared-divergent because in the FBR the photon has a minimum energy which is nonzero. It can be easily calculated from Eq. (C8). The invariant mass $`\eta `$ of this equation must be now integrated from a minimum value $`\eta _{\mathrm{min}}=2p_2l\left(y_01\right)`$ to a maximum value $`\eta _{\mathrm{max}}=2p_2l\left(y_0+1\right)`$. With these changes we can write the differential decay rate corresponding to the FBR as $$d\mathrm{\Gamma }_B^{\mathrm{FBR}}=d\mathrm{\Gamma }_B^{\mathrm{FBR}}d\mathrm{\Gamma }_B^{(s)\mathrm{FBR}},$$ (55) with $$d\mathrm{\Gamma }_B^{\mathrm{FBR}}=\frac{\alpha }{\pi }d\mathrm{\Omega }^{}\left\{A_1^{}I_{0F}(E,E_2)+\frac{p_2l}{4\pi }_1^1𝑑x_1^1𝑑y_0^{2\pi }𝑑\varphi _k\left[\left\|M^{}\right\|^2+\left\|M^{\prime \prime }\right\|^2\right]\right\}$$ (56) and $`d\mathrm{\Gamma }_B^{(s)\mathrm{FBR}}`$ $`=`$ $`{\displaystyle \frac{\alpha }{\pi }}d\mathrm{\Omega }^{}\widehat{𝐬}_1\widehat{𝐥}\left\{B_2^{}I_{0F}(E,E_2)+{\displaystyle \frac{p_2l}{4\pi }}{\displaystyle _1^1}𝑑x{\displaystyle _1^1}𝑑y{\displaystyle _0^{2\pi }}𝑑\varphi _k\left[\left\|M^{\prime \prime \prime }\right\|^2+\left\|M^{\mathrm{IV}}\right\|^2\right]\right\}.`$ (57) In Eq. (56), $`\left\|M^{}\right\|^2`$ and $`\left\|M^{\prime \prime }\right\|^2`$ are given in Eqs. (34) and (36), respectively. Equation (57) is the sum of Eqs. (47) and (50), after the above changes are performed. $`\left\|M^{\prime \prime \prime }\right\|^2`$ and $`\left\|M^{\mathrm{IV}}\right\|^2`$ are $$\left\|M^{\prime \prime \prime }\right\|^2=\frac{\beta ^2\left(1x^2\right)}{\left(1\beta x\right)^2}\left[\frac{D_3l+D_4Ex}{D}D_4\frac{1}{\beta }\right],$$ (58) $`\left\|M^{\mathrm{IV}}\right\|^2`$ $`=`$ $`{\displaystyle \frac{1}{DE}}[D_3E_\nu (lEx\omega x+{\displaystyle \frac{m^2}{E}}{\displaystyle \frac{x}{1\beta x}})`$ (60) $`+D_4(\omega {\displaystyle \frac{m^2}{E}}{\displaystyle \frac{1}{1\beta x}}+(1+\beta x)E)(p_2y+l+\omega )].`$ Equation (55) is the FBR-contribution to the RC of the DP. It can be added to the TBR-contribution to obtain the complete RC to DP of polarized hyperons within the approximations mentioned before. This completes our first main result of Eq. (52) by including the emission of all real photons allowed by energy-momentum conservation. It is displayed as $$d\mathrm{\Gamma }=d\mathrm{\Gamma }^{\mathrm{TBR}}+d\mathrm{\Gamma }_B^{\mathrm{FBR}},$$ (61) with $`d\mathrm{\Gamma }^{\mathrm{TBR}}`$ and $`d\mathrm{\Gamma }_B^{\mathrm{FBR}}`$ given in Eqs. (52) and (55), respectively. The integrations over the photon variables are ready to be performed numerically. Let us close this section by mentioning that all the integrals which arise in the two regions of the DP can be performed analytically. Because of this, we can obtain completely analytical results for the RC of DP. We shall do this in the next section. ## IV Analytical Integrations In this section we shall perform analytically the photon three-momentum integrals contained in Eqs. (33), (47), (50), (56), and (57) to obtain an analytical expression for the RC to the DP restricted to the TBR first and for the total DP later. ### A TBR Analytical form The $`𝐤`$-integrals corresponding to the TBR of the DP are those of Eqs. (33), (47), and (50). They can be performed analytically by following the procedure of Sec. V of Ref. , where the RC of the DP of unpolarized hyperons were obtained. Fortunately much of the work has already been advanced. The integrals that concern us now can be expressed in terms of the functions $`\theta _i`$, $`i=2,\mathrm{},9`$ given by Eq. (99) of that reference, and in terms of the $`\theta _j`$, $`j=10,\mathrm{},16`$ given by Eq. (46) of Ref. . In this last reference the RC include all the terms of order $`\alpha q/\pi M_1`$, which are dropped here. We can express the analytical form of Eq. (33) as $$d\mathrm{\Gamma }_B^{}=\frac{\alpha }{\pi }d\mathrm{\Omega }^{}\left[A_1^{}I_0+\left(D_1+D_2\right)\left(\theta ^{}+\theta ^{\prime \prime \prime }\right)+D_2\left(\theta ^{\prime \prime }+\theta ^{\mathrm{IV}}\right)\right].$$ (62) This equation is equivalent to $`dw_B`$ of Eq. (92) of Ref. . Similarly, the expressions for $`d\mathrm{\Gamma }_B^\mathrm{I}`$ and $`d\mathrm{\Gamma }_B^{\mathrm{II}}`$ of Eqs. (47) and (50) become $$d\mathrm{\Gamma }_B^\mathrm{I}=\frac{\alpha }{\pi }d\mathrm{\Omega }^{}\widehat{𝐬}_1\widehat{𝐥}\left[B_2^{}I_0+D_3\rho _1^{\mathrm{}}+D_4\rho _2^{\mathrm{}}\right],$$ (63) $$d\mathrm{\Gamma }_B^{\mathrm{II}}=\frac{\alpha }{\pi }d\mathrm{\Omega }^{}\widehat{𝐬}_1\widehat{𝐥}\left[D_3\rho _3^{\mathrm{}}+D_4\rho _4^{\mathrm{}}\right].$$ (64) In Eq. (62) the $`\theta _i`$ functions are contained in the functions $`\theta ^{}`$, $`\theta ^{\prime \prime }`$, $`\theta ^{\prime \prime \prime }`$ and $`\theta ^{\mathrm{IV}}`$ given by Eqs. (85), (86), (90), and (91) of Ref. , respectively. The functions $`\rho _i^{\mathrm{}}`$, $`i=1,\mathrm{},4`$ in Eqs. (63)-(64) can be expressed as $`\rho _1^{\mathrm{}}`$ $`=`$ $`{\displaystyle \frac{p_2l^2}{2}}\left[\left(\beta ^21\right)\theta _2+2\theta _3\theta _4\right],`$ (65) $`\rho _2^{\mathrm{}}`$ $`=`$ $`{\displaystyle \frac{p_2E^2}{2}}\left[{\displaystyle \frac{2}{E}}\theta _0+\left(\beta ^21\right)\theta _2\left(\beta ^23\right)\theta _32\theta _4\beta \theta _5\right],`$ (67) $`\rho _3^{\mathrm{}}`$ $`=`$ $`{\displaystyle \frac{p_2}{2}}\{E(E+E_\nu ^0)(1\beta ^2)\theta _2[(3\beta ^2){\displaystyle \frac{E^2}{2}}+EE_\nu ^0]\theta _3`$ (71) $`+{\displaystyle \frac{1}{2}}E^2\left(1+\beta ^2\right)\theta _4{\displaystyle \frac{l}{2}}\left(E+2E_\nu ^0\right)\theta _5{\displaystyle \frac{m^2}{2E}}\theta _6`$ $`+{\displaystyle \frac{1}{2}}(2EE_\nu ^0)\theta _7{\displaystyle \frac{1}{2}}(EE_\nu ^0)\theta _8+{\displaystyle \frac{1}{4}}\theta _9{\displaystyle \frac{3}{2}}l^2\theta _{10}{\displaystyle \frac{1}{4}}\theta _{15}\},`$ $`\rho _4^{\mathrm{}}`$ $`=`$ $`{\displaystyle \frac{p_2}{2}}\{m^2[2\beta ^2+{\displaystyle \frac{E_\nu ^0}{E}}]\theta _2+[{\displaystyle \frac{7}{2}}m^2+p_2ly_0]\theta _3`$ (76) $`+\left[\left(3\beta ^2\right){\displaystyle \frac{E^2}{2}}EE_\nu ^0p_2ly_0\right]\theta _4\left[{\displaystyle \frac{1}{2}}\beta E^2+2lE_\nu ^0\right]\theta _5`$ $`{\displaystyle \frac{m^2}{2E}}\theta _6+{\displaystyle \frac{1}{2}}\left(3E+p_2\beta y_0\right)\theta _7E\theta _8+{\displaystyle \frac{1}{4}}\theta _9{\displaystyle \frac{5}{2}}ł^2\theta _{10}`$ $`p_2l(1\beta ^2)\theta _{11}+2p_2l\theta _{12}p_2l\theta _{13}{\displaystyle \frac{l}{2}}\theta _{14}{\displaystyle \frac{1}{4}}\theta _{15}{\displaystyle \frac{1}{4E}}\theta _{16}\}.`$ With Eqs. (62)-(64) all the integrals over $`𝐤`$ in Eqs. (33), (47), and (50) have been expressed in an analytical form. We can obtain now the bremsstrahlung differential decay rate $`d\mathrm{\Gamma }_B^{\mathrm{TBR}}`$ of decaying polarized hyperons with the photon integrals expressed analytically. Substituting in Eq. (28) the analytical forms of $`d\mathrm{\Gamma }_B^{}`$ Eq. (62) and of $`d\mathrm{\Gamma }_B^{(s)}`$, which is the sum of Eqs. (63) and (64), we obtain the analytical form of $`d\mathrm{\Gamma }_B^{\mathrm{TBR}}`$ $`d\mathrm{\Gamma }_B^{\mathrm{TBR}}`$ $`=`$ $`{\displaystyle \frac{\alpha }{\pi }}d\mathrm{\Omega }^{}\{A_1^{}I_0+(D_1+D_2)(\theta ^{}+\theta ^{\prime \prime \prime })+D_2(\theta ^{\prime \prime }+\theta ^{\mathrm{IV}})`$ (78) $`\widehat{𝐬}_1\widehat{𝐥}[B_2^{}I_0+D_3(\rho _1^{\mathrm{}}+\rho _3^{\mathrm{}})+D_4(\rho _2^{\mathrm{}}+\rho _4^{\mathrm{}})]\}.`$ We are now in a position to obtain our second main result in this paper: the analytical RC to the DP of decaying polarized hyperons to order $`\alpha `$ and neglecting terms of order $`\alpha q/\pi M_1`$. This result comes from the addition of the virtual RC, $`d\mathrm{\Gamma }_V`$ of Eq. (9), and of $`d\mathrm{\Gamma }_B^{\mathrm{TBR}}`$ of Eq. (78). It can be put compactly as $$d\mathrm{\Gamma }^{\mathrm{TBR}}=\frac{G_V^2}{2}\frac{dE_2dEd\mathrm{\Omega }_{\mathrm{}}}{\left(2\pi \right)^4}2M_1\left\{A_0^{}+\frac{\alpha }{\pi }\mathrm{\Phi }_1\widehat{𝐬}_1\widehat{𝐥}\left[B_0^{\prime \prime }+\frac{\alpha }{\pi }\mathrm{\Phi }_2^{\mathrm{}}\right]\right\}.$$ (79) Here $`A_0^{}`$ and $`B_0^{\prime \prime }`$ are the same as Eqs. (B1) and (10), respectively. $`\mathrm{\Phi }_1`$ and $`\mathrm{\Phi }_2^{\mathrm{}}`$ are $`\mathrm{\Phi }_1`$ $`=`$ $`A_1^{}\left(\varphi +I_0\right)+A_1^{\prime \prime }\varphi ^{}+\left(D_1+D_2\right)\left(\theta ^{}+\theta ^{\prime \prime \prime }\right)+D_2\left(\theta ^{\prime \prime }+\theta ^{\mathrm{IV}}\right),`$ (80) $`\mathrm{\Phi }_2^{\mathrm{}}`$ $`=`$ $`B_2^{}\left(\varphi +I_0\right)+B_2^{\prime \prime }\varphi ^{}+D_3\left(\rho _1^{\mathrm{}}+\rho _3^{\mathrm{}}\right)+D_4\left(\rho _2^{\mathrm{}}+\rho _4^{\mathrm{}}\right).`$ (82) The coefficients $`A_1^{}`$, $`A_1^{\prime \prime }`$, $`B_2^{}`$, and $`B_2^{\prime \prime }`$ are given in Eqs. (B3), (B5), (11) and (12), respectively. $`D_i`$, $`i=1,\mathrm{},4`$ are given in Eqs. (B32)-(B38). The functions $`\varphi `$, $`\varphi ^{}`$, and $`I_0`$ appear in Eqs. (16), (17), and (C11), respectively. The new model-independent functions $`\rho _i^{\mathrm{}}`$, $`i=1,\mathrm{},4`$ were given in Eqs. (65)-(76). The sums $`\theta ^{}+\theta ^{\prime \prime \prime }`$ and $`\theta ^{\prime \prime }+\theta ^{\mathrm{IV}}`$ appear explicitly in Eqs. (93) and (94) of Ref. , respectively. We have corrected a misprint in that Eq. (93). Its fourth term has to be $`\frac{l}{2}\theta _5`$ rather than $`\frac{l}{2}\theta _5`$. For completeness, we reproduce these two sums in Appendix B \[see Eqs. (B95) and (B96)\]. Because the infrared divergence, which appears in the virtual part $`d\mathrm{\Gamma }_V`$ through the function $`\varphi `$, cancels out with its bremsstrahlung counterpart, which appears in $`I_0`$, the sum $`\varphi +I_0`$ is no longer infrared-divergent and, therefore, $`d\mathrm{\Gamma }^{\mathrm{TBR}}`$ of Eq. (79) is infrared-convergent. $`d\mathrm{\Gamma }^{\mathrm{TBR}}`$ is the result corresponding to $`d\mathrm{\Gamma }`$ of Eq. (101) in Ref. . Comparing both results, we can observe that the spin-independent parts are the same, but the spin-dependent parts show important differences. In Eq. (101) of Ref. we have, within the square brackets that accompany the correlation $`\widehat{𝐬}_1\widehat{𝐩}_2`$, the terms $`A_0^{\prime \prime }`$ and $`\mathrm{\Phi }_2`$, while in Eq. (79) the corresponding terms accompanying $`\widehat{𝐬}_1\widehat{𝐥}`$ are $`B_0^{\prime \prime }`$ and $`\mathrm{\Phi }_2^{\mathrm{}}`$. They are different. In fact, we may notice that in $`\mathrm{\Phi }_2^{\mathrm{}}`$ of Eq. (82) only the $`\theta _i`$-functions, $`i=2,\mathrm{},16`$ appear, while in $`\mathrm{\Phi }_2`$ of Eq. (103) of Ref. also the $`\eta `$-functions appear \[see Eqs. (91)-(95) of this reference\]. Because of this, the RC to $`\widehat{𝐬}_1\widehat{𝐥}`$ and $`\widehat{𝐬}_1\widehat{𝐩}_2`$ correlations are quite different. ### B FBR analytical form The $`𝐤`$-integrals of the FBR are those contained in Eqs. (56) and (57) and they can be performed analytically, too. Because $`d\mathrm{\Gamma }_B^{\mathrm{FBR}}`$ of Eq. (56) has the same form as the corresponding $`d\mathrm{\Gamma }_B^{}`$ of Eq. (33) of the TBR, we can follow the same procedure of the Sec. V of Ref. to calculate the analytical form of this $`d\mathrm{\Gamma }_B^{\mathrm{FBR}}`$. The result has the same structure as $`d\mathrm{\Gamma }_B^{}`$ of Eq. (62), $$d\mathrm{\Gamma }_B^{\mathrm{FBR}}=\frac{\alpha }{\pi }d\mathrm{\Omega }^{}\left[A_1^{}I_{0F}+\left(D_1+D_2\right)\left(\theta _F^{}+\theta _F^{\prime \prime \prime }\right)+D_2\left(\theta _F^{\prime \prime }+\theta _F^{\mathrm{IV}}\right)\right],$$ (83) with $`\theta _F^{}+\theta _F^{\prime \prime \prime }`$ $`=`$ $`{\displaystyle \frac{p_2l}{2}}[E_\nu ^0(1\beta ^2)\theta _{2F}+(E_\nu ^0{\displaystyle \frac{1+\beta ^2}{2}}E)\theta _{3F}+{\displaystyle \frac{E}{2}}\theta _{4F}`$ (85) $`+{\displaystyle \frac{l}{2}}\theta _{5F}+{\displaystyle \frac{1\beta ^2}{2}}\theta _{6F}{\displaystyle \frac{2EE_\nu ^0}{2E}}\theta _{7F}+{\displaystyle \frac{1}{2}}\theta _{8F}{\displaystyle \frac{1}{4E}}\theta _{9F}],`$ and $$\theta _F^{\prime \prime }+\theta _F^{\mathrm{IV}}=\frac{p_2l}{2}\left[\theta _{0F}\left(E+E_\nu ^0+\beta p_2y_0\right)\theta _{3F}+\left(E_\nu ^0+E\right)\theta _{4F}+l\theta _{5F}\right].$$ (86) These last two equations also have the same structure as $`\theta ^{}+\theta ^{\prime \prime \prime }`$ and $`\theta ^{\prime \prime }+\theta ^{\mathrm{IV}}`$, which appear in the analytical form of $`d\mathrm{\Gamma }_B^{}`$ of Eq. (62). The difference between $`d\mathrm{\Gamma }_B^{\mathrm{FBR}}`$ and $`d\mathrm{\Gamma }_B^{}`$ of the TBR lies in the integrals $`I_0`$, $`I_{0F}`$ and in the functions $`\theta _i`$. In the FBR these functions change to $`\theta _{iF}`$ because the variable $`y`$ must be integrated from $`1`$ to $`1`$ and not from $`1`$ to $`y_0`$ as in the TBR. The new set $`\left\{\theta _{iF}\right\},i=2,\mathrm{},16`$ is explicitly given in Appendix B and $`\theta _{0F}`$ is given in Eq. (54). We can compare with the $`\theta _i^T`$ of Ref. where the RC of DP for the FBR were calculated up to order $`\alpha q/\pi M_1`$. We cannot take readily the result of this reference because, according to our approximations, we would have to neglect all the terms of order $`\alpha q/\pi M_1`$ in that result to obtain ours. We find the procedure of Ref. more adequate and straightforward for our purposes. However, in order to check our results we have reproduced the Table I of Ref. . Our numerical evaluations coincide very well within the approximation of neglecting terms of order $`\alpha q/\pi M_1`$; we shall not display here this numerical evaluation. In a similar way, we can see that the spin-dependent part of $`d\mathrm{\Gamma }_B^{\mathrm{FBR}}`$ has the same structure as the corresponding spin-dependent part of $`d\mathrm{\Gamma }_B^{\mathrm{TBR}}`$. Thus, we get $$d\mathrm{\Gamma }_B^{(s)\mathrm{FBR}}=\frac{\alpha }{\pi }d\mathrm{\Omega }^{}\widehat{𝐬}_1\widehat{𝐥}\left[B_2^{}I_{0F}+D_3\left(\rho _{1F}^{\mathrm{}}+\rho _{3F}^{\mathrm{}}\right)+D_4\left(\rho _{2F}^{\mathrm{}}+\rho _{4F}^{\mathrm{}}\right)\right],$$ (87) with the functions $`\rho _{iF}^{\mathrm{}}`$, $`i=1,\mathrm{},4`$ having the same structure as the previous $`\rho _i^{\mathrm{}}`$ of Eqs. (65)-(76). Explicitly, they are $`\rho _{1F}`$ $`=`$ $`{\displaystyle \frac{p_2l^2}{2}}\left[\left(\beta ^21\right)\theta _{2F}+2\theta _{3F}\theta _{4F}\right],`$ (88) $`\rho _{2F}`$ $`=`$ $`{\displaystyle \frac{p_2E^2}{2}}\left[{\displaystyle \frac{2}{E}}\theta _{0F}+\left(\beta ^21\right)\theta _{2F}\left(\beta ^23\right)\theta _{3F}2\theta _{4F}\beta \theta _{5F}\right],`$ (90) $`\rho _{3F}`$ $`=`$ $`{\displaystyle \frac{p_2}{2}}\{E(E+E_\nu ^0)(1\beta ^2)\theta _{2F}[(3\beta ^2){\displaystyle \frac{E^2}{2}}+EE_\nu ^0]\theta _{3F}`$ (94) $`+{\displaystyle \frac{1}{2}}E^2\left(1+\beta ^2\right)\theta _{4F}{\displaystyle \frac{l}{2}}\left(E+2E_\nu ^0\right)\theta _{5F}{\displaystyle \frac{m^2}{2E}}\theta _{6F}`$ $`+{\displaystyle \frac{1}{2}}(2EE_\nu ^0)\theta _{7F}{\displaystyle \frac{1}{2}}(EE_\nu ^0)\theta _{8F}+{\displaystyle \frac{1}{4}}\theta _{9F}{\displaystyle \frac{3}{2}}l^2\theta _{10F}{\displaystyle \frac{1}{4}}\theta _{15F}\},`$ $`\rho _{4F}`$ $`=`$ $`{\displaystyle \frac{p_2}{2}}\{m^2[2\beta ^2+{\displaystyle \frac{E_\nu ^0}{E}}]\theta _{2F}+[{\displaystyle \frac{7}{2}}m^2+p_2ly_0]\theta _{3F}`$ (99) $`+\left[\left(3\beta ^2\right){\displaystyle \frac{E^2}{2}}EE_\nu ^0p_2ly_0\right]\theta _{4F}\left[{\displaystyle \frac{1}{2}}\beta E^2+2lE_\nu ^0\right]\theta _{5F}`$ $`{\displaystyle \frac{m^2}{2E}}\theta _{6F}+{\displaystyle \frac{1}{2}}\left(3E+p_2\beta y_0\right)\theta _{7F}E\theta _{8F}+{\displaystyle \frac{1}{4}}\theta _{9F}{\displaystyle \frac{5}{2}}l^2\theta _{10F}`$ $`p_2l(1\beta ^2)\theta _{11F}+2p_2l\theta _{12F}p_2l\theta _{13F}{\displaystyle \frac{l}{2}}\theta _{14F}{\displaystyle \frac{1}{4}}\theta _{15F}{\displaystyle \frac{1}{4E}}\theta _{16F}\}.`$ From Eqs. (83) and (87) we obtain the analytical bremsstrahlung differential decay rate $`d\mathrm{\Gamma }_B^{\mathrm{FBR}}`$ of decaying polarized hyperons corresponding to Eq. (55), $$d\mathrm{\Gamma }_B^{\mathrm{FBR}}=\frac{\alpha }{\pi }d\mathrm{\Omega }^{}\left[\mathrm{\Phi }_{1F}\widehat{𝐬}_1\widehat{𝐥}\mathrm{\Phi }_{2F}^{\mathrm{}}\right],$$ (100) with $`\mathrm{\Phi }_{1F}`$ $`=`$ $`A_1^{}I_{0F}+\left(D_1+D_2\right)\left(\theta _F^{}+\theta _F^{\prime \prime \prime }\right)+D_2\left(\theta _F^{\prime \prime }+\theta _F^{\mathrm{IV}}\right),`$ (101) $`\mathrm{\Phi }_{2F}^{\mathrm{}}`$ $`=`$ $`B_2^{}I_{0F}+D_3\left(\rho _{1F}^{\mathrm{}}+\rho _{3F}^{\mathrm{}}\right)+D_4\left(\rho _{2F}^{\mathrm{}}+\rho _{4F}^{\mathrm{}}\right).`$ (103) At this point we complete our second main result. The addition of $`d\mathrm{\Gamma }_B^{\mathrm{FBR}}`$ of Eq. (100) and $`d\mathrm{\Gamma }^{\mathrm{TBR}}`$ of Eq. (79) gives us the complete analytical RC to the DP of decaying polarized hyperons to order $`\alpha `$ and neglecting terms of order $`\alpha q/\pi M_1`$. This complete result can be expressed compactly as $`d\mathrm{\Gamma }_{\mathrm{TOT}}`$ $`=`$ $`{\displaystyle \frac{G_V^{\mathrm{\hspace{0.17em}\hspace{0.17em}2}}}{2}}{\displaystyle \frac{dE_2dEd\mathrm{\Omega }_{\mathrm{}}}{\left(2\pi \right)^4}}2M_1\left\{A_0^{}+{\displaystyle \frac{\alpha }{\pi }}\left(\mathrm{\Phi }_1+\mathrm{\Phi }_{1F}\right)\widehat{𝐬}_1\widehat{𝐥}\left[B_0^{\prime \prime }+{\displaystyle \frac{\alpha }{\pi }}\left(\mathrm{\Phi }_2^{\mathrm{}}+\mathrm{\Phi }_{2F}^{\mathrm{}}\right)\right]\right\}.`$ (104) Here $`A_0^{}`$, $`B_0^{\prime \prime }`$, $`\mathrm{\Phi }_1`$, $`\mathrm{\Phi }_{1F}`$, $`\mathrm{\Phi }_2^{\mathrm{}}`$, and $`\mathrm{\Phi }_{2F}^{\mathrm{}}`$ are given in Eqs. (B1), (10), (80), (101), (82), and (103), respectively. From Eq. (104) we can obtain easily Eq. (79) to the RC of DP with the TBR only by dropping $`\mathrm{\Phi }_{1F}`$ and $`\mathrm{\Phi }_{2F}^{\mathrm{}}`$. It is this Eq. (104) which must be used to obtain, in HSD, totally integrated observables, such as the spin-asymmetry coefficient of the charged lepton. We shall calculate this asymmetry coefficient in the next section, allowing for the possibility that real photon emission be discriminated experimentally via energy-momentum conservation. ## V Spin asymmetry coefficient $`\alpha _{\mathrm{}}`$ In this section we shall obtain the RC to the spin-asymmetry coefficient of the charged lepton $`\alpha _{\mathrm{}}`$. We shall consider the two cases discussed all along, namely, that bremsstrahlung photons not be discriminated at all or that directly or indirectly the photons belonging to the FBR be eliminated from the experimental analysis. We will discuss the former case first and afterwards we will discuss the latter case. As we shall see in the numerical evaluation of the next section, an appreciable difference can be observed between these two cases. $`\alpha _{\mathrm{}}`$ can be calculated from the total DP of Eq. (104). This equation can be used to get the quantities $`N^\pm `$ which appear in the definition of $`\alpha _{\mathrm{}}`$, $$\alpha _{\mathrm{}}=2\frac{N^+N^{}}{N^++N^{}}.$$ (105) Here $`N^+`$ $`(N^{})`$ denotes the number of the emitted charged leptons with momenta in the forward (backward) hemisphere with respect to the polarization of the decaying hyperon. With those numbers calculated, we may express $`\alpha _{\mathrm{}}`$ as $$\alpha _{\mathrm{}}^\mathrm{T}=\frac{B_2^{\mathrm{}}+\left(\alpha /\pi \right)\left(a_2^{\mathrm{}}+a_{2F}^{\mathrm{}}\right)}{B_1+\left(\alpha /\pi \right)\left(a_1+a_{1F}\right)}.$$ (106) Here $`B_2^{\mathrm{}}`$ $`=`$ $`{\displaystyle _m^{E_m}}{\displaystyle _{E_2^{}}^{E_2^+}}B_0^{\prime \prime }𝑑E_2𝑑E,`$ (107) $`a_2^{\mathrm{}}`$ $`=`$ $`{\displaystyle _m^{E_m}}{\displaystyle _{E_2^{}}^{E_2^+}}\mathrm{\Phi }_2^{\mathrm{}}𝑑E_2𝑑E,`$ (109) $`a_{2F}^{\mathrm{}}`$ $`=`$ $`{\displaystyle _m^{E_B}}{\displaystyle _{M_2}^{E_2^{}}}\mathrm{\Phi }_{2F}^{\mathrm{}}𝑑E_2𝑑E,`$ (111) $`B_1`$ $`=`$ $`{\displaystyle _m^{E_m}}{\displaystyle _{E_2^{}}^{E_2^+}}A_0^{}𝑑E_2𝑑E,`$ (113) $`a_1`$ $`=`$ $`{\displaystyle _m^{E_m}}{\displaystyle _{E_2^{}}^{E_2^+}}\mathrm{\Phi }_1𝑑E_2𝑑E,`$ (115) $`a_{1F}`$ $`=`$ $`{\displaystyle _m^{E_B}}{\displaystyle _{M_2}^{E_2^{}}}\mathrm{\Phi }_{1F}𝑑E_2𝑑E.`$ (117) In these integrals, $`B_0^{\prime \prime }`$, $`\mathrm{\Phi }_2^{\mathrm{}}`$, $`\mathrm{\Phi }_{2F}^{\mathrm{}}`$, $`A_0^{}`$, $`\mathrm{\Phi }_1`$, and $`\mathrm{\Phi }_{1F}`$ are given in Eqs. (10), (82), (103), (B1), (80), and (101), respectively. In Eq. (106) we have attached an upper index T to denote that the asymmetry coefficient includes the total DP of the real photons. The contributions of the TBR to the RC of $`\alpha _{\mathrm{}}`$ are given by the terms $`a_2^{\mathrm{}}`$ and $`a_1`$, while the contributions of the FBR are given by the terms $`a_{2F}^{\mathrm{}}`$ and $`a_{1F}`$. We can now rewrite $`\alpha _{\mathrm{}}^\mathrm{T}`$ to comply with our approximations, i.e., in such a way that only the terms of order $`\alpha `$, neglecting terms of order $`\alpha q/\pi M_1`$, appear. The corresponding expression is $$\alpha _{\mathrm{}}^\mathrm{T}=\alpha _0^{\mathrm{}}\left[1+\frac{\alpha }{\pi }\left(\frac{a_2^{\mathrm{}}+a_{2F}^{\mathrm{}}}{B_2^{\mathrm{}}\left(0\right)}\frac{a_1+a_{1F}}{B_1\left(0\right)}\right)\right],$$ (118) where $`\alpha _0^{\mathrm{}}`$ is the spin-asymmetry coefficient of the charged lepton without RC. It is obtained from Eq. (106) by dropping the terms proportional to $`\alpha `$, namely, $$\alpha _0^{\mathrm{}}=\frac{B_2^{\mathrm{}}}{B_1}.$$ (119) $`B_2^{\mathrm{}}\left(0\right)`$ and $`B_1\left(0\right)`$ in the denominators of Eq. (118) are the zero-order $`q/M_1`$ approximations of the $`B_2^{\mathrm{}}`$ of Eq. (107) and of the $`B_1`$ of Eq. (113), respectively. Explicitly they are, $`B_2^{\mathrm{}}\left(0\right)`$ $`=`$ $`{\displaystyle _m^{E_m}}{\displaystyle _{E_2^{}}^{E_2^+}}B_2^{}𝑑E_2𝑑E,`$ (120) $`B_1\left(0\right)`$ $`=`$ $`{\displaystyle _m^{E_m}}{\displaystyle _{E_2^{}}^{E_2^+}}A_1^{}𝑑E_2𝑑E,`$ (122) with $`B_2^{}`$ and $`A_1^{}`$ given in Eqs. (11) and (B3), respectively. The coefficient for $`\alpha _{\mathrm{}}`$ when only the TBR of the DP is allowed can be easily obtained now. All that has to be done is to drop $`a_{2F}^{\mathrm{}}`$ and $`a_{1F}`$ from Eq. (118) so that $$\alpha _{\mathrm{}}^\mathrm{R}=\alpha _0^{\mathrm{}}\left[1+\frac{\alpha }{\pi }\left(\frac{a_2^{\mathrm{}}}{B_2^{\mathrm{}}\left(0\right)}\frac{a_1}{B_1\left(0\right)}\right)\right].$$ (123) We attached an upper index R to denote that the bremsstrahlung correction is restricted to the TBR. In Ref. we only calculated the emitted baryon asymmetry-coefficient $`\alpha _B`$ corresponding to $`\alpha _{\mathrm{}}^\mathrm{R}`$. In this reference it was assumed that the FBR photons were always discriminated. The contribution of these photons should be calculated and added to the results of this reference in order to get an $`\alpha _B`$ corresponding to the above $`\alpha _{\mathrm{}}^\mathrm{T}`$. In the next section we shall display numerical evaluations that will allow us to compare our results with others available in the literature and, also, to appreciate the relevance of discriminating or not FBR photons. ## VI Numerical result In order to compare the coefficients $`\alpha _{\mathrm{}}^\mathrm{R}`$ of the TBR of the DP and $`\alpha _{\mathrm{}}^\mathrm{T}`$ of the total DP, we shall make numerical evaluations of them for several decays. These results will enable us to establish the relevance of the difference between $`\alpha _{\mathrm{}}^\mathrm{R}`$ and $`\alpha _{\mathrm{}}^\mathrm{T}`$ in the study of HSD. We shall also compare them with other results reported in the literature. In Table I we give the values of the form factors used in the numerical evaluation of the coefficients $`\alpha _{\mathrm{}}^\mathrm{R}`$ and $`\alpha _{\mathrm{}}^\mathrm{T}`$ for the decays $`npe\overline{\nu }`$, $`\mathrm{\Lambda }pe\overline{\nu }`$, $`\mathrm{\Sigma }^{}ne\overline{\nu }`$, $`\mathrm{\Sigma }^{}\mathrm{\Lambda }e\overline{\nu }`$, $`\mathrm{\Sigma }^+\mathrm{\Lambda }e^+\nu `$, $`\mathrm{\Xi }^{}\mathrm{\Lambda }e\overline{\nu }`$, $`\mathrm{\Xi }^{}\mathrm{\Sigma }^0e\overline{\nu }`$, $`\mathrm{\Xi }^0\mathrm{\Sigma }^+e\overline{\nu }`$, and $`\mathrm{\Lambda }_c^+\mathrm{\Lambda }e^+\nu `$. For this last decay we take the form factors of Ref. . The sign of the form factor $`g_1`$ must be changed when the charged lepton is positive . In the radiatively uncorrected amplitudes the $`q^2`$-dependence of the form factor was neglected along with the contributions arising from $`f_3`$, $`g_2`$, and $`g_3`$ as was done in other calculations in the literature. To evaluate $`\alpha _{\mathrm{}}^\mathrm{R}`$ we use Eq. (123) and for $`\alpha _{\mathrm{}}^\mathrm{T}`$ we use Eq. (118). These equations involve the double integration over the energies $`E`$ and $`E_2`$. At this point is convenient to mention a technical aspect that we have to deal with in calculating the integrals $$_{E_2^{}}^{E_2^+}\mathrm{ln}\left(y_0+1\right)𝑑E_2,$$ (124) and $$_{M_2}^{E_2^+}\mathrm{ln}\left(\frac{y_0+1}{y_01}\right)𝑑E_2,$$ (125) which are contained in the infrared-divergent integral $`I_0`$ of Eq. (C11) and in the integral $`I_{0F}`$ of Eq. (53), respectively. The integrals of Eqs. (124) and (125) diverge when $`y_0\pm 1`$, that is when $`E_2=E_2^\pm `$. However, it turns out that the result is finite as was shown in Ref. . To calculate it we can either follow this approach and implement it in the program to evaluate the $`\alpha _{\mathrm{}}`$’s or we may neglect the points where $`y_0\pm 1`$ . This last is equivalent to leaving out the boundaries of the TBR and the FBR of the DP. The numerical difference between these two alternatives is negligible. Here we follow the second alternative. In Table II we display our numerical results for the radiative corrections of the asymmetry coefficients $`\alpha _{\mathrm{}}^\mathrm{R}`$ and $`\alpha _{\mathrm{}}^\mathrm{T}`$. We compute them by taking the percentage differences (that is, we multiply by 100) $$\delta \alpha _{\mathrm{}}^{\mathrm{R},\mathrm{T}}=\alpha _{\mathrm{}}^{\mathrm{R},\mathrm{T}}\alpha _0^{\mathrm{}},$$ (126) where $`\alpha _0^{\mathrm{}}`$ is the uncorrected spin-asymmetry coefficient of the charged lepton, Eq. (119). In the second column of Table II we display the $`\delta \alpha ^\mathrm{R}`$ corresponding to the TBR of the DP, in the third column the $`\delta \alpha ^\mathrm{T}`$ corresponding to the complete DP are given, in the fourth column we give the results for $`\delta \alpha `$ obtained from Eq. (23) and Table I of page 58 of Ref. and, finally, in the fifth column we give the two values reported in Ref. . From this Table II we see that there is a very good agreement between our $`\delta \alpha ^\mathrm{T}`$ and the $`\delta \alpha `$ of Refs. and . In both these references the FBR was included. The inclusion or exclusion of the FBR is appreciable, as can be seen by comparing the second and third columns, except for the decays $`npe\overline{\nu }`$ and $`\mathrm{\Sigma }^{}ne\overline{\nu }`$. In several instances the inclusion of the FBR contributions reduces the total radiative corrections, even to the point of making them negligibly small. It may be that the values in the second column are one order of magnitude larger than the corresponding ones in the third column. Therefore, in general, there is an important difference between $`\alpha _{\mathrm{}}^\mathrm{R}`$ and $`\alpha _{\mathrm{}}^\mathrm{T}`$. Experiments of HSD where no provision to detect the photon has been made must use $`\alpha _{\mathrm{}}^\mathrm{T}`$ to study such decays. But, if the photon is discriminated eliminating the FBR of the DP then the adequate coefficient to study HSD is $`\alpha _{\mathrm{}}^\mathrm{R}`$. ## VII Conclusions In this paper we have obtained the radiative corrections to order $`\alpha `$ to the Dalitz plot of the semileptonic decays of polarized spin-$`1/2`$ baryons, neglecting terms of order $`\alpha q/\pi M_1`$ and higher. Our main result, which is compactly given by $$d\mathrm{\Gamma }=d\mathrm{\Gamma }^{\mathrm{TBR}}+d\mathrm{\Gamma }_B^{\mathrm{FBR}},$$ (127) is presented in two forms: one in which the triple $`𝐤`$-integration is ready to be performed numerically, Eqs. (52) and (61), and another one in which such integration has been analytically performed, Eqs. (79) and (104). Since real photons may be discriminated either directly (by detection) or indirectly (by energy-momentum conservation) we have split the above two forms to cover this possibility. In case this photon discrimination takes place, Eq. (127) becomes $$d\mathrm{\Gamma }^{\mathrm{TBR}}=d\mathrm{\Gamma }_V+\left[d\mathrm{\Gamma }_B^{}\left(d\mathrm{\Gamma }_B^\mathrm{I}+d\mathrm{\Gamma }_B^{\mathrm{II}}\right)\right],$$ (128) where $`d\mathrm{\Gamma }_V`$ is given in Eq. (9) and it corresponds to the virtual RC. $`d\mathrm{\Gamma }_B^{}`$, $`d\mathrm{\Gamma }_B^\mathrm{I}`$, and $`d\mathrm{\Gamma }_B^{\mathrm{II}}`$ correspond to the bremsstrahlung RC and are given by Eqs. (33), (47), and (50), respectively, with the photon integrals remaining to be performed numerically. The infrared divergence and the finite terms that accompany it have been explicitly and analytically extracted, however. They appear in the $`I_0`$ of $`d\mathrm{\Gamma }_B^{}`$ and of $`d\mathrm{\Gamma }_B^\mathrm{I}`$. The analytical result for Eq. (128) is given in Eq. (79). When real photons are not discriminated what-so-ever, then the DP with the union of the TBR and the FBR must be used, as in Eq. (127). $`d\mathrm{\Gamma }_B^{\mathrm{FBR}}`$ is given in Eq. (55), where the $`𝐤`$-integration remains to be evaluated numerically, and the analytical result for Eq. (127) is given in Eq. (104). An important integrated observable is the charged-lepton spin-asymmetry coefficient $`\alpha _{\mathrm{}}`$. Using the analytical form we obtained the radiative corrections, through Eq. (104), to this observable. The integrations over $`E`$ and $`E_2`$ were performed numerically and the results are displayed in Table II. A systematic behavior of the RC to $`\alpha _{\mathrm{}}`$ is observed. The contribution of the FBR bremsstrahlung may be as important as the RC from the TBR and even of opposite sign, in such a way that when no photon discrimination takes place the complete RC to $`\alpha _{\mathrm{}}`$ may become almost negligible. In this Table we also compare with results reported in other references. This comparison is satisfactory. To our knowledge Eqs. (79) and (104) for the RC to the DP allowing for the TBR only and including the FBR are the only analytical expressions available in the literature. In Ref. the relevant variables of the DP are also $`E`$ and $`E_2`$, but there only numerical results are given, which are compromised to particular values of the form factors. Our numerical evaluations coincide very well with the numbers reported there for the percent RC of the asymmetry coefficient $`\alpha _{\mathrm{}}^\mathrm{T}`$ for the decays $`\mathrm{\Sigma }^{}ne\overline{\nu }`$ and $`\mathrm{\Lambda }pe\overline{\nu }`$. We have also evaluated the RC for the process $`\mathrm{\Lambda }_c^+\mathrm{\Lambda }e^+\nu `$. The numbers obtained are presented in Table II and in this decay they are a good first approximation, which is already useful given that the experimental statistics are not yet too high. Our results are model-independent and are not compromised to any particular value of the form factors. All the model dependence of radiative corrections has been absorbed into the $`f_1`$ and $`g_1`$ form factors in our approximation of neglecting contributions of order $`\alpha q/\pi M_1`$. This is indicated by putting a prime on them. For hyperons our results are reliable up to a precision of around $`0.5\%`$. This precision is useful for experiments involving several thousands of events. For high statistics experiments involving several hundreds of thousands of events or for decays involving charm as $`\mathrm{\Lambda }_c^+\mathrm{\Lambda }e^+\nu `$ or even heavier quarks our equations provide a good first approximation. To improve the precision of our formulas it becomes necessary to include $`\alpha q/\pi M_1`$ contributions. Our results are valid both for neutral or charged decaying hyperons and whether the emitted positively or negatively charged lepton is either electron-type or muon-type. To conclude let us remark that in a Monte Carlo analysis the advantage of the analytical form is that the triple $`𝐤`$-integration does not have to be repeated every time the values of $`f_1`$ and $`g_1`$, or of $`E`$ and $`E_2`$, are changed. This leads to a considerable saving of computer time. ###### Acknowledgements. The authors are grateful to Consejo Nacional de Ciencia y Tecnología (México) for partial support. A. M. gratefully acknowledges partial support by Comisión de Operación y Fomento de Actividades Académicas (Instituto Politécnico Nacional). R.F.M. acknowledges partial support from Fondo de Apoyo a la Investigación (Universidad Autónoma de San Luis Potosí) through Grant No. C00-FAI-03-8-18. ## A In this Appendix we give for completeness the amplitudes for the RC of the decay (1). All of them are also given in Ref. . The uncorrected transition amplitude $`M_0`$ for process (1) is $$M_0=\frac{G_V}{\sqrt{2}}\left[\overline{u}_B\left(p_2\right)W_\mu (p_1,p_2)u_A\left(p_1\right)\right]\left[\overline{u}_{\mathrm{}}(l)O_\mu v_\nu \left(p_\nu \right)\right],$$ (A1) where $`W_\mu (p_1,p_2)`$ $`=`$ $`f_1(q^2)\gamma _\mu +{\displaystyle \frac{f_2(q^2)}{M_1}}\sigma _{\mu \nu }q_\nu +{\displaystyle \frac{f_3(q^2)}{M_1}}q_\mu `$ (A3) $`+\left[g_1(q^2)\gamma _\mu +{\displaystyle \frac{g_2(q^2)}{M_1}}\sigma _{\mu \nu }q_\nu +{\displaystyle \frac{g_3(q^2)}{M_1}}q_\mu \right]\gamma _5.`$ Here $`O_\mu =\gamma _\mu (1+\gamma _5)`$ and $`q`$ is the four-momentum transfer. The model-independent part of the virtual radiative corrections has the amplitude $$M_v=\frac{\alpha }{2\pi }\left[M_0\varphi \left(E\right)+M_{p_1}\varphi ^{}\left(E\right)\right],$$ (A4) where $`\varphi \left(E\right)`$ and $`\varphi ^{}\left(E\right)`$ were given in Eqs. (16) and (17), respectively. $`M_{p_1}`$ is $$M_{p_1}=\left(\frac{E}{mM_1}\right)\frac{G_V}{\sqrt{2}}\left[\overline{u}_BW_\lambda u_A\right]\left[\overline{u}_{\mathrm{}}\overline{)}p_1O_\lambda v_\nu \right].$$ (A5) The model-dependent part of the virtual radiative corrections is absorbed into $`M_0`$ through the definition of effective form factors $`f_1^{}`$ and $`g_1^{}`$. This fact is denoted by putting a prime on $`M_0`$. The bremsstrahlung transition amplitude $`M_B`$ is obtained following the Low theorem , $`M_B`$ $`=`$ $`{\displaystyle \frac{eG_V}{\sqrt{2}}}\left[\overline{u}_BW_\lambda u_A\right]\left[\overline{u}_lO_\lambda v_\nu \right]\left[{\displaystyle \frac{lϵ}{lk}}{\displaystyle \frac{p_1ϵ}{p_1k}}\right]+{\displaystyle \frac{eG_V}{\sqrt{2}}}\left[\overline{u}_BW_\lambda u_A\right]\left[{\displaystyle \frac{\overline{u}_{\mathrm{}}\mathit{ϵ̸}\mathit{}O_\lambda v_\nu }{2lk}}\right]`$ (A6) $``$ $`M_a+M_b.`$ (A7) Within our approximation the Low theorem guarantees that no model-dependence appears here. ## B In order to make this paper self-contained, we reproduce here all the coefficients which appear in our final results. For Eq. (9) they come from Ref. , $`A_0^{}`$ $`=`$ $`Q_1EE_\nu ^0Q_2Ep_2\left(p_2+ly_0\right)Q_3l\left(p_2y_0+l\right)+Q_4E_\nu ^0p_2ly_0Q_5p_2^2ly_0\left(p_2+ly_0\right),`$ (B1) $`A_1^{}`$ $`=`$ $`D_1EE_\nu ^0D_2l\left(p_2y_0+l\right),`$ (B3) $`A_1^{\prime \prime }`$ $`=`$ $`D_1EE_\nu ^0.`$ (B5) The coefficients $`Q_i`$, $`i=1,\mathrm{},7`$ are given in Eqs. (B1)-(B7) of Ref. , respectively. For completeness we reproduce them here. $`Q_1`$ $`=`$ $`F_1^2\left[{\displaystyle \frac{2E_2M_2}{M_1}}\right]+{\displaystyle \frac{1}{2}}F_2^2\left[{\displaystyle \frac{M_2+E_2}{M_1}}\right]+F_1F_2\left[{\displaystyle \frac{M_2+E_2}{M_1}}\right]+F_1F_3\left[1+{\displaystyle \frac{M_2}{M_1}}\right]`$ (B9) $`\times \left[1{\displaystyle \frac{E_2}{M_1}}\right]+F_2F_3\left[{\displaystyle \frac{M_2+E_2}{M_1}}\right]\left[1{\displaystyle \frac{E_2}{M_1}}\right]+G_1^2\left[{\displaystyle \frac{2E_2+M_2}{M_1}}\right]`$ $`{\displaystyle \frac{1}{2}}G_2^2\left[{\displaystyle \frac{M_2E_2}{M_1}}\right]+G_1G_2\left[{\displaystyle \frac{M_2E_2}{M_1}}\right]+G_1G_3\left[{\displaystyle \frac{M_2}{M_1}}1\right]\left[1{\displaystyle \frac{E_2}{M_1}}\right]`$ $`G_2G_3\left[{\displaystyle \frac{M_2E_2}{M_1}}\right]\left[1{\displaystyle \frac{E_2}{M_1}}\right]+M_1^2Q_5\left\{\left[{\displaystyle \frac{M_1E_2}{M_1}}\right]^2{\displaystyle \frac{1}{2}}{\displaystyle \frac{q^2}{M_1^2}}\right\},`$ $`Q_2`$ $`=`$ $`{\displaystyle \frac{F_1^2}{M_1}}{\displaystyle \frac{G_1^2}{M_1}}{\displaystyle \frac{F_1F_2}{M_1}}+{\displaystyle \frac{G_1G_2}{M_1}}+{\displaystyle \frac{F_1F_3}{M_1}}\left[1+{\displaystyle \frac{M_2}{M_1}}\right]+{\displaystyle \frac{F_2F_3}{M_1}}\left[{\displaystyle \frac{M_2+E_2}{M_1}}\right]`$ (B12) $`+{\displaystyle \frac{G_1G_3}{M_1}}\left[{\displaystyle \frac{M_2}{M_1}}1\right]{\displaystyle \frac{G_2G_3}{M_1}}\left[{\displaystyle \frac{M_2E_2}{M_1}}\right]+2{\displaystyle \frac{F_1G_1}{M_1}}+M_1Q_5\left[{\displaystyle \frac{M_1E_2}{M_1}}\right],`$ $`Q_3`$ $`=`$ $`Q_12F_1^2\left[{\displaystyle \frac{E_2M_2}{M_1}}\right]2G_1^2\left[{\displaystyle \frac{E_2+M_2}{M_1}}\right]M_1^2Q_5\left\{\left[1{\displaystyle \frac{E_2}{M_1}}\right]^2{\displaystyle \frac{q^2}{M_1^2}}\right\},`$ (B14) $`Q_4`$ $`=`$ $`Q_24{\displaystyle \frac{F_1G_1}{M_1}},`$ (B16) $`Q_5`$ $`=`$ $`{\displaystyle \frac{F_3^2}{M_1^2}}\left[{\displaystyle \frac{M_2+E_2}{M_1}}\right]{\displaystyle \frac{G_3^2}{M_1^2}}\left[{\displaystyle \frac{M_2E_2}{M_1}}\right]2{\displaystyle \frac{F_1F_3}{M_1^2}}+2{\displaystyle \frac{G_1G_3}{M_1^2}},`$ (B18) $`Q_6`$ $`=`$ $`F_1^2\left[{\displaystyle \frac{E_2M_2}{M_1}}{\displaystyle \frac{p_2\beta y_0}{M_1}}\right]+G_1^2\left[{\displaystyle \frac{E_2+M_2}{M_1}}{\displaystyle \frac{p_2\beta y_0}{M_1}}\right]+2F_1G_1\left[{\displaystyle \frac{E_2p_2\beta y_0}{M_1}}\right]`$ (B25) $`+\left(G_1G_2F_1F_2\right)\left[{\displaystyle \frac{p_2\beta y_0}{M_1}}\right]+F_2G_2\left[1+\left(1+\beta ^2\right){\displaystyle \frac{E}{M_1}}+{\displaystyle \frac{E_2}{M_1}}+{\displaystyle \frac{p_2\beta y_0}{M_1}}\right]`$ $`+F_1G_2[1+{\displaystyle \frac{M_2}{M_1}}+(1+\beta ^2){\displaystyle \frac{E}{M_1}}+{\displaystyle \frac{p_2\beta y_0}{M_1}}]G_1F_2[1{\displaystyle \frac{M_2}{M_1}}+`$ $`(1+\beta ^2){\displaystyle \frac{E}{M_1}}+{\displaystyle \frac{p_2\beta y_0}{M_1}}]F_3G_3[{\displaystyle \frac{m^2}{M_1^2}}(1{\displaystyle \frac{E_2}{M_1}}(1\beta ^2){\displaystyle \frac{E}{M_1}}+{\displaystyle \frac{p_2\beta y_0}{M_1}})]`$ $`+F_1G_3\left[{\displaystyle \frac{m^2}{M_1E}}\left(1+{\displaystyle \frac{M_2}{M_1}}+{\displaystyle \frac{E}{M_1}}\right)\right]F_3G_1\left[{\displaystyle \frac{m^2}{M_1E}}\left(1{\displaystyle \frac{M_2}{M_1}}+{\displaystyle \frac{E}{M_1}}\right)\right]`$ $`\left(F_2G_3+F_3G_2\right)\left[{\displaystyle \frac{m^2}{M_1E}}\left({\displaystyle \frac{M_1E_2E}{M_1}}\right)\right],`$ $`Q_7`$ $`=`$ $`F_1^2\left[{\displaystyle \frac{\left(M_1+M_2\right)\left(E_2M_2\right)}{M_1E}}\right]+G_1^2\left[{\displaystyle \frac{\left(M_1M_2\right)\left(E_2+M_2\right)}{M_1E}}\right]`$ (B31) $`+2F_1G_1\left[{\displaystyle \frac{M_1\left(M_1+E_2+2E\right)m^2}{M_1E}}\right]+F_1G_2\left({\displaystyle \frac{E_2M_2}{M_1}}\right)`$ $`\times \left({\displaystyle \frac{M_12EE_2}{E}}\right)G_1F_2\left({\displaystyle \frac{E_2+M_2}{M_1}}\right)\left({\displaystyle \frac{M_12EE_2}{E}}\right)`$ $`+F_3G_1\left({\displaystyle \frac{E_2+M_2}{M_1}}\right)\left({\displaystyle \frac{m^2}{M_1E}}\right)G_3F_1\left({\displaystyle \frac{E_2M_2}{M_1}}\right)\left({\displaystyle \frac{m^2}{M_1E}}\right)`$ $`+\left(F_1F_2G_1G_2\right)\left({\displaystyle \frac{E_2^2M_2^2}{M_1E}}\right).`$ The coefficients $`D_j`$, $`j=1,\mathrm{},4`$ are $`D_1`$ $`=`$ $`f_{1}^{}{}_{}{}^{2}+3g_{1}^{}{}_{}{}^{2},`$ (B32) $`D_2`$ $`=`$ $`f_{1}^{}{}_{}{}^{2}g_{1}^{}{}_{}{}^{2},`$ (B34) $`D_3`$ $`=`$ $`2(f_1^{}g_1^{}g_{1}^{}{}_{}{}^{2}),`$ (B36) $`D_4`$ $`=`$ $`2(f_1^{}g_1^{}+g_{1}^{}{}_{}{}^{2}).`$ (B38) $`E_\nu ^0`$ and $`y_0`$ were defined in Eqs. (6) and (7), respectively. The functions $`\theta _i`$ which appear in Eqs. (65)-(76) corresponding to the TBR of the DP are given by $$\theta _i=\frac{1}{p_2}\left(T_i^++T_i^{}\right),$$ (B39) where $`i=2,\mathrm{},16`$, and $`T_2^\pm `$ $`=`$ $`\pm {\displaystyle \frac{1a^\pm }{(1\pm \beta )(1+\beta a^\pm )}}\mathrm{ln}\left[{\displaystyle \frac{1\beta }{1\beta x_0}}\right]\pm {\displaystyle \frac{(1\pm x_0)\mathrm{ln}(1\pm x_0)}{(1\pm \beta )(1\beta x_0)}}`$ (B41) $`\pm {\displaystyle \frac{1\pm a^\pm }{(1\beta )(1+\beta a^\pm )}}\mathrm{ln}(1\pm a^\pm ){\displaystyle \frac{(x_0+a^\pm )\mathrm{ln}(\pm x_0\pm a^\pm )}{(1+\beta a^\pm )(1\beta x_0)}},`$ $`T_3^+`$ $`=`$ $`T_3^{}={\displaystyle \frac{1}{2\beta }}\{L\left[{\displaystyle \frac{1\beta }{1\beta x_0}}\right]L\left[{\displaystyle \frac{1\beta x_0}{1+\beta }}\right]L\left[{\displaystyle \frac{1+\beta a^{}}{1\beta x_0}}\right]+L\left[{\displaystyle \frac{1+\beta a^{}}{1+\beta }}\right]`$ (B44) $`+L\left[{\displaystyle \frac{1\beta x_0}{1+\beta a^+}}\right]L\left[{\displaystyle \frac{1\beta }{1+\beta a^+}}\right]+\mathrm{ln}\left[{\displaystyle \frac{1\beta x_0}{1\beta }}\right]\mathrm{ln}\left[{\displaystyle \frac{1+\beta a^+}{1+\beta }}\right]\},`$ $`T_4^\pm `$ $`=`$ $`(x_0\pm 1)\mathrm{ln}(1\pm x_0)\pm (1\pm a^\pm )\mathrm{ln}(1\pm a^\pm )(x_0+a^\pm )\mathrm{ln}(\pm x_0\pm a^\pm ),`$ (B46) $`T_5^\pm `$ $`=`$ $`{\displaystyle \frac{1}{2}}\{(1x_0^2)\mathrm{ln}(1\pm x_0)+(x_01)a^\pm +1(1a^{\pm 2})\mathrm{ln}(1\pm a^\pm )`$ (B49) $`+(x_0^2a^{\pm 2})\mathrm{ln}[\pm (x_0+a^\pm )]\},`$ $`T_6^{}`$ $`=`$ $`\left[l+p_2\pm {\displaystyle \frac{\beta E_\nu ^0(x_0+a^{})}{1+\beta a^{}}}\right]I_4\pm {\displaystyle \frac{\beta E_\nu ^0(x_0+a^{})}{(1+\beta a^{})^2}}I_1+\left[E_\nu ^0{\displaystyle \frac{\beta E_\nu ^0(x_0+a^{})}{1+\beta a^{}}}\right]J_4`$ (B52) $`{\displaystyle \frac{\beta E_\nu ^0(x_0+a^{})}{(1+\beta a^{})^2}}J_1\pm {\displaystyle \frac{E_\nu ^0(x_0+a^{})}{(1+\beta a^{})^2}}I_2^{}{\displaystyle \frac{E_\nu ^0(x_0+a^{})}{(1+\beta a^{})^2}}J_2^{},`$ $`T_7^\pm `$ $`=`$ $`\left[p_2l{\displaystyle \frac{\beta E_\nu ^0(x_0+a^\pm )}{1+\beta a^\pm }}\right]I_1{\displaystyle \frac{E_\nu ^0(x_0+a^\pm )}{1+\beta a^\pm }}I_2^\pm +\left[E_\nu ^0{\displaystyle \frac{\beta E_\nu ^0(x_0+a^\pm )}{1+\beta a^\pm }}\right]J_1`$ (B55) $`{\displaystyle \frac{E_\nu ^0\left(x_0+a^\pm \right)}{1+\beta a^\pm }}J_2^\pm ,`$ $`T_8^\pm `$ $`=`$ $`2(lp_2+E_\nu ^0x_0)E_\nu ^0(x_0+a^\pm )I_2^\pm E_\nu ^0(x_0+a^\pm )J_2^\pm ,`$ (B57) $`{\displaystyle \frac{T_9^\pm }{4l^2}}`$ $`=`$ $`{\displaystyle \frac{3E}{2l^2}}(lp_2+E_\nu ^0x_0)+\left[{\displaystyle \frac{3(lp_2)}{4\beta l}}+{\displaystyle \frac{3E_\nu ^0p_2}{4l^2}}+\beta G^\pm \right]I_1{\displaystyle \frac{(E_\nu ^0)^2(x_0+a^\pm )^2}{4l^2(1+\beta a^\pm )}}I_3^\pm `$ (B60) $`{\displaystyle \frac{(E_\nu ^0)^2(x_0+a^\pm )^2}{4l^2(1+\beta a^\pm )}}J_3^\pm +G^\pm I_2^\pm +\left[{\displaystyle \frac{3E_\nu ^0}{4\beta l}}+{\displaystyle \frac{3E_\nu ^0(E_\nu ^0+lx_0)}{4l^2}}\pm \beta G^\pm \right]J_1\pm G^\pm J_2^\pm ,`$ $`T_{10}^{}`$ $`=`$ $`{\displaystyle \frac{1}{3}}(x_0^31)\mathrm{ln}(1x_0)+{\displaystyle \frac{1}{3}}\left[(a^{})^31\right]\mathrm{ln}(1a^{}){\displaystyle \frac{1}{3}}\left[x_0^3+(a^{})^3\right]\mathrm{ln}\left[(x_0+a^{})\right]`$ (B63) $`+{\displaystyle \frac{1}{6}}(1x_0^2)(a^{}\pm 1){\displaystyle \frac{1}{3}}(x_0\pm 1)\left[1(a^{})^2\right],`$ $`T_{11}^+`$ $`=`$ $`T_{11}^{}={\displaystyle \frac{1}{2p_2\beta }}\left\{E_\nu ^0\left[(1\beta x_0)J_4J_1\right](\beta E_\nu ^0+lp_2)I_4+(lp_2)I_1\right\},`$ (B65) $`T_{12}^+`$ $`=`$ $`T_{12}^{}={\displaystyle \frac{1}{2p_2\beta }}\left[E_\nu ^0(1\beta x_0)J_1+2E_\nu ^0x_0+2(lp_2)(\beta E_\nu ^0+lp_2)I_1\right],`$ (B67) $`T_{13}^+`$ $`=`$ $`T_{13}^{}={\displaystyle \frac{1}{2p_2}}E_\nu ^0(1x_0^2),`$ (B69) $`T_{14}^\pm `$ $`=`$ $`E_\nu ^0\left[1+x_0^2+2a^\pm (x_01)\pm a^\pm (x_0+a^\pm )(I_2^\pm \pm J_2^\pm )\right],`$ (B71) $`T_{15}^\pm `$ $`=`$ $`3E_\nu ^0\left[2p_2(1+y_0)+l(1x_0^2)\right](E_\nu ^0)^2(x_0+a^\pm )^2(J_3^\pm \pm I_3^\pm )`$ (B74) $`2lE_\nu ^0(x_0+a^\pm )a^\pm (J_2^\pm \pm I_2^\pm ),`$ $`T_{16}^\pm `$ $`=`$ $`4l^2[{\displaystyle \frac{3}{2\beta ^2}}[2(lp_2+E_\nu ^0x_0)+\beta E_\nu ^0(1x_0^2)]+({\displaystyle \frac{3(lp_2+\beta E_\nu ^0)}{2\beta ^2}}`$ (B78) $`p_2(1+y_0)+{\displaystyle \frac{p_2(E_\nu ^0)^2}{2l^2}})I_1{\displaystyle \frac{(E_\nu ^0)^2(x_0+a^\pm )^2}{2l(1+\beta a^\pm )}}(\beta J_1+J_2^\pm \pm \beta I_1\pm I_2^\pm )`$ $`+({\displaystyle \frac{3E_\nu ^0(1\beta x_0)}{2\beta ^2}}+{\displaystyle \frac{(E_\nu ^0)^2(E_\nu ^0+lx_0)}{2l^2}})J_1].`$ The following definitions are used in the above expressions $`x_0`$ $`=`$ $`{\displaystyle \frac{p_2y_0+l}{E_\nu ^0}},a^\pm ={\displaystyle \frac{E_\nu ^0\pm p_2}{l}},`$ (B79) $`I_1`$ $`=`$ $`{\displaystyle \frac{2}{\beta }}\text{arctanh}\beta ,I_2^\pm =\mathrm{ln}\left\|{\displaystyle \frac{a^\pm +1}{a^\pm 1}}\right\|,`$ (B81) $`I_3^\pm `$ $`=`$ $`{\displaystyle \frac{2}{a^{\pm 2}1}},I_4={\displaystyle \frac{2}{1\beta ^2}},`$ (B83) $`J_1`$ $`=`$ $`{\displaystyle \frac{1}{\beta }}\left\{\mathrm{ln}\left[{\displaystyle \frac{1+\beta }{1\beta x_0}}\right]+\mathrm{ln}\left[{\displaystyle \frac{1\beta }{1\beta x_0}}\right]\right\},`$ (B85) $`J_2^\pm `$ $`=`$ $`\mathrm{ln}\left\|{\displaystyle \frac{a^\pm 1}{a^\pm +x_0}}\right\|+\mathrm{ln}\left\|{\displaystyle \frac{a^\pm +1}{a^\pm +x_0}}\right\|,`$ (B87) $`J_3^\pm `$ $`=`$ $`2\left[{\displaystyle \frac{a^\pm }{a^{\pm 2}1}}{\displaystyle \frac{1}{a^\pm +x_0}}\right],`$ (B89) $`J_4`$ $`=`$ $`{\displaystyle \frac{2}{\beta }}\left[{\displaystyle \frac{1}{1\beta ^2}}{\displaystyle \frac{1}{1\beta x_0}}\right],`$ (B91) $`G^\pm `$ $`=`$ $`{\displaystyle \frac{\beta (E_\nu ^0)^2\left(x_0+a^\pm \right)^2}{4l^2\left(1+\beta a^\pm \right)^2}}{\displaystyle \frac{a^\pm \left(a^{\pm 2}1\right)}{4\left(1+\beta a^\pm \right)}}.`$ (B93) The sums $`\theta ^{}+\theta ^{\prime \prime \prime }`$ and $`\theta ^{\prime \prime }+\theta ^{\mathrm{IV}}`$ which appear in Eq. (80) are $`\theta ^{}+\theta ^{\prime \prime \prime }`$ $`=`$ $`{\displaystyle \frac{p_2l}{2}}[E_\nu ^0(1\beta ^2)\theta _2+(E_\nu ^0{\displaystyle \frac{1+\beta ^2}{2}}E)\theta _3+{\displaystyle \frac{E}{2}}\theta _4`$ (B95) $`+{\displaystyle \frac{l}{2}}\theta _5+{\displaystyle \frac{1\beta ^2}{2}}\theta _6{\displaystyle \frac{2EE_\nu ^0}{2E}}\theta _7+{\displaystyle \frac{1}{2}}\theta _8{\displaystyle \frac{1}{4E}}\theta _9],`$ $$\theta ^{\prime \prime }+\theta ^{\mathrm{IV}}=\frac{p_2l}{2}\left[\theta _0\left(E+E_\nu ^0+\beta p_2y_0\right)\theta _3+\left(E_\nu ^0+E\right)\theta _4+l\theta _5\right].$$ (B96) The explicit form of the photon integrals corresponding to the FBR of the DP is $`\theta _{2F}`$ $`=`$ $`{\displaystyle \frac{1}{\beta p_2}}\left[{\displaystyle \frac{I_2^{}}{b^{}}}{\displaystyle \frac{I_2^+}{b^+}}+{\displaystyle \frac{E^2}{m^2}}\left(I_2^+I_2^{}+\beta \mathrm{ln}\left\|{\displaystyle \frac{I_3^{}}{I_3^+}}\right\|\right)\right]+{\displaystyle \frac{2I_1}{Eb^{}b^+}},`$ (B97) $`\theta _{3F}`$ $`=`$ $`{\displaystyle \frac{I_1}{p_2}}\mathrm{ln}\left\|{\displaystyle \frac{b^+}{b^{}}}\right\|+{\displaystyle \frac{1}{\beta p_2}}\left[L\left({\displaystyle \frac{1\beta }{b^{}}}\right)L\left({\displaystyle \frac{1\beta }{b^+}}\right)+L\left({\displaystyle \frac{1+\beta }{b^+}}\right)L\left({\displaystyle \frac{1+\beta }{b^{}}}\right)\right],`$ (B99) $`\theta _{4F}`$ $`=`$ $`{\displaystyle \frac{1}{p_2}}\left[a^+I_2^+a^{}I_2^{}+\mathrm{ln}\left\|{\displaystyle \frac{I_3^{}}{I_3^+}}\right\|\right],`$ (B101) $`\theta _{5F}`$ $`=`$ $`{\displaystyle \frac{1}{2p_2}}\left[(1a^{+\mathrm{\hspace{0.17em}\hspace{0.17em}2}})I_2^+(1a^{\mathrm{\hspace{0.17em}\hspace{0.17em}2}})I_2^{}+{\displaystyle \frac{4p_2}{l}}\right],`$ (B103) $`\theta _{6F}`$ $`=`$ $`2{\displaystyle \frac{y_0^{}}{(b^{})^2}}(I_2^{}+\beta I_1)2{\displaystyle \frac{y_0^+}{(b^+)^2}}(I_2^++\beta I_1)+2\left[2+\beta \left({\displaystyle \frac{y_0^{}}{b^{}}}{\displaystyle \frac{y_0^+}{b^+}}\right)\right]I_4,`$ (B105) $`\theta _{7F}`$ $`=`$ $`2\left[2I_1+{\displaystyle \frac{y_0^{}}{b^{}}}(\beta I_1+I_2^{}){\displaystyle \frac{y_0^+}{b^+}}(\beta I_1+I_2^+)\right],`$ (B107) $`\theta _{8F}`$ $`=`$ $`2\left[4+(y_0^{})I_2^{}(y_0^+)I_2^+\right],`$ (B109) $`\theta _{9F}`$ $`=`$ $`24E+2\left[6(E_\nu ^0E)+\beta (G_F^{}+G_F^+)\right]I_1+2(G_F^{}I_2^{}+G_F^+I_2^+)`$ (B112) $`+2p_2\left[{\displaystyle \frac{(y_0^{})^2}{b^{}}}I_3^{}{\displaystyle \frac{(y_0^+)^2}{b^+}}I_3^+\right],`$ $`\theta _{10F}`$ $`=`$ $`{\displaystyle \frac{1}{3p_2}}\left[2(a^2a^{+2})a^3I_2^{}+a^{+3}I_2^++\mathrm{ln}\left\|{\displaystyle \frac{I_3^{}}{I_3^+}}\right\|\right],`$ (B114) $`\theta _{11F}`$ $`=`$ $`{\displaystyle \frac{2(I_4I_1)}{\beta p_2}},`$ (B116) $`\theta _{12F}`$ $`=`$ $`{\displaystyle \frac{2(I_12)}{\beta p_2}},`$ (B118) $`\theta _{13F}`$ $`=`$ $`0,`$ (B120) $`\theta _{14F}`$ $`=`$ $`2\left[(2a^{}I_2^{})(y_0^{})(2a^+I_2^+)(y_0^+)\right],`$ (B122) $`\theta _{15F}`$ $`=`$ $`24E_\nu ^0+4l\left[a^{}y_0^{}I_2^{}a^+y_0^+I_2^+\right]+2p_2\left[(y_0^{})^2I_3^{}(y_0^+)^2I_3^+\right],`$ (B124) $`\theta _{16F}`$ $`=`$ $`24E^2(I_12)+8[(E_\nu ^0)^22E^2\beta ^2]I_1`$ (B127) $`+4lp_2\left[{\displaystyle \frac{(y_0^{})^2}{b^{}}}(\beta I_1+I_2^{}){\displaystyle \frac{(y_0^+)^2}{b^+}}(\beta I_1+I_2^+)\right],`$ where $`a^\pm `$, $`I_1`$, $`I_2^\pm `$, $`I_3^\pm `$, $`I_4`$ are given in Eqs. (B79)-(B83) and $`b^\pm =1+\beta a^\pm ,y_0^\pm =y_0\pm a^\pm ,`$ (B128) $`G_F^\pm =\beta \left(2Ea^\pm +p_2{\displaystyle \frac{y_0^\pm }{b^\pm }}\right){\displaystyle \frac{y_0^\pm }{b^\pm }}.`$ (B129) ## C In this appendix we give a brief review of the procedure of Ref. to extract the infrared divergence and the finite terms that come along with it. This procedure can be adapted to our case by expressing the differential decay rate of the bremsstrahlung radiative corrections $`d\mathrm{\Gamma }_B`$ in terms of the invariant mass $`\eta =(p_\nu +k)^2`$ as follows $`d\mathrm{\Gamma }_B`$ $`=`$ $`{\displaystyle \frac{M_2mm_\nu }{\left(2\pi \right)^8}}{\displaystyle \frac{dEdE_2d\mathrm{\Omega }_{\mathrm{}}d\varphi _2}{4}}{\displaystyle _{\eta _{\mathrm{min}}}^{\eta _{\mathrm{max}}}}𝑑\eta {\displaystyle \frac{d^3k}{\omega }}{\displaystyle \frac{d^3p_\nu }{E_\nu }}{\displaystyle \underset{\mathrm{spins}}{}}\left\|M_B\right\|^2\delta ^4\left(p_1p_2lp_\nu k\right).`$ (C1) For the TBR and in the CM-frame of the decaying particle, $`\eta =2p_2l\left(y_0y\right)`$, and $`\eta _{\mathrm{max}}=2p_2l\left(y_0+1\right)`$ and $`\eta _{\mathrm{min}}=\lambda ^2`$, with $`\lambda 0`$. Here $`\lambda `$ is a small mass assigned to the photon. From Eq. (A7) we have $`M_B=M_a+M_b`$, and (we do not consider the polarization here) the divergent part of $`_{\mathrm{spins}}\left\|M_B\right\|^2`$ is contained in the first two terms of the square brackets of $`{\displaystyle \underset{\mathrm{spins}}{}}\left\|M_a\right\|^2`$ $`=`$ $`{\displaystyle \frac{e^2G_V^2}{2}}{\displaystyle \frac{2M_1}{M_2mm_\nu }}{\displaystyle \underset{ϵ}{}}\left({\displaystyle \frac{lϵ}{lk}}{\displaystyle \frac{p_1ϵ}{p_1k}}\right)^2`$ (C3) $`\times \left[D_1EE_\nu ^0D_2𝐥\left(𝐩_2+𝐥\right)D_1E\omega D_2𝐥𝐤\right].`$ Because $`𝐥\left(𝐩_2+𝐥\right)=lp_2y_0+l^2\eta /2`$ (choosing the $`z`$-axis along $`𝐥`$), we can split $`d\mathrm{\Gamma }_B`$ as $`d\mathrm{\Gamma }_B`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \frac{G_V^2}{2}}{\displaystyle \frac{dEdE_2d\mathrm{\Omega }_{\mathrm{}}d\varphi _2}{\left(2\pi \right)^8}}4M_1{\displaystyle \frac{\alpha }{\pi }}\{A_1^{}{\displaystyle \frac{1}{4}}\underset{\lambda 0}{lim}{\displaystyle _{\lambda ^2}^{\eta _{\mathrm{max}}}}d\eta {\displaystyle \frac{1}{2\pi }}{\displaystyle \frac{d^3k}{\omega }}{\displaystyle \frac{d^3p_\nu }{E_\nu }}\delta ^4(p_1p_2lp_\nu k)`$ (C7) $`\times \left[{\displaystyle \frac{2lp_1}{(p_1k)(lk)}}{\displaystyle \frac{m^2}{\left(lk\right)^2}}{\displaystyle \frac{M_1^2}{w\left(p_1k\right)^2}}\right]`$ $`+{\displaystyle \frac{1}{4}}{\displaystyle _0^{\lambda _{\mathrm{max}}}}𝑑\eta {\displaystyle \frac{1}{2\pi }}{\displaystyle \frac{d^3k}{\omega }}{\displaystyle \frac{d^3p_\nu }{E_\nu }}\delta ^4\left(p_1p_2lp_\nu k\right){\displaystyle \underset{ϵ}{}}\left({\displaystyle \frac{lϵ}{lk}}{\displaystyle \frac{p_1ϵ}{p_1k}}\right)^2`$ $`\times [D_1E\omega D_2(𝐥𝐤+{\displaystyle \frac{1}{2}}\eta )]{\displaystyle \underset{ϵ,s}{}}\left[\right\|M_b\|^2+2Re\left[M_a\right]\left[M_b\right]^{}]\},`$ where $`A_1^{}`$ is given in Eq. (B3). In the first integral we perform the sum over polarizations indicated in Eq. (C3) in covariant form. This allow us to identify this integral with the divergent integral $`I_0`$ of Ref. , namely, $$I_0(E,E_2)=\frac{1}{4}\underset{\lambda 0}{lim}_{\lambda ^2}^{\eta _{\mathrm{max}}}𝑑\eta \left[2(lp_1)I_{11}(l,p_1)m^2I_{20}(l,p_1)M_1^2I_{02}(l,p_1)\right],$$ (C8) with $$I_{mn}(l,p_1)=\frac{1}{2\pi }\frac{d^3p_\nu }{E_\nu }\frac{d^3k}{\omega }\frac{\delta ^4\left(p_1p_2lp_\nu k\right)}{\left(lk\right)^m\left(p_1k\right)^n},$$ (C9) which are invariant integrals. The final form of $`I_0`$ is $`I_0(E,E_2)`$ $`=`$ $`{\displaystyle \frac{1}{\beta }}\text{arctanh}\beta \left[2\mathrm{ln}\left({\displaystyle \frac{2l}{\lambda }}\right)+\mathrm{ln}\left({\displaystyle \frac{m\eta _m^2}{4\left(E+l\right)r_+}}\right)\right]{\displaystyle \frac{1}{\beta }}L\left({\displaystyle \frac{a^2}{4r_+}}\right)`$ (C11) $`+{\displaystyle \frac{1}{\beta }}L\left({\displaystyle \frac{4r_{}}{a^2}}\right)2\mathrm{ln}\left({\displaystyle \frac{m}{\lambda }}\right)\mathrm{ln}\left({\displaystyle \frac{\eta _m^2}{2mE_\nu ^0\left(q^2m^2\right)}}\right),`$ where $`\left(E+l\right)r_\pm `$ $`=`$ $`\left[E_\nu ^0l^2\left(q^2m^2\right)a^2E/4\right]`$ (C13) $`\pm \left\{\left[E_\nu ^0l^2\left(q^2m^2\right)a^2E/4\right]^2m^2a^4/16\right\}^{1/2},`$ $$a^2=\eta _m\left(4p_2l\eta _m\right),$$ (C14) and $$q^2=M_1^22M_1E_2+M_2^2.$$ (C15) For the FBR of DP the lower limit of the $`d\mathrm{\Gamma }_B`$ of Eq. (C1) is $`\eta _{\mathrm{min}}=2lp_2\left(y_01\right)`$, and then $`I_0`$ is no more infrared-divergent. We can calculate it from Eq. (C8) by changing $`\lambda ^2`$ by $`\eta _{\mathrm{min}}`$. The second part of $`d\mathrm{\Gamma }_B`$ in Eq. (C7) is infrared-convergent. It is more convenient to transform it to the form of Eq. (38) of Ref. . We can accomplish this by performing the $`\delta `$-integration and by changing the $`\eta `$ variable to the $`y`$ variable using $`\eta =2p_2l(y_0y)`$. We do not reproduce the result here because it is very long. It is given in our Eq. (33) for $`d\mathrm{\Gamma }_B^{}`$.
warning/0006/astro-ph0006189.html	ar5iv	text	# Letter to the Editor ORFEUS II Echelle spectra: Molecular hydrogen at high velocities toward HD 93521 ## 1 Introduction Interstellar molecular hydrogen can be investigated in the near infrared in emission and in the far ultraviolet (FUV) in absorption. The FUV spectroscopy offers the possibility to investigate the cool component of the diffuse ISM in which the H<sub>2</sub> molecules play a dominant role. The spectral range between 910 and 1150 Å contains the absorption transitions of the Lyman and Werner bands of molecular hydrogen. Since the Copernicus satellite some 20 years ago (Spitzer et al. spitzer1973 (1973), spitzer1974a (1974)) no high resolution spectroscopy in the FUV could be done. A comprehensiv survey of interstellar molecular hydrogen as observed with the Copernicus satellite is given by Savage et al. (savage1977 (1977)). With the ORFEUS-SPAS II mission launched aboard the US Space Shuttle COLUMBIA in Nov. 1996, it was possible to gather Echelle spectra with a high resolution of $`\lambda /\mathrm{\Delta }\lambda `$$``$ 10.000 of much fainter objects than observable with Copernicus. The ORFEUS telescope itself is described in detail by Krämer et al. (kraemer1988 (1988)) and Grewing et al. (grewing1991 (1991)). An instrument description of the ORFEUS II Echelle spectrometer as well as its performance and the data reduction are given by Barnstedt et al. (barnstedt1999 (1999)). Meanwhile the detection of H<sub>2</sub> absorption with the ORFEUS Echelle spectrometer was reported for the SMC by Richter et al. (richter1998 (1998)) as well as for the LMC by de Boer et al. (boer1998 (1998)). Furthermore molecular hydrogen in the Galactic halo was observed with ORFEUS by Richter et al. (richter1999 (1999)) in a high-velocity cloud. The high latitude Galactic halo star HD 93521 was one of the PI targets chosen to be observed for possible H<sub>2</sub> absorption. The complete spectrum of HD 93521 is given by Barnstedt et al. (barnstedt2000 (2000)). Savage et al. (savage1977 (1977)) reported an upper limit of $`N(`$H$`{}_{2}{}^{})`$$``$ 10<sup>18.54</sup> cm<sup>-2</sup> for this target with a lower limit estimated to be 2.7 dex smaller. These authors could not detect other components at higher velocities presumably because the sensitivity of the Copernicus spectrometer was too low for such a weak component. On the other hand it was well known from high resolution ground based measurements that the interstellar Ca ii-line shows a complex profile toward HD 93521: Münch & Zirin (muench1961 (1961)) found two main components (out of four altogether) at velocities of $``$12 km s<sup>-1</sup> and $``$56.3 km s<sup>-1</sup> indicating at least one intermediate velocity cloud (IVC). Later on Rickard (rickard1972 (1972)) reported a good correlation between the Ca K-lines in front of HD 93521 to the profile of the hydrogen 21 cm lines. Spitzer & Fitzpatrick (spitzer1993 (1993)) finally deduced from HST observations with the high resolution GHRS Echelle spectrometer nine different clouds or filaments toward HD 93521 for the less ionized species like Si ii, S ii etc. with heliocentric velocities ranging from $``$66.3 km s<sup>-1</sup> to 7.3 km s<sup>-1</sup> and even one more component when fitting radio 21 cm observations of neutral hydrogen. This paper presents the detection of molecular hydrogen in absorption in the Galactic disk as well as in an IVC in the Galactic halo. Following the arguments and findings by Münch & Zirin (muench1961 (1961)), Rickard (rickard1972 (1972)), Albert (albert1983 (1983)) and Danly et al. (danly1992 (1992)) we designate absorption features occuring at radial velocities near $``$12 km s<sup>-1</sup> as produced by gas components belonging to the Galactic disk and the absorption features near $``$62 km s<sup>-1</sup> as gas belonging to the Galactic halo. ## 2 Observations and data reduction HD 93521 is a high galactic latitude halo star located at $`l`$ = 183.1°, $`b`$ = 62.1°, $`d`$ = 1.64 kpc. The star is of spectral type O9.5Vp, has $`V`$ = 7.04 mag and $`E(BV)`$=0.02 mag (Diplas & Savage, 1994). These authors determined the total interstellar neutral hydrogen column density from Ly-$`\alpha `$ absorption gained with the IUE satellite as $`N(`$H i$`)`$ = 10<sup>20.11</sup> cm<sup>-2</sup> toward HD 93521, in excellent agreement with the sum of the 10 different velocity components published by Spitzer & Fitzpatrick (spitzer1993 (1993)) from H i 21 cm observations. The total observing time with the ORFEUS II Echelle spectrometer was 1740 s in two pointings during two successive orbits. Both spectra were integrated separately on board and later on coadded applying the standard extraction procedure described by Barnstedt et al. (barnstedt1999 (1999)). The data in the different echelle orders were blaze corrected, after the subtraction of the background caused in large part by straylight of the echelle grating. Due to the fact that HD 93521 was not absolutely centered in the entrance diaphragm an additional radial velocity correction of $``$10 km s<sup>-1</sup> was applied to the spectrum (see Barnstedt et al. barnstedt2000 (2000)). ## 3 H<sub>2</sub> column density in the Galactic disk component A closer inspection of the absorption line profiles from the Echelle spectrometer reveals immediately the presence of two components with different radial velocities as shown in Fig. 1 for the Ar i $`\lambda `$ 1048.2 line. The same holds for N i and almost all of the less ionized species like Si ii, S ii and Fe ii (see also Barnstedt et al. barnstedt2000 (2000)). Both components are separated by $``$ 50 km s<sup>-1</sup> and show almost comparable intensities for the atoms or ions mentioned above. The H<sub>2</sub> absorption lines of the Lyman (4-0)-band from R0 to P3, shown in Fig. 1 also, are very sharp and pronounced. The FWHM values for some H<sub>2</sub> absorption lines are sometimes as small as 100 mÅ. The equivalent widths $`W_\lambda `$ of the lines were determined either directly from the observations in the standard manner or by a Gaussian fit of the line or if possible by both methods. The $`f`$-values for the further analysis were taken from Morton & Dinerstein (morton1976 (1976)) for the H<sub>2</sub> transitions and for the atomic lines from the compilation of Morton (morton1991 (1991)). Furthermore, curves of growth have been constructed for each of the absorptions by the 5 rotational states ($`J`$=0–4) for the Galactic disk component located at radial velocities around $``$12 km s<sup>-1</sup>. The sample of the $`\mathrm{log}(W_\lambda /\lambda )`$-values for each rotational level $`J`$ has been shifted horizontally to give a fit to a theoretical single-cloud curve of growth as a function of $`N(J)f\lambda `$. Because the curve of growth just begins to depend slightly on the damping constant $`\gamma `$ for the three righthand points in Fig. 2, $`\gamma `$ has been chosen to $`\gamma `$ = 12 10<sup>8</sup> s, a mean value for these three points. The best fit for the 5 rotational states was obtained with $`b`$ = 7 km s<sup>-1</sup> and is shown in the empirical curve of growth in Fig. 2. The column densities $`N(J)`$ obtained in this way can be found in Table 1. The uncertainties in the column densities are based on the respective determinations of the equivalent widths as well as on the quality of the fits to the curve of growth. They range from 0.25 to 0.45 dex and are shown in Fig. 3. The total logarithmic column density for these lowest 5 rotational levels was found to be $`\mathrm{log}N(`$H$`{}_{2}{}^{})`$ = 17.0 $`\pm `$0.4 for the Galactic disk component. In order to get information about the mean excitation temperature in the Galactic disk components, we fitted the population densities by a Boltzmann distribution, as shown in Fig. 3. The column densities $`N(J)`$ divided by their statistical weigths $`g_J`$ are plotted against the excitation energy $`E_J`$. For the two lower rotational states we derive an upper limit for the excitation temperature $`T_{0,1}<126`$ K for the disk gas. This must be an upper limit because the column density of the $`J`$=1 level fits very well to a Boltzmann distribution for the levels $`J`$=1–4 (see below). Assuming that the collisional excitation to level $`J`$=1 amounts to only 10% of the observed column density (in view of the good fit for $`J`$=1–4) one finds $`T_{0,1}47`$ K. This value is in the range of excitation temperatures reported by Savage et al. (savage1977 (1977)) for general galactic gas. For the rotational levels 1 $``$$`J`$$``$ 4 we derive a mean excitation temperature of $``$ 315 K, indicating that moderate UV pumping is responsible for the excitation of these states (Spitzer & Zweibel spitzer1974b (1974)). The results of Fig. 3 indicate furtheron that these ortho and para levels of H<sub>2</sub> are in thermal equilibrium in the Galactic disk gas. Although a mean excitation temperature of $``$ 290 K can be fitted for all rotational levels as indicated by the data and their uncertainties, we still believe that the bend in the excitation temperature at the $`J`$=1 level is real for the following reasons: The major part in the uncertainty given is due to the uncertainty of the continuum determination in evaluating the corresponding equivalent widths. Because the values for $`J`$=0 and $`J`$=1 are located on the flat part of the curve of growth, the resulting absolute errors are the largest ones for these two levels. On the other hand the R0 and R1 absorption features in the different Lyman-bands are separated by a small wavelength difference ($`<`$ 1 Å) only. Most of these equivalent widths have been determined with a similar or even the same value for the adopted continuum. This implies that the ratio between the column densities for the rotational levels $`J`$=0 and $`J`$=1 should be real and thus that the bend at $`J`$=1 in Fig. 3 leading to the two different excitation temperatures is real, too. ## 4 H<sub>2</sub> column density in the Galactic halo component With the ORFEUS II Echelle spectrometer it was possible for the first time to observe H<sub>2</sub> absorption components at higher velocities toward HD 93521. A comparison for some H<sub>2</sub> absorption features in the rotational level $`J`$=1 with Ar i (see also Fig. 1) and a typical S ii line is shown on a radial velocity scale in Fig. 4. These unsmoothed data show convincingly the presence of a higher velocity component shifted by about $``$50 km s<sup>-1</sup> against the Galactic disk component discussed above. Altogether for six $`J`$=1 features the corresponding equivalent widths were determined using a multi-Gaussian fit with linear continuum. The results are shown in Table 2. The IVC component of the W1 Q1 line in Fig. 4 might be contaminated by the Galactic disk component of the L11 P5 line centered at $``$97 km s<sup>-1</sup>. A maximal contribution of $`W_\lambda `$ = 6 mÅ from the latter has been subtracted from the W1 Q1 component. The equivalent widths of Table 2 have been fitted to a curve of growth as shown in Fig. 5 with a $`b`$-value of $``$ 5 km s<sup>-1</sup>. The resulting logarithmic column density is $`\mathrm{log}N(J`$=1$`)`$ = 14.32 with an uncertainty of $`\pm `$0.25 dex, the latter arising in large part from the errors made in determining the equivalent widths. In the rotational level $`J`$=2 just one line exhibits an absorption feature near $``$62 km s<sup>-1</sup> above our detection limit. The equivalent width $`W_\lambda `$$``$ 16 mÅ of this W2 R2 line (965.793 Å, $`f`$ = 0,0323) leads to a value of $`\mathrm{log}N(J`$=2$`)`$$``$ 13.88 applying the curve of growth shown in Fig. 5. With this value and the population density for rotational level $`J`$=1 we calculate an excitation temperature $`T_{1,2}`$$``$ 800 K. This value must be regarded as an upper limit. The fact that comparable absorption features for the $`J`$=0 rotational level in the Lyman-bands have not been observed implies a lower limit for the corresponding excitation temperature. Assuming again a Boltzman distribution for the population densities of these rotational levels an excitation temperature of 300 K leads to a logarithmic column density $`\mathrm{log}N(J`$=0$`)`$$``$ 13.6 and therewith to equivalent widths below 10 mÅ, and thus below the detection limit of the ORFEUS Echelle spectrometer. The stronger R0 components of the Werner bands could not be used for this evaluation because they are superimposed by the corresponding R1 components. In the W1-0 band the wavelength difference of both components is 19 mÅ, corresponding to about 0.6 electronic pixel. Within the above excitation temperature range we estimate the total logarithmic column density of molecular hydrogen to be $`\mathrm{log}N(`$H$`{}_{2}{}^{})`$ = 14.6 $`\pm `$0.35 for the IVC located in the Galactic halo toward HD 93521. ## 5 Concluding remarks The ORFEUS FUV spectrum of HD 93521 shows absorption by interstellar H<sub>2</sub> at two radial velocity components around $``$12 km s<sup>-1</sup> and $``$62 km s<sup>-1</sup>. The hydrogen fraction in its molecular form is 0.0025 for the Galactic disk gas and about 190 times smaller for the Galactic halo component. These calculations are based on the H i column densities reported by Spitzer & Fitzpatrick (spitzer1993 (1993)). Attributing their velocity components 1-4 ($``$66.3 to $``$38.8 km s<sup>-1</sup>) as H i gas belonging to the Galactic halo we get $`\mathrm{log}N(`$H i$`)_{\mathrm{halo}}`$ = 19.69 and $`\mathrm{log}N(`$H i$`)_{\mathrm{disk}}`$ = 19.88 from the other 6 velocity components. The estimated range for the excitation temperature indicates that UV pumping also takes place in the gas of the IVC in the Galactic halo. ###### Acknowledgements. ORFEUS could only be realized with the support of all our German and American colleagues. The ORFEUS program was supported by DARA grants WE3 OS 8501 and WE2 QV 9304 and NASA grant NAG5-696. We deeply regret the premature passing of our friend and colleague Gerhard Krämer, the German Project Scientist of the ORFEUS project.
warning/0006/hep-ph0006119.html	ar5iv	text	# 1 Introduction ## 1 Introduction It is a fascinating possibility that the baryon asymmetry of the universe (BAU) may have been generated at the electroweak epoch (for reviews, see ). The great attraction of this idea is that, in contrast to other mechanisms operating at higher energy scales, it involves physics which is being searched for at accelerators now. An a priori calculation of the baryon asymmetry, as accurate as that of the abundance of the light elements in nucleosynthesis, may still be unattainable at present, but we should nevertheless strive to compute it as carefully as possible. One hopes thereby to reach a definitive conclusion as to the feasibility, at least, of generating the BAU at the electroweak scale. While there are many theoretical motivations for considering extensions of the standard model (SM), in the present context we are also prompted to do so for the simple reason that the SM by itself appears unable to produce the observed BAU. The smallness of the CP violation in the KM matrix appears to be in itself an insurmountable obstacle to baryogenesis in the SM (although there has been considerable debate on this subject ), and has motivated many studies of baryogenesis in extended models with additional CP violation leading to more efficient baryon production. In addition to this problem, moreover, the SM fails badly with respect to the sphaleron wash-out bound<sup>1</sup><sup>1</sup>1As discussed in this bound is predicated on the assumption that the Universe is radiation dominated at the electroweak epoch, and can be significantly weakened in non-standard (e.g. scalar field dominated) cosmologies.. Lattice studies have shown that for any value of the higgs mass, even well below the present experimental lower limit, the phase transition would be so weak that sphaleron interactions remain in equilibrium in the broken phase of the electroweak sector, causing the baryon asymmetry to relax back to essentially zero immediately after its generation . Several extensions of the SM have been considered to overcome the sphaleron wash-out bound by strengthening the phase transition . Best motivated from the particle physics point of view is the minimal supersymmetric standard model (MSSM). Several recent perturbative and nonperturbative studies of the properties of the phase transition in this model have shown that in a restricted part of the parameter space, the sphaleron bound can be satisfied. An important question is therefore whether for these same parameter values the generation of the observed BAU is possible. Baryogenesis in the MSSM has already been studied in several papers . The overall framework of the baryogenesis mechanism is essentially agreed upon: bubbles nucleate at a first order phase transition and the expanding bubble walls propagate through the hot plasma, perturbing the quasiparticle distributions from equilibrium in a CP-violating manner. Incorporating the effects of transport leads to a local excess or deficit of left-handed fermions over their antiparticles on and around the propagating bubble walls. This drives the anomalous baryon number violating processes to produce a net baryon asymmetry, which is swept behind the bubble wall where it is frozen in (assuming that the sphaleron bound is satisfied). Moveover, common to all methods is reducing the problem to a set of diffusion equations coupling the sourced species to the species that bias the sphalerons. These are coupled equations which have the general form $$D_i\xi _i^{\prime \prime }+v_w\xi ^{}+\mathrm{\Gamma }_i(\xi _i+\xi _j+\mathrm{})=S_i,$$ (1) where $`i`$ labels the particle species and $`\xi =\mu _i/T`$ is its chemical potential divided by temperature. Primes denote spatial derivatives in the direction ($`z`$) perpendicular to the wall, $`v_w`$ is the wall velocity, $`\mathrm{\Gamma }_i`$ is the rate of an interaction that converts species $`i`$ into other kinds of particles, and $`S_i`$ is the source term associated with the current generated at the bubble wall. There is little controversy about the form of these equations, but little agreement exists as to how to properly derive the source terms $`S_i`$. There are many different formalisms for obtaining the sources , but so far little effort has been made to see how far they agree or disagree with each other. We shall comment on this issue briefly in our conclusions. Here we shall use the ‘classical force’ mechanism (CFM) for baryogenesis , . The CFM makes use of the intuitively simple picture of particles being transported in the plasma under the influence of the classical force exerted on them by the spatially varying Higgs field condensate. We assume that the plasma in this bubble wall region can be described by a collection of semiclassical quasiparticle states which we shall refer to as WKB states, because their equation of motion is derived using the WKB approximation expanding in derivatives of the background field. The force acting on the particles can be deduced from the WKB dispersion relations and their corresponding canonical equations of motion. This is a reasonable assumption when the de Broglie wavelength of the states is much shorter than the scale of variation of the bubble wall, i.e. $`\lambda \mathrm{}_w`$, which is satisfied in electroweak baryogenesis; in the MSSM, the wall widths are typically $`\mathrm{}_w614/T`$ , whereas for a typical excitation $`\lambda 1/T`$. Given these conditions one can write a semiclassical Boltzmann equation for the distribution functions of the local WKB-states $$(_t+𝐯_g_𝐱+𝐅_𝐩)f_i=C[f_i,f_j,\mathrm{}].$$ (2) where the group velocity and classical force are given respectively by $$𝐯_g_{𝐩_c}\omega ;𝐅=\dot{𝐩}=\omega \dot{𝐯}_g.$$ (3) Here $`𝐩_c`$ is the canonical, and $`𝐩\omega 𝐯_g`$ the physical, kinetic momentum along the WKB worldline. Note that we treat the transport problem here in the kinetic variables - in which the Boltzmann equation has the non-canonical form of (2) - rather than in the canonical variables used in previous treatments. As will be discussed in more detail below, this choice has the simple advantage of circumventing all the difficulties associated with the variance of the canonical variables under local phase (‘gauge’) transformations of the fields in the Lagrangian. In these kinetic variables it is also more manifestly (and gauge independently) clear how, because of CP-violating effects, particles and antipartices experience different forces in the wall region, which leads to the separation of chiral currents. The explicit form of $`𝐯_g`$ and $`𝐅`$ in a given model can be found from the WKB dispersion relations, as we will illustrate in sections 2 and 3. The Boltzmann equation (2) can then be converted to diffusion equations in a standard way by doing a truncated moment expansion (see section 4). The largest contribution to baryogenesis in the MSSM comes from the chargino and neutralino sectors. For the charginos, the CP violating effects are due to the complex parameters $`m_2`$ and $`\mu `$ in the mass term $$\overline{\psi }_RM\psi _L=(\overline{\stackrel{~}{w}^^+},\overline{\stackrel{~}{h}^^+}_1)_R\left(\begin{array}{cc}m_2& gH_2\\ gH_1& \mu \end{array}\right)\left(\begin{array}{c}\stackrel{~}{w}^^+\\ \stackrel{~}{h}_2^^+\end{array}\right)_L.$$ (4) The complex phases, combined with the mixing due to the Higgs fields, which vary inside the bubble wall, give rise to spatially varying effective phases for the mass eigenstates, which induce CP-violating currents for these excitations. To get analytic results, one can try to compute the current to leading order in an expansion in derivatives of the Higgs fields. This is the procedure followed in all methods designed to work on the thick wall limit . This approximation cannot be used in the quantum reflection case , which can be relevant in the limit of very thin bubble walls. We comment here on an apparent discrepancy in the literature concerning the derivative expansion of the chargino source. References and obtained a source for the $`H_1H_2`$ combination of Higgs currents of the form $$S_{H_1H_2}\mathrm{Im}(m_2\mu )(H_1H_2^{}H_2H_1^{}),$$ (5) whereas ref. found the other orthogonal linear combination, $`H_1H_2^{}+H_2H_1^{}`$. We previously believed that the disagreement was because of fundamental differences between our CFM formalism and those of refs. . However we recently understood that the difference was partially due to the fact that we were in fact computing the source for $`H_1+H_2`$, for which the result is $$S_{H_1+H_2}\mathrm{Im}(m_2\mu )(H_1H_2^{}+H_2H_1^{}),$$ (6) Therefore the disagreement about the sign was spurious: it can be shown that all three methods actually agree with eq. (6); it simply was not computed by the other references . The reason that the combination $`H_1+H_2`$ was not considered by other authors is that it tends to be suppressed by Yukawa and helicity-flipping interactions from the $`\mu `$ term in the chargino mass matrix. Let us define chemical potentials for $`H_1`$, $`H_2`$, left-handed third generation quarks $`q_3`$ and right-handed top quarks $`t`$, which we will assume are equal to the chemical potentials for the corresponding supersymmetric partners, as a consequence of supergauge interactions mediated by gauginos. If all the interactions arising from the Lagrangian $`V`$ $`=`$ $`\mu \stackrel{~}{h}_1\stackrel{~}{h}_2+yh_2\overline{u}_Rq_L+y\overline{u}_R\stackrel{~}{h}_{2L}\stackrel{~}{q}_L+y\stackrel{~}{u}_R^{}\stackrel{~}{h}_{2L}q_L`$ (7) $``$ $`y\mu h_1\stackrel{~}{q}_L^{}\stackrel{~}{u}_R+yA_t\stackrel{~}{q}_Lh_2\stackrel{~}{u}_R^{}+\text{h.c.},`$ were considered to be in thermal equilibrium, they would give rise to the constraints $`\mu _{H_1}\mu _{Q_3}+\mu _T=0`$, $`\mu _{H_2}+\mu _{Q_3}\mu _T=0`$ and $`\mu _{H_1}+\mu _{H_2}=0`$. If these conditions hold, the effect of the source $`S_{H_1+H_2}`$ is clearly damped to zero. However, the rates of the processes coming from (7) are finite, and by studying the diffusion equations one can show that there are corrections of order $`(D_h\mathrm{\Gamma })^{1/2}1`$, where we used $`D_h20/T`$ and the Yukawa rate $`\mathrm{\Gamma }0.02T`$ (see eq. (169) and the discussion following). Even in formalisms where the source $`S_{H_1H_2}`$ is nonvanishing , one should then not neglect the source $`S_{H_1+H_2}`$ without first checking whether the other source, $`S_{H_1H_2}`$ really gives a larger effect. In fact $`S_{H_1H_2}`$ does suffer from a severe suppression: quantitative studies of the electroweak bubbles in the MSSM show that the ratio $`H_2/H_1`$ remains nearly constant inside the bubble walls ; in Monte Carlo searches of the MSSM parameter space, the deviation from constancy is typically at the level of one part in $`10^3`$, and never more than $`0.02`$. Therefore the source $`S_{H_1H_2}`$ is suppressed from the outset by a factor of $`10^210^3`$ relative to $`S_{H_1+H_2}`$, which is much worse than the Yukawa equilibrium suppression estimated above. In the CFM the situation concerning the source $`S_{H_1H_2}`$ is even worse: we will show that there will be no source arising from classical force, when computed correctly. To see this is actually quite subtle, and relates to the question of the gauge invariance we have referred to. If the problem is considered solely in terms of the canonical variables, there appears to be a non-trivial source of the form (5). That this term is unphysical however, is indicated by the fact that it can be transformed away by a field redefinition of the form $$\stackrel{~}{h}_{iL}^^+e^{i\alpha _i}\stackrel{~}{h}_{iL}^^+,$$ (8) where $`\alpha _i\mathrm{Im}(m_2\mu )(H_1^{}H_2H_2^{}H_1)𝑑z`$. Below we will see that no such field redefinition has any effect on the physical momenta or currents, and hence should not give rise to a physical force (see also ). In our treatment in terms of the gauge invariant kinetic variables this result is evident. In particular then the new source for baryogenesis in the CFM picture found in is absent in our treatment. Our main result is that baryogenesis remains viable for a large part of the MSSM parameter space, possibly with the explicit CP-violating phase as small as $`\mathrm{arg}(m_2\mu )10^3`$. The efficiency depends on the assumed squark spectrum, and the strongest baryoproduction corresponds to the light right-handed stop scenario, which is also independently favored by the sphaleron wash-out constraint . The resulting asymmetry has a complicated dependence on the wall velocity and for some parameters it peaks around the value of $`v_w0.01`$ which has been indicated by recent studies of $`v_w`$ . The rest of the paper is structured as follows. In section 2 we consider the simple case of a Dirac fermion with a complex spatially varying mass. We determine the dispersion relation for the two helicities to leading order in Higgs field derivatives, and find from it the group velocity and the physical force acting on a fermion. We also compute and interpret the currents in the absence of collisions and show explicitly how the gauge invariant force can be identified from canonical equations of motion. In section 3 we employ the formalism in the case of the MSSM, in particular, computing the dispersion relations, group velocities and force terms for the charginos. (Squarks and neutralinos are also discussed here.) In section 4 we derive the diffusion equations, complete with the CP-odd source terms from the Boltzmann equations, using a truncated expansion in moments of the distribution functions. In section 5, these general results are applied to find and solve the appropriate set of diffusion equations which determine the chiral quark asymmetry in the MSSM. The rate of baryon production due to the excess of left-handed quarks is also computed in section 5, and our numerical results are given in section 6. In section 7 we present our conclusions, and a discussion of how the present results differ from previously published ones. ## 2 Introductory example: Fermion with complex mass To understand some of the subtleties which arise when solving the equations of motion in the WKB approximation, let us first consider the example of a single Dirac fermion with a spatially varying, complex mass, $$(i\gamma ^\mu _\mu mP_Rm^{}P_L)\psi =0;m=\|m(z)\|e^{i\theta (z)},$$ (9) where $`P_{R,L}=\frac{1}{2}(1\pm \gamma _5)`$ are the chiral projection operators. We wish to solve eq. (9) approximately in an expansion in gradients of $`\|m\|`$ and $`\theta `$. To simplify the solution we boost to the frame in which the momentum parallel to the wall is zero ($`p_x=p_y=0`$) and consider first positive energy eigenstates, $`\psi e^{i\omega t}`$. Then, because spin is a good quantum number, we can write the spin eigenstate as a direct product of chirality and spin states $$\mathrm{\Psi }_se^{i\omega t}\left(\begin{array}{cc}L_s& \\ R_s& \end{array}\right)\chi _s;\sigma _3\chi _ss\chi _s,$$ (10) where $`R_s`$ and $`L_s`$ are the relative amplitudes for right and left chirality, respectively (and we are using the chiral representation of the Dirac matrices). Spin $`s`$ is related to helicity $`\lambda `$ by $`s\lambda \mathrm{sign}(p_z)`$. Inserting (10) into the Dirac equation (9) then reduces to two coupled complex equations for complex parameters $`L_s`$ and $`R_s`$: $`(\omega is_z)L_s`$ $`=`$ $`mR_s`$ (11) $`(\omega +is_z)R_s`$ $`=`$ $`m^{}L_s.`$ (12) We can now use eq. (11) to eliminate $`R_s`$ from (12), which then becomes a single second order complex differential equation for $`L_s`$: $$\left((\omega +is_z)\frac{1}{m}(\omega is_z)m^{}\right)L_s=0.$$ (13) To facilitate the gradient expansion, we write the following WKB ansatz for $`L_s`$: $$L_swe^{i^zp_c(z^{})𝑑z^{}}.$$ (14) We have suppressed the spin index $`s`$ in $`w`$ and $`p_c`$ for simplicity. Inserting (14) into eq. (13) we find the following two coupled equations (real and imaginary parts of (13)): $`\omega ^2\|m\|^2p_c^2+(s\omega +p_c)\theta ^{}{\displaystyle \frac{\|m\|^{}}{\|m\|}}{\displaystyle \frac{w^{}}{w}}+{\displaystyle \frac{w^{\prime \prime }}{w}}`$ $`=`$ $`0`$ (15) $`2p_cw^{}+p_c^{}w{\displaystyle \frac{\|m\|^{}}{\|m\|}}(s\omega +p_c)w\theta ^{}w^{}`$ $`=`$ $`0`$ (16) While complicated in appearance, eqs. (15-16) are easily solved iteratively. For example, to the lowest order one sets all derivative terms to zero, whereby the first equation immediately gives the usual dispersion relation $`\omega ^2=p_c^2+\|m\|^2`$. It is also easy to extend the dispersion relation to first order in derivatives, because the contributions proportional to $`w^{}`$ decouple from eq. (15) at this order: $$p_c=p_0+s_{CP}\frac{s\omega +p_0}{2p_0}\theta ^{}+\alpha ^{},$$ (17) where $`p_0=\mathrm{sign}(p)\sqrt{\omega ^2\|m\|^2}`$. In(17) we have shown the generalization to antiparticles by including the sign $`s_{CP}`$, which is $`+1`$ for the particle and $`1`$ for the antiparticle. This follows from the fact that the Dirac equation for antiparticles is obtained from (9) by the substitution $`mm^{}`$, which changes $`\theta `$ to $`\theta `$. The arbitrary function $`\alpha ^{}(z)`$ reflects the ambiguity in the definition of momentum $`p_c`$ in (14), because of the freedom to perform vector-like phase redefinitions of the field, $`\psi e^{i\alpha (z)}\psi `$, which cause $`p_cp_c+\alpha ^{}`$. This ‘gauge’ dependence reflects the fact that $`p_c`$ is not the physical momentum of the WKB-state, a quantity which we will explicitly identify and show to be gauge independent below. In the preceeding, we considered the left-handed spinor $`L_s`$. The same procedure applied to $`R_s`$ gives $$p_c=p_0+s_{CP}\frac{s\omega p_0}{2p_0}\theta ^{}+\alpha ^{},$$ (18) because of the sign difference between eqs. (11) and (12). The factors $`(s\omega +p_c)`$ are likewise replaced by $`s\omega p_c`$ in (15) and (16). In the following we will show that this difference actually does not have any physical effect: the group velocity and force acting on the particle is the same whether one uses (17) or (18). For simplicity we continue to refer to the relations for $`L_s`$ unless the contrary is explicitly stated. ### 2.1 Canonical equations of motion As anticipated above $`p_c`$ can be identified as the canonical momentum for the motion of the WKB wave-packets. To see this more clearly, let us first invert (17) to obtain an expression for the invariant energy <sup>2</sup><sup>2</sup>2This discussion is closely analogous to the motion of a particle in an electromagnetic field, which can be described by a Hamiltonian $$H=\sqrt{(𝐩_ce𝐀)^2+m^2}+eA_0.$$ Here the canonical momentum $`𝐩_c`$ is related to the physical, kinetic momentum $`𝐩m𝐯/\sqrt{1v^2}=\omega 𝐯_g`$ by the relation $`𝐩_c=𝐩+e𝐀`$. Canonical momentum is clearly a gauge dependent, unphysical quantity, because the vector potential is gauge variant. Similarly canonical force acting on $`𝐩_c`$ is gauge dependent, but the gauge dependent parts cancel when one computes the physical force acting on kinetic momentum: $$\dot{𝐩}_k=_𝐱He_t𝐀=e(𝐄+𝐯\times 𝐁).$$ $$\omega =\sqrt{(p_c\alpha _{CP})^2+\|m\|^2}s_{CP}\frac{s\theta ^{}}{2},$$ (19) where $`\alpha _{CP}\alpha ^{}+s_{CP}\theta ^{}/2`$ in the left- and $`\alpha _{CP}\alpha ^{}s_{CP}\theta ^{}/2`$ right chiral sector. (This difference in $`\alpha _{CP}`$ has no consequence what follows, which is why we have suppressed the indices referring to chirality). Identifying the velocity of the WKB particle with the group velocity of the wave-packet (corresponding to the stationary phase condition of the WKB-wave) it can be computed as $`v_g=(_{p_c}\omega )_x`$ $`=`$ $`{\displaystyle \frac{p_c\alpha _{CP}}{\sqrt{(p_c\alpha _{CP})^2+\|m\|^2}}}`$ (20) $`=`$ $`{\displaystyle \frac{p_0}{\omega }}\left(1+s_{CP}{\displaystyle \frac{s\|m\|^2\theta ^{}}{2p_0^2\omega }}\right),`$ where the latter form follows on expanding to linear order in $`\|m\|^2\theta ^{}/\omega `$ after eliminating $`p_c\alpha _{CP}`$ with (19). $`v_g`$ is clearly a physical quantity, independent of the ambiguity in definition of $`p_c`$. Given energy conservation along the trajectory we then have the equation of motion for the canonical momentum viz. $$\dot{p_c}=(_x\omega )_{p_c}=v_g\alpha _{CP}^{}\frac{\|m\|\|m\|^{}\omega }{(\omega +s_{CP}\frac{s\theta ^{}}{2})}+s_{CP}\frac{s\theta ^{\prime \prime }}{2}$$ (21) which, like the canonical momentum itself, is manifestly a gauge dependent quantity, through the first term. Equations (20) and (21) together are the canonical equations of motion defining the trajectories of our WKB particles in phase space. The physical kinetic momentum can now be defined as corresponding to the movement of a WKB-state along its world line $$p\omega v_g.$$ (22) This relation also defines the physical dispersion relation between the energy and kinetic momentum. We now calculate, using the canonical equations of motion (20) and (21), the force acting on the particles defined as in eq. (3) i.e. $`F=\dot{p}=\omega \dot{v}_g`$, where the latter follows trivially since $`\dot{\omega }=0`$ along the particle trajectory. In particular we wish to verify explicitly that we obtain a gauge independent result for the force. Using the canonical equations of motion we have $`\dot{v}_g`$ $`=`$ $`\dot{x}(_xv_g)_{p_c}+\dot{p_c}(_{p_c}v_g)_x`$ (23) $`=`$ $`v_g(_xv_g)_{p_c}(_x\omega )_{p_c}(_{p_c}v_g)_x.`$ Using the form (20) for $`v_g`$, differentiating and substituting with the dispersion relation (19), we find $`(_xv_g)_{p_c}`$ $`=`$ $`{\displaystyle \frac{m^2}{(\omega +s_{CP}\frac{s\theta ^{}}{2})^3}}`$ $`(_{p_c}v_g)_x`$ $`=`$ $`\alpha _{CP}^{}{\displaystyle \frac{m^2}{(\omega +s_{CP}\frac{s\theta ^{}}{2})^3}}v_g{\displaystyle \frac{\|m\|\|m\|^{}}{(\omega +s_{CP}\frac{s\theta ^{}}{2})^2}}`$ (24) from which it is easy to see that the gauge terms (in $`\alpha _{CP}`$) cancel out exactly in (23) and that the force is given by the gauge independent expression $$\dot{p}=\omega \dot{v}_g=\frac{\|m\|\|m\|^{}\omega }{(\omega +s_{CP}\frac{s\theta ^{}}{2})^2}+s_{CP}\frac{s\theta ^{\prime \prime }}{2}\frac{\|m\|^2\omega }{(\omega +s_{CP}\frac{s\theta ^{}}{2})^3}$$ (25) which to linear order in $`\theta ^{}`$ can be written as $$\dot{p}=\frac{\|m\|\|m\|^{}}{\omega }+s_{CP}\frac{s(\|m\|^2\theta ^{})^{}}{2\omega ^2}.$$ (26) The force therefore contains two pieces. The first is a CP-conserving part, leading to like deceleration of both particles and antiparticles because of the increase in the magnitude of the mass. The second part, proportional to the gradient of the complex phase of the mass term, is CP-violating, and causes opposite perturbations in particle and antiparticle densities. In connection with eq. (18) we mentioned the difference in definition of canonical momentum for left- and right-handed particles. From the immediately preceding discussion we can see that this difference gets absorbed into the definition of the unphysical phase $`\alpha _{CP}`$. Indeed, for the right-handed fermions one should define $`\alpha _{CP}=\alpha ^{}s_{CP}\theta ^{}/2`$ instead of $`\alpha ^{}+s_{CP}\theta ^{}/2`$. Since we have just shown that $`\alpha _{CP}`$ cancels out of physical quantities, the difference between the dispersion relations derived from the spinors $`L_s`$ and $`R_s`$ has no physical effect. On the other hand, it is true that for relativistic particles $`L_s`$ will represent a particle with mostly negative helicity and $`R_s`$ will correspond to a mostly positive helicity particle. The information about helicity ($`\lambda `$) is contained in the spin factor, $`s=\lambda \mathrm{sign}(p_z)`$, and this does have a physical effect: particles with opposite spin feel opposite CP-violating forces. ### 2.2 Currents Let us conclude this section by considering currents of WKB states under the influence of the CP-violating classical force (26). The current can be defined in the usual way, $$j^\mu (x)=\overline{\psi }(x)\gamma ^\mu \psi (x).$$ (27) Now eq. (16) can be used to solve for $`w`$ to first order in gradients. After some straightforward algebra one finds to this order the solution $$\psi _{p,s}=\frac{\|m\|}{\sqrt{2p_s^+(\omega +sp_0)}}\left(\begin{array}{c}1\\ \frac{\omega +sp_s^+}{\|m\|}\left(1\frac{i\lambda \omega \|m\|^{}}{2p_0^2\|m\|}\right)\end{array}\right)\chi _se^{i{\scriptscriptstyle \stackrel{~}{p}_s}+i\frac{\theta }{2}\gamma _5+i\alpha ^{}}$$ (28) where $`\stackrel{~}{p}_sp_0+s\omega \theta ^{}/(2p_0)`$ and $`p_s^+\stackrel{~}{p}_s+\theta ^{}/2`$. With this expression, it is simple to show by direct substitution that the current (27) corresponding to a WKB-state becomes $$j_p^\mu (x)=(\frac{1}{v_g};\widehat{𝐩}),$$ (29) where we have restored the trivial dependence on $`𝐩_{\|\|}=(p_x,p_y,0)`$ by boosting in the direction parallel to the bubble wall. This result confirms the intuitive WKB-particle interpretation; in the absence of collisions the quasiparticles follow their semiclassical paths, and when they slow down at some point the outcome is an increase of local density proportional to the inverse of the velocity. Because of this compensation of reduced velocity by increased density, the 3-D particle flux ($`𝐣`$) remains unaffected by the classical force. Let us finally compute the current arising from a distribution of WKB-quasiparticle states using the physical dispersion relation. Under our basic assumption that the plasma can be well described by a collection of WKB-states we can write $$j^\mu (x)=\frac{d^3pd\omega }{(2\pi )^4}p^\mu f(\omega )(2\pi )\delta \left(\omega ^2\omega _0^2+s_{CP}\frac{s\|m\|^2\theta ^{}}{\omega }\right).$$ (30) After integrating over $`p_z`$, this becomes $$j^\mu (x)=\frac{p_{\|\|}^2dp_{\|\|}d\omega }{2\pi ^2}(\frac{1}{v_g};\widehat{𝐩})f(\omega ).$$ (31) in perfect agreement with the result (29). The current (31) was recently derived from more fundamental principles in ref. (see also ); it was argued that the slightly more general result obtained in would reduce to the form (31) in the limit of frequent decohering scatterings; this limit is of course an underlying assumption in the WKB quasiparticle approximation used here. ## 3 Application of WKB to the MSSM In this section we extend the previous analysis of dispersion relations and canonical equations to the case of the MSSM. The most natural candidate to effect baryogenesis in the MSSM would appear to be the left chiral quarks themselves, because any CP-odd perturbations in their distributions should directly bias the sphaleron interactions. However, in the MSSM the Higgs field potential is real at tree level, and therefore the CP-violating effect on quark masses arises only at one loop order. Moreover, the contribution from CP violation present in the supersymmetric version of the CKM matrix is potentially suppressed by the GIM mechanism, like in the case of the SM . Excluding a direct source in quarks, one must look for CP-violating sources in various supersymmetric particles. These species include squarks, which couple to quarks via strong supergauge interactions, and charginos, which couple strongly to the third family quarks via Yukawa interactions. We also comment on neutralinos, which have couplings similar to those of the charginos. ### 3.1 Squarks After quarks the natural candidate to consider in the supersymmetric spectrum are the scalar partners of the third family quarks. The top squark mass matrix can be written as $$M_{\stackrel{~}{q}}^2=\left(\begin{array}{cc}m_Q^2& y(A^{}H_2+\mu H_1)\\ y(AH_2+\mu ^{}H_1)& m_U^2\end{array}\right)$$ (32) in the basis of the left- and right-handed fields $`\stackrel{~}{q}=(\stackrel{~}{t}_L`$, $`\stackrel{~}{t}_R)^T`$. Here the spatially varying VEV’s $`H_i`$ for the two Higgs fields are normalized such that in the zero temperature vacuum $`\sqrt{2}(H_1^2+H_2^2)=246`$ GeV. The parameters $`m_{Q,U}^2`$ refer to the sum of soft SUSY-breaking masses and VEV-dependent $`y^2m_t^2`$ and $`D`$-terms, but their explicit form will not be important here. Since squarks are bosons, they obey the Klein-Gordon equation $$(_t^2_z^2+M_{\stackrel{~}{q}}^2)\stackrel{~}{q}=0.$$ (33) As in the case of a Dirac fermion, we first boost to the frame where the particle is moving orthogonal to the wall ($`p_x=p_y=0`$). The chiral structure encountered in the fermionic case is missing here, but the problem is complicated by left-right flavor mixing. To deal with this mixing, at first order in the derivative expansion, it is easiest to perform a unitary rotation $`U_q`$ to the eigenbasis of $`M_{\stackrel{~}{q}}^2`$. The explicit form of the rotation matrix is $$U_q=\mathrm{diag}(e^{i\varphi _{qi}})\frac{\sqrt{2}}{\sqrt{\mathrm{\Lambda }_q(\mathrm{\Lambda }_q+\mathrm{\Delta }_q)}}\left(\begin{array}{cc}\frac{1}{2}(\mathrm{\Lambda }_q+\mathrm{\Delta }_q)& a_q\\ a_q^{}& \frac{1}{2}(\mathrm{\Lambda }_q+\mathrm{\Delta }_q)\end{array}\right),$$ (34) where $`a_qy(A_q^{}H_2+\mu ^{}H_1)`$, $`\mathrm{\Delta }_qm_Q^2m_U^2`$, and $`\mathrm{\Lambda }\sqrt{\mathrm{\Delta }_q^2+4\|a_q\|^2}`$. The diagonal matrix $`\mathrm{diag}(e^{i\varphi _{qi}})`$ contains arbitrary phases by which the local mass eigenstates can be multiplied, or equivalently the ambiguity in the choice of the rotation matrix, due to the $`U(1)`$ gauge invariance of the lagrangian. After the rotation, eq. (33) becomes $$\left(\omega ^2+_z^2M_d^2+U_2+2U_1_z\right)\stackrel{~}{q}_d=0,$$ (35) where $`M_d^2`$ is a diagonal matrix, $`U_1U_q^{}_zU_q`$ and $`U_2U_q^{}_z^2U_q`$. We can formally write (35) as $`D_{}\stackrel{~}{q}_{}D_+\stackrel{~}{q}_+`$ $`=`$ $`0`$ $`D_{++}\stackrel{~}{q}_+D_+\stackrel{~}{q}_{}`$ $`=`$ $`0.`$ (36) The quantities $`D_\pm `$’s are differential operators in the rotated basis, which makes it impossible to exactly decouple the equations for the variables $`\stackrel{~}{q}_\pm `$. However, one can show that they do decouple to first order in the gradient expansion. To this end we first write the equations (36) in the form $`(D_{++}D_{}D_+D_+)\stackrel{~}{q}_{}+[D_+,D_{++}]\stackrel{~}{q}_+`$ $`=`$ $`0`$ $`(D_{}D_{++}D_+D_+)\stackrel{~}{q}_++[D_+,D_{}]\stackrel{~}{q}_{}`$ $`=`$ $`0.`$ (37) It is easy to see that the commutator terms are of second order or higher in derivatives of mass matrix elements. Similarly, the products of the off-diagonal terms $`D_\pm D_\pm `$ are second order or higher and can be neglected. Finally, one can show that $`D_{}D_{\pm \pm }\stackrel{~}{q}_\pm =c_\pm D_\pm \stackrel{~}{q}_\pm +𝒪(_z^2)`$, where $`c_\pm `$ are some constants. One then has simply $$D_{\pm \pm }\stackrel{~}{q}_\pm =0$$ (38) up to second order gradient corrections. Inserting the WKB ansatz $`\stackrel{~}{q}_\pm w_\pm e^{i^zp_{c\pm }𝑑z}`$ into (38) one finds $$\left(2ip_{c\pm }w_\pm ^{}+ip_{c\pm }^{}+\omega ^2m_\pm ^2p_{c\pm }^2+2ip_{c\pm }U_{1\pm \pm }\right)w_\pm =0.$$ (39) Breaking up the real and complex parts of the equations, we get $`\omega ^2m_\pm ^2p_{c\pm }^2`$ $`=`$ $`2p_{c\pm }\mathrm{Im}(U_{1\pm \pm }),`$ (40) $`2p_{c\pm }{\displaystyle \frac{w_\pm ^{}}{w_\pm }}+ip_{c\pm }^{}`$ $`=`$ $`2p_{c\pm }\mathrm{Re}(U_{1\pm \pm }).`$ (41) The correction term $`U_{1\pm \pm }`$ appearing in the above equations is in fact purely imaginary: $`U_{1\pm \pm }`$ $``$ $`i\theta _{q\pm }^{}`$ (42) $`=`$ $`{\displaystyle \frac{2iy^2}{\mathrm{\Lambda }_q(\mathrm{\Lambda }_q+\mathrm{\Delta }_q)}}\mathrm{Im}(A_t^{}\mu )(H_1^{}H_2H_2^{}H_1)+i\stackrel{~}{\varphi }_{q\pm }^{},`$ where $`\stackrel{~}{\varphi }_{q\pm }^{}=(U_q\mathrm{diag}(\varphi _{qi}^{})U_q^{})_{\pm \pm }`$ are still some arbitrary phases. Using this notation, we see that the dispersion relation acquires an energy-independent shift from the leading order result: $$p_{c\pm }=p_{0\pm }\theta _{q\pm }^{},$$ (43) where $`p_{0\pm }\mathrm{sign}(p_z)\sqrt{\omega ^2m_\pm ^2}`$. Curiously, the parametric form of the shift (42) is the same as what appears in the source derived for squarks in . In our method this correction originated from a local rotation in the flavour basis of the mass eigenstates. Similarly, in the source $`\mathrm{Im}(A_t^{}\mu )(H_1^{}H_2H_2^{}H_1)`$ was found by performing an expansion to a finite order in the flavour nondiagonal mass insertion over temperature, which is an approximate way of taking into account a rotation of eigenstates in a varying background. In the present context we can see, however, that this shift is unphysical, because of the arbitrariness of the phases $`\stackrel{~}{\varphi }_{q\pm }^{}`$ in (42). For example, they could be chosen to make $`\theta _{q\pm }^{}=0`$. This is only possible because the expression (42) is a function of $`x`$ only, and not $`p`$. Indeed, proceeding in analogy with the fermionic case of section (2.1), we find that $`p_{c\pm }`$ is to be identified as the canonical momentum of the system. Moreover, defining the physical momentum $`p_\pm `$ through the group velocity as in (22), we find $$p_\pm \omega v_{g\pm }=p_{0\pm }.$$ (44) Thus the physical momentum gets no corrections to first order accuracy. This implies that neither does any classical force arise at first order in gradients. Notice also that, because $`\mathrm{Re}(U_{1\pm \pm })=0`$, the normalization of the state can be computed only to the zeroth order from (41), which gives $`w_\pm =C_\pm /\sqrt{p_{0\pm }}`$, where $`C_\pm `$ are constants. Because the CP-violating source can only arise at second order in the gradient expansion in the squark sector, it is parametrically small compared to a fermionic source (to be derived for charginos below). Given the range of wall widths compatible with a sufficiently strongly first order phase transition in the MSSM , we can estimate this suppression roughly to be of the order $`km^{}/m1/3T\mathrm{}_w1/30`$ for a particle with thermal de Broglie wave number $`k1/3T`$ and wall width $`\mathrm{}_w10/T`$. We will accordingly neglect the squark source henceforth. ### 3.2 Charginos An asymmetry in Higgsinos is efficiently transported to left-handed quarks via strong Yukawa interactions with third family quarks. The chargino mass term, $$\overline{\mathrm{\Psi }}_RM\mathrm{\Psi }_L+\mathrm{h}.\mathrm{c}.,$$ (45) contains complex phases required for a CP-violating force term. In the basis of Winos and Higgsinos the chiral fields are $`\mathrm{\Psi }_R`$ $`=`$ $`(\stackrel{~}{W}_R^+,\stackrel{~}{h}_{1,R}^+)^T`$ $`\mathrm{\Psi }_L`$ $`=`$ $`(\stackrel{~}{W}_L^+,\stackrel{~}{h}_{2,L}^+)^T`$ (46) and the mass matrix is $$M=\left(\begin{array}{cc}m_2& gH_2\\ gH_1& \mu \end{array}\right),$$ (47) where the spatially varying VEV’s $`H_i`$ are definded as in the squark case. The corresponding Dirac equation, in the frame where $`p_x=p_y=0`$, is $$(i\gamma _0_ti\gamma _3_zM^{}P_LMP_R)\mathrm{\Psi }=0.$$ (48) To solve it in the WKB approximation, we follow the same procedure as with the single Dirac fermion and the squark cases above. First we introduce the spin eigenstate as a direct product of chirality and spin states, where spin $`s`$ and helicity $`\lambda `$ are related by $`s\lambda \mathrm{sign}(p_z)`$: $$\mathrm{\Psi }_se^{i\omega t}\left(\begin{array}{cc}L_s& \\ R_s& \end{array}\right)\mathrm{\Phi }_s;\sigma _3\mathrm{\Phi }_ss\mathrm{\Phi }_s.$$ (49) In contrast with the simple Dirac fermion, the relative amplitudes of left and right chirality, $`L_s`$ and $`R_s`$, are now two-dimensional complex vectors in the Wino-Higgsino flavor space. Keeping this generalization in mind, the solution proceeds formally in analogy to the case of a single Dirac fermion; inserting (49) into the Dirac equation (48) gives $`(\omega is_z)L_s`$ $`=`$ $`MR_s`$ (50) $`(\omega +is_z)R_s`$ $`=`$ $`M^{}L_s.`$ (51) From eq. (50) we have $`R_s=M^1(\omega is_z)L_s`$, which when substituted into (51) gives $$\left(\omega ^2+_z^2MM^{}+is(M_zM^1)(\omega is_z)\right)L_s=0.$$ (52) Since $`L_s`$ is a two-component object, writing the WKB-ansatz is somewhat more involved than it is for a single fermion. But since $`MM^{}`$ is a hermitian matrix, we can rotate to its diagonal basis, similarly to the squarks. Eq. (52) then becomes $`\left(\omega ^2+_z^2m_D^2+2U_1_z+U_2+isA_1(\omega is_z)+A_2\right)L_s^d=0,`$ (53) where the superscript in $`L_s^d`$ indicates that we are in the basis where $`MM^{}`$ is locally diagonal as a function of distance $`z`$ from the wall. The $`2\times 2`$ matrices (in the Wino-Higgsino flavor space) in (53) are defined by $`U_1U_zU^{};U_2U_z^2U^{};`$ $`A_1U(M_zM^1)U^{};A_2A_1U_1.`$ (54) The explicit form of the rotation matrix $`U`$ which diagonalizes $`MM^{}`$ is similar to the one encountered in the squark case: $$U=\mathrm{diag}(e^{i\varphi _i})\frac{\sqrt{2}}{\sqrt{\mathrm{\Lambda }(\mathrm{\Lambda }+\mathrm{\Delta })}}\left(\begin{array}{cc}\frac{1}{2}(\mathrm{\Lambda }+\mathrm{\Delta })& a\\ a^{}& \frac{1}{2}(\mathrm{\Lambda }+\mathrm{\Delta })\end{array}\right),$$ (55) where $`a`$ $``$ $`m_2u_1+\mu ^{}u_2`$ $`\mathrm{\Delta }`$ $``$ $`\|m_2\|^2\|\mu \|^2+u_2^2u_1^2`$ $`\mathrm{\Lambda }`$ $``$ $`\sqrt{\mathrm{\Delta }^2+4\|a\|^2}`$ $`u_i`$ $``$ $`gH_i.`$ (56) The arbitrary angles $`\varphi _i`$ will eventually enter the dispersion relation as physically irrelevant shifts in the canonical momenta, similarly to the squark case and the case of the single Dirac fermion. The diagonalized $`MM^{}`$ matrix, $`m_D^2=\mathrm{diag}(m_+^2,m_{}^2)`$, has the eigenvalues $$m_\pm ^2=\frac{1}{2}\left(\|m_2\|^2+\|\mu \|^2+u_2^2+u_1^2\right)\pm \frac{\mathrm{\Lambda }}{2}.$$ (57) Broken into components, labeled by $`\pm `$, and suppressing the spin index on $`L_s^d`$, equation (53) can be written as $`D_{}L_{}^dD_+L_+^d`$ $`=`$ $`0`$ $`D_{++}L_+^dD_+L_{}^d`$ $`=`$ $`0.`$ (58) Just as in the squark case, one can show that the mixing terms in (58) can be neglected to the first order in the gradient expansion, and it is sufficient to solve the decoupled equations $$D_{}L_{}^d=0.$$ (59) Inserting the WKB ansatz, $`L_\pm ^dw_\pm e^{i{\scriptscriptstyle p_\pm 𝑑z}}`$, into (59), and writing $`D_{}`$ explicitly, we obtain $$\left(\omega ^2p_\pm ^2m_\pm ^2+ip_\pm ^{}+2ip_\pm _z+2ip_\pm U_{1}^{}{}_{\pm \pm }{}^{}+is(\omega +sp_\pm )A_{1}^{}{}_{\pm \pm }{}^{}\right)w_\pm =0.$$ (60) Taking the real and imaginary parts of this equation we have $`\omega ^2p_\pm ^2m_\pm ^2`$ $`=`$ $`\mathrm{Im}\left(2p_\pm U_{1}^{}{}_{\pm \pm }{}^{}+s(\omega +sp_\pm )A_{1}^{}{}_{\pm \pm }{}^{}\right)`$ (61) $`p_\pm ^{}+2p_\pm {\displaystyle \frac{w_\pm ^{}}{w_\pm }}`$ $`=`$ $`\mathrm{Re}\left(2p_\pm U_{1}^{}{}_{\pm \pm }{}^{}+s(\omega +sp_\pm )A_{1}^{}{}_{\pm \pm }{}^{}\right).`$ (62) Equations (61-62) are similar to the equations (40-41) for squarks apart from the appearance of new contributions from the matrix $`A_1`$ in (61\- 62); as we shall see, this difference is crucial. Eq. (61) gives the dispersion relation to first order in gradients; however (62) gives the normalization ($`w_\pm `$) only to zeroth order, because integrating $`w_\pm ^{}`$ eliminates one derivative. To this order $`w_\pm `$ give the usual spinor normalization, but with a spatially varying mass terms. If we needed to know $`w_\pm `$ also at first order, it would be necessary to include second order corrections to (62). Luckily we do not need these results here, and therefore concentrate on the dispersion relation in the following. To find the leading correction to the dispersion relation we need to compute the diagonal elements of the matrices $`U_1`$ and $`A_1`$: $`\mathrm{Im}A_{1}^{}{}_{\pm \pm }{}^{}`$ $`=`$ $`\pm {\displaystyle \frac{\mathrm{Im}(m_2\mu )}{m_\pm ^2\mathrm{\Lambda }}}(u_1u_2^{}+u_2u_1^{})`$ $`\mathrm{Im}U_{1}^{}{}_{\pm \pm }{}^{}`$ $`=`$ $`\pm {\displaystyle \frac{2\mathrm{I}\mathrm{m}(m_2\mu )}{\mathrm{\Lambda }(\mathrm{\Lambda }+\mathrm{\Delta })}}(u_1u_2^{}u_2u_1^{})+i\stackrel{~}{\varphi }_{L\pm }^{},`$ (63) where $`\stackrel{~}{\varphi }_{L\pm }^{}(U\mathrm{diag}(\varphi _i^{})U^{})_{\pm \pm }`$. Defining $`p_0=\mathrm{sign}(p)\sqrt{\omega ^2\|m_\pm \|^2}`$ the dispersion relation for the states associated with $`L_\pm ^d`$ becomes $`p_\pm ^L=p_{0\pm }`$ $``$ $`s_{CP}{\displaystyle \frac{s(\omega +sp_{0\pm })}{2p_{0\pm }}}{\displaystyle \frac{\mathrm{Im}(m_2\mu )}{m_\pm ^2\mathrm{\Lambda }}}(u_1u_2^{}+u_2u_1^{})`$ (64) $``$ $`s_{CP}{\displaystyle \frac{2\mathrm{I}\mathrm{m}(m_2\mu )}{\mathrm{\Lambda }(\mathrm{\Lambda }+\mathrm{\Delta })}}(u_1u_2^{}u_2u_1^{})\pm i\mathrm{\Lambda }\stackrel{~}{\varphi }_{L\pm }^{}.`$ The sign $`s_{CP}`$ is 1 ($`1`$) for particles (antiparticles). The signs $`\pm `$ refer to the mass eigenstates; below, we will want to focus on the state which smoothly evolves into a pure Higgsino in the unbroken phase in front of the wall. This will depend on the hierarchy of the diagonal terms in the chargino mass matrix in the following way: $$p_{\stackrel{~}{h}_2}=\{\begin{array}{cc}p_+^L,\hfill & \|\mu \|>\|m_2\|\hfill \\ p_{}^L,\hfill & \|\mu \|<\|m_2\|.\hfill \end{array}$$ (65) The reason for identifying $`p`$ with the Higgsino $`\stackrel{~}{h}_2`$ is that it plays the role of the left-handed species in the mass term, as we have written it in eqs. (45-46). In the diffusion equations to be derived in the following sections, we will treat the charginos as relativistic particles, whose chirality is approximately conserved. We therefore would also like to know the dispersion relation for the other flavor component, $`\stackrel{~}{h}_2`$, which is associated with the right-handed spinor $`R_s^d`$. Our convention for the sign of $`\stackrel{~}{h}_2`$-number is the supersymmetric one, where the Higgsino mass term is written in terms of left-handed fields only and has the form $$\mu \stackrel{~}{h}_1\stackrel{~}{h}_2+\mathrm{h}.\mathrm{c}.$$ (66) Explicitly, we identify $`\stackrel{~}{h}_1`$ $``$ $`\stackrel{~}{h}_{1,L}^+=(\stackrel{~}{h}_{1,R}^+)^c`$ $`\stackrel{~}{h}_2`$ $``$ $`\stackrel{~}{h}_{2,L}^{}`$ (67) That is, $`\stackrel{~}{h}_1`$ is identified with the CP conjugate of $`\stackrel{~}{h}_{1,R}^+`$, whereas $`\stackrel{~}{h}_{1,R}^+`$ itself is the particle represented by the spinor $`R_s^d`$. Therefore we must remember to perform a CP conjugation of the $`R_s^d`$-field dispersion relation if it is to represent the states which we call $`\stackrel{~}{h}_1`$, a point which can be somewhat confusing.<sup>3</sup><sup>3</sup>3We erred on this point in . Going through the same steps as for $`L_s^d`$ to find the dispersion relation for $`R_s^d`$, we obtain $$\omega ^2p_\pm ^2m_\pm ^2=\mathrm{Im}\left(2p_\pm V_{1}^{}{}_{\pm \pm }{}^{}+s(\omega sp_k)B_{1}^{}{}_{\pm \pm }{}^{}\right)$$ (68) where $`V_1`$ and $`B_1`$ respectively can be obtained from $`U_1`$ and $`A_1`$ by exchanging $`u_1u_2`$ and taking complex conjugates of $`m_2`$ and $`\mu `$. Taking into account the additional sign change $`s_{CP}s_{CP}`$ required by our convention for the meaning of $`\stackrel{~}{h}_1`$, we obtain $`p_\pm ^R=p_{0\pm }`$ $``$ $`s_{CP}{\displaystyle \frac{s(\omega sp_{0\pm })}{2p_{0\pm }}}{\displaystyle \frac{\mathrm{Im}(m_2\mu )}{m_\pm ^2\mathrm{\Lambda }}}(u_1u_2^{}+u_2u_1^{})`$ (69) $`\pm `$ $`s_{CP}{\displaystyle \frac{2\mathrm{I}\mathrm{m}(m_2\mu )}{\mathrm{\Lambda }(\mathrm{\Lambda }+\overline{\mathrm{\Delta }})}}(u_1u_2^{}u_2u_1^{})i\mathrm{\Lambda }\stackrel{~}{\varphi }_{R\pm }^{}.`$ where $`\overline{\mathrm{\Delta }}\|m_2\|^2\|\mu \|^2+u_1^2u_2^2`$, $`\stackrel{~}{\varphi }_{R\pm }^{}(V\mathrm{diag}(\varphi _i^{})V^{})_{\pm \pm }`$, and by definition $`s_{CP}=1`$ for the state $`\stackrel{~}{h}_{1,L}`$. Similarly to (65), we identify $$p_{\stackrel{~}{h}_1}=\{\begin{array}{cc}p_+^R,\hfill & \|\mu \|>\|m_2\|\hfill \\ p_{}^R,\hfill & \|\mu \|<\|m_2\|.\hfill \end{array}$$ (70) The term proportional to $`u_1u_2^{}u_2u_1^{}`$ in (64) and (69) was not included in our earlier work. (The complete dispersion relation was however given in reference recently.) This term is odd under exchange of the higgs fields, and appears potentially viable to produce a source $`S_{H_1H_2}`$ in the diffusion equations for the combination $`\stackrel{~}{h}_1\stackrel{~}{h}_2`$. Indeed, if one does not keep in mind that the momenta $`p_\pm ^{L,R}`$ in (64) and (69) are the canonical momenta, and not the physical momenta, one is easily led to infer (as recently in ref. ) that there is a CP-violating force, since the canonical equation of motion $`\dot{p_c}=(_x\omega )_{p_c}`$ includes a contribution from this $`u_1u_2^{}u_2u_1^{}`$ piece. As discussed in section 2, however, the latter quantity is, like the canonical momentum itself, a gauge invariant quantity which changes under arbitrary overall local phase transformations on the fields. Just as in the squark case, the $`u_1u_2^{}u_2u_1^{}`$-part of the dispersion relation is energy-independent, can be absorbed into the arbitrary phase factor $`\mathrm{\Lambda }\stackrel{~}{\varphi }_\pm ^{}`$, and as such does not represent a physical quantity. In fact, grouping all unphysical constant terms from the r.h.s. of (64) or (69) into a common arbitrary phase factor, we get $$p_\pm ^{L,R}=p_{0\pm }+s_{CP}\frac{s\omega \theta _\pm ^{}}{2p_{0\pm }}+\alpha _\pm ^{L,R},$$ (71) with the physical phase $`\theta _\pm ^{}`$ defined by $$\theta _\pm ^{}\frac{\mathrm{Im}(m_2\mu )}{m_\pm ^2\mathrm{\Lambda }}(u_1u_2^{}+u_2u_1^{}).$$ (72) This result shows how the chiral force depends on having both CP-violating couplings in the Lagrangian (in this case the phase of $`m_2\mu `$) and spatially varying VEVs —otherwise the phases could be removed by global field redefinitions —so that the force is operative only within the wall. Treating the whole problem in the kinetic variables, as we do here, one avoids by construction the problems of gauge variance one encounters when using the canonical variables. The physical part of the dispersion relation is identical for both species of higgsinos, $`\stackrel{~}{h}_1`$ and $`\stackrel{~}{h}_2`$. Hence these states will have the same group velocities and experience the same physical force in the region of the wall. The form (71) for the dispersion relation is also identical to that for the single Dirac fermion, with the simple replacement $`\theta \theta _\pm `$, so that we immediately have $`v_{g\pm }`$ $`=`$ $`{\displaystyle \frac{p_{0\pm }}{\omega }}+{\displaystyle \frac{ss_{CP}m_\pm ^2\theta _\pm ^{}}{2\omega ^2p_{0\pm }}}`$ (73) $`F_\pm `$ $`=`$ $`{\displaystyle \frac{m_\pm m_\pm ^{}}{\omega }}+{\displaystyle \frac{ss_{CP}}{2\omega ^2}}\left(m_\pm ^2\theta _\pm ^{}\right)^{}.`$ (74) Since the force terms are identical for both kinds of higgsinos, so will be the source terms in their respective diffusion equations. This will become explicit when we prove in the next section that the source is proportional to a weighted thermal average of the force term. The outcome is that the linear combination $`S_{H_1H_2}`$ considered in and in is not sourced at all in the classical force mechanism, at leading order in the WKB expansion. ### 3.3 Neutralinos Neutralinos are an obvious candidate to study after charginos. The mass term for neutralinos can be written analogously to that of the charginos as $`\overline{\mathrm{\Psi }}_RM_n\mathrm{\Psi }_L+`$ h.c., where in the basis of gauginos and neutral Higgsinos, $`\mathrm{\Psi }_R=(\stackrel{~}{B},\stackrel{~}{W}_3,\stackrel{~}{h}_{1,R}^0,\stackrel{~}{h}_{2,R}^0)^T`$, $`M_n`$ $`=`$ $`\left(\begin{array}{cc}A& v\\ v^T& B\end{array}\right);A=\left(\begin{array}{cc}m_1& 0\\ 0& m_2\end{array}\right);B=\left(\begin{array}{cc}0& \mu \\ \mu & 0\end{array}\right);`$ (81) $`v`$ $`=`$ $`m_Z\left(\begin{array}{cc}\mathrm{cos}\theta _w\mathrm{sin}\beta & \mathrm{cos}\theta _w\mathrm{cos}\beta \\ \mathrm{sin}\theta _w\mathrm{sin}\beta & \mathrm{sin}\theta _w\mathrm{cos}\beta \end{array}\right)`$ (84) where $`\mathrm{tan}\beta =v_2/v_1`$, and $`m_Z`$ is the Higgs-field-dependent $`Z`$ boson mass. Because it is a $`4\times 4`$ matrix it is more difficult to solve for the WKB eigenstates of the neutralinos than for the charginos. However the structure of the mass matrices is sufficiently similar to suggest that the chiral force on neutralinos and hence the magnitude of the produced asymmetry in neutralinos is not in any way parametrically different from that of the charginos, and should be quantitatively similar as well. However, the transport of the asymmetry from neutralinos to the quark sector is much less efficient due to smaller gauge-strength coupling to fermions. We will therefore limit ourselves to a computation of the chargino contributions alone in the following estimate of the baryon asymmetry. ## 4 Transport Equations Our next task is to determine how the nontrivial dispersion relations lead to CP-odd perturbations on and around the bubble wall. In particular we need to determine how an asymmetry in left-handed quarks is produced which drives the electroweak sphalerons to generate the baryon asymmetry. Indeed, our primary source particles with direct CP-violating interactions with the wall (charginos) experience no baryon number violating interactions, and therefore the CP-violating effects must be communicated to the left-handed quark sector via interactions. Within the WKB approximation the plasma is described by a set of Boltzmann equations for the quasiparticle distribution functons. We will not attempt to solve the full momentum dependent equations; instead we will use them as a starting point to derive, by means of a truncated moment expansion, a set of diffusion equations for the local chemical potentials of the relevant particle species. The advancing phase transition front (bubble wall) distorts the plasma away from the equilibrium distributions which would exist if the wall were stationary. The exact form of the distortion is complicated, but a simple ansatz can be made in the present situation for two reasons. First, the perturbations in the chemical compositions are small in amplitude, because they are suppressed by the presumably small phase in the CP violating part of the force exerted by the wall on the particles. Second, the elastic interactions enforcing the kinetic equlibrium are much faster than the ones bringing about the chemical equilibrium and moreover, they are also very fast compared to the wall passage time-scale. We first need to determine the form of the local equilibrium distribution function for the WKB-states. To this end we need to more accurately specify what we mean by the particle interpretation of WKB-solutions, i.e. what is the appropriate local $`z`$-component of the momentum. Following our reasoning in the treatment of the flow term, we argue that for an interaction with a mean free path less than the wall width, $`\mathrm{\Gamma }^1<<\mathrm{}_w`$, the WKB-state can be approximated by a plane wave (particle) solution $$\psi _{\mathrm{WKB}}\mathrm{exp}[i(\omega t𝐩_{\|\|}𝐱_{\|\|}p_zz)],$$ (85) where $`𝐩_{\|\|}`$ is the momentum parallel to the wall and $`p_z`$ is the kinetic momentum defined by the physical dispersion relation such as (20) or (73). If $`\mathrm{\Gamma }^1<<\mathrm{}_w`$ one can to a good approximation compute the collision terms by extending this wave solution to infinity, which then formally implies the usual Feynman rules for the states with conserved 4-momentum $`(\omega ;𝐩_{\|\|},p_z)`$. Under these considerations the appropriate equilibrium solution in the wall frame is given by $$f_{i0}(p,x)=\frac{1}{e^{\beta \gamma _w(\omega +v_wp_z)}\pm 1},$$ (86) where $`v_w`$ is the velocity of the bubble wall, $`\gamma _w=1/\sqrt{1v_w^2}`$, $`\beta 1/T`$ and $`p`$ is the kinetic momentum. The signs $`\pm `$ refer to fermions or bosons, respectively. It is clear that the distribution (86) makes the collision integral vanish for the states (85) with a constant $`p_z`$. However, if $`\mathrm{\Gamma }^1`$ is not small in comparison with the wall width, one should expect corrections of the order $`\mathrm{\Gamma }_z`$ to the collision terms. These corrections are parametrically of the form of the spontaneous baryogenesis terms discussed earlier in the literature . We do not attempt to derive these terms here, because based on our earlier estimates , we expect them to be subleading to the source term deriving from the classical force in the flow term. The need to define the equilibrium distribution externally is an inherent shortcoming of the semiclassical method. In previous papers a slightly different approach was taken, where the ansatz was parametrized in terms of the canonical momentum. In canonical parametrization however, one is faced with a more subtle task to obtain phase reparametrization invariant physical results. We will give a detailed comparision of the two approaches in appendix B; here we comment that our present definition has a more direct physical interpretation and that the difference between the two approaches would lead to only small changes in our final results. At any rate, a more complete derivation of the transport equations, using the methods developed in , will be needed to settle the issue self-consistently. We now extend the ansatz (86) by allowing perturbations around the equilibrium: $$f_i(p,x)=\frac{1}{e^{\beta [\gamma _w(\omega +v_wp_z)\mu _i(x)]}\pm 1}+\delta f_i(p,x),$$ (87) where the local chemical potential function $`\mu _i(x)`$ and the local momentum-dependent deviation function $`\delta f_i(p,x)`$ are expected to be small in magnitude. The first part of (87) describes the system in kinetic, but possibly out of chemical equilibrium, whereas the momentum-dependent part $`\delta f_i(p,x)`$ describes any deviations from kinetic equilibrium. By definition of the local chemical potential $`\mu _i(x)`$, the total number density is given by the first term of (87) alone, and hence $$\mathrm{d}^3p\delta f_i(p,x)=0.$$ (88) The $`\delta f(x,p)`$ term will play the role of an auxiliary field in the following derivation. It cannot be neglected, for the Boltzmann equations with a force term can only be self-consistently solved if there is a perturbation which is anisotropic in momentum space.<sup>4</sup><sup>4</sup>4The same is true of the derivation of the diffusion current $`\stackrel{}{j}=D\stackrel{}{}n`$ in the simplest free diffusion approximation, or Ohm’s Law in the presence of an electric potential. The shape of $`\delta f_i(p,x)`$ cannot be consistently restricted beyond (88), since this would require some hierarchy between the elastic interaction rates that would allow certain perturbations to be damped more slowly than others. We now return to our derivation of the transport equations, adopting the ansatz (87). We have derived the dispersion relation in the rest frame of the bubble wall, where it is also easiest to derive the flow term of the Boltzmann equation. The collision term is simple in the rest frame of the plasma however, and to exploit this we must Lorentz-transform the flow term to the plasma frame in the end. Since the wall velocities are expected to be less than 0.1 , we will expand in $`v_w`$ and keep terms to first order in $`v_w`$; hence $`\gamma _w1`$ and it is sufficient to perform a Galilean transformation for the flow term. In the following subsection we will derive the diffusion equations in detail. The result will be a set of coupled equations for $`\xi _i\mu _i/T`$ of the form $`D_i\xi _i^{\prime \prime }v_w\xi _i^{}+\mathrm{\Gamma }_{ij}^d\xi _j=S_i`$, where $`D_i`$ is some yet to be determined diffusion coefficient, $`\mathrm{\Gamma }_{ij}^d`$ is a matrix of rates at which particles are lost due to decay and inelastic collision processes, and $`S_i`$ is the source term due to the chiral force. Application of this formalism to the MSSM will be considered in the next section. ### 4.1 Derivation of diffusion equations Moment expansion. Our starting point is a set of coupled Boltzmann equations for the relevant particle species. Since the expansion of the universe is negligible compared to the diffusion and interaction time scales, we have simply $$(_t+𝐯_g_𝐱+𝐅_𝐩)f_i=C[f_i,f_j,\mathrm{}].,$$ (89) where $`𝐯_g`$ is the group velocity and $`𝐅=\dot{𝐩}`$ is the classical force, as derived in sections 2 and 3, and the partial derivative with respect to $`𝐱`$ is now taken at fixed kinetic momentum $`𝐩`$. <sup>5</sup><sup>5</sup>5The Boltzmann equation was earlier written in terms of canonical variables: $$(_t+𝐯_g_𝐱+\dot{𝐩}_c_{𝐩_𝐜})f_i=C[f_i,f_j,\mathrm{}].,$$ (90) Equations (89) and (90) are actually equivalent, since Eqn. (89) can be obtained from (90) by a simple change of variables $`(x,p_c)(x,p(p_c,x))`$. To derive the diffusion equation for $`\mu _i`$, we first insert the ansatz (87) into (89), approximating $`\gamma _w=1`$, which gives $$v_g\left[\left((_z\omega )_{p_z}\mu ^{}\right)\frac{f_i}{\omega }+_z\delta f_i\right]+F_{i,z}\left[\left((_{p_z}\omega )_z+v_w\right)\frac{f_i}{\omega }+_{p_z}\delta f_i\right]=C[f_i,f_j,\mathrm{}].$$ (91) where primes mean $`/z`$ and the expression $`f_i/\omega `$ refers only to the non-$`\delta f_i`$ part of $`f_i`$. It should be noted that the partial derivatives with respect to $`p_z`$ in (91) are taken with respect to the kinetic momentum, and therefore do not correspond to the usual canonical equations of motion, i.e. $`(_{p_z}\omega )_zv_g`$ and $`(_z\omega )_{p_z}F_{i,z}`$. However, these terms still cancel because their sum is a total derivative of $`\omega `$: $$v_g(_z\omega )_{p_z}+F_{i,z}(_{p_z}\omega )_z=\dot{z}(_z\omega )_{p_z}+\dot{p}_z(_{p_z}\omega )_z=\mathrm{d}\omega /\mathrm{d}t=\mathrm{\hspace{0.33em}0}.$$ (92) Moreover, because the correction $`\delta f`$ is generated by the force, one can easily see that the CP-even correction arising from the $`F_{i,z}_{p_z}\delta f_i`$ term is of second order in gradients, and the CP-odd correction of third order, both one order higher than corresponding terms coming from the leading $`v_wF_{i,z}`$ term. We can thus neglect it and we are left with $$\frac{f_i}{\omega }\left(v_wF_{i,z}\mu ^{}\frac{p_z}{\omega }\right)+\frac{p_z}{\omega }\delta f_i^{}=C[f_i,f_j,\mathrm{}],$$ (93) where we also wrote $`v_g=p_z/\omega `$, which is an exact relation in the physical variables. As expected, the only source term<sup>6</sup><sup>6</sup>6i.e. the term which is nonvanishing when $`\mu =\delta f=0`$. Notice that the collision term vanishes in this limit. in (93) is proportional to the wall velocity, so that the trivial unperturbed Fermi-Dirac or Bose-Einstein distribution, $`f_0=(e^{\beta \omega }\pm 1)^1`$ becomes a solution in the limit of a wall at rest in the plasma frame, as it should. We now wish to transform to the plasma frame, since the collision integral takes a simple form there. Since the wall velocity is small , we can make a Galilean transformation of (93), $`v_gv_g+v_w`$. We can also replace $`f_i`$ by the unperturbed distribution $`f_0`$ to leading order in the perturbation. Then $$\left(\frac{p_z}{\omega }+v_w\right)\left(\mu _i^{}\frac{f_0}{\omega }+\delta f_i^{}\right)+v_w\frac{f_0}{\omega }F_{iz}=C[\mu _i,\delta f_i,\mathrm{}]$$ (94) for the Boltzmann equation (89) in the plasma rest frame. The term in (94) containing the force $`F_i`$ is what pushes the distributions out of both kinetic and chemical equilibrium. Notice that the chemical potential in this equation is not a purely CP-odd quantity. It is actually a pseudochemical potential which also has a component caused by the CP-even part of the classical force. The latter is relevant for the dynamics of the wall expansion, and determines the wall velocity and shape . For baryogenesis however, only the CP-violating part is important. We will therefore neglect the CP-even parts of $`\mu `$ and $`F_i`$ in what follows, denoting by $`\delta F_{iz}`$ the CP-odd part of the force. We next integrate both sides of (94) over momentum, weighting by $`1`$ and by $`p_z/\omega `$, respectively, to obtain two independent moment equations:<sup>7</sup><sup>7</sup>7This choice is not unique. To get the most reliable truncated equations, the moments should be chosen such that they sensitively probe the momentum region that is most relevant for the problem. Here the physical effect is not confined to any sharply cut region in the momentum space, and since we are performing an expansion in the wall velocity, it is natural to use the lowest moments of the unperturbed particle velocity. $`v_w{\displaystyle \frac{\mu _i^{}}{T}}+{\displaystyle \frac{p_z}{\omega }}\delta f_i^{}`$ $`=`$ $`C_i`$ $`{\displaystyle \frac{p_z^2}{\omega ^2}}{\displaystyle \frac{\mu _i^{}}{T}}+v_w{\displaystyle \frac{p_z}{\omega }}\delta f_i^{}+v_w\beta {\displaystyle \frac{p_z}{\omega }}\delta F_i`$ $`=`$ $`{\displaystyle \frac{p_z}{\omega }}C_i.`$ (95) where the average over momenta is defined as $$X\frac{1}{Td^{\mathrm{\hspace{0.17em}3}}p\frac{f_0}{\omega }}\{\begin{array}{cc}d^{\mathrm{\hspace{0.17em}3}}pX\frac{f_0}{\omega },\hfill & X=p_z^2/\omega ^2,(p_z/\omega )\delta F_i;\hfill \\ d^{\mathrm{\hspace{0.17em}3}}pX,\hfill & X=\mathrm{all}\mathrm{others}.\hfill \end{array}$$ (96) In deriving (95) we used the fact that some terms are total derivatives of momentum, which integrate to zero. To leading order in the WKB approximation, we can take $`(p_z/\omega )\delta f_i^{}(p_z/\omega )\delta f_i^{}`$ since the error is third order in derivatives for CP-odd quantities, $`m^{}\theta ^{\prime \prime },m^{\prime \prime }\theta ^{}`$ (fourth order in the diffusion equation). This lets us express the l.h.s. of (95) in terms of two variables $`\xi _i`$ $``$ $`\mu _i/T;`$ $`\overline{v}_{i,z}`$ $``$ $`{\displaystyle \frac{p_z}{\omega }}\delta f_i.`$ (97) Writing further $`p_z/\omega v_{p_z}`$, (the $`z`$-component of the physical group velocity) eq. (95) takes a more transparent form which shows its dependence on powers of the various velocities: $`v_w\xi _i^{}+\overline{v}_{i,z}^{}{}_{}{}^{}`$ $`=`$ $`C_i`$ (98) $`v_{p_z}^2\xi _i^{}+v_w\overline{v}_{i,z}^{}{}_{}{}^{}+v_wv_{p_z}\delta F_i/T`$ $`=`$ $`v_{p_z}C_i`$ (99) To proceed, we express the moments of the collision integral appearing in equations (98-99) in terms of the variables $`\xi _i`$ and $`\overline{v}_{i,z}`$. This is possible because all perturbations have small amplitude and we can linearize the collision integrals in $`\mu _i`$ and $`\delta f_i(p,x)`$. In the Appendix it is shown that $`v_{p_z}C_i`$ $``$ $`\overline{v}_{i,z}\mathrm{\Gamma }_i^t;`$ (100) $`C_i`$ $``$ $`\mathrm{\Gamma }_{ik}^d{\displaystyle \underset{j}{}}\xi _j^{\left(k\right)}.`$ (101) where $`\mathrm{\Gamma }_i^t`$ is the thermally averaged total interaction rate for the state $`i`$, $`\mathrm{\Gamma }_{ik}^d`$ is the averaged interaction rate corresponding to an inelastic reaction channel labeled by $`k`$ (we assume a sum over all allowed interactions) and the abbreviated notation $`_j\xi _j^{\left(k\right)}`$ in (101) represents the signed sum over the chemical potentials of particles participating in that reaction.<sup>8</sup><sup>8</sup>8For example a term induced by the decay process $`ijk`$ is more precisely written as $`\mathrm{\Gamma }_{ijk}\left(\xi _i\xi _j+\xi _k\right)`$. The first moment, eq. (100) is proportional to the velocity (kinetic) perturbation. As expected, the relaxation scale for these perturbations is set by the total interaction rate. The zeroth moment, on the other hand, only gets contributions from inelastic interactions, because $`C_{\mathrm{el}}=0`$. The damping term appearing in $`C_i`$ causes relaxation towards chemical equilibrium, which is reached when the signed sum of the chemical potentials, $`_j\xi _j^{\left(k\right)}`$, goes to zero. The relaxation scale is set by the inelastic interaction rates $`\mathrm{\Gamma }_d`$, and is therefore much longer than that of kinetic perturbations. These terms also provide the couplings of particle species which leads to evolution of the asymmetries from the source species into the left-handed quark fields, a crucial element of the present baryogenesis mechanism. Diffusion equation. Differentiating the first moment equation (99) once, using the zeroth moment equation (98) to eliminate $`\overline{v}_{i,z}`$ in the resulting equation, and neglecting terms of order $`𝒪(v_w^2)`$ (since $`v_w^2v_{p_z}`$) one obtains the following second order equation for $`\xi _i`$: $$\frac{v_{p_z}^2}{\mathrm{\Gamma }_i^t}\xi _i^{\prime \prime }v_w\xi _i^{}\underset{j}{}\frac{\mathrm{\Gamma }_{ik}^d}{\mathrm{\Gamma }_i^t}\xi _{j}^{(k)}{}_{}{}^{}+\mathrm{\Gamma }_{ik}^d\underset{j}{}\xi _j^{\left(k\right)}=\frac{v_w\beta }{\mathrm{\Gamma }_i^t}v_{p_z}\delta F_i^{}.$$ (102) Because of the normalization chosen in (96), (see also (183)), an interaction coupling certain species may appear with different effective strengths in different coupled equations, depending on whether the equation describes a fermion or a boson chemical potential, and what the particle’s mass is. For later purposes it will be more convenient for a given interaction to have the same rate in all equations. We therefore multiply each equation by a factor $$\kappa _i\frac{d^3p_\beta \left(e^{\beta \sqrt{p^2+m_i^2}}\pm 1\right)^1}{d^3p_\beta (e^{\beta \|p\|}+1)^1}$$ (103) where $`_\beta =\frac{}{\beta }`$ and $`\pm `$ is $`+`$ if particle $`i`$ is a fermion and $``$ if a boson. Each interaction rate is then rescaled using $$\stackrel{~}{\mathrm{\Gamma }}_{ik}^d\kappa _i\mathrm{\Gamma }_{ik}^d.$$ (104) The rescaled decay rate is equal for a given reaction, regardless of which particle’s equation it is appearing in, and the information about the differences in statistics and masses is encoded in $`\kappa _i`$’s. (In the massless limit, $`\kappa _i=1`$ for fermions and $`\kappa _i=2`$ for bosons.) Also, as explained above, $`\mathrm{\Gamma }_{ik}^d/\mathrm{\Gamma }_i^t`$ is small so that we can drop the third term in (102). We then obtain the usual form of the diffusion equation $$\kappa _i(D_i\xi _i^{\prime \prime }+v_w\xi ^{})+\stackrel{~}{\mathrm{\Gamma }}_{ik}^d\underset{j}{}\xi _j^{\left(k\right)}=S_i,$$ (105) where the diffusion coefficient $`D_i`$, related to the inverse of the total scattering rate, is given by the usual expression: $$D_i=\frac{v_{p_z}^2}{\mathrm{\Gamma }_i^t}=\frac{v^2}{3}\tau ,$$ (106) and the source is $$S_i\kappa _i\frac{v_wD_i}{v_{p_z}^2T}v_{p_z}\delta F_i^{}^{}.$$ (107) The proportionality of the force term to the diffusion constant reflects the fact that the particles must be able to move in response to the force in order for it to have an effect. The larger the diffusion constant, the bigger is the response. ## 5 Transport in the MSSM We now apply the general formalism given above to the MSSM. The goal is to see how the asymmetry in source particles due to the chiral force gets transmitted into left-handed quarks, which drive the sphaleron interactions to produce a baryon asymmetry. The network of diffusion equations connecting the various species of particles in the thermal bath can be simplified considerably if we take account of the hierarchy of reaction rates for inelastic processes that change particle identities. We take the electroweak sphaleron rate, of order $`\alpha _w^4T`$, to be the slowest of all the relevant interactions, hence the one we treat last (section 6), whereas the gauge interaction rates (order $`\alpha _iT`$) are fast and can be taken to be in equilibrium on the time scale $`D/v_w^2`$ for particles to diffuse in front of the bubble wall.<sup>9</sup><sup>9</sup>9 The estimate $`D/v_w^2`$ can be obtained by setting the distance a particle diffuses in time $`t`$ equal to the distance the wall translates it the same time i.e. $`\sqrt{Dt}v_wt`$. We will see that this is indeed the charatceristic scale in the Green’s function (149) we derive below to describe the diffusion. Intermediate between these extremes are certain inelastic processes that could possibly drive the chiral asymmetry and hence the baryon asymmetry to zero if they were sufficiently fast. These include strong sphalerons ($`\mathrm{\Gamma }_{ss}\alpha _s^4T`$) and helicity-flipping interactions $`\mathrm{\Gamma }_{hf}(m^2/T^2)\mathrm{\Gamma }_t`$, the first of which tends to erase the chiral asymmetry of the quarks while the second tends to damp the chiral asymmetry of the charginos which is originally produced by the classical force. The only source for the asymmetry in our equations comes from the chargino sector. It is clear from our results in section 3, that the wino-like and higgsino-like mass eigenstates have equal and opposite sources. However, whereas the asymmetry coming from the higgsino-like states can be efficiently transported to a chiral asymmetry in quarks and squarks via strong Yukawa interactions, the asymmetry from winos can only transport via mixing effects through these same interactions. Indeed, the dominant gauge interactions between winos and quarks do not give rise to a transport of asymmetry, but produce a large damping term for the wino asymmetry. Moreover, because the left- and right-handed Winos have opposite source terms, it is only the difference of their chemical potentials, $`\mu _{\stackrel{~}{W}_R^+}\mu _{\stackrel{~}{W}_L^+}`$, whose diffusion equation has a nonvanishing source; and the thermal equilibrium of the supergauge interactions enforces the constraints $`\mu _{\stackrel{~}{W}_R^+}\mu _{\stackrel{~}{W}_L^+}\mu _{\stackrel{~}{G}}\mu _{\stackrel{~}{W}^3}\mu _{\stackrel{~}{B}^3}`$. Because the neutral gauginos have helicity-flipping Majorana masses which tend to drive their chemical potentials to zero, this brings another, gauge-strength suppression to the wino chemical potential. For the sake of tractability of the problem, we will here neglect the chargino mixing effects in the interaction terms, which allows us to drop the winos from our diffusion equation network. Based on the above discussion, we believe this to be a very good approximation everywhere except in the region of parameters where mixing in expected to be large i.e. , when $`\|m_2\|\|\mu \|gH_i`$. Even in this case, however, we err only within the bubble wall where the mixing is large; in front of the wall where $`H_i=0`$, there is no mixing. Since the diffusion length of the Higgsinos is significantly greater than the wall width, (see Fig. 1(b)) the small mixing approximation is a good one for most of the region where $`\xi _{q_L}`$ has support. Another simplification we have made is to assume that the gaugino helicity-flip interactions are in equilibrium; this leads to the constraint that all particle chemical potentials are equal to the corresponding ones for their superpartners. Although neither of these two simplifying assumptions are particularly good approximations, we expect them to introduce multiplicative errors of at most of order unity in our estimate of the baryon asymmetry, without changing the important parametric dependences. The relevant diffusion equations are most easily written in terms of the rescaled (s)quark and Higgs(ino) chemical potentials, $`\xi _i\mu _i/T`$. Because of our assumption of vanishing gluino chemical potential and equilibrium of supergauge interactions, $`\xi _{\stackrel{~}{q}}=\xi _q`$ for each light squark species. Moreover, the chemical potentials of quarks within a doublet are taken to be equal due to weak gauge interactions, for example $`\xi _{b_L}=\xi _{t_L}\xi _{q_3}`$. The asymmetries between the particle and antiparticle densities, plus those of their superpartners, include the $`\kappa _i`$ factors defined in (103): $$n_{Q_3}n_{\overline{Q}_3}=\frac{T^3}{6}\left(2+\kappa _{\stackrel{~}{b}_L}+\kappa _{\stackrel{~}{t}_L}\right)\xi _{q_3},$$ (108) and likewise for the other species. The factor $`2`$ in (108) comes from the quarks, while the $`\kappa `$ factors count the squarks. (Recall that $`\kappa _{\stackrel{~}{q}}=2`$ if the squark $`\stackrel{~}{q}`$ is light enough to be in equilibrium in the plasma, and $`\kappa _{\stackrel{~}{q}}=0`$ otherwise.) Defining the diffusion operator $$𝒟_i=6\left(D_i\frac{d^2}{dz^2}+v_w\frac{d}{dz}\right)$$ (109) the network of diffusion equations can be written as $`𝒟_h\xi _{\stackrel{~}{h}_1}+\mathrm{\Gamma }_{y\mu }(\xi _{\stackrel{~}{h}_1}\xi _{q_3}+\xi _{t_R})+\mathrm{\Gamma }_{hf}(\xi _{\stackrel{~}{h}_1}+\xi _{\stackrel{~}{h}_2})=S_{H_1}`$ (115) $`𝒟_h\xi _{\stackrel{~}{h}_2}+(\mathrm{\Gamma }_y+\mathrm{\Gamma }_{yA})(\xi _{\stackrel{~}{h}_2}+\xi _{q_3}\xi _{t_R})+\mathrm{\Gamma }_{hf}(\xi _{\stackrel{~}{h}_2}+\xi _{\stackrel{~}{h}_1})=S_{H_2}`$ $`\frac{1}{6}(2+\kappa _{\stackrel{~}{b}_L}+\kappa _{\stackrel{~}{t}_L})𝒟_q\xi _{q_3}+(\mathrm{\Gamma }_y+\mathrm{\Gamma }_{yA})(\xi _{\stackrel{~}{h}_2}+\xi _{q_3}\xi _{t_R})\mathrm{\Gamma }_{y\mu }(\xi _{\stackrel{~}{h}_1}\xi _{q_3}+\xi _{t_R})`$ $`\mathrm{\Gamma }_m\theta (x)(\xi _{t_R}\xi _{q_3})+2\mathrm{\Gamma }_{ss}=0`$ $`\frac{1}{2}𝒟_q\xi _{t_R}(\mathrm{\Gamma }_y+\mathrm{\Gamma }_{yA})(\xi _{\stackrel{~}{h}_2}+\xi _{q_3}\xi _{t_R})+\mathrm{\Gamma }_{y\mu }(\xi _{\stackrel{~}{h}_1}\xi _{q_3}+\xi _{t_R})`$ $`+\mathrm{\Gamma }_m\theta (x)(\xi _{t_R}\xi _{q_3})\mathrm{\Gamma }_{ss}=0`$ $`\frac{1}{6}(2+\kappa _{\stackrel{~}{d}_L}+\kappa _{\stackrel{~}{u}_L})𝒟_q\xi _{q_{1,2}}+2\mathrm{\Gamma }_{ss}=0`$ $`\frac{1}{6}(1+\kappa _{\stackrel{~}{q}_R})𝒟_q\xi _{q_R}\mathrm{\Gamma }_{ss}=0,`$ where $`\xi _{q_R}`$ stands for any of the right-handed (s)quarks except for the top. In section 3.2 we showed that both species of Higgsinos experience equal chiral forces, so that $`S_{H_1}=S_{H_2}`$; we will denote it by $`S_H`$ henceforth. The rates $`\mathrm{\Gamma }_i`$ are associated with terms in the interaction Lagrangian (7): $`\mathrm{\Gamma }_{hf}`$ $``$ $`\mu \stackrel{~}{h}_1\stackrel{~}{h}_2`$ $`\mathrm{\Gamma }_y`$ $``$ $`h_2\overline{u}_Rq_L+y\overline{u}_R\stackrel{~}{h}_{2L}\stackrel{~}{q}_L+y\stackrel{~}{u}_R^{}\stackrel{~}{h}_{2L}q_L`$ $`\mathrm{\Gamma }_{y\mu }`$ $``$ $`y\mu h_1\stackrel{~}{q}_L^{}\stackrel{~}{u}_R`$ $`\mathrm{\Gamma }_{yA}`$ $``$ $`yA_t\stackrel{~}{q}_Lh_2\stackrel{~}{u}_R^{}`$ (116) In addition to these, $`\stackrel{~}{\mathrm{\Gamma }}_{ss}`$ is the rate of strong sphaleron interactions, which interconvert left- and right-handed quarks of each flavor; we have used the shorthand $$\mathrm{\Gamma }_{ss}\stackrel{~}{\mathrm{\Gamma }}_{ss}(2\xi _{q_1}+2\xi _{q_2}+2\xi _{q_3}\xi _{u_R}\xi _{d_R}\xi _{c_R}\xi _{s_R}\xi _{b_R}\xi _{t_R}),$$ (117) to simplify the appearance of the equations. Also $`\mathrm{\Gamma }_m\theta (z)`$ is the spin-flip rate due to the quark mass in the broken phase behind the bubble wall, which we take to be the region $`z<0`$. ($`\theta (z)`$ is the step function.) There exist similar gauge-strength interaction terms damping the chemical potentials $`\xi _{\stackrel{~}{h}_i}`$ in the Higgs condensate region. They could easily be included in the analysis, but because they are subleading in strength, we omit them for clarity. Let us now introduce a “reference chemical potential,” $`\xi _Q`$, which satisfies the equation $$𝒟_q\xi _Q2\mathrm{\Gamma }_{ss}=0.$$ (118) Then from (115) and (115), one can express $`\xi _{q_{1,2}}`$ and $`\xi _{q_R}`$ in terms of $`\xi _Q`$: $`\xi _{q_{1,2}}`$ $`=`$ $`{\displaystyle \frac{6}{2+\kappa _{\stackrel{~}{d}_L}+\kappa _{\stackrel{~}{u}_L}}}\xi _Q`$ $`\xi _{q_R}`$ $`=`$ $`{\displaystyle \frac{3}{1+\kappa _{\stackrel{~}{q}_R}}}\xi _Q,`$ (119) Furthermore, adding (115) and (115) we get the equation $$D_q\left(\xi _{t_R}+\frac{1}{3}(2+\kappa _{\stackrel{~}{b}_L}+\kappa _{\stackrel{~}{t}_L})\xi _{q_3}\right)+2\mathrm{\Gamma }_{ss}=0.$$ (120) This is again of the form (118) and can be used to infer the constraint $$\xi _{t_R}+2\stackrel{~}{\kappa }_3\xi _{q_3}=\xi _Q.$$ (121) where we have defined the frequently appearing quantity $$\stackrel{~}{\kappa }_3\frac{1}{6}(2+\kappa _{\stackrel{~}{b}_L}+\kappa _{\stackrel{~}{t}_L}).$$ (122) The condition (121) is in fact equivalent to requiring the vanishing of total baryon number $`B_{\mathrm{TOT}}_q(1+\kappa _{\stackrel{~}{q}})\xi _q0`$, which is built into our equations until we explicitly introduce the B-violating electroweak sphaleron interactions. These constraints leave us with four undetermined potentials, say $`\xi _{t_R}`$, $`\xi _{q_3}`$, $`\xi _{\stackrel{~}{h}_1}`$ and $`\xi _{\stackrel{~}{h}_2}`$. We can further reduce this number by assuming the strong sphaleron interactions are in thermal equilibrium. Using (119) and (121), the strong sphaleron term (117) can be expressed in terms of just $`\xi _{t_R}`$ and $`\xi _{q_3}`$: $$\mathrm{\Gamma }_{ss}=\stackrel{~}{\mathrm{\Gamma }}_{ss}\left[2(1+\stackrel{~}{\kappa }_3\sigma )\xi _{q_3}+(\sigma 1)\xi _{t_R}\right]$$ (123) where $$\sigma \underset{i=1,2}{}\frac{12}{2+\kappa _{\stackrel{~}{u}_{iL}}+\kappa _{\stackrel{~}{d}_{iL}}}+\underset{qt}{}\frac{3}{1+\kappa _{\stackrel{~}{q}_R}}.$$ (124) Assuming strong sphaleron equilibrium allows us to set (123) to zero, and thereby determine $`\xi _{t_R}`$: $$\xi _{t_R}=2\frac{(1+\stackrel{~}{\kappa }_3\sigma )}{1\sigma }\xi _{q_3}(1c_3)\xi _{q_3}.$$ (125) Eq. (125) must be used with care when eliminating $`\xi _{t_R}`$ from our system of equations. If used indiscriminately in (115) or (115) individually, two incompatible equations would result. The correct procedure is to form the linear combination of (115) and (115) which does not contain the large term $`\mathrm{\Gamma }_{ss}`$. Eliminating $`\xi _{t_R}`$ from this combination gives the correct result at leading order in an expansion in $`1/\mathrm{\Gamma }_{ss}`$. In this way we reduce our system of diffusion equations to a set of just three: $`𝒟_h\xi _{\stackrel{~}{h}_1}`$ $`+`$ $`\mathrm{\Gamma }_{y\mu }(\xi _{\stackrel{~}{h}_1}c_3\xi _{q_3})+\mathrm{\Gamma }_{hf}(\xi _{\stackrel{~}{h}_1}+\xi _{\stackrel{~}{h}_2})=S_H`$ (126) $`𝒟_h\xi _{\stackrel{~}{h}_2}`$ $`+`$ $`(\mathrm{\Gamma }_y+\mathrm{\Gamma }_{yA})(\xi _{\stackrel{~}{h}_2}+c_3\xi _{q_3})+\mathrm{\Gamma }_{hf}(\xi _{\stackrel{~}{h}_1}+\xi _{\stackrel{~}{h}_2})=S_H`$ (127) $`\alpha 𝒟_q\xi _{q_3}`$ $``$ $`(\mathrm{\Gamma }_y+\mathrm{\Gamma }_{yA})(\xi _{\stackrel{~}{h}_2}+c_3\xi _{q_3})`$ (128) $`+`$ $`\mathrm{\Gamma }_{y\mu }(\xi _{\stackrel{~}{h}_1}c_3\xi _{q_3})c_3\mathrm{\Gamma }_m\xi _{q_3}\theta (z)=0,`$ where $`\alpha =1c_3+\stackrel{~}{\kappa }_3`$. Since only the linear combination $`\xi _{\stackrel{~}{h}_1}+\xi _{\stackrel{~}{h}_2}`$ is sourced, it is useful to define the linear combinations $$\xi _\pm =\frac{1}{2}(\xi _{\stackrel{~}{h}_1}\pm \xi _{\stackrel{~}{h}_2})$$ (129) Writing equations (126-128) in terms of these variables, taking the $`+`$ and $``$ linear combinations of (126) and (127), we get $`𝒟_h\xi _+`$ $`+`$ $`(2\mathrm{\Gamma }_{hf}+\mathrm{\Gamma }_+)\xi _++\mathrm{\Gamma }_{}(\xi _{}c_3\xi _{q_3})=S_H`$ (130) $`𝒟_h\xi _{}`$ $`+`$ $`\mathrm{\Gamma }_{}\xi _++\mathrm{\Gamma }_+(\xi _{}c_3\xi _{q_3})=0`$ (131) $`\alpha 𝒟_q\xi _{q_3}`$ $`+`$ $`2\mathrm{\Gamma }_{}\xi _++2\mathrm{\Gamma }_+(\xi _{}c_3\xi _{q_3})c_3\mathrm{\Gamma }_m\xi _{q_3}\theta (z)=0.`$ (132) where $$\mathrm{\Gamma }_\pm \frac{1}{2}\left(\mathrm{\Gamma }_{y\mu }\pm (\mathrm{\Gamma }_y+\mathrm{\Gamma }_{yA})\right).$$ (133) These equations show how the chemical potentials for the other combinations of species, namely $`\xi _{}`$ and the right handed quark asymmetry $`\xi _{t_R}`$, are not directly sourced, but develop only after the initial generation of a nonzero value for $`\xi _+`$. Curiously, the quark asymmetry can accidentally vanish if the interaction rate $`\mathrm{\Gamma }_{}`$ is zero, but this is a special case and not generic. We also see that generation of $`\xi _+`$ is damped by the fast reaction rates $`\mathrm{\Gamma }_++2\mathrm{\Gamma }_{hf}`$. This is the suppression which has led other authors to conclude $`\xi _+=0`$ and to therefore ignore the source for this combination. The suppression is numerically not very large, however, because the diffusion length of Higgsinos is comparable to the scattering length associated with the rates $`\mathrm{\Gamma }_++2\mathrm{\Gamma }_{hf}`$. Thus a significant asymmetry of $`\stackrel{~}{h}_1+\stackrel{~}{h}_2`$ can build up despite the damping term in (130). The $`\mathrm{\Gamma }_m`$ term in eq. (132) makes (130-132) difficult to solve. We can proceed by approximating the interaction terms in eq. (132) to be in thermal equilibrium. Then one can ignore the diffusion operator compared to the damping terms, and solve for $`\xi _{q_3}`$ $$\xi _{q_3}=\frac{1}{c_3}\left(\frac{\theta (z)}{({\scriptscriptstyle \frac{1}{2}}\mathrm{\Gamma }_m+\mathrm{\Gamma }_+)}+\frac{\theta (z)}{\mathrm{\Gamma }_+}\right)\left(\mathrm{\Gamma }_{}\xi _++\mathrm{\Gamma }_+\xi _{}\right).$$ (134) (In fact only the region $`z>0`$ will be relevant for what follows.) The approximation can be justified by estimating the relative sizes of $`𝒟_q\xi _{q_3}`$ and the rate terms. Below we will show that $`\xi _{q_3}\mathrm{exp}(k_hx)`$, where $`k_h^2\mathrm{\Gamma }_+/6D_h`$ for large $`\mathrm{\Gamma }_+`$. Thus $$𝒟_q\xi _{q_3}D_qk_h^2\xi _{q_3}\mathrm{\Gamma }_+\frac{D_q}{D_h}\xi _{q_3}\mathrm{\Gamma }_+\xi _{q_3},$$ (135) A subtle point here is the use of the large diffusion length $`k_h^1`$ of the Higgsinos, rather than the much shorter one which might be expected for quarks, due to their stronger interactions. Physically this occurs because the diffusion tail of $`\xi _{q_3}`$ comes from the tranformation of efficiently-diffusing Higgsinos into quarks, by interactions like $`\stackrel{~}{h}+\stackrel{~}{t}_Rq_3`$. Using (134) in eqs. (130-131), the problem is reduced to two coupled equations: $`𝒟_h\xi _+`$ $`+`$ $`\left(2\mathrm{\Gamma }_{hf}+\mathrm{\Gamma }_+\mathrm{\Gamma }_{}^2\left({\displaystyle \frac{\theta (z)}{\mathrm{\Gamma }_++{\scriptscriptstyle \frac{1}{2}}\mathrm{\Gamma }_m}}+{\displaystyle \frac{\theta (z)}{\mathrm{\Gamma }_+}}\right)\right)\xi _+`$ (136) $`+`$ $`\theta (z){\displaystyle \frac{\mathrm{\Gamma }_{}\mathrm{\Gamma }_m}{2\mathrm{\Gamma }_++\mathrm{\Gamma }_m}}\xi _{}=S_H`$ $`𝒟_h\xi _{}`$ $`+`$ $`{\displaystyle \frac{\mathrm{\Gamma }_+\mathrm{\Gamma }_m}{2\mathrm{\Gamma }_++\mathrm{\Gamma }_m}}\theta (z)\xi _{}={\displaystyle \frac{\mathrm{\Gamma }_{}\mathrm{\Gamma }_m}{2\mathrm{\Gamma }_++\mathrm{\Gamma }_m}}\theta (z)\xi _+.`$ (137) We note that $`\xi _{}`$ is generated only in the broken phase, behind the bubble wall. If the top quark helicity flip rate $`\mathrm{\Gamma }_m`$ was zero, $`\xi _{}`$ would decouple completely and the system would be reduced to a single equation for $`\xi _+`$, easily solvable by Greens function methods. However the helicity flip rate is large, since $`m_tyv_c/T_c1`$, where $`v_c`$ is the Higgs VEV at the critical temperature $`T_c`$. Thus (136-137) cannot be further simplified without additional assumptions. One such assumption which is quite plausible is that the ratio $$R\mathrm{\Gamma }_{}/\mathrm{\Gamma }_+$$ (138) is small, in which case $`\xi _+`$ and $`\xi _{}`$ do approximately decouple. Even with a rather mild suppression $`R\text{ }\stackrel{<}{}\text{ }1/2`$, we can drop the $`\xi _{}`$ and $`\mathrm{\Gamma }_{}`$-terms in eq. (136). The solution then proceeds in two steps. First one solves eq. (136) for $`\xi _+`$, which now reads $$𝒟_h\xi _++(2\mathrm{\Gamma }_{hf}+\mathrm{\Gamma }_+)\xi _+=S_H.$$ (139) This can be done using the Greens function: $$\xi _+(z)=\frac{1}{6}_{\mathrm{}}^{\mathrm{}}𝑑yG(zy)S_H(y),$$ (140) where $`G(x)`$ $`=`$ $`{\displaystyle \frac{D_h^1}{k_+k_{}}}\{\begin{array}{cc}e^{k_+x},& x>0\hfill \\ e^{k_{}x},& x<0\hfill \end{array}`$ (143) $`k_\pm `$ $`=`$ $`{\displaystyle \frac{v_w}{2D_h}}\left(1\pm \sqrt{1+{\displaystyle \frac{2\overline{\mathrm{\Gamma }}D_h}{3v_w^2}}}\right);\overline{\mathrm{\Gamma }}2\mathrm{\Gamma }_{hf}+\mathrm{\Gamma }_+.`$ (144) Although $`\xi _{}`$ is suppressed relative to $`\xi _+`$ by the factor $`R`$, one cannot simply neglect it, because in eq. (134) for $`\xi _{q_3}`$ the contribution from $`\xi _{}`$ is enhanced by $`1/R`$ relative to that from $`\xi _+`$. In our approximation the equation (137) for $`\xi _{}`$ becomes $$𝒟_h\xi _{}+\frac{\mathrm{\Gamma }_+\mathrm{\Gamma }_m}{2\mathrm{\Gamma }_++\mathrm{\Gamma }_m}\theta (z)\xi _{}=\frac{\mathrm{\Gamma }_{}\mathrm{\Gamma }_m}{2\mathrm{\Gamma }_++\mathrm{\Gamma }_m}\theta (x)\xi _+,$$ (145) where $`\xi _+`$ is the integral solution (140). Defining a scaling parameter $$\gamma 2+\frac{\mathrm{\Gamma }_m}{\mathrm{\Gamma }_+}$$ (146) equation (145) may be written as $$\gamma 𝒟_h\xi _{}+\mathrm{\Gamma }_m\theta (x)\xi _{}=R\mathrm{\Gamma }_m\theta (z)\xi _+,$$ (147) which can also be solved by Greens function methods. We only need to know the solution in the symmetric phase, because the sphalerons which are being biased by $`\xi _{q_3}`$ are highly suppressed in the broken phase. We find $$\xi _{}(z)=\frac{1}{6}R\mathrm{\Gamma }_m_{\mathrm{}}^0𝑑yG_>(z,y)\xi _+(y),z>0,$$ (148) where the new Greens function is $`G_>(z,y)`$ $`=`$ $`{\displaystyle \frac{1}{\gamma v_w}}e^{v_wz/D_h}\{\theta (y){\displaystyle \frac{v_w}{\alpha _{}D_h}}e^{\alpha _{}y}`$ (149) $`+`$ $`\theta (y)\theta (zy)(e^{v_wy/D_h}+{\displaystyle \frac{\alpha _+}{\alpha _{}}})+\theta (yz)(e^{v_wz/D_h}+{\displaystyle \frac{\alpha _+}{\alpha _{}}})\}`$ (of which only the first term enters in (148)) with $$\alpha _\pm =\frac{v_w}{2D_h}\left(1\sqrt{1+\frac{2\mathrm{\Gamma }_mD_h}{3\gamma v_w^2}}\right).$$ (150) It can be seen that the solution $`\xi _{}`$ vanishes not only when $`R0`$, but also when $`\mathrm{\Gamma }_m0`$, as it should. Inserting the solution (140) for $`\xi _+(y)`$ into (148) and performing the $`y`$ integral, one can write $`\xi _{}`$ as $$\xi _{}(z)=\frac{1}{36}R\frac{\mathrm{\Gamma }_m}{\alpha _{}\gamma D_h}e^{(v_w/D_h+k_B)z}_{\mathrm{}}^{\mathrm{}}𝑑y𝒢_{}(y)S_H(y),z>0,$$ (151) with the kernel $`𝒢_{}`$ $`𝒢_{}(y)`$ $`=`$ $`{\displaystyle \frac{D_h^1}{k_+k_{}}}\{\theta (y){\displaystyle \frac{1}{\alpha _{}+k_{}}}e^{k_{}y}`$ (152) $`+\theta (y)({\displaystyle \frac{1}{\alpha _{}+k_{}}}e^{\alpha _{}y}+{\displaystyle \frac{1}{\alpha _{}+k_+}}(e^{k_+y}e^{\alpha _{}y}))\}.`$ With these solutions for the Higgsino chemical potentials, eq. (134) gives that of the third generation left-handed quarks. The first and second generation quark potentials are determined by eqs. (119, 121, 125). We are now ready to consider how the quarks bias sphalerons to produce the baryon asymmetry. ### 5.1 Baryon asymmetry Local baryon production is sourced by the total left-handed quark and lepton asymmetries in front of the bubble wall. In the present scenario, there is essentially no lepton asymmetry. Thus the source for baryon production by the passing wall is just the left-handed quark asymmetry, $`\xi _{q_L}`$, which enters the baryon violation rate equation as $$\frac{n_B}{t}=\frac{3}{2}\mathrm{\Gamma }_{\mathrm{sph}}\left(\xi _{q_L}A\frac{n_B}{T^2}\right).$$ (153) Here $`\mathrm{\Gamma }_{\mathrm{sph}}\kappa _{\mathrm{sph}}\alpha _W^5T^4`$ is the Chern-Simons number (CSN) diffusion rate across the energy barrier which separates $`N`$-vacua of the SU(2) gauge theory, where $`\kappa _{\mathrm{sph}}=20\pm 2`$ . The second term describes sphaleron-induced relaxation of the baryon asymmetry in the symmetric phase (more about which below). Using (119, 121, 125 and 134) one finds that the quark chemical potential created by the classical CP violating force in the wall, combined with fast Yukawa and strong sphaleron processes, is $`\xi _{q_L}`$ $`=`$ $`3(\xi _{q_1}+\xi _{q_2}+\xi _{q_3})`$ (154) $`=`$ $`3C(\stackrel{~}{\kappa }_i)\left(R\xi _++\xi _{}\right),z>0.`$ where the factor of 3 counts the quark colors, $`\xi _+(x)`$ and $`\xi _{}(x)`$ are given by eqs. (140) and (145), and $$C(\stackrel{~}{\kappa }_i)\frac{1}{c_3}\left(\left(\frac{1}{\stackrel{~}{\kappa }_1}+\frac{1}{\stackrel{~}{\kappa }_2}\right)\left(1+2\stackrel{~}{\kappa }_3c_3\right)+1\right),$$ (155) with $`\stackrel{~}{\kappa }_{1,2}`$ defined analogously to $`\stackrel{~}{\kappa }_3`$ in eq. (122), and $`c_3`$ given by (125). The coefficient $`C(\stackrel{~}{\kappa }_i)`$ encodes the essential information about the effect of the squark spectrum on our results, as will be shown below. We remind the reader that (154) is valid to leading order in an expansion in $`R=\mathrm{\Gamma }_{}/\mathrm{\Gamma }_+`$, which is assumed to be smaller than unity; recall that $`\xi _{}`$ is of order $`R`$ in (151). The second term on the r.h.s. of (153) is the Boltzmann term which would lead to relaxation of the baryon number if the sphaleron processes had time to equilibrate in front of the bubble wall. This would be the case if the bubble wall was moving very slowly. Thus the $`n_B`$ appearing here is related to the left-handed quark and lepton asymmetries, $`\mu _q`$ and $`\mu _l`$, that would result from equilibrating all flavor-changing interactions which are faster than the sphaleron rate in the symmetric phase. Thus $`A`$ is given by $$A\frac{n_B}{T^2}\mu _{CS}=9\mu _q+\mu _{l_i},$$ (156) where $`\mu _{CS}`$ is the chemical potential for Chern-Simons number, and the latter equality follows from the fact that each sphaleron creates nine quarks and three leptons. Because of efficient quark mixing, all quarks have the same chemical potential $`\mu _q`$. In the leptonic sector however, the mixing may be weak (depending on the neutrino and slepton mass matrices) and each flavor asymmetry may be separately conserved. To solve for these chemical potentials, one must determine which interactions are in equilibrium on the relevant equilibraton time scale, which depends on the spectrum of supersymmetric particles carrying baryon and lepton number. In the usual wash-out computation in the broken phase, the appropriate time scale is the inverse Hubble rate, which means that even the feeblest Yukawa interactions leading to $`e_R`$-equilibration are considered to be fast. In this case, using the notation $$n_aN_aN_{\overline{a}}=\kappa _a\frac{\mu _aT^2}{6},$$ (157) where $`\kappa _a=1(2)`$ when $`a`$ refers to a fermion (boson), one can show that for the SM $$n_B=\frac{1}{3}n_q=\frac{1}{3}(6\times 3\times 2)\frac{\mu _qT^2}{6}\mu _q=\frac{1}{2}\frac{n_B}{T^2}$$ (158) and similarly $`_i\mu _{l_i}=2n_B/T^2`$, which, when inserted in (156) gives the familiar result $`A=13/2`$. For electroweak baryogenesis, however, the relevant time scale is the inverse sphaleron rate in the symmetric phase, and therefore none of the right-handed leptons will have time to equilibrate ($`\tau `$ is in fact a border-line case with chirality flipping rate comparable to the sphaleron rate; but we take it also to be out of equilibrium). Then, with the SM spectrum, which would apply if all squarks were heavy, $`_i\mu _{l_i}=3n_B/T^2`$ and hence $`A=15/2`$. If there are $`N_{sq}`$ flavours squarks which are light enough to be present at $`T=100`$ GeV, one has $$A=\frac{9}{2}\left(1+\frac{N_{sq}}{6}\right)^1+3.$$ (159) It is straightforward to generalize $`A`$ to the case of an arbitrary number of light left-handed sleptons, but the expression is cumbersome because of the multitude of possible mixing scenarios in the leptonic sector, and we omit it here for the sake of simplicity. Moving to the wall frame, the time derivative in (153) becomes $`_tv_w_z`$, and it is easy to integrate the equation to obtain the baryon asymmetry: $$n_B=\frac{3\mathrm{\Gamma }_{\mathrm{sph}}}{2v_w}_0^{\mathrm{}}𝑑z\xi _{q_L}(z)e^{k_Bz},$$ (160) where $$k_B\frac{3A}{2v_w}\frac{\mathrm{\Gamma }_{\mathrm{sph}}}{T^3}.$$ (161) The integral over $`z`$ in (160) can be done analytically. The baryon-to-entropy ratio, $`\eta _Bn_B/n_\gamma 7n_B/s`$, can then be written as a single integral over the source function $`S_H(y)`$: $$\eta _B=\frac{945\kappa _{\mathrm{sph}}\alpha _W^5}{8\pi ^2v_wg_{}}C(\stackrel{~}{\kappa }_i)R_{\mathrm{}}^{\mathrm{}}𝑑y\left(𝒢_+(y)\frac{\mathrm{\Gamma }_m}{6\gamma \alpha _{}(v_w+D_hk_B)}𝒢_{}(y)\right)S_H(y),$$ (162) where we have scaled the variable $`y`$ to units $`1/T`$, and the new kernel, arising from performing the $`z`$-integral over $`\xi _+(z)`$, is given by $$𝒢_+(y)=\frac{D_h^1}{k_+k_{}}\left\{\theta (y)\left(\frac{e^{k_{}y}}{k_{}+k_B}+e^{k_By}\left(\frac{1}{k_++k_B}\frac{1}{k_{}+k_B}\right)\right)+\theta (y)\frac{e^{k_+y}}{k_++k_B}\right\}.$$ (163) The ratio of the contributions coming directly from $`\xi _+`$ and from the indirectly sourced $`\xi _{}`$ is controlled by the parameter $`\mathrm{\Gamma }_m/(\alpha _{}(v_w+D_hk_B))`$. Using typical values for the other parameters, the $`\xi _{}`$ term turns out to be significant for $`v_w0.01`$, and subdominant for larger or smaller wall velocities. ### 5.2 Sources We still need to calculate the source $`S_H`$ appearing in the above equations. It is given by the thermal average (107) where the force $`\delta F`$ corresponds to the CP-violating part of the classical force, eq. (74). For a Higgsino of helicity $`\lambda `$, using $`\kappa _{\stackrel{~}{h}}=1`$ since Higgsinos are fermions, we have $$S_H=\frac{\lambda }{2}\frac{v_wD_h}{v_{p_z}^2T}\frac{\|p_z\|}{\omega ^3}(m_\pm ^2\theta _\pm ^{})^{\prime \prime },$$ (164) where the sign $`\pm `$ is defined to be the sign of $`\|\mu \|\|m_2\|`$, since the lighter (heavier) of the local mass eigenstates $`m_\pm ^2`$ is the Higgsino-like particle when $`\mu <m_2`$ ($`\mu >m_2`$). The absolute value on $`\|p_z\|`$ comes from the relation between spin and helicity: $`sp_z=\lambda \|p_z\|`$. The average $`v_{p_z}^2`$ is very accurately approximated by the fit $$v_{p_z}^2\frac{3x_\pm +2}{x_\pm ^2+3x_\pm +2},$$ (165) where $`x_\pm m_\pm /T`$, and using Maxwell-Boltzmann statistics, one can show that $$\frac{\|p_z\|}{\omega ^3}=\frac{(1x_\pm )e^{x_\pm }+x_\pm ^2E_1(x_\pm )}{4m_\pm ^2K_2(x_\pm )},$$ (166) where $`K_2(x)`$ is the modified Bessel function of the second kind and $`E_1(x)`$ is the error function . In deriving (164), we implicitly assumed that the charginos are light compared to the temperature. In the limit that they become heavy they must decouple however, and as a result the damping rates $`\mathrm{\Gamma }_\pm `$ for Higgsinos to be transformed into quarks/squarks, in eq. (132), must go to zero. The approximations (134) and (135) would consequently break down. In an exact treatment, one should solve the equations (130-132) numerically in these cases. We will instead adopt a simpler approximation, incorporating the effect of decoupling on the chargino source $`S_H`$ with a suppression factor $`n(m_{\stackrel{~}{h}})/n(0)`$, that is, the ratio of thermal densities for a particle of mass $`m_{\stackrel{~}{h}}`$ relative to a massless particle. In this approximation, $`S_H`$ becomes $$S_{H,\mathrm{eff}}=\frac{s}{4}\frac{v_wD_h}{v_{p_z}^2T^3}\left((1x_\pm )e^{x_\pm }+x_\pm ^2E_1(x_\pm )\right)(m_\pm ^2\theta _\pm ^{})^{\prime \prime }.$$ (167) The effect of this modification is small for chargino masses up to 200 GeV. Beyond this it becomes crucial for suppressing baryon production from particles too heavy to be present in the thermal bath. For $`\|\mu \|\text{ }\stackrel{>}{}\text{ }200`$ GeV, our results should be understood to have a multiplicative uncertainty of order unity arising from this approximation. To fully specify the source term, we must also give the functional form for the spatial variation of the Higgs field condensate, since this enters the mass eigenstates $`m_\pm `$ and the CP-violating phase $`\theta _\pm ^{}`$ in the above formulas. Because our source is proportional to the combination $`H_1H_2^{}+H_2H_1^{}`$ of the two Higgs fields, our results are not sensitive to changes in the ratio $`\mathrm{tan}\beta =H_2/H_1`$, which is in fact known to be nearly constant for bubble walls in the MSSM—at least for generic parameter values, including those that give a strong enough phase transition. This is in marked contrast to other analyses where the source was assumed to be proportional to $`H_1H_2^{}H_2H_1^{}`$. It thus suffices for us to use a simple kink profile $$u(z)g\sqrt{H_1^2+H_2^2}=g\frac{v_c}{\sqrt{2}}\frac{1}{2}\left(1\mathrm{tanh}\left(\frac{z}{\mathrm{}_w}\right)\right)$$ (168) with $`u_1=u\mathrm{sin}\beta `$ and $`u_2=u\mathrm{cos}\beta `$. Here $`\mathrm{}_w614/T`$ is the wall width and $`v_c`$ is the value of the Higgs condensate at the critical temperature. This VEV has the usual normalization in the vacuum $`v_{T=0}246`$ GeV, while the requirement for a strongly enough first order transition (to avoid washout) is $`v_c/T_c>1.1`$. We display the source (167) as a function of position relative to the wall (at $`z=0`$) in Fig. 1(a), using the parameters values $`m_2=150`$ GeV $`\mu =100`$ GeV, $`\delta _\mu \mathrm{arg}(m_2\mu )=\pi /2`$ and $`v_w=0.3`$ for two different wall widths: $`\mathrm{}_w=10/T`$ and $`\mathrm{}_w=14/T`$. For the parameters left unspecified above we use the following standard reference values: $`D_h=20/T\mathrm{\Gamma }_{hf}=0.013\mathrm{\Gamma }_m=0.007T\mathrm{\Gamma }_+=0.02T,R={\displaystyle \frac{\mathrm{\Gamma }_{}}{\mathrm{\Gamma }_+}}=0.25`$ $`\mathrm{}_w=10/T,v_c=120,T=90,\mathrm{tan}\beta =3.`$ (169) In the limit that $`u^2\mu ^2,m_2^2`$, the source would be a symmetric function of $`z`$ since it would be proportional to $`(u^2)^{\prime \prime \prime }`$. However for finite $`\mu `$ and $`m_2`$, the actual $`z`$-dependent mass eigenvalues appearing in the coefficient of $`(u^2)^{\prime \prime \prime }`$ depend on $`u^2`$ rather than its derivatives, hence the departure from the symmetric form. In figure 1(b) we plot the profile for left-handed quark number, $`\xi _{q_L}`$, for the same set of parameters. As expected, the spatial extent of the quark asymmetry is roughly the diffusion length of the Higgsinos, $`D_h/v_w60/T`$ (see the remarks below eq. (135)). For a smaller wall velocity the diffusion tail extends further, but the amplitude of $`\xi _{q_L}`$ in the tail gets smaller because then the damping has more time to suppress the chargino asymmetry. The rates quoted in (169) are rough estimates, obtained from an approximate computation of a subset of relevant $`22`$ reaction rates, and higgsino decay rates, when kinematically allowed. For example $`\stackrel{~}{h}_2W_\mu ^3\stackrel{~}{t}_Rq_L`$, gives $$\sigma _W\frac{g^2y^2}{64\pi s}\left(\frac{3}{2}+\mathrm{ln}\frac{s}{m_{\stackrel{~}{t}_R}^2}\right),$$ (170) where $`s20T^2`$ is the center of mass energy squared and $`m_{\stackrel{~}{t}_R}^2m_U^2+0.9T^2`$ is the thermal mass of the right handed squark . The soft SUSY breaking mass parameter $`m_U^2`$ is taken to be negative, $`m_U^260^2`$ GeV<sup>2</sup>, as indicated by the need to get a strong enough first order phase transition . The rates (169) correspond to a conservative overestimate by a factor of 5 over the total averaged contribution from various scattering channels (for how to perform the thermal averages, see ref. ). The decay rates have a fairly strong dependence on higgsino mass $`m_{\stackrel{~}{h}}\mu `$. For example $`\stackrel{~}{h}_{2_L}\stackrel{~}{t}_Rb_L^c`$ gives $$\mathrm{\Gamma }\frac{m_{\stackrel{~}{h}}}{16\pi }\lambda ^{3/2}(1,\frac{m_{b_L}^2}{m_{\stackrel{~}{h}}^2},\frac{m_{\stackrel{~}{t}_R}^2}{m_{\stackrel{~}{h}}^2}),$$ (171) where $`\lambda (x,y,z)(xyz)^24yz`$ and $`m_{b_L}0.76T`$ . For small $`\mu \text{ }\stackrel{<}{}\text{ }130`$ GeV, the decay channels are not open, whereas for large enough $`\mu `$ they dominate over the scattering contribution. However, our numerical results for $`\eta _B`$ are fairly insensitive to changes in various rates; for example decreasing $`\mathrm{\Gamma }_+`$ by a factor of 5, appropriate for $`\mu \text{ }\stackrel{<}{}\text{ }130`$ GeV would increase $`\eta _B`$ by about 30 per cent, whereas incrasing it by a factor of 5, appropriate for $`\mu 500`$ GeV, would decrease $`\eta _B`$ by about 40 per cent. This scaling is somewhat weaker than the naively expected $`\eta _B1/\sqrt{\mathrm{\Gamma }_+}`$ dependence, because the damping effect due to faster rates is initially being compensated by more efficient transport from the chargino sector. (We have checked that the naive scaling eventually follows for values of $`\mathrm{\Gamma }_+`$ large enough that the transport effect has been saturated.) Nevertheless, the relative insensitivity of the results on the rates warrants our use of the rough estimates (169) in our numerical work. ## 6 Results Dependence on squark spectrum. Let us first consider the dependence of $`\eta _B`$ on the squark spectrum. This is contained in the parameter $`C(\stackrel{~}{\kappa }_i)`$, some representative values of which are given in Table 1. For certain choices of squark masses, $`C(\stackrel{~}{\kappa }_i)=0`$, which reflects the approximation we made of taking the strong sphalerons to be in equilibrium; it is well known that these interactions tend to damp the baryon asymmetry if, for example, no squarks are present . In these cases the baryon asymmetry is not really zero, but comes from $`1/\mathrm{\Gamma }_{ss}`$ corrections which we have not computed. Ignoring such corrections, one sees the clear preference for the minimal possible number of light squark species from $`C(\stackrel{~}{\kappa }_i)`$. This is fortuitous because it coincides with the need for a single, light, right-handed stop in order to get a strong phase transition. If the left-handed stops and sbottoms are also light (which, incidentally, is incompatible with the large radiative corrections needed for the Higgs mass to satisfy the experimental lower limit, as well as rho parameter constraints) the baryon asymmetry is reduced by a factor of ten. Thus, considerations both of the initial baryon production and the preservation from washout favor the “light stop scenario.” Since the effects of the spectrum are trivial to account for in the final results, being just an overall multiplicative factor, we shall henceforth concentrate only on the most favorable scenario. Velocity dependence. The dynamics of the phase transition, even apart from CP-violating effects studied here, is a very complicated phenomenon, involving hydrodynamics of the fluid interacting with the expanding walls, and reheating effects due to the latent heat released in the transition . Although the originally spherical bubbles quickly grow and reach some terminal velocity, inhomogeneities can subsequently develop. This occurs when the shock waves from the bubble expansion heat the ambient plasma and thereby reduce the latent heat released as regions of space are converted from the symmetric to the broken phase. There is a subsequent decrease of pressure driving the expansion, and depending on model parameters, may lead to significant slowing down of the walls. The process of heating by a collection of shock waves causes local variations in the temperature as well as fluid velocities, with consequent deformation of the shape and speed of the wall. These variations occur on the macroscopic length scale of the bubble radius, which is many orders of magnitude greater than the microphysical scales that have been discussed here so far. In this sense, eq. (160) gives only the local baryon number at a given position in space after the wall passes by. The presently observed asymmetry should be computed by averaging over a region which is large compared to the bubble size at the time the phase transition completes: $$\eta _B=\frac{1}{\mathrm{Volume}}d^{\mathrm{\hspace{0.17em}3}}x\eta _B[v_w(x)],$$ (172) where $`\eta _B`$ is considered as a functional of the locally varying wall velocity. Only if the phase transition is very strong, so that there is a high degree of supercooling, will the reheating effects leading to inhomogeneities be small or negligible. In addition to the possibility that $`v_w`$ has spatial inhomogeneities, it is also interesting to study the dependence on $`v_w`$ simply because its value is not yet known with great certainty, although some progress has recently been made . Our treatment takes into account the back-reaction effect on the baryoproduction (washout by sphalerons), so our results are valid for arbitrarily small wall velocities. In Fig. 2(a) we plot $`\eta _{10}\eta _B\times 10^{10}`$ as a function of $`v_w`$ for $`\mu =100`$ GeV and $`m_2=50`$, $`100`$, $`150`$ and $`200`$ GeV, and in Fig. 2(b) for four different values of the wall width $`\mathrm{}_w`$, with $`\mu =100`$ GeV and $`m_2=150`$ GeV. The peak occurring at $`v_w0.01`$ for some parameters in Fig. 2 (a), first observed in , is due to the contribution from the $`𝒢_{}`$ term in (162). This is enhanced by a factor $`(v_w+D_hk_B)^1`$, which for the assumed parameter values peaks near $`v_w\text{ }\stackrel{<}{}\text{ }\sqrt{D_hk_B}0.01`$. Because of the back-reaction, the baryon asymmetry vanishes when the wall velocity goes to zero. The peak is prominent only for the values of $`m_2\mu `$ however, and the typical velocity depencence of $`\eta _{10}`$ is not quantitatively very large as a function of velocity. It is quite complicated however, in that for special parameter values the asymmetry can accidentally be small or zero. The crossings through zero arise as follows: for relatively large $`v_w`$ the baryon production in the diffusion tail dominates over the opposing contribution generated near the wall (see the generic form of the $`\xi _{q_L}`$ distribution in Fig. 1 (b)). For small wall velocities the length of the diffusion tail increases as $`D/v_w`$, but the amplitude of the asymmetry gets smaller due to interactions, which have more time to damp the asymmetry. Moreover, the contribution from the part of the diffusion tail extending beyond $`1/k_B`$ is cut out, because the baryon asymmetry is already relaxing due to sphaleron washout beyond that distance. As a result the contribution from the tail eventually becomes the smaller one, leading to a cancellation between the two contributions that give the net asymmetry. While the uncertainty in $`v_w`$ at present is not necessarily the dominant one for estimating the baryon asymmetry, determining $`\eta _{10}`$ to high precision for a given set of chargino mass parameters would need careful hydrodynamical modelling of the bubble wall expansion. Also, even rather small fluctuations in $`\eta _B`$ can have interesting consequences elsewhere: for example they can seed the generation of large fluctuations in leptonic asymmetries in certain neutrino-oscillation models with potentially large effects on nucleosynthesis. Dependence on chargino mass parameters. The most important supersymmetric inputs directly affecting the baryon asymmetry are the chargino mass parameters $`m_2`$ and $`\mu `$, and the CP-violating phase $`\delta _\mu \mathrm{arg}(m_2\mu )`$. In Fig. 4a and 4b we plot the contours of constant $`\|\delta _\mu \|`$ giving the desired baryon asymmetry $`\eta _B=3\times 10^{10}`$ in the $`(m_2,\mu )`$ plane. The baryoproduction is most efficient for small masses, $`m_2,\mu \text{ }\stackrel{<}{}\text{ }100`$ GeV, but baryons can still be copiously produced for $`\|m_2\|`$ and $`\|\mu \|`$ 500 GeV and higher. In the best cases, a large enough baryon asymmetry can be produced even with a very small explicit CP-violating angle of order a few $`\times 10^3`$, comfortably within the constraints coming from electric dipole moment searches . ## 7 Conclusions and outlook We have presented a detailed analysis of electroweak baryogenesis in the minimal supersymmetric standard model (MSSM) using the classical force mechanism (CFM). We argued that the dominant baryogenesis source in the MSSM arises from the chargino sector. We also commented on a recent controversy regarding the parametric form of the source appearing in the diffusion equations. The resolution is that all different formalisms agree with the parametric form; however previous authors neglected the particular source considered here for the linear combination of Higgsinos $`H_1+H_2`$, on the grounds that it is suppressed by the top (s)quark Yukawa interactions. We have shown that this suppression is quite modest, a factor of order unity, which is much milder than the intrinsic suppression suffered by the competing source $`H_1H_2`$, due to the near constancy of the ratio $`H_1/H_2`$ throughout the bubble wall . Our present work differs in several ways from our earlier published results using the CFM. First we have presented a treatment in terms of the physical, kinetic variables characterizing the WKB states rather than in terms of canonical variables, which are gauge dependent, and in terms of which the recovery of a gauge independent physical result is not always transparent. While this is mainly a matter of (considerable!) convenience, there is also a slight physical difference in our results due to a slightly different form for equilibrium ansatz corresponding to each parametrization (see appendix B). We noted that a definitive determination of the correct form will have to await the outcome of a more fundamental computation, as will the correct treatment of ‘spontaneous’ baryogenesis, which rely completely on the relevant form of the collision integral. Much more importantly to quantitative changes in our results is that in our treatment in we misidentified the sign of the hypercharge of one of the Higgsino states. This prevented us from realizing that the top Yukawa interactions tend to damp the appropriate combination of Higgsino currents, $`H_1+H_2`$. Here we developed a new set of diffusion equations where this effect is treated correctly. Thirdly, here we have considered several different choices for which flavors of squarks are light compared to the temperature, and found that the one adopted in (all squarks light) is among the less favoured possiblities for baryogenesis, because of strong sphaleron suppression. We have given a complete derivation of the CFM formalism, starting from the basic assumption that the plasma is adequately described by a collection of WKB-quasiparticle states in the vicinity of a varying background Higgs field. We derived the dispersion relations for squarks and charginos, and showed how to identify the appropriate kinetic momentum variable, the physical group velocity, and the force (see also ). We pointed out that the force term for the current combination $`H_1H_2`$, obtained in a recent publication , is absent in physical variables and hence this current is not sourced in the CFM. This is a very sensible result, because the term in question can always be removed by a canonical transformation, or equivalently, a field redefinition. We also derived the diffusion equations and the source terms appearing in them starting from the semiclassical Boltzmann equations for the quasiparticle states. We have studied the baryon production efficiency in the MSSM as a function of the parameters in the chargino mass matrix, the wall width and the wall velocity. The dependence on wall velocity is rather complicated, and intertwined with the dependence on the chargino mass parameters; the generated asymmetry generically changes sign as a function of $`v_w`$, but the value of $`v_w`$ where this crossing takes place, and the the functional form of $`\eta _B(v_w)`$, are quite dependent on mass parameters. However, for large regions of parameters an asymmetry $`\eta _{10}10^{10}\eta _B`$ of the order of several hundred could be created, implying that a CP-violating angle of $`\mathrm{arg}(m_2\mu )10^2`$, and in best cases even $`\mathrm{arg}(m_2\mu )`$ a few$`\times 10^3`$, suffices for producing the observed asymmetry of $`\eta _{10}3`$ . Such small phases are consistent with the present limits from the neutron and electron dipole moment constraints . We finally emphasize that our formalism disagrees in detail with various other methods of computing the source in the diffusion equations. This is particularly significant with regard to references , which all claim to be valid in the thick wall regime, where our method was designed to work. This is troubling, because one expects that different methods should agree when the same physical limits are taken. In particular, we have shown that classical force mechanism does not give rise to a source of the parametric form $`H_1^{}H_2H_1H_2^{}`$, found by references for both squarks and charginos. We do not know a definite solution to this problem, but a possible origin for the discrepancy could be that the methods perform an expansion in the mass, or the vacuum expectation value, divided by temperature (the mass insertion expansion ), before taking the gradient expansion. In the WKB approach on the other hand the background is treated in a mean field approximation and one performs the gradient expansion around this classical background. In other words, in the WKB-picture the mass insertion expansion has been resummed to infinite order before the gradient limit is considered. While one can formally expand the CFM-source resulting from a WKB-analysis in mass over temperature, one should in general not expect that taking these two limits is commutative. In particular, quantum reflection is completely absent in the WKB approximation, but is certainly present in the mass insertion expansion. The issue of how to properly account for both the semiclassical and the quantum effects, or to interpolate between them, is certainly worth further study, and some published results from a work aiming to a derivation of appropriate semiclassical Boltzmann equations from first principles can be found in references . ## Acknowledgement We are grateful to Dietrich Bödeker, Guy Moore, Tomislav Prokopec and Kari Rummukainen for many clarifying discussions, constructive comments and for providing useful insights on various issues related to this work. ## Appendix A: Collision Terms in Linear Expansion We show here how the collision integral on the r.h.s. of the Boltzmann equation gives rise to the terms damping the perturbations from equilibrium. For illustration, let us consider a two body process with ingoing WKB states $`i`$ with four momenta $`p_i`$ (with $`p_{i1}`$ corresponding to the distribution on the l.h.s. of the Boltzmann equation) and outgoing WKB states $`f`$ with four momenta $`p_f`$: $$C[f_j]=\frac{1}{2E_{i1}}_{p_{i2},p_f}\|\|^2(2\pi )^4\delta _{}^{}{}_{}{}^{4}\left(\underset{l}{}\widehat{p}_l\right)𝒫[f_j]$$ (173) where $`\|\|^2`$ is the matrix element calculated between the WKB states, to first order in derivatives of the background, $`_p`$ means $`\mathrm{d}^3p/2E(2\pi )^3`$ and the statistical factor $`𝒫[f_j]`$ is given by $$𝒫[f_i]=f_{i1}f_{i2}(1f_{f1})(1f_{f2})f_{f1}f_{f2}(1f_{i1})(1f_{i2}).$$ (174) We only attempt to compute the collision integrals to the zeroth order accuracy in gradients, so that the integral measures and $`\delta `$-functions are the same as in the usual flat space-time considerations. Most part of the derivation consists of manipulating the statistical factor $`𝒫[f_i]`$. Inserting the ansatz (87) to (174) and expanding to the first order in $`\delta f`$ one gets $$𝒫[f_i(\mu _i)+\delta f_i]𝒫[f_i(\mu _i)]+f_{i1}^0f_{i2}^0f_{f1}^0f_{f2}^0e^{\beta (E_{i1}+E_{i2})}\left(\frac{\delta f_{i1}}{f_{i1}^0}+\frac{\delta f_{i2}}{f_{i2}^0}\frac{\delta f_{f1}}{f_{f1}^0}\frac{\delta f_{f2}}{f_{f2}^0}\right),$$ (175) where $`f_i(\mu _i)`$’s are the distributions given by the first term in the ansatz (87) and $`f_j^0`$’s are the unperturbed distribution functions. $`𝒫[f_i(\mu _i)]`$ is nonzero only for inelastic scatterings, whereas all reaction channels create nonvanishing collision terms proportional to $`\delta f_j`$; let us consider these terms first. The entire collision integral corresponding to $`\delta f_j`$-terms in (175)can be written as $`C[\delta f_l]`$ $``$ $`\delta f_{i1}(p_1)\mathrm{\Gamma }(p_{i1})+f^0(p_{i1}){\displaystyle _{p_{i2}}}\delta f_{i2}(p_{i2})a(p_{i1},p_{i2})`$ (176) $`{\displaystyle \underset{n}{}}{\displaystyle _{p_{fn}}}\delta f_{fn}^0(p_{fn})G_{fn}(p_{i1},p_{fn})`$ $``$ $`\delta f_{i1}(p_1)\mathrm{\Gamma }(p_{i1})\delta F(p_{i1})`$ The abbreviated notation here is used to highlight the fact that only the first term is directly proportional to $`\delta f_{i1}(p_{i1})`$, whereas all the others contain smeared integrals over $`\delta f_j`$-distributions; the exact forms of the functions $`a(p,k)`$ and $`G_i(p,k)`$ are not relevant for us. $`\mathrm{\Gamma }(p_{i1})`$ on the other hand is the usual thermally averaged interaction rate, which, neglecting the Pauli-blocking factors, is given by $$\mathrm{\Gamma }(p_{i1})=\frac{\mathrm{d}^3p_{i2}}{(2\pi )^3}f_{i2}^0(p_{i2})(v_{\mathrm{rel}}\sigma _{ij}).$$ (177) where $$(v_{\mathrm{rel}}\sigma _{ij})\frac{1}{4E_{i1}E_{i2}}_{p_f}(2\pi )^4\delta ^4(\underset{l}{}p_l)\|\|^2$$ (178) is the invariant cross section for the process $`if`$ multiplied by the invariant flux (see for example ). The $`\delta f\mathrm{\Gamma }`$-term in (176) clearly causes damping away of kinetic fluctuations, with a momentum dependent relaxation scale given by the inverse of the rate (177). The “noise term” $`\delta F`$ physically represents the process of further thermal redistribution of the states which goes on alongside the relaxation of $`\delta f_i`$ to zero. Thes are random processes which occasionally oppose the relaxation process. However, while the integrated over $`p_{i1}`$ moments of $`\delta F(p_{i1})`$ are comparable to the moments of the first term, their naive inclusion to the moment equations would be incorrect, since kinetic relaxation depends sensitively on the shape of the entire distribution function. For example, the condition $`(p_{i1}/E_{i0})(\delta f\mathrm{\Gamma }\delta F)=0`$ would lead to vanishing of the (kinetic) relaxation term for the velocity perturbation in moment equations, whereas in reality the kinetic relaxation process is halted only if the collision term (176) vanishes identically for all momenta. The effect of the noise terms is further reduced by the fact that in all elastic channels adding the scatterings from particles and antiparticles tend to cancel the noise part, while the contributions to the relaxation terms are equal and add. In the diffusion approximation then, the first moments of the part of the collision term containing $`\delta f_j`$’s are given by $`C[\delta f_j]`$ $``$ $`0`$ $`v_{p_z}C[\delta f_j]`$ $``$ $`v_{p_z}\delta f_{i1}(p_z)\overline{\mathrm{\Gamma }},`$ (179) where the average $``$ is as defined in equation (96). In the case of first moment we have also assumed that $`\mathrm{\Gamma }(p)`$ has only a weak momentum dependence so that it can be replaced by its thermal average $`\overline{\mathrm{\Gamma }}`$. This is of course the place where we implicitly truncate our momentum expansion to the first two terms, and it should be a very good approximation. Adding up the contributions from all possible channels, one obtains the result (101). Let us next consider the $`𝒫[f(\mu _j)]`$-part of the statistical factor (175). Expanding to the first order in $`\mu _j`$’s one finds $$𝒫[f(\mu _j)]f_{i1}^0f_{i2}^0(\xi _{i1}+\xi _{i2}\xi _{f1}\xi _{f2}),$$ (180) where $`\xi \mu /T`$ and we also neglected the Pauli blocking factors in the final states. This expression obviously vanishes for the elastic channels, whereas for inelastic channels it gives the contribution $$C[\mu _j]f_{i1}^0(p_{i1})\mathrm{\Gamma }_i(p_{i1})\underset{j}{}\xi _j$$ (181) where $`\mathrm{\Gamma }_i(p_{i1})`$ is an expression analogous to (177) and $`_j\xi _j`$ is the signed sum over the chemical potentials appearing in (180) such that the term $`\xi _{i1}`$ has a positive sign. The first moments of the inelastic collision term in (181) then are $`C[\mu _j]`$ $``$ $`\overline{\mathrm{\Gamma }}_i{\displaystyle \underset{j}{}}\xi _j`$ $`v_{p_z}C[\mu _j]`$ $``$ $`0`$ (182) where $$\overline{\mathrm{\Gamma }}_i_{p_{i1}}f_{i1}^0\mathrm{\Gamma }_i(p_{i1})/N_{i1}$$ (183) with $`N_{i1}\mathrm{d}^3pf_{i0}^{}`$ (see equation (96)). Adding up all inelastic channels affecting a given species $`i`$, one arrives to the equation (100). ## Appendix B: Equilibrium ansatz in canonical variables Gauge invariance. In previous treatments an ansatz different from (86) was adapted for the local equilibrium function: $$\stackrel{~}{f}(p_c,x)=\frac{1}{e^{\beta [\gamma _w(\omega +v_wp_c)\stackrel{~}{\mu }(x)]}\pm 1}+\delta \stackrel{~}{f}(p,x),$$ (184) where $`p_c`$ is the canonical momentum. A technical problem with the canonical variables is that both $`p_c`$ and $`\stackrel{~}{\mu }`$ are phase reparametrization, or “gauge” variant quantities. This can be seen by observing that any physical quantity (e.g. local number density) is obtained integrating over the momenta. The integration measure $`d^3p_c`$ is unchanged by gauge transformation $`p_cp_c+\alpha _{CP}`$, so that a system with fixed number density is described by a different value of $`\stackrel{~}{\mu }`$ in two different gauges. In the previous treatments and equations for physically meaningful quantities were recovered using the condition that the system be unperturbed from equilibrium far in front of the wall (at $`z\mathrm{}`$) i.e. $$d^3p_{\mathrm{}}\stackrel{~}{f}=d^3p_{\mathrm{}}\frac{1}{e^{\beta [\gamma _w(\omega +v_wp_{\mathrm{}})\mu _{\mathrm{phys}}]}\pm 1}\mu _{\mathrm{phys}}0\mathrm{as}z\mathrm{}$$ (185) where $`p_{\mathrm{}}`$ is the physical momentum at infinity. For the case of a fermion with complex mass discussed in section 2, Eqns. (17) and (18) give $$p_{\mathrm{}}=p_{c,\mathrm{}}+s_{CP}\frac{s\theta ^{}}{2}\alpha _{CP}$$ (186) (since $`m0`$), where $`\alpha _{CP}\alpha ^{}+s_{CP}\theta ^{}/2`$ in the leftchiral sector for example. One then identifies the physical chemical potential as $$\mu _{\mathrm{phys}}=\stackrel{~}{\mu }+v_w\gamma _w(s_{CP}\frac{s\theta ^{}}{2}\alpha _{CP}).$$ (187) The equations are then most conveniently rewritten in terms of $`\mu _{\mathrm{phys}}`$ and $`p_{\mathrm{}}`$, and solved with with the boundary condition $`\mu _{\mathrm{phys}}=0`$ at $`+\mathrm{}`$. Note that in both and a specific gauge was chosen, which can be read off from the dispersion relations adapted as $`\alpha _{CP}=0`$ in , and $`\alpha _{CP}=s_{CP}\frac{s\theta ^{}}{2}`$ in . While in the former case a transformation from the original canonical variables had to be performed (cf. section 4, page 2962 in ), the implicit gauge choice of required no such transformation, since $`\mu _{\mathrm{phys}}=\stackrel{~}{\mu }`$ in this gauge. Note in particular that the terms proportional to the linear combination of scalar fields $`H_1^{}H_2H_2^{}H_1`$ appearing in canonical momenta (43), (64) and (69), can entirely be absorbed into the redefinition of $`\mu _{\mathrm{phys}}`$, so they will not provide new sources even when treating the problem using the canonical momentum. Comparision of the ansätze. Making use of (20) and the dispersion relation (19) one can show that the canonical and kinetic momenta are, to linear order in $`\theta ^{}`$, related by $$p_z(1s_{CP}\frac{s\theta ^{}}{2\stackrel{~}{\omega }})=p_c\alpha _{CP},$$ (188) where $`\stackrel{~}{\omega }\sqrt{\omega ^2p_{\|\|}^2}`$. In kinetic variables the ansatz (185) may then be written as $$\stackrel{~}{f}(p,x)=\frac{1}{e^{\beta [\gamma _w(\omega +v_wp)\mu _{\mathrm{phys}}]}\pm 1}+\delta \stackrel{~}{f}(p,x)+\beta v_w\gamma _ws_{CP}\frac{s\theta ^{}}{2}\frac{\stackrel{~}{\omega }p}{\stackrel{~}{\omega }}f^{},$$ (189) where $`f^{}=(1/e^x\pm 1)^{}`$ ($`x=\beta \omega `$). One can thus identify the physical chemical potential $`\mu _{\mathrm{phys}}`$ in the canonical variables with the chemical potential for our physical WKB-quasiparticles appearing in the ansatz (87). The chemical potentials in (87) and (184) are thus only separated by an unphysical gauge-transform. The distributions differ however, by a term that cannot be transformed away: to make (184) completely agree with (87), one should have $$\delta \stackrel{~}{f}=\delta f\beta v_w\gamma _ws_{CP}\frac{s\theta ^{}}{2}\frac{\stackrel{~}{\omega }p}{\stackrel{~}{\omega }}f^{}.$$ (190) The latter term does not vanish in equilibrium however, so the two ansätze do correspond to two physically different equilibrium conditions. The difference is only nonzero in the region of the wall however, as it vanishes when $`\|m\|0`$. Including this term in our Boltzmann equations would contribute to source term, making it equal to the one used in . It is clear that the difference between ansätze corresponds to which energy momentum - canonical or kinetic - is the appropriate one to take as that conserved in the local interactions between particle states modelled there. We have argued in the main text that the kinetic momentum has the more direct physical interpretation, and this argument is backed up by results from a more sophisticated treatment . However, a complete derivation of the transport equations using the formalism of will be needed to settle the issue unambiguously, while in practice the numerical results are not particularily sensitive to the difference.
warning/0006/hep-th0006197.html	ar5iv	text	# 1 Introduction ## 1 Introduction So far, quantum spin chains with “soliton preserving” boundary conditions have been studied -. However, there exists another type of boundary conditions, namely the “soliton non-preserving”. These conditions are basically known in affine Toda field theories -, although there is already a hint of such boundary conditions in the prototype paper of Sklyanin , which is further clarified by Delius in . It is important to mention that in affine Toda field theories only the “soliton non-preserving” boundary conditions have been studied , . It is still an open question what the “soliton preserving” boundary conditions are in these theories. In this work we construct the open spin chain with the “new” boundary conditions, we show that the model is integrable, we study its symmetry, and evidently, we solve it by means of the analytical Bethe ansatz method -. This is the first time that such boundary conditions have been considered in the spin chain framework. To describe the model it is necessary to introduce the basic constructing elements, namely, the $`R`$ and $`K`$ matrices. The $`R`$ matrix, which is a solution of the Yang-Baxter equation $`R_{12}(\lambda _1\lambda _2)R_{13}(\lambda _1)R_{23}(\lambda _2)=R_{23}(\lambda _2)R_{13}(\lambda _1)R_{12}(\lambda _1\lambda _2)`$ (1.1) (see, e.g., ). Here, we focus on the special case of the $`SU(3)`$ invariant $`R`$ matrix $`R_{12}(\lambda )_{jj,jj}`$ $`=`$ $`(\lambda +i),`$ $`R_{12}(\lambda )_{jk,jk}`$ $`=`$ $`\lambda ,jk,`$ $`R_{12}(\lambda )_{jk,kj}`$ $`=`$ $`i,jk,`$ (1.2) $`1j,k3.`$ We also need to introduce the $`R`$ matrix that involves different representations of $`SU(3)`$ , , in particular, $`3`$ and $`\overline{3}`$ (see also ). This matrix is given by crossing - $`R_{\overline{1}2}(\lambda )=V_1R_{12}(\lambda \rho )^{t_2}V_1=V_2^{t_2}R_{12}(\lambda \rho )^{t_1}V_2^{t_2},`$ (1.3) where $`V^2=1`$. Note that, $`R_{\overline{i}j}(\lambda )=R_{i\overline{j}}(\lambda )\overline{R}_{ij}(\lambda ),R_{\overline{i}\overline{j}}(\lambda )=R_{ij}(\lambda ).`$ (1.4) The $`\overline{R}`$ matrix is also a solution of the Yang-Baxter equation $`\overline{R}_{12}(\lambda _1\lambda _2)\overline{R}_{13}(\lambda _1)R_{23}(\lambda _2)=R_{23}(\lambda _2)\overline{R}_{13}(\lambda _1)\overline{R}_{12}(\lambda _1\lambda _2).`$ (1.5) The matrices $`K^{}`$, and $`K^+`$ which are solutions of the boundary Yang-Baxter equation , $`R_{12}(\lambda _1\lambda _2)K_1^{}(\lambda _1)\overline{R}_{21}(\lambda _1+\lambda _2)K_2^{}(\lambda _2)`$ $`=K_2^{}(\lambda _2)\overline{R}_{12}(\lambda _1+\lambda _2)K_1^{}(\lambda _1)R_{21}(\lambda _1\lambda _2),`$ (1.6) and, $`R_{12}(\lambda _1+\lambda _2)K_1^+(\lambda _1)^{t_1}\overline{R}_{21}(\lambda _1\lambda _22\rho )K_2^+(\lambda _2)^{t_2}`$ $`=K_2^+(\lambda _2)^{t_2}\overline{R}_{12}(\lambda _1\lambda _22\rho )K_1^+(\lambda _1)^{t_1}R_{21}(\lambda _1+\lambda _2),`$ (1.7) where $`\rho =\frac{3i}{2}`$. We can consider that the $`K_i`$ matrix describes the reflection of a soliton with the boundary which comes back as an anti-soliton (see also ). It is a natural choice to consider the following alternating spin chain , , which leads to a local Hamiltonian. The corresponding transfer matrix $`t(\lambda )`$ for the open chain of $`2N`$ sites with “soliton non-preserving” boundary conditions is (see also e.g., , ) $`t(\lambda )=tr_0K_0^+(\lambda )T_0(\lambda )K_0^{}(\lambda )\widehat{T}_{\overline{0}}(\lambda ),`$ (1.8) where $`tr_0`$ denotes trace over the “auxiliary space” 0, $`T_0(\lambda )`$ is the monodromy matrix, $`T_0(\lambda )=R_{02N}(\lambda )\overline{R}_{02N1}(\lambda )\mathrm{}R_{02}(\lambda )\overline{R}_{01}(\lambda ),`$ $`\widehat{T}_{\overline{0}}(\lambda )=R_{10}(\lambda )\overline{R}_{20}(\lambda )\mathrm{}R_{2N10}(\lambda )\overline{R}_{2N0}(\lambda ),`$ (1.9) We can change the auxiliary space to its conjugate and then we obtain the $`\overline{t}(\lambda )`$ matrix which satisfies, for $`K^\pm (\lambda )=1`$ $`\overline{t}(\lambda )=t(\lambda )^t.`$ (1.10) In particular, $`\overline{t}(\lambda )=tr_0K_{\overline{0}}^+(\lambda )T_{\overline{0}}(\lambda )K_{\overline{0}}^{}(\lambda )\widehat{T}_0(\lambda ),`$ (1.11) with $`T_{\overline{0}}(\lambda )=\overline{R}_{02N}(\lambda )R_{02N1}(\lambda )\mathrm{}\overline{R}_{02}(\lambda )R_{01}(\lambda ),`$ $`\widehat{T}_0(\lambda )=\overline{R}_{10}(\lambda )R_{20}(\lambda )\mathrm{}\overline{R}_{2N10}(\lambda )R_{2N0}(\lambda ),`$ (1.12) (we usually suppress the “quantum-space” subscripts $`1,\mathrm{},N`$). One can observe the alternation between $`R`$ and $`\overline{R}`$ in (1.9) and (1.12). In particular for the monodromy matrix $`T_0`$ we see that in even sites there exists the $`R`$ matrix whereas in the odd sites the $`\overline{R}`$ matrix acts. The situation is exactly the opposite for the $`\widehat{T}_{\overline{0}}`$ matrix. In fact, $`\widehat{T}_a(\lambda )=T_a^1(\lambda ),`$ (1.13) where $`a`$ can be $`0`$ or $`\overline{0}`$. In the above definitions of the monodromy matrices we used the equations (1.4). The transfer matrix satisfies the commutativity property $`[t(\lambda ),t(\lambda ^{})]=0.`$ (1.14) $`\overline{t}`$ also obeys the commutativity property, $`[\overline{t}(\lambda ),\overline{t}(\lambda ^{})]=0,`$ (1.15) moreover $`[\overline{t}(\lambda ),t(\lambda ^{})]=0.`$ (1.16) We give a detailed prof of (1.14), (1.15), (1.16) in A Appendix. The corresponding open spin chain Hamiltonian $``$ is $`{\displaystyle \frac{d}{d\lambda }}t(\lambda )\overline{t}(\lambda )\|_{\lambda =0}.`$ (1.17) It is necessary to consider the product of both transfer matrices in order to obtain a local theory. One can show that this Hamiltonian is indeed local with terms that describe interaction up to four neighbours, see B Appendix. The outline of this paper is as follows: in the next section we briefly discuss about the crossing symmetry of the transfer matrix and the fusion for the $`K`$ matrices and the transfer matrix. In section three we study the asymptotic behaviour and the symmetry of the transfer matrix. We show that, although we build the chain using the $`SU(3)`$ invariant $`R`$ matrix, the model has $`SO(3)`$ symmetry. In the following section we find the exact expressions for the transfer matrix eigenvalues and we also deduce a completely new set of Bethe ansatz equations via the analytical Bethe ansatz method. Finally, in the last section we review the results of this work and we also discuss some of our future goals. ## 2 Crossing and fusion In this section we basically review known ideas about the crossing and the fusion procedure for the $`R`$ and $`K`$ matrices ( see e.g., , , ). We can prove (see also ) that the transfer matrix satisfies the crossing symmetry. To do this we need the next identity $`𝒫_{12}^{t_2}\overline{R}_{21}(\lambda )^{t_1}=\overline{R}_{21}(\lambda )^{t_1}𝒫_{12}^{t_2},`$ (2.1) where $`𝒫`$ is the permutation operator. The last equation follows from the reflection equation (1.6) for $`\lambda _1\lambda _2=\rho `$. which follows from the reflection equation (1.6) for $`\lambda _1\lambda _2=\rho `$. Then we can show for the transfer matrix that $`t(\lambda )=t(\lambda \rho ).`$ (2.2) Indeed, the transfer matrix does have crossing symmetry. The fused $`R`$ matrices are known (see e.g., ). However we still need to fuse the $`K`$ matrices. We consider the following reflection equation for $`\lambda _1\lambda _2=\rho `$, $`\overline{R}_{12}(\lambda _1\lambda _2)K_{\overline{1}}^{}(\lambda _1)R_{21}(\lambda _1+\lambda _2)K_2^{}(\lambda _2)`$ $`=K_2^{}(\lambda _2)R_{12}(\lambda _1+\lambda _2)K_{\overline{1}}^{}(\lambda _1)\overline{R}_{21}(\lambda _1\lambda _2),`$ (2.3) then the fused $`K`$ matrices are given by $`K_{<\overline{1}2>}^{}(\lambda )=P_{\overline{1}2}^+K_{\overline{1}}^{}(\lambda )R_{21}(2\lambda +\rho )K_2^{}(\lambda +\rho )P_{2\overline{1}}^+,`$ $`K_{<\overline{1}2>}^+(\lambda )^{t_{12}}=P_{2\overline{1}}^+K_{\overline{1}}^+(\lambda )^{t_1}R_{21}(2\lambda 3\rho )K_2^+(\lambda +\rho )^{t_2}P_{\overline{1}2}^+.`$ (2.4) where $`P_{\overline{1}2}^+=1{\displaystyle \frac{1}{3}}\overline{R}_{12}(\rho )`$ (2.5) is a projector to an eight dimensional subspace (see also ) ($`\frac{1}{3}\overline{R}_{12}(\rho )`$ is a projector to an one dimensional subspace). Analogously, we obtain the $`K_{<1\overline{2}>}(\lambda )`$ matrices. The above $`K`$ matrices obey generalised reflection equations (see e.g., , ). One can show, for the case that $`K^\pm (\lambda )=1`$, the fused transfer matrix is (see e.g., ) $`\widehat{t}(\lambda )=\zeta ^{}(2\lambda +2\rho )\overline{t}(\lambda )t(\lambda +\rho )\zeta (\lambda +\rho )^N\zeta ^{}(\lambda +\rho )^Ng(2\lambda +\rho )g(2\lambda 3\rho ),`$ (2.6) where we define, $`g(\lambda )=\lambda +i,\zeta (\lambda )=(\lambda +i)(\lambda +i),\zeta ^{}(\lambda )=(\lambda +\rho )(\lambda +\rho ).`$ (2.7) Note that we obtain one equation from fusion whereas in we end up with two such equations. ## 3 The symmetry of the transfer matrix Here, we study the symmetry of the transfer matrix for the alternating spin chain. To do so it is necessary to derive the asymptotic behaviour of the monodromy matrix. The asymptotic behaviour of the $`R`$, $`\overline{R}`$ matrices for $`\lambda \mathrm{}`$ follows from (1.2), (1.3) $`R_{0k}(\lambda )`$ $``$ $`\lambda (I+{\displaystyle \frac{i}{\lambda }}\left(\begin{array}{ccc}S_{1,k}& J_{1,k}^{}& J_{3,k}^{}\\ J_{1,k}^+& S_{2,k}& J_{2,k}^{}\\ J_{3,k}^+& J_{2,k}^+& S_{3,k}\end{array}\right)),`$ (3.4) $`\overline{R}_{0k}(\lambda )`$ $``$ $`\lambda (I+{\displaystyle \frac{3i}{2\lambda }}I{\displaystyle \frac{i}{\lambda }}\left(\begin{array}{ccc}S_{3,k}& J_{2,k}^{}& J_{3,k}^{}\\ J_{2,k}^+& S_{2,k}& J_{1,k}^{}\\ J_{3,k}^+& J_{1,k}^+& S_{1,k}\end{array}\right)).`$ (3.8) The matrix elements are: $`S_i`$ $`=`$ $`e_{i,i},i=1,2,3,`$ $`J_i^+`$ $`=`$ $`e_{i,i+1},J_i^{}=e_{i+1,i},i=1,2,`$ $`J_3^+`$ $`=`$ $`e_{1,3},J_3^{}=e_{3,1},`$ (3.9) with, $`(e_{i,j})_{kl}=\delta _{ik}\delta _{jl}`$ (3.10) The leading asymptotic behaviour of the monodromy matrix is given by $`T^+`$ $``$ $`()^{\frac{N}{2}}\lambda ^N(I+{\displaystyle \frac{3Ni}{2\lambda }}I+{\displaystyle \frac{i}{\lambda }}\left(\begin{array}{ccc}𝒮_1^e𝒮_3^o& 𝒥_1^e+𝒥_2^o& 𝒥_3^e𝒥_3^o\\ 𝒥_1^{+e}+𝒥_2^{+o}& 𝒮_2^e𝒮_2^o& 𝒥_2^e+𝒥_1^o\\ 𝒥_3^{+e}𝒥_3^{+o}& 𝒥_2^{+e}+𝒥_1^{+o}& 𝒮_3^e𝒮_1^o\end{array}\right)),`$ (3.14) $`\widehat{T}^+`$ $``$ $`()^{\frac{N}{2}}\lambda ^N(I+{\displaystyle \frac{3Ni}{2\lambda }}I+{\displaystyle \frac{i}{\lambda }}\left(\begin{array}{ccc}𝒮_1^o𝒮_3^e& 𝒥_1^o+𝒥_2^e& 𝒥_3^o𝒥_3^e\\ 𝒥_1^{+o}+𝒥_2^{+e}& 𝒮_2^o𝒮_2^e& 𝒥_2^o+𝒥_1^e\\ 𝒥_3^{+o}𝒥_3^{+e}& 𝒥_2^{+o}+𝒥_1^{+e}& 𝒮_3^o𝒮_1^e\end{array}\right)),`$ (3.18) the superscripts $`e`$ and $`o`$ refer to the sum over even and odd sites of the chain respectively, namely, $`𝒮_i^r={\displaystyle \underset{k=[r]}{}}S_{i,k}𝒥_i^{\pm r}={\displaystyle \underset{k=[r]}{}}J_{i,k}^\pm ,i=1,2,3,`$ (3.19) $`r`$ can be even or odd. To determine the symmetry of the transfer matrix we need the asymptotic behaviour of the following product $`T^+\widehat{T}^+\lambda ^{2N}(I+{\displaystyle \frac{3Ni}{\lambda }}I+{\displaystyle \frac{i}{\lambda }}\left(\begin{array}{ccc}𝒮& 𝒥^{}& 0\\ 𝒥^+& 0& 𝒥^{}\\ 0& 𝒥^+& 𝒮\end{array}\right)),`$ (3.23) where, $`𝒮`$ $`=`$ $`𝒮_1𝒮_3,𝒥^\pm =𝒥_1^\pm +𝒥_2^\pm ,`$ (3.24) are the generators of $`SO(3)`$, and $`𝒮_i`$ $`=`$ $`𝒮_i^e+𝒮_i^o,𝒥_i^\pm =𝒥_i^{\pm e}+𝒥_i^{\pm o}.`$ (3.25) We define the following operator which has a structure similar to the transfer matrix, $`\tau =tr_0PT^+\widehat{T}^+`$ (3.26) where $`P`$ can be $`S`$, $`J^\pm `$ and projects out the corresponding generators from the (3.23). One can prove (see also ) the commutation relation $`[t(\lambda ),\tau ]=0.`$ (3.27) Similarly, one can show that $`\overline{t}(\lambda )`$ commutes with $`\tau `$, therefore the Hamiltonian (1.17) commutes with $`\tau `$ as well. It is manifest from the equation (3.27) that the transfer matrix ($`\overline{t}(\lambda )`$ as well) has $`SO(3)`$ symmetry. Even though the result seems “bizarre”, it is somehow expected if we consider that $`SO(3)`$ is a subalgebra of $`SU(3)`$ invariant under charge conjugation. Remember that we constructed the spin chain which involves the 3 and $`\overline{3}`$ representations of $`SU(3)`$ in both quantum and auxiliary spaces. Moreover, it is essential for the following to determine the asymptotic behaviour of the transfer matrix eigenvalue which is given by $`t(\lambda )\lambda ^{2N}(3+{\displaystyle \frac{9Ni}{\lambda }})I`$ (3.28) where $`I`$ is the $`3\times 3`$ unit matrix. ## 4 Bethe ansatz equations We can use the results of the previous sections in order to deduce the Bethe ansatz equations for the spin chain. First, we have to derive a reference state, namely the pseudo-vacuum. We consider the state with all spins up i.e., $`\|\mathrm{\Lambda }^{(0)}={\displaystyle \underset{k=1}{\overset{N}{}}}\|+_{(k)},`$ (4.1) this is annihilated by $`𝒥^+`$ where (we suppress the $`(k)`$ index) $`\|+=\left(\begin{array}{c}1\\ 0\\ 0\end{array}\right).`$ (4.5) This is an eigenstate of the transfer matrix. The action of the $`R`$, $`\overline{R}`$ matrices on the $`\|+`$ ($`+\|`$) state gives upper (lower) triangular matrices. Consequently, the action of the monodromy matrix on the pseudo-vacuum gives also upper (lower) triangular matrices (see also ). We find that the transfer matrix eigenvalue for the pseudo-vacuum state, after some tedious calculations, is $`\mathrm{\Lambda }^{(0)}(\lambda )=(a(\lambda )\overline{b}(\lambda ))^{2N}{\displaystyle \frac{2\lambda +\frac{i}{2}}{2\lambda +\frac{3i}{2}}}+(b(\lambda )\overline{b}(\lambda ))^{2N}+(\overline{a}(\lambda )b(\lambda ))^{2N}{\displaystyle \frac{2\lambda +\frac{5i}{2}}{2\lambda +\frac{3i}{2}}}.`$ (4.6) Because of the $`SO(3)`$ symmetry of the transfer matrix there exist simultaneous eigenstates of $`M=\frac{1}{2}(2NS)`$ and the transfer matrix, namely, $`M\|\mathrm{\Lambda }^{(m)}=m\|\mathrm{\Lambda }^{(m)},t(\lambda )\|\mathrm{\Lambda }^{(m)}=\mathrm{\Lambda }^{(m)}(\lambda )\|\mathrm{\Lambda }^{(m)}.`$ (4.7) We assume that a general eigenvalue has the form of a “dressed” pseudo-vacuum eigenvalue i.e., $`\mathrm{\Lambda }^{(m)}(\lambda )=(a(\lambda )\overline{b}(\lambda ))^{2N}{\displaystyle \frac{2\lambda +\frac{i}{2}}{2\lambda +\frac{3i}{2}}}A_1(\lambda )+(b(\lambda )\overline{b}(\lambda ))^{2N}A_2(\lambda )+(\overline{a}(\lambda )b(\lambda ))^{2N}{\displaystyle \frac{2\lambda +\frac{5i}{2}}{2\lambda +\frac{3i}{2}}}A_3(\lambda ).`$ (4.8) Our task is to find explicit expressions for the $`A_i(\lambda )`$. We consider all the conditions we derived previously. The asymptotic behaviour of the transfer matrix (3.28) gives the following condition for $`\lambda \mathrm{}`$ $`{\displaystyle \underset{i=1}{\overset{3}{}}}A_i(\lambda )3.`$ (4.9) The fusion equation (2.6) gives us conditions involving $`A_1(\lambda )`$, $`A_3(\lambda )`$, namely, $`A_1(\lambda +\rho )A_3(\lambda )=1.`$ (4.10) The crossing symmetry of the transfer matrix (2.2) provides further restrictions among the dressing functions i.e., $`A_3(\lambda \rho )=A_1(\lambda ),A_2(\lambda )=A_2(\lambda \rho ).`$ (4.11) The last two equations combined give $`A_1(\lambda )A_1(\lambda )=1.`$ (4.12) Moreover, for $`\lambda =i`$ the $`R`$ matrix degenerates to a projector onto a three dimensional subspace. Thus, we can obtain another equation that involves $`A_1(\lambda )`$ and $`A_2(\lambda )`$ (see also ), namely, $`A_2(\lambda )A_1(\lambda +i)=A_1(\lambda +{\displaystyle \frac{i}{2}}).`$ (4.13) Finally, we require $`A_2(\lambda )`$ to have the same poles with $`A_1(\lambda )`$ and $`A_3(\lambda )`$. Considering all the above conditions together we find that $`A_1(\lambda )={\displaystyle \underset{j=1}{\overset{m}{}}}{\displaystyle \frac{\lambda +\lambda _j\frac{i}{2}}{\lambda +\lambda _j+\frac{i}{2}}}{\displaystyle \frac{\lambda \lambda _j\frac{i}{2}}{\lambda \lambda _j+\frac{i}{2}}},`$ (4.14) $`A_2(\lambda )={\displaystyle \underset{j=1}{\overset{m}{}}}{\displaystyle \frac{\lambda +\lambda _j+\frac{3i}{2}}{\lambda +\lambda _j+\frac{i}{2}}}{\displaystyle \frac{\lambda \lambda _j+\frac{3i}{2}}{\lambda \lambda _j+\frac{i}{2}}}{\displaystyle \frac{\lambda +\lambda _j}{\lambda +\lambda _j+i}}{\displaystyle \frac{\lambda \lambda _j}{\lambda \lambda _j+i}},`$ (4.15) $`A_3(\lambda )={\displaystyle \underset{j=1}{\overset{m}{}}}{\displaystyle \frac{\lambda +\lambda _j+2i}{\lambda +\lambda _j+i}}{\displaystyle \frac{\lambda \lambda _j+2i}{\lambda \lambda _j+i}}.`$ (4.16) We can check that the above functions indeed satisfy all the necessary properties. Finally, the analyticity of the eigenvalues (the poles must vanish) provides the Bethe ansatz equations $`e_1(\lambda _i)^{2N}e_1(2\lambda _i)={\displaystyle \underset{j=1}{\overset{m}{}}}e_2(\lambda _i\lambda _j)e_2(\lambda _i+\lambda _j)e_1(\lambda _i\lambda _j)e_1(\lambda _i+\lambda _j),`$ (4.17) where we have defined $`e_n(\lambda )`$ as $`e_n(\lambda )={\displaystyle \frac{\lambda +\frac{in}{2}}{\lambda \frac{in}{2}}}.`$ (4.18) Notice that we obtain a completely new set of Bethe equations starting with the known $`SU(3)`$ invariant $`R`$ matrix. At this point we can make the following interesting observation. Consider the Bethe ansatz equations for the alternating spin chain with periodic boundary conditions, with $`2N`$ sites $`e_1(\lambda _i^{(1)})^{N_0}`$ $`=`$ $`{\displaystyle \underset{ij=1}{\overset{m_1}{}}}e_2(\lambda _i^{(1)}\lambda _j^{(1)}){\displaystyle \underset{j=1}{\overset{m_2}{}}}e_1(\lambda _i^{(1)}\lambda _j^{(2)}),`$ $`e_1(\lambda _i^{(2)})^{N_0^{}}`$ $`=`$ $`{\displaystyle \underset{ij=1}{\overset{m_2}{}}}e_2(\lambda _i^{(2)}\lambda _j^{(2)}){\displaystyle \underset{j=1}{\overset{m_1}{}}}e_1(\lambda _i^{(2)}\lambda _j^{(1)}),`$ (4.19) ($`N_0+N_0^{}=2N`$). For the special case that $`N_0=N_0^{}=N`$, $`m_1=m_2`$ and $`\lambda _j^{(1)}=\lambda _j^{(2)}`$, the previous equations become $`e_1(\lambda _i)^N={\displaystyle \underset{j=1}{\overset{m}{}}}e_2(\lambda _i\lambda _j)e_1(\lambda _i\lambda _j).`$ (4.20) The last equations are exactly “halved” compared to (4.17). For the moment we do not have any satisfactory explanation about the significance of this coincidence. Our results can be probably generalized for the spin chain constructed by the $`SU(𝒩)`$ invariant $`R`$ matrix. We expect a reduced symmetry for the general case as well. ## 5 Discussion We constructed a quantum spin chain with “soliton non-preserving” boundary conditions. Although we started with the $`SU(3)`$ invariant $`R`$ matrix, we showed that the model has $`SO(3)`$ invariance (3.27). We used this symmetry to find the spectrum of the transfer matrix and we also deduced the Bethe ansatz equations (4.17) via the analytical Bethe ansatz method. It would be of great interest to study the trigonometric case. Hopefully, one can find diagonal solutions for the $`K`$ matrices and solve the trigonometric open spin chain. The interesting aspect for the trigonometric case is that one can possibly relate the lattice model with some boundary field theory. Indeed, we know that e.g., the critical periodic $`A_{𝒩1}^{(1)}`$ spin chain can be regarded as a discretisation of the corresponding affine Toda field theory . Finally, one can presumably generalize the above construction using any $`SU(𝒩)`$ invariant $`R`$ matrix. We hope to report on these issue! s in a future work . ## 6 Acknowledgments I am grateful to E. Corrigan, G.W. Delius, and R.I. Nepomechie for helpful discussions. This work was supported by the European Commission under the TMR Network “Integrability, non-perturbative effects, and symmetry in quantum field theory”, contract number FMRX-CT96-0012. ## Appendix A Appendix In this section we are going to prove the integrability of the model, namely the commutation relations (1.14), (1.15) for the transfer matrices. We define the following operator which originally introduced by Sklyanin , $`𝒯_0^{}(\lambda )=T_0(\lambda )K_0^{}(\lambda )\widehat{T}_{\overline{0}}(\lambda ).`$ (A.1) As we already mentioned in the introduction the $`K^{}(\lambda )`$ matrix satisfies the reflection equation (1.6) therefore the $`𝒯_0^{}(\lambda )`$ operator obeys the fundamental relation $`R_{12}(\lambda _1\lambda _2)𝒯_1^{}(\lambda _1)\overline{R}_{21}(\lambda _1+\lambda _2)𝒯_2^{}(\lambda _2)`$ $`=𝒯_2^{}(\lambda _2)\overline{R}_{12}(\lambda _1+\lambda _2)𝒯_1^{}(\lambda _1)R_{21}(\lambda _1\lambda _2).`$ (A.2) Now we are ready to prove (1.14), $`t(\lambda _1)t(\lambda _2)`$ $`=`$ $`tr_1K_1^+(\lambda _1)𝒯_1^{}(\lambda _1)tr_2K_2^+(\lambda _2)𝒯_2^{}(\lambda _2)`$ (A.3) $`=`$ $`tr_1K_1^+(\lambda _1)^{t_1}𝒯_1^{}(\lambda _1)^{t_1}tr_2K_2^+(\lambda _2)𝒯_2^{}(\lambda _2)`$ $`=`$ $`tr_{12}K_1^+(\lambda _1)^{t_1}K_2^+(\lambda _2)𝒯_1^{}(\lambda _1)^{t_1}𝒯_2^{}(\lambda _2),`$ we use the crossing unitarity of the $`\overline{R}`$ matrix namely, $`\overline{R}_{21}(\lambda 2\rho )^{t_2}\overline{R}_{21}(\lambda )^{t_1}=\zeta (\lambda ),`$ (A.4) then the product $`t(\lambda _1)t(\lambda _2)`$ becomes, $`\zeta ^1(\lambda _1+\lambda _2)tr_{12}K_1^+(\lambda _1)^{t_1}K_2^+(\lambda _2)\overline{R}_{21}(\lambda _1\lambda _22\rho )^{t_2}\overline{R}_{21}(\lambda _1+\lambda _2)^{t_1}𝒯_1^{}(\lambda _1)^{t_1}𝒯_2^{}(\lambda _2)`$ $`=\zeta ^1(\lambda _1+\lambda _2)tr_{12}(K_1^+(\lambda _1)^{t_1}\overline{R}_{21}(\lambda _1\lambda _22\rho )K_2^+(\lambda _2)^{t_2})^{t_2}`$ $`\times (𝒯_1^{}(\lambda _1)\overline{R}_{21}(\lambda _1+\lambda _2)𝒯_2^{}(\lambda _2))^{t_1}`$ $`=\zeta ^1(\lambda _1+\lambda _2)tr_{12}(K_1^+(\lambda _1)^{t_1}\overline{R}_{21}(\lambda _1\lambda _22\rho )K_2^+(\lambda _2)^{t_2})^{t_{12}}`$ $`\times 𝒯_1^{}(\lambda _1)\overline{R}_{21}(\lambda _1+\lambda _2)𝒯_2^{}(\lambda _2),`$ (A.5) using the unitarity of the $`R`$ matrix i.e., $`R_{21}(\lambda )R_{12}(\lambda )=\zeta (\lambda ),`$ (A.6) we obtain the following expression for the product $`\zeta ^1(\lambda _1\lambda _2)\zeta ^1(\lambda _1+\lambda _2)tr_{12}(K_1^+(\lambda _1)^{t_1}\overline{R}_{21}(\lambda _1\lambda _22\rho )K_2^+(\lambda _2)^{t_2})^{t_{12}}`$ $`\times R_{21}(\lambda _1+\lambda _2)R_{12}(\lambda _1\lambda _2)𝒯_1^{}(\lambda _1)\overline{R}_{21}(\lambda _1+\lambda _2)𝒯_2^{}(\lambda _2)`$ $`=\zeta ^1(\lambda _1\lambda _2)\zeta ^1(\lambda _1+\lambda _2)tr_{12}(R_{12}(\lambda _1+\lambda _2)K_1^+(\lambda _1)^{t_1}\overline{R}_{21}(\lambda _1\lambda _22\rho )K_2^+(\lambda _2)^{t_2})^{t_{12}}`$ $`\times R_{12}(\lambda _1\lambda _2)𝒯_1^{}(\lambda _1)\overline{R}_{21}(\lambda _1+\lambda _2)𝒯_2^{}(\lambda _2).`$ (A.7) Finally, with the help of equations (1.7) and (A.2) and repeating all the previous steps in a reverse order we end up that the the last expression is just $`t(\lambda _2)t(\lambda _1)`$. In order to show (1.15) we need to define the following operator by changing the auxiliary space to its conjugate in (A.1) $`𝒯_{\overline{0}}^{}(\lambda )=T_{\overline{0}}(\lambda )K_{\overline{0}}^{}(\lambda )\widehat{T}_0(\lambda ).`$ (A.8) $`𝒯_{\overline{0}}^{}(\lambda )`$ satisfies the same fundamental relation (A.2) with $`𝒯_0^{}(\lambda )`$ (remember (1.4)). Following exactly the same steps as before we can show that (1.15) is also true. It is also necessary to prove (1.16). The steps of the proof are very similar to the previous case. The only difference is that this time we have to consider the reflection equation (2.3). Using (2.3) we can show the fundamental relation for $`𝒯_{\overline{0}}^{}(\lambda )`$ and $`𝒯_0^{}(\lambda )`$, $`\overline{R}_{12}(\lambda _1\lambda _2)𝒯_{\overline{1}}^{}(\lambda _1)R_{21}(\lambda _1+\lambda _2)𝒯_2^{}(\lambda _2)`$ $`=𝒯_2^{}(\lambda _2)R_{12}(\lambda _1+\lambda _2)𝒯_{\overline{1}}^{}(\lambda _1)\overline{R}_{21}(\lambda _1\lambda _2).`$ (A.9) Following the same procedure as before and using the relations $`R_{21}(\lambda 2\rho )^{t_2}R_{21}(\lambda )^{t_1}=\zeta ^{}(\lambda ),`$ (A.10) and $`\overline{R}_{21}(\lambda )\overline{R}_{12}(\lambda )=\zeta ^{}(\lambda )`$ (A.11) we can prove (1.16). This concludes our proof for the integrability of the model. ## Appendix B Appendix In this appendix we show explicitly that the Hamiltonian of the open spin chain is local with terms that describe interaction up to four nearest neighbours. We focus here in the special case that $`K^\pm (\lambda )=1`$. We exploit the fact that $`R_{ij}(0)=𝒫_{ij}`$, then the transfer matrices become (we write for simplicity $`\overline{R}_{ij}(0)=\overline{R}_{ij}`$) $`t(0)=tr_0𝒫_{02N}\overline{R}_{02N1}\mathrm{}𝒫_{02k}\overline{R}_{02k1}\mathrm{}𝒫_{02}\overline{R}_{01},`$ $`\overline{t}(0)=tr_0\overline{R}_{02N}𝒫_{02N1}\mathrm{}\overline{R}_{02k}𝒫_{02k1}\mathrm{}\overline{R}_{02}𝒫_{01}.`$ (B.1) We move the permutation operators along the elements of the product and having in mind that $`tr_0𝒫_{02N}\overline{R}_{02N}1,𝒫_{ij}A_{ik}𝒫_{ij}=A_{jk},`$ (B.2) where $`A`$ is any operator, we end up $`t(0)\overline{R}_{2N\mathrm{1\; 2}N}\overline{R}_{2N\mathrm{3\; 2}N2}\mathrm{}\overline{R}_{2k\mathrm{1\; 2}k}\mathrm{}\overline{R}_{12}𝒫_{24}\mathrm{}𝒫_{2k\mathrm{2\; 2}k}\mathrm{}𝒫_{2N\mathrm{2\; 2}N}`$ $`\times 𝒫_{2N\mathrm{3\; 2}N1}\mathrm{}𝒫_{2k\mathrm{3\; 2}k1}\mathrm{}𝒫_{13}\overline{R}_{23}\mathrm{}\overline{R}_{2k\mathrm{2\; 2}k1}\mathrm{}\overline{R}_{2N\mathrm{2\; 2}N1}𝒫_{\mathrm{1\; 2}N},`$ (B.3) and $`\overline{t}(0)𝒫_{\mathrm{1\; 2}N}\overline{R}_{2N\mathrm{2\; 2}N1}\mathrm{}\overline{R}_{2k\mathrm{2\; 2}k1}\mathrm{}\overline{R}_{23}𝒫_{13}\mathrm{}𝒫_{2k\mathrm{3\; 2}k1}\mathrm{}𝒫_{2N\mathrm{3\; 2}N1}`$ $`\times 𝒫_{2N\mathrm{2\; 2}N}\mathrm{}𝒫_{2k\mathrm{2\; 2}k}\mathrm{}𝒫_{24}\overline{R}_{12}\mathrm{}\overline{R}_{2j\mathrm{1\; 2}j}\mathrm{}\overline{R}_{2N\mathrm{3\; 2}N2}\overline{R}_{2N\mathrm{1\; 2}N}.`$ (B.4) We also need the derivative of the transfer matrix for $`\lambda =0`$. It is sufficient to show the calculation for the $`\frac{d}{d\lambda }t(\lambda )\overline{t}(\lambda )`$, (the product $`t(\lambda )\frac{d}{d\lambda }\overline{t}(\lambda )`$ gives similar terms). Taking the derivative of the transfer matrix we obtain four different sums, because the derivative hits $`R`$, $`\overline{R}`$ of the monodromy matrix $`T`$ and $`\widehat{T}`$ as well, namely $`{\displaystyle \frac{d}{d\lambda }}t(\lambda )\|_{\lambda =0}={\displaystyle \underset{j=1}{\overset{N}{}}}tr_0𝒫_{02N}\overline{R}_{02N1}\mathrm{}\overline{R}_{02j1}^{}\mathrm{}𝒫_{02}\overline{R}_{01}𝒫_{10}\overline{R}_{20}\mathrm{}𝒫_{02N1}\overline{R}_{2N0}`$ $`+{\displaystyle \underset{j=1}{\overset{N}{}}}tr_0𝒫_{02N}\overline{R}_{02N1}\mathrm{}R_{02j}^{}\mathrm{}\overline{R}_{01}𝒫_{10}\overline{R}_{20}\mathrm{}𝒫_{02N1}\overline{R}_{2N0}`$ $`+{\displaystyle \underset{j=1}{\overset{N}{}}}tr_0𝒫_{02N}\overline{R}_{02N1}\mathrm{}𝒫_{02}\overline{R}_{01}𝒫_{10}\overline{R}_{20}\mathrm{}\overline{R}_{02j}^{}\mathrm{}𝒫_{02N1}\overline{R}_{2N0}`$ $`+{\displaystyle \underset{j=1}{\overset{N}{}}}tr_0𝒫_{02N}\overline{R}_{02N1}\mathrm{}𝒫_{02}\overline{R}_{01}𝒫_{10}\overline{R}_{20}\mathrm{}R_{02j1}^{}\mathrm{}𝒫_{02N1}\overline{R}_{2N0},`$ (B.5) the prime denotes derivative with respect to $`\lambda `$. Again we move the permutation operators properly along the tensor product and we also consider (B.2) and $`tr_0𝒫_{02N}\overline{R}_{02N}^{}1`$ and finally, we obtain $`{\displaystyle \frac{d}{d\lambda }}t(\lambda )\|_{\lambda =0}{\displaystyle \underset{j=1}{\overset{N}{}}}\overline{R}_{2N\mathrm{1\; 2}N}\overline{R}_{2N\mathrm{3\; 2}N2}\mathrm{}\overline{R}_{2j\mathrm{1\; 2}j}^{}\mathrm{}\overline{R}_{12}𝒫_{24}\mathrm{}𝒫_{2N\mathrm{2\; 2}N}`$ $`\times 𝒫_{2N\mathrm{3\; 2}N1}\mathrm{}𝒫_{13}\overline{R}_{23}\mathrm{}\overline{R}_{2k\mathrm{2\; 2}k1}\mathrm{}\overline{R}_{2N\mathrm{2\; 2}N1}𝒫_{\mathrm{1\; 2}N}`$ $`+{\displaystyle \underset{j=1}{\overset{N1}{}}}\overline{R}_{2N\mathrm{1\; 2}N}\overline{R}_{2N\mathrm{3\; 2}N2}\mathrm{}\overline{R}_{2j+\mathrm{1\; 2}j+2}\stackrel{ˇ}{R}_{2j2j+2}^{}\overline{R}_{2j\mathrm{1\; 2}j}\mathrm{}\overline{R}_{12}𝒫_{24}\mathrm{}𝒫_{2N\mathrm{2\; 2}N}`$ $`\times 𝒫_{2N\mathrm{3\; 2}N1}\mathrm{}𝒫_{13}\overline{R}_{23}\mathrm{}\overline{R}_{2k\mathrm{2\; 2}k1}\mathrm{}\overline{R}_{2N\mathrm{2\; 2}N1}𝒫_{\mathrm{1\; 2}N}`$ $`+{\displaystyle \underset{j=1}{\overset{N1}{}}}\overline{R}_{2N\mathrm{1\; 2}N}\overline{R}_{2N\mathrm{3\; 2}N2}\mathrm{}\overline{R}_{2k\mathrm{1\; 2}k}\mathrm{}\overline{R}_{12}𝒫_{24}\mathrm{}𝒫_{2N\mathrm{2\; 2}N}`$ $`\times 𝒫_{2N\mathrm{3\; 2}N1}\mathrm{}𝒫_{13}\overline{R}_{23}\mathrm{}\overline{R}_{2j2j+1}^{}\mathrm{}\overline{R}_{2N\mathrm{2\; 2}N1}𝒫_{\mathrm{1\; 2}N}`$ $`+{\displaystyle \underset{j=1}{\overset{N2}{}}}\overline{R}_{2N\mathrm{1\; 2}N}\overline{R}_{2N\mathrm{3\; 2}N2}\mathrm{}\overline{R}_{2k\mathrm{1\; 2}k}\mathrm{}\overline{R}_{12}𝒫_{24}\mathrm{}𝒫_{2N\mathrm{2\; 2}N}`$ $`\times 𝒫_{2N\mathrm{3\; 2}N1}\mathrm{}𝒫_{13}\overline{R}_{23}\mathrm{}\overline{R}_{2j2j+1}\stackrel{ˇ}{R}_{2j+\mathrm{1\; 2}j+3}^{}\overline{R}_{2j+\mathrm{2\; 2}j+3}\mathrm{}\overline{R}_{2N\mathrm{2\; 2}N1}𝒫_{\mathrm{1\; 2}N}`$ $`+tr_0\stackrel{ˇ}{R}_{02N}^{}\overline{R}_{2N\mathrm{1\; 2}N}\overline{R}_{2N\mathrm{3\; 2}N2}\mathrm{}\overline{R}_{2k\mathrm{1\; 2}k}\mathrm{}\overline{R}_{12}𝒫_{24}\mathrm{}𝒫_{2N\mathrm{2\; 2}N}`$ $`\times 𝒫_{2N\mathrm{3\; 2}N1}\mathrm{}𝒫_{13}\overline{R}_{23}\mathrm{}\overline{R}_{2k\mathrm{2\; 2}k1}\mathrm{}\overline{R}_{2N\mathrm{2\; 2}N1}𝒫_{\mathrm{1\; 2}N}𝒫_{02N}\overline{R}_{02N}+t(0)`$ $`+\overline{R}_{2N\mathrm{1\; 2}N}\overline{R}_{2N\mathrm{3\; 2}N2}\mathrm{}\overline{R}_{2k\mathrm{1\; 2}k}\mathrm{}\overline{R}_{12}𝒫_{24}\mathrm{}𝒫_{2N\mathrm{2\; 2}N}`$ $`\times 𝒫_{2N\mathrm{3\; 2}N1}\mathrm{}𝒫_{13}\stackrel{ˇ}{R}_{\mathrm{3\; 2}N}^{}\overline{R}_{23}\mathrm{}\overline{R}_{2k\mathrm{2\; 2}k1}\mathrm{}\overline{R}_{2N\mathrm{2\; 2}N1}𝒫_{\mathrm{1\; 2}N}`$ $`+\overline{R}_{2N\mathrm{1\; 2}N}\overline{R}_{2N\mathrm{3\; 2}N2}\mathrm{}\overline{R}_{2k\mathrm{1\; 2}k}\mathrm{}\overline{R}_{12}𝒫_{24}\mathrm{}𝒫_{2N\mathrm{2\; 2}N}`$ $`\times 𝒫_{2N\mathrm{3\; 2}N1}\mathrm{}𝒫_{13}\overline{R}_{23}\mathrm{}\overline{R}_{2k\mathrm{2\; 2}k1}\mathrm{}\overline{R}_{2N\mathrm{2\; 2}N1}\stackrel{ˇ}{R}_{\mathrm{1\; 2}N1}^{}𝒫_{\mathrm{1\; 2}N},`$ (B.6) where $`\stackrel{ˇ}{R}_{ij}^{}=𝒫_{ij}R_{ij}^{}`$. The last four terms in (B.6) come from the second, and the third sum for $`j=N`$ and from the last sum for $`j=0`$ and $`j=N1`$, respectively. Combining (B.4), (B.6) and having in mind that $`𝒫_{ij}A_{ik}𝒫_{ij}=A_{jk}`$ and $`𝒫_{ij}^2,\overline{R}_{ij}^21`$, we get $`{\displaystyle \frac{d}{d\lambda }}t(\lambda )\overline{t}(\lambda )\|_{\lambda =0}{\displaystyle \underset{j=1}{\overset{N}{}}}\overline{R}_{2j\mathrm{1\; 2}j}^{}\overline{R}_{2j\mathrm{1\; 2}j}+{\displaystyle \underset{j=1}{\overset{N1}{}}}\overline{R}_{2j+\mathrm{1\; 2}j+2}\stackrel{ˇ}{R}_{2j2j+2}^{}\overline{R}_{2j+\mathrm{1\; 2}j+2}`$ $`+{\displaystyle \underset{j=1}{\overset{N1}{}}}\overline{R}_{2j+\mathrm{1\; 2}j+2}\overline{R}_{2j\mathrm{1\; 2}j}\overline{R}_{2j\mathrm{1\; 2}j+2}^{}\overline{R}_{2j\mathrm{1\; 2}j+2}\overline{R}_{2j\mathrm{1\; 2}j}\overline{R}_{2j+\mathrm{1\; 2}j+2}`$ $`+{\displaystyle \underset{j=1}{\overset{N1}{}}}\overline{R}_{2j+\mathrm{1\; 2}j+2}\overline{R}_{2j\mathrm{1\; 2}j}\overline{R}_{2j\mathrm{1\; 2}j+2}\stackrel{ˇ}{R}_{2j\mathrm{1\; 2}j+1}^{}\overline{R}_{2j\mathrm{1\; 2}j+2}\overline{R}_{2j\mathrm{1\; 2}j}\overline{R}_{2j+\mathrm{1\; 2}j+2}`$ $`+tr_0\stackrel{ˇ}{R}_{02N}^{}\overline{R}_{2N\mathrm{1\; 2}N}𝒫_{02N1}\overline{R}_{02N1}\overline{R}_{2N\mathrm{1\; 2}N}+t(0)\overline{t}(0)+\overline{R}_{12}\stackrel{ˇ}{R}_{12}^{}\overline{R}_{12}.`$ (B.7) Notice that the first two terms of the last equation give exactly the Hamiltonian of the alternating spin chain constructed by De Vega and Woyanorovich (see e.g. , ). The last term of (B.6) is included in the fourth sum of (B.7) for $`j=N1`$. It is obvious from (B.3), (B.4) that $`t(0)\overline{t}(0)1`$. Equation (B.7) contains all the Hamiltonian’s terms (remember $`t(\lambda )\frac{d}{d\lambda }\overline{t}(\lambda )`$ has a similar form to (B.7)). We observe that the terms in (B.7) describe local interaction between two, three and four nearest neighbours. We conclude that this is indeed a local Hamiltonian.
warning/0006/hep-ph0006295.html	ar5iv	text	# Inclusive and exclusive decays of doubly heavy baryons ## 1 Introduction Recently there was a big progress in our theoretical understanding of the physics of doubly heavy baryons. First, the production cross sections of doubly heavy baryons in hadron collisions at high energies of colliders and in fixed target experiments were calculated with the use of perturbative QCD for the hard processes and factorization hypothesis to account for the nonperturbative binding of heavy quarks inside the doubly heavy baryons . Second, the lifetimes and branching fractions of some inclusive decay modes were evaluated in the Operator Product Expansion combined with the effective theory of heavy quarks . Third, the families of doubly heavy baryons, which contain a set of narrow excited levels in addition to the basic state, were described in the framework of potential models . The picture of spectra, obtained in this analysis, is very similar to that of heavy quarkonia. Fourth, the QCD and NRQCD sum rules were explored for the two-point baryonic correlators in order to calculate the masses and couplings of doubly heavy baryons . And fifth, there are papers, where exclusive semileptonic and some nonleptonic decay modes of doubly heavy baryons in the framework of Bethe-Salpeter, NRQCD sum rules and potential models were analyzed . In the present talk we will concentrate on the developments in the description of inclusive and exclusive decays of the mentioned hadrons. In what follows, we will present the results of OPE approach on lifetimes and the results of three-point NRQCD sum rules on semileptonic and various nonleptonic decay modes of doubly heavy baryons. ## 2 Inclusive decays in OPE In the first part of this review we give a short description of the OPE framework used to calculate lifetimes of doubly heavy baryons and present numerical predictions for their values. Here we also comment on relative contributions of spectator and nonspectator effects to estimated lifetimes. ### 2.1 OPE framework for lifetimes Let us describe the calculation framework for the lifetimes of doubly heavy baryons on the concrete example of $`\mathrm{\Xi }_{bc}^{}`$ baryons. The optical theorem along with the hypothesis of integral quark-hadron duality, leads us to a relation between the total decay width of heavy quark and the imaginary part of its forward scattering amplitude. This relationship, applied to the $`\mathrm{\Xi }_{bc}^{}`$-baryon<sup>1</sup><sup>1</sup>1Here $``$ denotes electrical charge of $`\mathrm{\Xi }_{bc}^{}`$-baryon total decay width $`\mathrm{\Gamma }_{\mathrm{\Xi }_{bc}^{}}`$, can be written down as: $$\mathrm{\Gamma }_{\mathrm{\Xi }_{bc}^{}}=\frac{1}{2M_{\mathrm{\Xi }_{bc}^{}}}\mathrm{\Xi }_{bc}^{}\|𝒯\|\mathrm{\Xi }_{bc}^{},$$ (1) with the transition operator $`𝒯`$: $$𝒯=md^4x\{\widehat{T}H_{eff}(x)H_{eff}(0)\},$$ (2) where the effective lagrangian of weak interactions $`H_{eff}`$, for example, in the case of nonleptonic decays and at the characteristic hadron energies is given by $`H_{eff}`$ $`=`$ $`{\displaystyle \frac{G_F}{2\sqrt{2}}}V_{q_3q_4}V_{q_1q_2}^{}[C_+(\mu )O_++`$ $`C_{}(\mu )O_{}]+h.c.`$ where $`O_\pm `$ $`=`$ $`[\overline{q}_{1\alpha }\gamma _\nu (1\gamma _5)q_{2\beta }][\overline{q}_{3\gamma }\gamma ^\nu (1\gamma _5)q_{4\delta }]\times `$ $`(\delta _{\alpha \beta }\delta _{\gamma \delta }\pm \delta _{\alpha \delta }\delta _{\gamma \beta }),`$ and $$C_+=\left[\frac{\alpha _s(M_W)}{\alpha _s(\mu )}\right]^{\frac{6}{332f}},C_{}=\left[\frac{\alpha _s(M_W)}{\alpha _s(\mu )}\right]^{\frac{12}{332f}},$$ where f is the number of flavors and $`\{\alpha ,\beta ,\gamma ,\delta \}`$ run over the color indices. As the energy release in heavy quarks decays is large, we may benefit from the Operator Product Expansion (OPE) for the transition operator $`𝒯`$ $`=`$ $`{\displaystyle \underset{i=1}{\overset{2}{}}}\{C_1(\mu )\overline{Q}^iQ^i+{\displaystyle \frac{1}{m_{Q^i}^2}}C_2(\mu )\overline{Q}^ig\sigma _{\mu \nu }G^{\mu \nu }Q^i`$ (3) $`+{\displaystyle \frac{1}{m_{Q^i}^3}}O(1)\}.`$ Performing the above expansion, we obtain a series of operators, classified according to their dimensions. The contributions of these operators to the total decay width of the baryon under consideration have a simple physical interpretation: * dimension 3: $`\overline{Q}Q`$, this operator represents the contribution of spectator heavy quark decay. * dimension 4: removed by the equations of motion. * dimension 5: $`Q_{GQ}=\overline{Q}g\sigma _{\mu \nu }G^{\mu \nu }Q`$, represents chromomagnetic interaction of the decaying quark with other heavy quark as well as with the light quark. * dimension 6: $`Q_{2Q2q}=\overline{Q}\mathrm{\Gamma }q\overline{q}\mathrm{\Gamma }^{^{}}Q`$, the operators of this kind correspond to nonspectator effects, the most important of which are Pauli interference and weak scattering Thus the transition operator can be written as $`𝒯_{\mathrm{\Xi }_{bc}^+}`$ $`=`$ $`𝒯_{35b}+𝒯_{35c}+𝒯_{6,PI}^{(1)}+𝒯_{6,WS}^{(1)},`$ $`𝒯_{\mathrm{\Xi }_{bc}^0}`$ $`=`$ $`𝒯_{35b}+𝒯_{35c}+𝒯_{6,PI}^{(2)}+𝒯_{6,WS}^{(2)}.`$ All contributions in the above expressions can be explicitly calculated and, for example, the contribution of dimension 3 and 5 operators in the case of $`b`$ \- quark decay is given by the following expression $`𝒯_{35b}`$ $`=`$ $`\mathrm{\Gamma }_{b,spect}\overline{b}b{\displaystyle \frac{\mathrm{\Gamma }_{0b}}{m_b^2}}[2P_{c1}+P_{c\tau 1}+`$ $`K_{ob}(P_{c1}+P_{cc1})+K_{2b}(P_{c2}+P_{cc2})]O_{Gb},`$ where $`\mathrm{\Gamma }_{0b}={\displaystyle \frac{G_F^2m_b^5}{192\pi ^3}}\|V_{cb}\|^2,`$ with $`K_{0Q}=C_{}^2+2C_+^2`$, $`K_{2Q}=2(C_+^2C_{}^2)`$, $`P_{c1}=(1y)^4,P_{c2}=(1y)^3,y={\displaystyle \frac{m_c^2}{m_b^2}}.`$ Below, we have also written a characteristic nonspectator contribution given by electroweak scattering of $`b`$ and $`c`$ \- quarks $`𝒯_{WS,bc}`$ $`=`$ $`{\displaystyle \frac{G_F^2\|V_{cb}\|^2}{4\pi }}m_b^2(1+{\displaystyle \frac{m_c}{m_b}})^2(1z_+)^2\times `$ $`[(C_+^2+C_{}^2+{\displaystyle \frac{1}{3}}(1k^{1/2})(C_+^2C_{}^2))\times `$ $`(\overline{b}_i\gamma _\alpha (1\gamma _5)b_i)(\overline{c}_j\gamma ^\alpha (1\gamma _5)c_j)+`$ $`k^{1/2}(C_+^2C_{}^2)\times `$ $`(\overline{b}_i\gamma _\alpha (1\gamma _5)b_j)(\overline{c}_j\gamma ^\alpha (1\gamma _5)c_i)],`$ where $`z_+={\displaystyle \frac{m_c^2}{(m_b+m_c)^2}},k={\displaystyle \frac{\alpha _s(\mu )}{\alpha _s(m_b+m_c)}}.`$ The hadronic matrix elements can be further estimated using effective theories description of bound state dynamics of doubly heavy baryons. Here we will not give the details of these estimates and refer the interested reader for details to . So, in the next subsection, we will go directly to the numerical estimates of doubly heavy baryon lifetimes. ### 2.2 Numerical results Now we have already estimates for the lifetimes of all doubly heavy baryons . However, there is some difference in concrete numerical values of lifetimes obtained in different papers. In papers we have commented on the uncertainties in the resulting values of lifetimes related to the values of heavy quark masses. Besides this, there is one more uncertainty remained due to the value of light quark - diquark wave-function at origin. Today there are two approaches to estimate this value: 1) assuming, that this value is the same as the value of $`D`$ \- meson wave function at origin; 2) extracting this value from the comparison of hyper-fine splittings in doubly heavy and singly heavy baryons. Here we give the results of the lifetime estimates made in the second approach, as they are the most complete. From Tables 1.-3. we see a sizeable contribution of nonspectator effects to the lifetimes of doubly heavy baryons. The presence of the latter, for example, leads to a huge difference of $`(ccq)`$-baryon lifetimes. ## 3 Exclusive decays in NRQCD sum rules In this section we review the results for exclusive decay modes of doubly heavy baryons, obtained in the framework of three-point NRQCD sum rules. Our consideration of form-factors, governing the above transitions, will be restricted to the case of spin $`1/2`$ \- spin $`1/2`$ baryon transitions. We will comment on the size of spin $`1/2`$ \- spin $`3/2`$ contribution in the section with our numerical results. ### 3.1 Two point sum rules We start with the two-point NRQCD sum rules for corresponding baryonic couplings. For baryons, containing two heavy quarks, there are two distinct choices of baryonic interpolating currents: 1) The prescription with the explicit spinor structure of the heavy diquark from the very beginning $`J_{\mathrm{\Xi }_{QQ^{}}^{}}`$ $`=`$ $`[Q^{iT}C\tau \gamma _5Q^j]q^k\epsilon _{ijk},`$ $`J_{\mathrm{\Xi }_{QQ}^{}}`$ $`=`$ $`[Q^{iT}C\tau \gamma ^mQ^j]\gamma _m\gamma _5q^k\epsilon _{ijk},`$ (4) 2) The currents, which require further symmetrization of heavy diquark wave function $`J_{\mathrm{\Xi }_{QQ}^{}}=\epsilon ^{\alpha \beta \gamma }:(Q_\alpha ^TC\gamma _5q_\beta )Q_\gamma ^{^{}}:`$ (5) In calculations of exclusive decay modes from three-point NRQCD sum rules, considered below, we will use the currents of the second type. For the benefits of this choice we refer the reader to . The baryon couplings for both types of currents are defined as usual $`0\|J_H\|H(p)=iZ_Hu(v,M_H)e^{ipx}`$ (6) To estimate the introduced baryonic couplings, we consider two-point correlation function of corresponding currents $`\mathrm{\Pi }(^2)`$ $`=`$ $`i{\displaystyle d^4xe^{ipx}0\|T\{J(x),\overline{J}(0)\}\|0}=`$ (7) $`\text{}vF_1(p^2)+F_2(p^2),`$ where $`v`$ is the four-velocity of the studied doubly heavy baryon. For both types of currents the NRQCD sum rules derived include coulomb-like corrections in the system of doubly heavy diquark as well as contributions of nonperturbative terms coming from the quark, gluon, mixed condensates and the product of quark and gluon condensates. As was shown by the authors of , for the second type of currents it is difficult, in general, to achieve a stability of sum rules predictions for the both extracted mass and coupling of doubly heavy baryons. So, for the second type of currents used here, we evaluate the coupling constants only and use the masses of doubly heavy baryons, calculated by us previously , as inputs. The results of the performed analysis can be most conveniently understood from the figures below. The plotted result for the $`\mathrm{\Xi }_{bb}`$-baryon coupling of the second type does not include the Coulomb corrections, as the calculation of desired form-factors for the doubly heavy baryons can be consistently performed without accounting for Coulomb corrections either, provided we neglect them both in the two-point and three-point sum rules<sup>2</sup><sup>2</sup>2For more details see . ### 3.2 Three-point sum rules Following the standard procedure for the evaluation of form-factors in the framework of NRQCD sum rules, we consider the three-point correlation function $`\mathrm{\Pi }_\mu `$ $`=`$ $`i^2{\displaystyle }d^4xd^4y0\|T\{J_{H_F}(x)J_\mu (0)\overline{J}_{H_I}\}\|0\times `$ (8) $`e^{ip_Fx}e^{ip_Iy}`$ The theoretical expression for the three-point correlation function can be easily calculated with the use of double dispersion relation $`\mathrm{\Pi }_\mu ^{(theor)}(s_1,s_2,q^2)=`$ $`{\displaystyle \frac{1}{(2\pi )^2}}{\displaystyle _{m_I^2}^{\mathrm{}}}𝑑s_1{\displaystyle _{m_F^2}^{\mathrm{}}}𝑑s_2{\displaystyle \frac{\rho _\mu (s_1,s_2,q^2)}{(s_1s_1^0)(s_2s_2^0)}}+\mathrm{}`$ Saturating the channels of initial and final state hadrons by ground states of corresponding baryons, we have the following phenomenological expression for the three-point correlation function $`\mathrm{\Pi }_\mu ^{(phen)}(s_1,s_2,q^2)`$ $`=`$ $`{\displaystyle \underset{spins}{}}{\displaystyle \frac{0\|J_{H_F}\|H_F(p_F)}{s_2^0M_{H_F}^2}}\times `$ (10) $`H_F(p_F)\|J_\mu \|H_I(p_I)\times `$ $`{\displaystyle \frac{H_I(p_I)\|\overline{J}_{H_I}\|0}{s_1^0M_{H_I}^2}}`$ The formfactors for spin $`\frac{1}{2}`$ – spin $`\frac{1}{2}`$ baryon transitions are modeled as following $`H_F(p_F)\|J_\mu \|H_I(p_I)`$ $`=`$ $`\overline{u}(p_F)\{\gamma _\mu G_1^V+v_\mu ^IG_2^V+`$ $`v_\mu ^FG_3^V+\gamma _5(\gamma _\mu G_1^A+`$ $`v_\mu ^IG_2^A+v_\mu ^FG_3^A)\}u(p_I)`$ Naively, all these six formfactors are independent. However, the analysis of spin symmetry relations in the limit of zero recoil shows the semileptonic decays of doubly heavy baryons can be described by the only universal function, an analogue of Isgur-Wise function. So, now we in position, where to obtain estimates on semileptonic or nonleptonic transitions under hypothesis of factorization we should calculate the only universal function. The calculation of spectral densities is straightforward with the use of Cutkosky rules for quark propagators . The results for the trace of correlation function with $`v_\mu ^I`$ are 1) heavy to heavy underlying quark transition $`\rho ^{pert}`$ $`=`$ $`{\displaystyle _{m_3^2}^{(\sqrt{s_1}m_1)^2}}{\displaystyle \frac{6}{(2\pi )^4}}{\displaystyle \frac{m_1m_2(k^2m_3^2)^2}{k^2(\lambda (s_1,s_2,q^2))^{1/2}}}𝑑k^2`$ $`\rho ^{\overline{q}q}`$ $`=`$ $`{\displaystyle \frac{4}{(2\pi )^2}}{\displaystyle \frac{m_1m_2m_3\sqrt{s_1}}{(m_1+m_3)(\lambda (s_1,s_2,q^2))^{1/2}}}\overline{q}q`$ $`\mathrm{cos}\theta `$ $`=`$ $`{\displaystyle \frac{m_2}{\|\stackrel{}{p}_2\|\|\stackrel{}{k}\|}}(\sqrt{s1}p_{20}+(m_2m_1)\times `$ (13) $`(1{\displaystyle \frac{\|\stackrel{}{k}\|^2}{2m_1m_2}})+{\displaystyle \frac{\|\stackrel{}{p}_2\|^2}{2m_2}})`$ 2) heavy to light underlying quark transition $`\rho ^{pert}`$ $`=`$ $`{\displaystyle _{m_3^2}^{(\sqrt{s_1}m_1)^2}}{\displaystyle \frac{3F_1}{4(2\pi )^4}}{\displaystyle \frac{(k^2m_3^2)^2}{k^2(\lambda (s_1,s_2,q^2))^{1/2}}}𝑑k^2`$ $`\rho ^{\overline{q}q}`$ $`=`$ $`{\displaystyle \frac{m_1m_3\sqrt{s_1}F_2}{2(m_1+m_3)(\lambda (s_1,s_2,q^2))^{1/2}}}\overline{q}q`$ $`\mathrm{cos}\theta `$ $`=`$ $`{\displaystyle \frac{1}{2\|\stackrel{}{p}_2\|\|\stackrel{}{k}\|}}(2p_{20}(\sqrt{s_1}m_1{\displaystyle \frac{\|\stackrel{}{k}\|^2}{2m_1}})s_2`$ (16) $`(\sqrt{s1m_1})^2+{\displaystyle \frac{\sqrt{s_1}\|\stackrel{}{k}\|^2}{m_1}}+m_2^2)`$ where $`F_1`$ $`=`$ $`{\displaystyle \frac{2}{\sqrt{s_1}}}(m_1^2q^2+2m_2\sqrt{s_1}+s_2k^2)`$ $`F_2`$ $`=`$ $`F_1\|_{k^2m_3^2}`$ (18) The notations in the above expressions should be clear from Fig. 6. Having derived theoretical expressions for the three-point correlation function, we may proceed now with the evaluation of form-factors. In numerical estimates we will use the Borel scheme for the form-factor extraction and so, below we give the formula determining the universal Isgur-Wise function for the semileptonic decays of doubly heavy baryons $`\xi ^{IW}(q^2)`$ $`=`$ $`{\displaystyle \frac{1}{(2\pi )^2}}{\displaystyle \frac{1}{8M_IM_FZ_IZ_F}}`$ $`{\displaystyle _{(m_1+m_3)^2}^{s_I^{th}}}{\displaystyle _{(m_1+m_2)^2}^{s_F^{th}}}\rho (s_I,s_F,q^2)𝑑s_I𝑑s_F`$ $`\times \mathrm{exp}({\displaystyle \frac{s_IM_I^2}{B_I^2}})\mathrm{exp}({\displaystyle \frac{s_FM_F^2}{B_F^2}}),`$ where $`B_I`$ and $`B_F`$ are the Borel parameters in the initial and final state channels. ### 3.3 Numerical estimates The analysis of NRQCD sum rules in the Borel scheme gives us the estimates of the value of Isgur-Wise (IW) function at zero recoil for different types of spin $`1/2`$ \- spin $`1/2`$ transitions betweem doubly heavy baryons, shown in Table 4. For the sake of comparison, we also provide here the estimates of the values of IW-function at zero recoil performed by us in the framework of potential models, which can be also found in Table 4. We see that within the errors of the sum rule method (15%) the obtained results are very close to each other. In Fig.7 we have plotted the dependence of the normalization of IW-function on the Borel parameters of initial and final state baryons in the case of $`\mathrm{\Xi }_{bb}\mathrm{\Xi }_{bc}`$ transition. Next, to obtain the dependence of formfactors on the square of momentum transfer we exploit the pole resonance model. So, for the IW-function we have the following expression: $$\xi ^{IW}(q^2)=\xi _0\frac{1}{1\frac{q^2}{m_{pole}^2}},$$ (20) with $`m_{pole}`$ $`=`$ $`6.3\text{ GeV for the }bc\text{ transitions}`$ $`m_{pole}`$ $`=`$ $`1.85\text{ GeV for the }cs\text{ transitions}.`$ With the obtained estimates for the form-factors, we can easily obtain the predictions for the semileptonic and some nonleptonic decay modes of doubly heavy baryons. The results of such estimates can be found in Table 2. To calculate the branching ratios for exclusive decay modes we used the values of doubly heavy baryon lifetimes, calculated by us previously . The values, presented in Table 2 already include the contribution of spin $`1/2`$-spin $`3/2`$ decay channels. To estimate the latter we have used the results of , where the contribution of these channels was calculated for the case of $`\mathrm{\Xi }_{bc}\mathrm{\Xi }_{cc}+l\overline{\nu }`$ baryon transition, and assumed, that, according to superflavor symmetry, it constitutes 30 % from the contribution of corresponding spin $`1/2`$-spin $`1/2`$ transitions for all transitions between doubly heavy baryons. In calculations of $`\mathrm{\Xi }_{bb}^{}`$ and $`\mathrm{\Xi }_{cc}^{}`$ \- baryon decay modes we have taken into account a factor 2 due to Pauli principle for the identical heavy quarks in the initial channel. In the case of $`\mathrm{\Xi }_{bc}^{}\mathrm{\Xi }_{cc}^{^{}}X`$-baryon transition the same factor comes from the positive Pauli interference of the $`c`$-quark, being a product of $`b`$-quark decay, with the $`c`$-quark from the initial baryon. Here, we also would like to mention, that for the $`\mathrm{\Xi }_{bc}`$-baryon decays the mentioned positive Pauli interference contribution is dominant compared to other nonspectator contributions<sup>3</sup><sup>3</sup>3Here we use the results of OPE analysis for the inclusive decay modes of doubly heavy baryons , so we do not introduce other corrections here. However, in the case of $`\mathrm{\Xi }_{cc}^{++}\mathrm{\Xi }_{cs}^+X`$\- baryon transition the negative Pauli interference plays the dominant role and thus should be accounted for explicitly. From the previously done OPE analysis for doubly heavy baryon lifetimes we conclude that the corresponding correction factor in this case is $`0.62`$. We would like also give a small comment on our notations. The $`\mathrm{\Xi }_{Qs}^{}`$ in Table 2 stays for the sum of $`\mathrm{\Xi }_Q^{}`$ and $`\mathrm{\Xi }_Q^{^{}}`$ decay channels. The obtained results are in agreement with the previous estimates of $`\mathrm{\Xi }_{bc}`$-baryon exclusive decay modes and with the results of OPE analysis for inclusive decay modes. ## 4 Conclusion In this paper we have made a short review on the inclusive and exclusive decay modes of doubly heavy baryons. The results on the lifetimes of doubly heavy baryons as well as estimates of semileptonic, pion and $`\rho `$-meson decay modes are given. This work was in part supported by the Russian Foundation for Basic Research, grants 99-02-16558 and 00-15-96645, by International Center of Fundamental Physics in Moscow, International Science Foundation and INTAS-RFBR-95I1300.

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